GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 112000 CE | ||||||||||||||||
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Delta: 0.55
Vega: 146.45
Theta: -27.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 2400.5 | 892.5 | 14.57 | 322 | 98 | 164 | |||||||||
| 21 Sept | 109900.00 | 1526 | 18 | 13.19 | 62 | 21 | 66 | |||||||||
| 18 Sept | 109639.00 | 1684 | -75.5 | 14.76 | 21 | 6 | 43 | |||||||||
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| 14 Sept | 109356.00 | 1469 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
For Gold - strike price 112000 expiring on 31OCT2025
Delta for 112000 CE is 0.55
Historical price for 112000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 2400.5, which was 892.5 higher than the previous day. The implied volatity was 14.57, the open interest changed by 98 which increased total open position to 164
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 1526, which was 18 higher than the previous day. The implied volatity was 13.19, the open interest changed by 21 which increased total open position to 66
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 1684, which was -75.5 lower than the previous day. The implied volatity was 14.76, the open interest changed by 6 which increased total open position to 43
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 1469, 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 112000 PE | |||||||
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Delta: -0.45
Vega: 146.47
Theta: -27.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 1930 | -349.5 | 14.74 | 15 | 8 | 8 |
| 21 Sept | 109900.00 | 3107.5 | 0 | 0.00 | 1 | 1 | 0 |
| 18 Sept | 109639.00 | 3107.5 | 740 | 15.76 | 1 | 1 | 1 |
| 14 Sept | 109356.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Gold - strike price 112000 expiring on 31OCT2025
Delta for 112000 PE is -0.45
Historical price for 112000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 1930, which was -349.5 lower than the previous day. The implied volatity was 14.74, the open interest changed by 8 which increased total open position to 8
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 3107.5, 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 3107.5, which was 740 higher than the previous day. The implied volatity was 15.76, 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
