GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 109000 CE | ||||||||||||||||
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Delta: 0.76
Vega: 115.07
Theta: -20.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 111510.00 | 4252 | 1286 | 14.11 | 9 | 0 | 19 | |||||||||
| 21 Sept | 109900.00 | 2982 | 16 | 12.23 | 2 | 0 | 19 | |||||||||
| 18 Sept | 109639.00 | 3259 | 100 | 15.15 | 23 | 14 | 19 | |||||||||
| 14 Sept | 109356.00 | 2770 | -114 | 0.00 | 2 | 1 | 0 | |||||||||
For Gold - strike price 109000 expiring on 31OCT2025
Delta for 109000 CE is 0.76
Historical price for 109000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 4252, which was 1286 higher than the previous day. The implied volatity was 14.11, the open interest changed by 0 which decreased total open position to 19
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 2982, which was 16 higher than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 19
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 3259, which was 100 higher than the previous day. The implied volatity was 15.15, the open interest changed by 14 which increased total open position to 19
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 2770, which was -114 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 109000 PE | |||||||
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Delta: -0.25
Vega: 117.08
Theta: -21.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 822 | -465 | 14.67 | 354 | 128 | 143 |
| 21 Sept | 109900.00 | 1220 | -67 | 13.81 | 26 | 0 | 15 |
| 18 Sept | 109639.00 | 1391.5 | -103.5 | 14.17 | 13 | 9 | 13 |
| 14 Sept | 109356.00 | 1614.5 | 0 | 14.01 | 1 | 1 | 0 |
For Gold - strike price 109000 expiring on 31OCT2025
Delta for 109000 PE is -0.25
Historical price for 109000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 822, which was -465 lower than the previous day. The implied volatity was 14.67, the open interest changed by 128 which increased total open position to 143
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 1220, which was -67 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 15
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 1391.5, which was -103.5 lower than the previous day. The implied volatity was 14.17, the open interest changed by 9 which increased total open position to 13
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 1614.5, which was 0 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1 which increased total open position to 0
