GOLD
Gold
Historical option data for GOLD
14 Jan 2026 11:58 PM IST
| GOLD 27-JAN-2026 139000 CE | ||||||||||||||||
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Delta: 0.77
Vega: 81.91
Theta: -66.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 143201.00 | 4975.5 | 133 | 21.34 | 53 | -15 | 175 | |||||||||
| 13 Jan | 142150.00 | 4192 | -118 | 20.58 | 79 | -5 | 200 | |||||||||
| 12 Jan | 141991.00 | 4166.5 | -125 | 20.77 | 452 | -112 | 221 | |||||||||
| 9 Jan | 138875.00 | 2390 | 33 | 19.8 | 489 | 16 | 333 | |||||||||
| 8 Jan | 137700.00 | 1937.5 | -28.5 | 20.01 | 1,837 | -21 | 360 | |||||||||
| 7 Jan | 138040.00 | 2143.5 | -45 | 19.95 | 2,521 | 107 | 369 | |||||||||
| 6 Jan | 139040.00 | 2705 | 30 | 20.08 | 1,650 | 37 | 275 | |||||||||
| 5 Jan | 138148.00 | 2404 | 3 | 20.59 | 1,144 | 23 | 251 | |||||||||
| 2 Jan | 135752.00 | 1610 | 0.5 | 20.51 | 680 | 52 | 242 | |||||||||
| 31 Dec | 135458.00 | 1737 | -36.5 | 21.41 | 266 | 81 | 190 | |||||||||
| 30 Dec | 136750.00 | 2412.5 | 32 | 22.36 | 138 | 27 | 111 | |||||||||
| 29 Dec | 134887.00 | 1940 | -31.5 | 23.5 | 249 | -4 | 59 | |||||||||
| 26 Dec | 139940.00 | 4043.5 | -15.5 | 21.5 | 154 | 17 | 68 | |||||||||
| 24 Dec | 138179.00 | 3449.5 | 13 | 22.72 | 57 | -3 | 55 | |||||||||
| 23 Dec | 137900.00 | 3350 | -15.5 | 22.59 | 181 | 13 | 58 | |||||||||
| 22 Dec | 136780.00 | 2821.5 | -11.5 | 22.1 | 124 | 40 | 45 | |||||||||
| 19 Dec | 134206.00 | - | - | - | 0 | 0 | 5 | |||||||||
| 18 Dec | 134478.00 | - | - | - | 0 | 0 | 8 | |||||||||
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| 17 Dec | 134880.00 | - | - | - | 0 | 0 | 6 | |||||||||
| 16 Dec | 134405.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Gold - strike price 139000 expiring on 27JAN2026
Delta for 139000 CE is 0.77
Historical price for 139000 CE is as follows
On 14 Jan GOLD was trading at 143201.00. The strike last trading price was 4975.5, which was 133 higher than the previous day. The implied volatity was 21.34, the open interest changed by -15 which decreased total open position to 175
On 13 Jan GOLD was trading at 142150.00. The strike last trading price was 4192, which was -118 lower than the previous day. The implied volatity was 20.58, the open interest changed by -5 which decreased total open position to 200
On 12 Jan GOLD was trading at 141991.00. The strike last trading price was 4166.5, which was -125 lower than the previous day. The implied volatity was 20.77, the open interest changed by -112 which decreased total open position to 221
On 9 Jan GOLD was trading at 138875.00. The strike last trading price was 2390, which was 33 higher than the previous day. The implied volatity was 19.8, the open interest changed by 16 which increased total open position to 333
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 1937.5, which was -28.5 lower than the previous day. The implied volatity was 20.01, the open interest changed by -21 which decreased total open position to 360
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 2143.5, which was -45 lower than the previous day. The implied volatity was 19.95, the open interest changed by 107 which increased total open position to 369
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 2705, which was 30 higher than the previous day. The implied volatity was 20.08, the open interest changed by 37 which increased total open position to 275
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 2404, which was 3 higher than the previous day. The implied volatity was 20.59, the open interest changed by 23 which increased total open position to 251
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 1610, which was 0.5 higher than the previous day. The implied volatity was 20.51, the open interest changed by 52 which increased total open position to 242
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 1737, which was -36.5 lower than the previous day. The implied volatity was 21.41, the open interest changed by 81 which increased total open position to 190
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 2412.5, which was 32 higher than the previous day. The implied volatity was 22.36, the open interest changed by 27 which increased total open position to 111
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 1940, which was -31.5 lower than the previous day. The implied volatity was 23.5, the open interest changed by -4 which decreased total open position to 59
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 4043.5, which was -15.5 lower than the previous day. The implied volatity was 21.5, the open interest changed by 17 which increased total open position to 68
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 3449.5, which was 13 higher than the previous day. The implied volatity was 22.72, the open interest changed by -3 which decreased total open position to 55
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 3350, which was -15.5 lower than the previous day. The implied volatity was 22.59, the open interest changed by 13 which increased total open position to 58
