GOLDM
Gold Mini
Historical option data for GOLDM
22 Sep 2025 08:00 PM IST
| GOLDM 29OCT2025 105000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 39.52
Theta: -6.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111415.00 | 7050 | 1525.5 | 12.64 | 218 | 148 | 621 | |||||||||
| 21 Sept | 109762.00 | 5600 | 75.5 | 12.01 | 185 | 102 | 473 | |||||||||
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| 18 Sept | 109510.00 | 5650 | -42.5 | 15.32 | 271 | 194 | 346 | |||||||||
| 14 Sept | 109210.00 | 5491.5 | -56.5 | 14.98 | 18 | -4 | 118 | |||||||||
For Gold Mini - strike price 105000 expiring on 29OCT2025
Delta for 105000 CE is 0.95
Historical price for 105000 CE is as follows
On 22 Sept GOLDM was trading at 111415.00. The strike last trading price was 7050, which was 1525.5 higher than the previous day. The implied volatity was 12.64, the open interest changed by 148 which increased total open position to 621
On 21 Sept GOLDM was trading at 109762.00. The strike last trading price was 5600, which was 75.5 higher than the previous day. The implied volatity was 12.01, the open interest changed by 102 which increased total open position to 473
On 18 Sept GOLDM was trading at 109510.00. The strike last trading price was 5650, which was -42.5 lower than the previous day. The implied volatity was 15.32, the open interest changed by 194 which increased total open position to 346
On 14 Sept GOLDM was trading at 109210.00. The strike last trading price was 5491.5, which was -56.5 lower than the previous day. The implied volatity was 14.98, the open interest changed by -4 which decreased total open position to 118
| GOLDM 29OCT2025 105000 PE | |||||||
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Delta: -0.09
Vega: 58.49
Theta: -11.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111415.00 | 234.5 | -170.5 | 15.24 | 1,281 | 15 | 1,918 |
| 21 Sept | 109762.00 | 390 | -15 | 14.38 | 1,440 | 224 | 1,903 |
| 18 Sept | 109510.00 | 571 | -47 | 15.66 | 817 | 149 | 1,636 |
| 14 Sept | 109210.00 | 762 | 7.5 | 15.97 | 286 | 34 | 1,183 |
For Gold Mini - strike price 105000 expiring on 29OCT2025
Delta for 105000 PE is -0.09
Historical price for 105000 PE is as follows
On 22 Sept GOLDM was trading at 111415.00. The strike last trading price was 234.5, which was -170.5 lower than the previous day. The implied volatity was 15.24, the open interest changed by 15 which increased total open position to 1918
On 21 Sept GOLDM was trading at 109762.00. The strike last trading price was 390, which was -15 lower than the previous day. The implied volatity was 14.38, the open interest changed by 224 which increased total open position to 1903
On 18 Sept GOLDM was trading at 109510.00. The strike last trading price was 571, which was -47 lower than the previous day. The implied volatity was 15.66, the open interest changed by 149 which increased total open position to 1636
On 14 Sept GOLDM was trading at 109210.00. The strike last trading price was 762, which was 7.5 higher than the previous day. The implied volatity was 15.97, the open interest changed by 34 which increased total open position to 1183
