GOLD
Gold
Historical option data for GOLD
21 Dec 2025 11:59 PM IST
| GOLD 27-JAN-2026 130000 CE | ||||||||||||||||
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Delta: 0.73
Vega: 146.58
Theta: -31.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 21 Dec | 134206.00 | 5503.5 | -39 | 16.99 | 9 | 18 | 0 | |||||||||
| 20 Dec | 134206.00 | 5503.5 | -39 | 16.99 | 9 | 18 | 0 | |||||||||
| 14 Dec | 133622.00 | 5772 | 385 | 19.68 | 9 | 4 | 8 | |||||||||
| 13 Dec | 133622.00 | 5772 | 385 | 19.68 | 9 | 4 | 8 | |||||||||
| 30 Nov | 126920.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Nov | 126920.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Gold - strike price 130000 expiring on 27JAN2026
Delta for 130000 CE is 0.73
Historical price for 130000 CE is as follows
On 21 Dec GOLD was trading at 134206.00. The strike last trading price was 5503.5, which was -39 lower than the previous day. The implied volatity was 16.99, the open interest changed by 18 which increased total open position to 0
On 20 Dec GOLD was trading at 134206.00. The strike last trading price was 5503.5, which was -39 lower than the previous day. The implied volatity was 16.99, the open interest changed by 18 which increased total open position to 0
On 14 Dec GOLD was trading at 133622.00. The strike last trading price was 5772, which was 385 higher than the previous day. The implied volatity was 19.68, the open interest changed by 4 which increased total open position to 8
On 13 Dec GOLD was trading at 133622.00. The strike last trading price was 5772, which was 385 higher than the previous day. The implied volatity was 19.68, the open interest changed by 4 which increased total open position to 8
On 30 Nov GOLD was trading at 126920.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov GOLD was trading at 126920.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GOLD 27JAN2026 130000 PE | |||||||
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Delta: -0.29
Vega: 149.34
Theta: -34.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 134206.00 | 1454.5 | -34 | 18.05 | 63 | 3 | 48 |
| 20 Dec | 134206.00 | 1454.5 | -34 | 18.05 | 63 | 3 | 48 |
| 14 Dec | 133622.00 | 2099 | -206.5 | 19.38 | 31 | 14 | 14 |
| 13 Dec | 133622.00 | 2099 | -206.5 | 19.38 | 31 | 14 | 14 |
| 30 Nov | 126920.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Nov | 126920.00 | 0 | 0 | - | 0 | 0 | 0 |
For Gold - strike price 130000 expiring on 27JAN2026
Delta for 130000 PE is -0.29
Historical price for 130000 PE is as follows
On 21 Dec GOLD was trading at 134206.00. The strike last trading price was 1454.5, which was -34 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3 which increased total open position to 48
On 20 Dec GOLD was trading at 134206.00. The strike last trading price was 1454.5, which was -34 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3 which increased total open position to 48
On 14 Dec GOLD was trading at 133622.00. The strike last trading price was 2099, which was -206.5 lower than the previous day. The implied volatity was 19.38, the open interest changed by 14 which increased total open position to 14
On 13 Dec GOLD was trading at 133622.00. The strike last trading price was 2099, which was -206.5 lower than the previous day. The implied volatity was 19.38, the open interest changed by 14 which increased total open position to 14
On 30 Nov GOLD was trading at 126920.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov GOLD was trading at 126920.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































