GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 107000 CE | ||||||||||||||||
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Delta: 0.87
Vega: 79.05
Theta: -13.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 5844 | 1382.5 | 13.94 | 33 | 49 | 49 | |||||||||
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| 21 Sept | 109900.00 | 4515 | 53.5 | 12.84 | 3 | 5 | 0 | |||||||||
| 18 Sept | 109639.00 | 4550 | -80.5 | 14.70 | 5 | 3 | 25 | |||||||||
| 14 Sept | 109356.00 | 4388 | 0 | 14.38 | 1 | 4 | 4 | |||||||||
For Gold - strike price 107000 expiring on 31OCT2025
Delta for 107000 CE is 0.87
Historical price for 107000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 5844, which was 1382.5 higher than the previous day. The implied volatity was 13.94, the open interest changed by 49 which increased total open position to 49
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 4515, which was 53.5 higher than the previous day. The implied volatity was 12.84, the open interest changed by 5 which increased total open position to 0
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 4550, which was -80.5 lower than the previous day. The implied volatity was 14.70, the open interest changed by 3 which increased total open position to 25
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 4388, which was 0 lower than the previous day. The implied volatity was 14.38, the open interest changed by 4 which increased total open position to 4
| GOLD 31OCT2025 107000 PE | |||||||
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Delta: -0.15
Vega: 84.79
Theta: -15.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 422.5 | -243.5 | 14.83 | 184 | 36 | 138 |
| 21 Sept | 109900.00 | 615.5 | -50.5 | 13.59 | 49 | 22 | 102 |
| 18 Sept | 109639.00 | 809 | -88.5 | 14.57 | 31 | 12 | 68 |
| 14 Sept | 109356.00 | 1149 | -5.5 | 15.65 | 14 | 3 | 23 |
For Gold - strike price 107000 expiring on 31OCT2025
Delta for 107000 PE is -0.15
Historical price for 107000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 422.5, which was -243.5 lower than the previous day. The implied volatity was 14.83, the open interest changed by 36 which increased total open position to 138
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 615.5, which was -50.5 lower than the previous day. The implied volatity was 13.59, the open interest changed by 22 which increased total open position to 102
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 809, which was -88.5 lower than the previous day. The implied volatity was 14.57, the open interest changed by 12 which increased total open position to 68
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 1149, which was -5.5 lower than the previous day. The implied volatity was 15.65, the open interest changed by 3 which increased total open position to 23
