GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 115000 CE | ||||||||||||||||
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Delta: 0.34
Vega: 135.12
Theta: -25.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 1222.5 | 499 | 15.14 | 397 | 110 | 146 | |||||||||
| 21 Sept | 109900.00 | 749 | 25.5 | 14.35 | 84 | 19 | 36 | |||||||||
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| 18 Sept | 109639.00 | 880 | 38.5 | 15.73 | 18 | 6 | 14 | |||||||||
For Gold - strike price 115000 expiring on 31OCT2025
Delta for 115000 CE is 0.34
Historical price for 115000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 1222.5, which was 499 higher than the previous day. The implied volatity was 15.14, the open interest changed by 110 which increased total open position to 146
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 749, which was 25.5 higher than the previous day. The implied volatity was 14.35, the open interest changed by 19 which increased total open position to 36
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 880, which was 38.5 higher than the previous day. The implied volatity was 15.73, the open interest changed by 6 which increased total open position to 14
| GOLD 31OCT2025 115000 PE | |||||||
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Delta: -0.65
Vega: 136.44
Theta: -27.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 3838 | -598 | 15.96 | 15 | 3 | 3 |
| 21 Sept | 109900.00 | 4730.5 | 0 | 0.00 | 1 | 1 | 0 |
| 18 Sept | 109639.00 | 4730.5 | 0 | 0.00 | 1 | 1 | 0 |
For Gold - strike price 115000 expiring on 31OCT2025
Delta for 115000 PE is -0.65
Historical price for 115000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 3838, which was -598 lower than the previous day. The implied volatity was 15.96, the open interest changed by 3 which increased total open position to 3
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 4730.5, 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 4730.5, 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