On 22 Dec GOLD was trading at 136780.00. The strike last trading price was 2821.5, which was -11.5 lower than the previous day. The implied volatity was 22.1, the open interest changed by 40 which increased total open position to 45
On 19 Dec GOLD was trading at 134206.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Dec GOLD was trading at 134478.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Dec GOLD was trading at 134880.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Dec GOLD was trading at 134405.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GOLD 27JAN2026 139000 PE | |||||||
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Delta: -0.22
Vega: 81.22
Theta: -64.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 143201.00 | 747.5 | -23 | 21.01 | 1,077 | 109 | 220 |
| 13 Jan | 142150.00 | 1092 | -5 | 21.11 | 867 | 10 | 133 |
| 12 Jan | 141991.00 | 1300 | 24 | 21.99 | 1,011 | -15 | 123 |
| 9 Jan | 138875.00 | 2440 | -68 | 19.19 | 185 | 62 | 138 |
| 8 Jan | 137700.00 | 3188.5 | 58 | 19.61 | 154 | 16 | 91 |
| 7 Jan | 138040.00 | 3096 | -1.5 | 19.89 | 446 | 2 | 77 |
| 6 Jan | 139040.00 | 2571 | -12 | 19.37 | 918 | 84 | 104 |
| 5 Jan | 138148.00 | 3298 | 4.5 | 20.9 | 78 | -6 | 15 |
| 2 Jan | 135752.00 | 4840 | 457 | 20.37 | 31 | 4 | 19 |
| 31 Dec | 135458.00 | 5373 | 240.5 | 22.1 | 15 | 8 | 15 |
| 30 Dec | 136750.00 | 4700 | 0 | 22.62 | 1 | 1 | 7 |
| 29 Dec | 134887.00 | 4000 | -2 | - | 8 | 4 | 6 |
| 26 Dec | 139940.00 | 5100 | 579.5 | - | 2 | 0 | 0 |
| 24 Dec | 138179.00 | 5100 | 579.5 | - | 2 | 2 | 0 |
| 23 Dec | 137900.00 | 5100 | 579.5 | 26.4 | 2 | 2 | 2 |
| 22 Dec | 136780.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 134206.00 | - | - | - | 0 | 0 | 0 |
| 18 Dec | 134478.00 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 134880.00 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 134405.00 | - | - | - | 0 | 0 | 0 |
For Gold - strike price 139000 expiring on 27JAN2026
Delta for 139000 PE is -0.22
Historical price for 139000 PE is as follows
On 14 Jan GOLD was trading at 143201.00. The strike last trading price was 747.5, which was -23 lower than the previous day. The implied volatity was 21.01, the open interest changed by 109 which increased total open position to 220
On 13 Jan GOLD was trading at 142150.00. The strike last trading price was 1092, which was -5 lower than the previous day. The implied volatity was 21.11, the open interest changed by 10 which increased total open position to 133
On 12 Jan GOLD was trading at 141991.00. The strike last trading price was 1300, which was 24 higher than the previous day. The implied volatity was 21.99, the open interest changed by -15 which decreased total open position to 123
On 9 Jan GOLD was trading at 138875.00. The strike last trading price was 2440, which was -68 lower than the previous day. The implied volatity was 19.19, the open interest changed by 62 which increased total open position to 138
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 3188.5, which was 58 higher than the previous day. The implied volatity was 19.61, the open interest changed by 16 which increased total open position to 91
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 3096, which was -1.5 lower than the previous day. The implied volatity was 19.89, the open interest changed by 2 which increased total open position to 77
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 2571, which was -12 lower than the previous day. The implied volatity was 19.37, the open interest changed by 84 which increased total open position to 104
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 3298, which was 4.5 higher than the previous day. The implied volatity was 20.9, the open interest changed by -6 which decreased total open position to 15
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 4840, which was 457 higher than the previous day. The implied volatity was 20.37, the open interest changed by 4 which increased total open position to 19
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 5373, which was 240.5 higher than the previous day. The implied volatity was 22.1, the open interest changed by 8 which increased total open position to 15
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 4700, which was 0 lower than the previous day. The implied volatity was 22.62, the open interest changed by 1 which increased total open position to 7
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 4000, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 5100, which was 579.5 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 5100, which was 579.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 5100, which was 579.5 higher than the previous day. The implied volatity was 26.4, the open interest changed by 2 which increased total open position to 2
On 22 Dec GOLD was trading at 136780.00. 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 19 Dec GOLD was trading at 134206.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GOLD was trading at 134478.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec GOLD was trading at 134880.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GOLD was trading at 134405.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































