GOLD
Gold
Historical option data for GOLD
25 Oct 2025 03:50 PM IST
| GOLD 31-OCT-2025 122000 CE | ||||||||||||||||
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Delta: 0.62
Vega: 65.76
Theta: -111.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 14 Oct | 113766.00 | 5144.5 | 1012.5 | 29.52 | 413 | -70 | 250 | |||||||||
| 15 Oct | 113766.00 | 5518 | -10.5 | 26.49 | 549 | -101 | 219 | |||||||||
| 18 Oct | 113766.00 | 6168.5 | -750 | 27.73 | 38 | -17 | 165 | |||||||||
| 25 Oct | 113766.00 | 2384 | -120.5 | 24.47 | 4,542 | 92 | 286 | |||||||||
For Gold - strike price 122000 expiring on 31OCT2025
Delta for 122000 CE is 0.62
Historical price for 122000 CE is as follows
On 14 Oct GOLD was trading at 113766.00. The strike last trading price was 5144.5, which was 1012.5 higher than the previous day. The implied volatity was 29.52, the open interest changed by -70 which decreased total open position to 250
On 15 Oct GOLD was trading at 113766.00. The strike last trading price was 5518, which was -10.5 lower than the previous day. The implied volatity was 26.49, the open interest changed by -101 which decreased total open position to 219
On 18 Oct GOLD was trading at 113766.00. The strike last trading price was 6168.5, which was -750 lower than the previous day. The implied volatity was 27.73, the open interest changed by -17 which decreased total open position to 165
On 25 Oct GOLD was trading at 113766.00. The strike last trading price was 2384, which was -120.5 lower than the previous day. The implied volatity was 24.47, the open interest changed by 92 which increased total open position to 286
| GOLD 31OCT2025 122000 PE | |||||||
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Delta: -0.37
Vega: 65.61
Theta: -108.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Oct | 113766.00 | 1575 | 69 | 27.42 | 1,635 | 120 | 368 |
| 15 Oct | 113766.00 | 1285.5 | -9.5 | 27.51 | 1,928 | 102 | 350 |
| 18 Oct | 113766.00 | 1074.5 | -28.5 | 30.76 | 2,398 | -61 | 333 |
| 25 Oct | 113766.00 | 1088 | 31 | 23.85 | 5,217 | -26 | 427 |
For Gold - strike price 122000 expiring on 31OCT2025
Delta for 122000 PE is -0.37
Historical price for 122000 PE is as follows
On 14 Oct GOLD was trading at 113766.00. The strike last trading price was 1575, which was 69 higher than the previous day. The implied volatity was 27.42, the open interest changed by 120 which increased total open position to 368
On 15 Oct GOLD was trading at 113766.00. The strike last trading price was 1285.5, which was -9.5 lower than the previous day. The implied volatity was 27.51, the open interest changed by 102 which increased total open position to 350
On 18 Oct GOLD was trading at 113766.00. The strike last trading price was 1074.5, which was -28.5 lower than the previous day. The implied volatity was 30.76, the open interest changed by -61 which decreased total open position to 333
On 25 Oct GOLD was trading at 113766.00. The strike last trading price was 1088, which was 31 higher than the previous day. The implied volatity was 23.85, the open interest changed by -26 which decreased total open position to 427
