GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 110000 CE | ||||||||||||||||
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Delta: 0.69
Vega: 130.28
Theta: -23.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 111510.00 | 3579.5 | 1081.5 | 14.41 | 305 | 13 | 173 | |||||||||
| 21 Sept | 109900.00 | 2535 | 37 | 13.39 | 221 | 37 | 160 | |||||||||
| 18 Sept | 109639.00 | 2630 | -39.5 | 14.79 | 116 | 27 | 103 | |||||||||
| 14 Sept | 109356.00 | 2500 | -54 | 14.18 | 24 | 6 | 35 | |||||||||
For Gold - strike price 110000 expiring on 31OCT2025
Delta for 110000 CE is 0.69
Historical price for 110000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 3579.5, which was 1081.5 higher than the previous day. The implied volatity was 14.41, the open interest changed by 13 which increased total open position to 173
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 2535, which was 37 higher than the previous day. The implied volatity was 13.39, the open interest changed by 37 which increased total open position to 160
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 2630, which was -39.5 lower than the previous day. The implied volatity was 14.79, the open interest changed by 27 which increased total open position to 103
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 2500, which was -54 lower than the previous day. The implied volatity was 14.18, the open interest changed by 6 which increased total open position to 35
| GOLD 31OCT2025 110000 PE | |||||||
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Delta: -0.31
Vega: 131.11
Theta: -24.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 1140 | -524 | 14.83 | 623 | 234 | 443 |
| 21 Sept | 109900.00 | 1627.5 | -36.5 | 13.88 | 142 | 75 | 209 |
| 18 Sept | 109639.00 | 1875.5 | -6 | 14.60 | 96 | 13 | 128 |
| 14 Sept | 109356.00 | 2210 | 16.5 | 14.93 | 9 | 7 | 10 |
For Gold - strike price 110000 expiring on 31OCT2025
Delta for 110000 PE is -0.31
Historical price for 110000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 1140, which was -524 lower than the previous day. The implied volatity was 14.83, the open interest changed by 234 which increased total open position to 443
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 1627.5, which was -36.5 lower than the previous day. The implied volatity was 13.88, the open interest changed by 75 which increased total open position to 209
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 1875.5, which was -6 lower than the previous day. The implied volatity was 14.60, the open interest changed by 13 which increased total open position to 128
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 2210, which was 16.5 higher than the previous day. The implied volatity was 14.93, the open interest changed by 7 which increased total open position to 10
