GOLD
Gold
Historical option data for GOLD
09 Jan 2026 04:28 PM IST
| GOLD 27-JAN-2026 137000 CE | ||||||||||||||||
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Delta: 0.60
Vega: 120.72
Theta: -64.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 138368.00 | 3186.5 | 325.5 | 19.72 | 186 | -22 | 130 | |||||||||
| 8 Jan | 137700.00 | 2761 | -100 | 19.04 | 1,824 | 74 | 204 | |||||||||
| 7 Jan | 138040.00 | 3027.5 | -61.5 | 19.15 | 680 | -2 | 143 | |||||||||
| 6 Jan | 139040.00 | 3756 | -10 | 19.66 | 454 | -50 | 160 | |||||||||
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| 5 Jan | 138148.00 | 3399.5 | 46 | 20.59 | 1,484 | -14 | 229 | |||||||||
| 2 Jan | 135752.00 | 2265.5 | -56 | 19.90 | 1,572 | 165 | 245 | |||||||||
| 31 Dec | 135458.00 | 2465 | 74 | 21.40 | 161 | 51 | 64 | |||||||||
| 30 Dec | 136750.00 | 3079 | -8.5 | 21.09 | 21 | 7 | 14 | |||||||||
| 29 Dec | 134887.00 | 2541.5 | -27.5 | 22.79 | 17 | 0 | 0 | |||||||||
| 26 Dec | 139940.00 | 3623.5 | 379.5 | - | 5 | 0 | 0 | |||||||||
| 24 Dec | 138179.00 | 3623.5 | 379.5 | - | 5 | 4 | 0 | |||||||||
| 23 Dec | 137900.00 | 3623.5 | 379.5 | - | 5 | 4 | 0 | |||||||||
| 22 Dec | 136780.00 | 3623.5 | 379.5 | 21.70 | 5 | 4 | 4 | |||||||||
For Gold - strike price 137000 expiring on 27JAN2026
Delta for 137000 CE is 0.60
Historical price for 137000 CE is as follows
On 9 Jan GOLD was trading at 138368.00. The strike last trading price was 3186.5, which was 325.5 higher than the previous day. The implied volatity was 19.72, the open interest changed by -22 which decreased total open position to 130
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 2761, which was -100 lower than the previous day. The implied volatity was 19.04, the open interest changed by 74 which increased total open position to 204
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 3027.5, which was -61.5 lower than the previous day. The implied volatity was 19.15, the open interest changed by -2 which decreased total open position to 143
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 3756, which was -10 lower than the previous day. The implied volatity was 19.66, the open interest changed by -50 which decreased total open position to 160
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 3399.5, which was 46 higher than the previous day. The implied volatity was 20.59, the open interest changed by -14 which decreased total open position to 229
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 2265.5, which was -56 lower than the previous day. The implied volatity was 19.90, the open interest changed by 165 which increased total open position to 245
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 2465, which was 74 higher than the previous day. The implied volatity was 21.40, the open interest changed by 51 which increased total open position to 64
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 3079, which was -8.5 lower than the previous day. The implied volatity was 21.09, the open interest changed by 7 which increased total open position to 14
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 2541.5, which was -27.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 0
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 3623.5, which was 379.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 3623.5, which was 379.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 3623.5, which was 379.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 3623.5, which was 379.5 higher than the previous day. The implied volatity was 21.70, the open interest changed by 4 which increased total open position to 4
| GOLD 27JAN2026 137000 PE | |||||||
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Delta: -0.40
Vega: 120.79
Theta: -65.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 138368.00 | 1847.5 | -256.5 | 19.96 | 374 | -24 | 194 |
| 8 Jan | 137700.00 | 2140.5 | 36.5 | 19.68 | 1,839 | 10 | 252 |
| 7 Jan | 138040.00 | 2060 | 26 | 19.72 | 1,925 | 99 | 329 |
| 6 Jan | 139040.00 | 1697.5 | -17 | 19.51 | 1,430 | 93 | 269 |
| 5 Jan | 138148.00 | 2215 | -47 | 20.31 | 1,494 | 102 | 184 |
| 2 Jan | 135752.00 | 3503 | -20 | 19.82 | 555 | 63 | 81 |
| 31 Dec | 135458.00 | 3902.5 | -129 | 20.68 | 18 | 2 | 19 |
| 30 Dec | 136750.00 | 3460 | -151.5 | 21.95 | 7 | 3 | 17 |
| 29 Dec | 134887.00 | 4488 | 902 | 21.67 | 24 | 2 | 12 |
| 26 Dec | 139940.00 | 2100 | -134 | 20.52 | 13 | 7 | 10 |
| 24 Dec | 138179.00 | 3037 | 265.5 | 21.40 | 5 | 1 | 3 |
| 23 Dec | 137900.00 | 3700 | 233.5 | 24.27 | 3 | 1 | 2 |
| 22 Dec | 136780.00 | 5447.5 | 0 | 31.03 | 1 | 1 | 1 |
For Gold - strike price 137000 expiring on 27JAN2026
Delta for 137000 PE is -0.40
Historical price for 137000 PE is as follows
On 9 Jan GOLD was trading at 138368.00. The strike last trading price was 1847.5, which was -256.5 lower than the previous day. The implied volatity was 19.96, the open interest changed by -24 which decreased total open position to 194
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 2140.5, which was 36.5 higher than the previous day. The implied volatity was 19.68, the open interest changed by 10 which increased total open position to 252
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 2060, which was 26 higher than the previous day. The implied volatity was 19.72, the open interest changed by 99 which increased total open position to 329
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 1697.5, which was -17 lower than the previous day. The implied volatity was 19.51, the open interest changed by 93 which increased total open position to 269
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 2215, which was -47 lower than the previous day. The implied volatity was 20.31, the open interest changed by 102 which increased total open position to 184
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 3503, which was -20 lower than the previous day. The implied volatity was 19.82, the open interest changed by 63 which increased total open position to 81
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 3902.5, which was -129 lower than the previous day. The implied volatity was 20.68, the open interest changed by 2 which increased total open position to 19
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 3460, which was -151.5 lower than the previous day. The implied volatity was 21.95, the open interest changed by 3 which increased total open position to 17
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 4488, which was 902 higher than the previous day. The implied volatity was 21.67, the open interest changed by 2 which increased total open position to 12
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 2100, which was -134 lower than the previous day. The implied volatity was 20.52, the open interest changed by 7 which increased total open position to 10
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 3037, which was 265.5 higher than the previous day. The implied volatity was 21.40, the open interest changed by 1 which increased total open position to 3
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 3700, which was 233.5 higher than the previous day. The implied volatity was 24.27, the open interest changed by 1 which increased total open position to 2
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 5447.5, which was 0 lower than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 1































































































































































































































