GOLDM
Gold Mini
Historical option data for GOLDM
22 Sep 2025 08:00 PM IST
| GOLDM 29OCT2025 107000 CE | ||||||||||||||||
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Delta: 0.86
Vega: 80.49
Theta: -14.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111415.00 | 5300 | 1332.5 | 13.44 | 38 | 12 | 96 | |||||||||
| 21 Sept | 109762.00 | 3999 | 31.5 | 12.71 | 53 | 31 | 84 | |||||||||
| 18 Sept | 109510.00 | 4000 | 28.5 | 14.27 | 20 | -1 | 50 | |||||||||
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| 14 Sept | 109210.00 | 3842 | -68 | 13.68 | 3 | 1 | 45 | |||||||||
For Gold Mini - strike price 107000 expiring on 29OCT2025
Delta for 107000 CE is 0.86
Historical price for 107000 CE is as follows
On 22 Sept GOLDM was trading at 111415.00. The strike last trading price was 5300, which was 1332.5 higher than the previous day. The implied volatity was 13.44, the open interest changed by 12 which increased total open position to 96
On 21 Sept GOLDM was trading at 109762.00. The strike last trading price was 3999, which was 31.5 higher than the previous day. The implied volatity was 12.71, the open interest changed by 31 which increased total open position to 84
On 18 Sept GOLDM was trading at 109510.00. The strike last trading price was 4000, which was 28.5 higher than the previous day. The implied volatity was 14.27, the open interest changed by -1 which decreased total open position to 50
On 14 Sept GOLDM was trading at 109210.00. The strike last trading price was 3842, which was -68 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1 which increased total open position to 45
| GOLDM 29OCT2025 107000 PE | |||||||
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Delta: -0.16
Vega: 87.52
Theta: -17.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111415.00 | 453 | -317.5 | 14.59 | 1,251 | 379 | 768 |
| 21 Sept | 109762.00 | 721.5 | -49 | 13.68 | 551 | 136 | 389 |
| 18 Sept | 109510.00 | 1002 | -30.5 | 15.19 | 270 | 36 | 249 |
| 14 Sept | 109210.00 | 1232.5 | 16 | 15.36 | 65 | 4 | 134 |
For Gold Mini - strike price 107000 expiring on 29OCT2025
Delta for 107000 PE is -0.16
Historical price for 107000 PE is as follows
On 22 Sept GOLDM was trading at 111415.00. The strike last trading price was 453, which was -317.5 lower than the previous day. The implied volatity was 14.59, the open interest changed by 379 which increased total open position to 768
On 21 Sept GOLDM was trading at 109762.00. The strike last trading price was 721.5, which was -49 lower than the previous day. The implied volatity was 13.68, the open interest changed by 136 which increased total open position to 389
On 18 Sept GOLDM was trading at 109510.00. The strike last trading price was 1002, which was -30.5 lower than the previous day. The implied volatity was 15.19, the open interest changed by 36 which increased total open position to 249
On 14 Sept GOLDM was trading at 109210.00. The strike last trading price was 1232.5, which was 16 higher than the previous day. The implied volatity was 15.36, the open interest changed by 4 which increased total open position to 134
