GOLD
Gold
Historical option data for GOLD
26 Dec 2025 11:58 PM IST
| GOLD 31-DEC-2025 138000 CE | ||||||||||||||||
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Delta: 0.73
Vega: 55.14
Theta: -100.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Dec | 139940.00 | 2470 | -19.5 | 19.16 | 3,580 | -409 | 325 | |||||||||
| 24 Dec | 138179.00 | 1540 | 3.5 | 18.69 | 5,782 | 274 | 790 | |||||||||
| 23 Dec | 137900.00 | 1570 | 6 | 19.60 | 6,444 | 141 | 535 | |||||||||
| 22 Dec | 136780.00 | 1190 | 21.5 | 19.87 | 4,693 | -107 | 395 | |||||||||
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| 19 Dec | 134206.00 | 535 | -19 | 18.55 | 2,272 | 66 | 617 | |||||||||
For Gold - strike price 138000 expiring on 31DEC2025
Delta for 138000 CE is 0.73
Historical price for 138000 CE is as follows
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 2470, which was -19.5 lower than the previous day. The implied volatity was 19.16, the open interest changed by -409 which decreased total open position to 325
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 1540, which was 3.5 higher than the previous day. The implied volatity was 18.69, the open interest changed by 274 which increased total open position to 790
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 1570, which was 6 higher than the previous day. The implied volatity was 19.60, the open interest changed by 141 which increased total open position to 535
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 1190, which was 21.5 higher than the previous day. The implied volatity was 19.87, the open interest changed by -107 which decreased total open position to 395
On 19 Dec GOLD was trading at 134206.00. The strike last trading price was 535, which was -19 lower than the previous day. The implied volatity was 18.55, the open interest changed by 66 which increased total open position to 617
| GOLD 31DEC2025 138000 PE | |||||||
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Delta: -0.27
Vega: 55.35
Theta: -102.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Dec | 139940.00 | 541 | -73.5 | 19.36 | 10,188 | 527 | 905 |
| 24 Dec | 138179.00 | 1360.5 | -75.5 | 18.68 | 4,897 | 162 | 411 |
| 23 Dec | 137900.00 | 1600 | -102.5 | 18.75 | 3,489 | 207 | 249 |
| 22 Dec | 136780.00 | 2497.5 | 63.5 | 20.92 | 178 | 41 | 42 |
| 19 Dec | 134206.00 | 4258 | 14.5 | - | 3 | 1 | 0 |
For Gold - strike price 138000 expiring on 31DEC2025
Delta for 138000 PE is -0.27
Historical price for 138000 PE is as follows
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 541, which was -73.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 527 which increased total open position to 905
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 1360.5, which was -75.5 lower than the previous day. The implied volatity was 18.68, the open interest changed by 162 which increased total open position to 411
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 1600, which was -102.5 lower than the previous day. The implied volatity was 18.75, the open interest changed by 207 which increased total open position to 249
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 2497.5, which was 63.5 higher than the previous day. The implied volatity was 20.92, the open interest changed by 41 which increased total open position to 42
On 19 Dec GOLD was trading at 134206.00. The strike last trading price was 4258, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0































































































































































































































