GOLD
Gold
Historical option data for GOLD
15 Oct 2025 01:10 AM IST
| GOLD 31-OCT-2025 120000 CE | ||||||||||||||||
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Delta: 0.82
Vega: 72.23
Theta: -56.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 15 Oct | 113766.00 | 7066.5 | 11 | 26.79 | 198 | -11 | 274 | |||||||||
| 14 Oct | 113766.00 | 6419 | 879 | 28.10 | 152 | -19 | 266 | |||||||||
For Gold - strike price 120000 expiring on 31OCT2025
Delta for 120000 CE is 0.82
Historical price for 120000 CE is as follows
On 15 Oct GOLD was trading at 113766.00. The strike last trading price was 7066.5, which was 11 higher than the previous day. The implied volatity was 26.79, the open interest changed by -11 which decreased total open position to 274
On 14 Oct GOLD was trading at 113766.00. The strike last trading price was 6419, which was 879 higher than the previous day. The implied volatity was 28.10, the open interest changed by -19 which decreased total open position to 266
| GOLD 31OCT2025 120000 PE | |||||||
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Delta: -0.19
Vega: 74.96
Theta: -61.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Oct | 113766.00 | 844 | -12.5 | 28.17 | 4,064 | -25 | 601 |
| 14 Oct | 113766.00 | 1053 | 119 | 28.08 | 3,273 | -16 | 610 |
For Gold - strike price 120000 expiring on 31OCT2025
Delta for 120000 PE is -0.19
Historical price for 120000 PE is as follows
On 15 Oct GOLD was trading at 113766.00. The strike last trading price was 844, which was -12.5 lower than the previous day. The implied volatity was 28.17, the open interest changed by -25 which decreased total open position to 601
On 14 Oct GOLD was trading at 113766.00. The strike last trading price was 1053, which was 119 higher than the previous day. The implied volatity was 28.08, the open interest changed by -16 which decreased total open position to 610
