GOLD
Gold
Historical option data for GOLD
24 Dec 2025 11:58 PM IST
| GOLD 27-JAN-2026 135000 CE | ||||||||||||||||
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Delta: 0.65
Vega: 156.39
Theta: -48.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 138179.00 | 5350 | 54.5 | 21.19 | 127 | -5 | 153 | |||||||||
| 23 Dec | 137900.00 | 5221.5 | 26 | 21.21 | 200 | -36 | 158 | |||||||||
| 22 Dec | 136780.00 | 4840 | 87 | 22.75 | 330 | 112 | 194 | |||||||||
| 18 Dec | 134478.00 | 3367.5 | 60.5 | 20.30 | 96 | 10 | 52 | |||||||||
| 17 Dec | 134880.00 | 3620 | -29 | 20.34 | 68 | 32 | 42 | |||||||||
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| 16 Dec | 134405.00 | 3390 | -332.5 | 20.14 | 7 | 0 | 10 | |||||||||
| 15 Dec | 134180.00 | 3490 | -359 | 21.04 | 25 | 0 | 10 | |||||||||
| 12 Dec | 133622.00 | 3080 | -29 | 19.56 | 12 | 10 | 10 | |||||||||
| 2 Dec | 126558.00 | 2174.5 | 160 | 20.84 | 2 | 1 | 2 | |||||||||
| 1 Dec | 127498.00 | 2014.5 | -55.5 | 18.09 | 1 | 1 | 1 | |||||||||
For Gold - strike price 135000 expiring on 27JAN2026
Delta for 135000 CE is 0.65
Historical price for 135000 CE is as follows
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 5350, which was 54.5 higher than the previous day. The implied volatity was 21.19, the open interest changed by -5 which decreased total open position to 153
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 5221.5, which was 26 higher than the previous day. The implied volatity was 21.21, the open interest changed by -36 which decreased total open position to 158
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 4840, which was 87 higher than the previous day. The implied volatity was 22.75, the open interest changed by 112 which increased total open position to 194
On 18 Dec GOLD was trading at 134478.00. The strike last trading price was 3367.5, which was 60.5 higher than the previous day. The implied volatity was 20.30, the open interest changed by 10 which increased total open position to 52
On 17 Dec GOLD was trading at 134880.00. The strike last trading price was 3620, which was -29 lower than the previous day. The implied volatity was 20.34, the open interest changed by 32 which increased total open position to 42
On 16 Dec GOLD was trading at 134405.00. The strike last trading price was 3390, which was -332.5 lower than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 10
On 15 Dec GOLD was trading at 134180.00. The strike last trading price was 3490, which was -359 lower than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 10
On 12 Dec GOLD was trading at 133622.00. The strike last trading price was 3080, which was -29 lower than the previous day. The implied volatity was 19.56, the open interest changed by 10 which increased total open position to 10
On 2 Dec GOLD was trading at 126558.00. The strike last trading price was 2174.5, which was 160 higher than the previous day. The implied volatity was 20.84, the open interest changed by 1 which increased total open position to 2
On 1 Dec GOLD was trading at 127498.00. The strike last trading price was 2014.5, which was -55.5 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 1
| GOLD 27JAN2026 135000 PE | |||||||
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Delta: -0.34
Vega: 155.88
Theta: -47.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 138179.00 | 2090 | 15 | 20.67 | 175 | 43 | 191 |
| 23 Dec | 137900.00 | 2169 | -29 | 20.26 | 284 | 58 | 148 |
| 22 Dec | 136780.00 | 2894 | 16.5 | 21.76 | 160 | 87 | 90 |
| 18 Dec | 134478.00 | 3772.5 | 4 | 19.65 | 6 | 2 | 4 |
| 17 Dec | 134880.00 | 3580.5 | 0 | 19.46 | 4 | 2 | 2 |
| 16 Dec | 134405.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 134180.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 133622.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 126558.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 127498.00 | 0 | 0 | - | 0 | 0 | 0 |
For Gold - strike price 135000 expiring on 27JAN2026
Delta for 135000 PE is -0.34
Historical price for 135000 PE is as follows
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 2090, which was 15 higher than the previous day. The implied volatity was 20.67, the open interest changed by 43 which increased total open position to 191
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 2169, which was -29 lower than the previous day. The implied volatity was 20.26, the open interest changed by 58 which increased total open position to 148
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 2894, which was 16.5 higher than the previous day. The implied volatity was 21.76, the open interest changed by 87 which increased total open position to 90
On 18 Dec GOLD was trading at 134478.00. The strike last trading price was 3772.5, which was 4 higher than the previous day. The implied volatity was 19.65, the open interest changed by 2 which increased total open position to 4
On 17 Dec GOLD was trading at 134880.00. The strike last trading price was 3580.5, which was 0 lower than the previous day. The implied volatity was 19.46, the open interest changed by 2 which increased total open position to 2
On 16 Dec GOLD was trading at 134405.00. 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 15 Dec GOLD was trading at 134180.00. 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 12 Dec GOLD was trading at 133622.00. 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 2 Dec GOLD was trading at 126558.00. 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 1 Dec GOLD was trading at 127498.00. 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































































































































































































































