GOLD
Gold
Historical option data for GOLD
24 Jul 2025 11:09 PM IST
| GOLD 29AUG2025 96000 CE | ||||||||||||||||
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Delta: 0.84
Vega: 76.13
Theta: -12.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 98744.00 | 4000 | -719 | 12.17 | 2 | 1 | 2 | |||||||||
| 13 Jun | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Gold - strike price 96000 expiring on 29AUG2025
Delta for 96000 CE is 0.84
Historical price for 96000 CE is as follows
On 24 Jul GOLD was trading at 98744.00. The strike last trading price was 4000, which was -719 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1 which increased total open position to 2
On 13 Jun GOLD was trading at 0.00. 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
| GOLD 29AUG2025 96000 PE | |||||||
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Delta: -0.18
Vega: 83.24
Theta: -15.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 98744.00 | 430.5 | 69 | 13.49 | 184 | 47 | 94 |
| 13 Jun | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Gold - strike price 96000 expiring on 29AUG2025
Delta for 96000 PE is -0.18
Historical price for 96000 PE is as follows
On 24 Jul GOLD was trading at 98744.00. The strike last trading price was 430.5, which was 69 higher than the previous day. The implied volatity was 13.49, the open interest changed by 47 which increased total open position to 94
On 13 Jun GOLD was trading at 0.00. 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
