GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 111000 CE | ||||||||||||||||
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Delta: 0.62
Vega: 141.00
Theta: -26.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 3000 | 1109 | 14.83 | 155 | 38 | 73 | |||||||||
| 21 Sept | 109900.00 | 1898.5 | 7.5 | 12.68 | 20 | 11 | 35 | |||||||||
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| 18 Sept | 109639.00 | 2098 | -50.5 | 14.62 | 5 | 1 | 24 | |||||||||
| 14 Sept | 109356.00 | 2068.5 | 6.5 | 14.50 | 5 | 1 | 4 | |||||||||
For Gold - strike price 111000 expiring on 31OCT2025
Delta for 111000 CE is 0.62
Historical price for 111000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 3000, which was 1109 higher than the previous day. The implied volatity was 14.83, the open interest changed by 38 which increased total open position to 73
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 1898.5, which was 7.5 higher than the previous day. The implied volatity was 12.68, the open interest changed by 11 which increased total open position to 35
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 2098, which was -50.5 lower than the previous day. The implied volatity was 14.62, the open interest changed by 1 which increased total open position to 24
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 2068.5, which was 6.5 higher than the previous day. The implied volatity was 14.50, the open interest changed by 1 which increased total open position to 4
| GOLD 31OCT2025 111000 PE | |||||||
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Delta: -0.38
Vega: 140.83
Theta: -26.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 1472.5 | -252.5 | 14.59 | 196 | 91 | 91 |
| 21 Sept | 109900.00 | 2415.5 | 0 | 0.00 | 1 | 1 | 0 |
| 18 Sept | 109639.00 | 2415.5 | 609 | 14.90 | 1 | 1 | 1 |
| 14 Sept | 109356.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Gold - strike price 111000 expiring on 31OCT2025
Delta for 111000 PE is -0.38
Historical price for 111000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 1472.5, which was -252.5 lower than the previous day. The implied volatity was 14.59, the open interest changed by 91 which increased total open position to 91
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 2415.5, 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
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 2415.5, which was 609 higher than the previous day. The implied volatity was 14.90, the open interest changed by 1 which increased total open position to 1
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
