[--[65.84.65.76]--]

GOLD

Gold
138368 +626.00 (0.45%)
L: 137729 H: 138643

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Historical option data for GOLD

09 Jan 2026 04:28 PM IST
GOLD 27-JAN-2026 137000 CE
Delta: 0.60
Vega: 120.72
Theta: -64.21
Gamma: 0.00
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
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
Delta: -0.40
Vega: 120.79
Theta: -65.03
Gamma: 0.00
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