GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 108000 CE | ||||||||||||||||
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Delta: 0.81
Vega: 101.78
Theta: -19.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 5100 | 1495 | 14.84 | 3 | 3 | 35 | |||||||||
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| 21 Sept | 109900.00 | 3671 | 66 | 12.14 | 40 | 32 | 32 | |||||||||
| 18 Sept | 109639.00 | 3545.5 | -194 | 12.45 | 1 | 7 | 0 | |||||||||
| 14 Sept | 109356.00 | 2224.5 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
For Gold - strike price 108000 expiring on 31OCT2025
Delta for 108000 CE is 0.81
Historical price for 108000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 5100, which was 1495 higher than the previous day. The implied volatity was 14.84, the open interest changed by 3 which increased total open position to 35
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 3671, which was 66 higher than the previous day. The implied volatity was 12.14, the open interest changed by 32 which increased total open position to 32
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 3545.5, which was -194 lower than the previous day. The implied volatity was 12.45, the open interest changed by 7 which increased total open position to 0
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 2224.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| GOLD 31OCT2025 108000 PE | |||||||
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Delta: -0.19
Vega: 101.61
Theta: -19.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 601.5 | -313 | 14.80 | 344 | 115 | 178 |
| 21 Sept | 109900.00 | 894 | -20.5 | 13.79 | 64 | 47 | 63 |
| 18 Sept | 109639.00 | 1100 | -83.5 | 14.60 | 12 | 3 | 16 |
| 14 Sept | 109356.00 | 1250 | 0 | 14.09 | 1 | 11 | 11 |
For Gold - strike price 108000 expiring on 31OCT2025
Delta for 108000 PE is -0.19
Historical price for 108000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 601.5, which was -313 lower than the previous day. The implied volatity was 14.80, the open interest changed by 115 which increased total open position to 178
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 894, which was -20.5 lower than the previous day. The implied volatity was 13.79, the open interest changed by 47 which increased total open position to 63
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 1100, which was -83.5 lower than the previous day. The implied volatity was 14.60, the open interest changed by 3 which increased total open position to 16
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 1250, which was 0 lower than the previous day. The implied volatity was 14.09, the open interest changed by 11 which increased total open position to 11
