GOLD
Gold
Historical option data for GOLD
16 Jan 2026 11:58 PM IST
| GOLD 27-JAN-2026 140000 CE | ||||||||||||||||
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Delta: 0.7
Vega: 86.24
Theta: -73.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 142474.00 | 3380 | -7.5 | 19.14 | 420 | -30 | 367 | |||||||||
| 15 Jan | 143120.00 | 4034 | 13 | 20.5 | 219 | -5 | 392 | |||||||||
| 14 Jan | 143201.00 | 4230 | 64 | 21.21 | 851 | -118 | 419 | |||||||||
| 13 Jan | 142150.00 | 3510 | -159 | 20.48 | 1,059 | -38 | 637 | |||||||||
| 12 Jan | 141991.00 | 3650 | -25.5 | 22.03 | 2,113 | -155 | 697 | |||||||||
| 9 Jan | 138875.00 | 1950 | 27 | 19.88 | 865 | -144 | 852 | |||||||||
| 8 Jan | 137700.00 | 1578 | -37.5 | 20.18 | 2,467 | 227 | 1,027 | |||||||||
| 7 Jan | 138040.00 | 1776.5 | -9 | 20.23 | 2,744 | 71 | 823 | |||||||||
| 6 Jan | 139040.00 | 2187 | -17.5 | 19.66 | 3,039 | 29 | 760 | |||||||||
| 5 Jan | 138148.00 | 2011 | 20.5 | 20.75 | 3,079 | -40 | 821 | |||||||||
| 2 Jan | 135752.00 | 1334.5 | 11 | 20.69 | 1,946 | 217 | 905 | |||||||||
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| 31 Dec | 135458.00 | 1495 | -20 | 21.84 | 1,102 | 147 | 693 | |||||||||
| 30 Dec | 136750.00 | 2080 | 1.5 | 22.58 | 930 | 61 | 531 | |||||||||
| 29 Dec | 134887.00 | 1646 | -23.5 | 23.51 | 1,350 | 58 | 349 | |||||||||
| 26 Dec | 139940.00 | 3633 | -42 | 22.08 | 728 | 107 | 275 | |||||||||
| 24 Dec | 138179.00 | 3029.5 | -43.5 | 22.79 | 305 | 85 | 152 | |||||||||
| 23 Dec | 137900.00 | 3085 | 59 | 23.51 | 161 | 67 | 67 | |||||||||
For Gold - strike price 140000 expiring on 27JAN2026
Delta for 140000 CE is 0.7
Historical price for 140000 CE is as follows
On 16 Jan GOLD was trading at 142474.00. The strike last trading price was 3380, which was -7.5 lower than the previous day. The implied volatity was 19.14, the open interest changed by -30 which decreased total open position to 367
On 15 Jan GOLD was trading at 143120.00. The strike last trading price was 4034, which was 13 higher than the previous day. The implied volatity was 20.5, the open interest changed by -5 which decreased total open position to 392
On 14 Jan GOLD was trading at 143201.00. The strike last trading price was 4230, which was 64 higher than the previous day. The implied volatity was 21.21, the open interest changed by -118 which decreased total open position to 419
On 13 Jan GOLD was trading at 142150.00. The strike last trading price was 3510, which was -159 lower than the previous day. The implied volatity was 20.48, the open interest changed by -38 which decreased total open position to 637
On 12 Jan GOLD was trading at 141991.00. The strike last trading price was 3650, which was -25.5 lower than the previous day. The implied volatity was 22.03, the open interest changed by -155 which decreased total open position to 697
On 9 Jan GOLD was trading at 138875.00. The strike last trading price was 1950, which was 27 higher than the previous day. The implied volatity was 19.88, the open interest changed by -144 which decreased total open position to 852
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 1578, which was -37.5 lower than the previous day. The implied volatity was 20.18, the open interest changed by 227 which increased total open position to 1027
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 1776.5, which was -9 lower than the previous day. The implied volatity was 20.23, the open interest changed by 71 which increased total open position to 823
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 2187, which was -17.5 lower than the previous day. The implied volatity was 19.66, the open interest changed by 29 which increased total open position to 760
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 2011, which was 20.5 higher than the previous day. The implied volatity was 20.75, the open interest changed by -40 which decreased total open position to 821
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 1334.5, which was 11 higher than the previous day. The implied volatity was 20.69, the open interest changed by 217 which increased total open position to 905
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 1495, which was -20 lower than the previous day. The implied volatity was 21.84, the open interest changed by 147 which increased total open position to 693
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 2080, which was 1.5 higher than the previous day. The implied volatity was 22.58, the open interest changed by 61 which increased total open position to 531
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 1646, which was -23.5 lower than the previous day. The implied volatity was 23.51, the open interest changed by 58 which increased total open position to 349
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 3633, which was -42 lower than the previous day. The implied volatity was 22.08, the open interest changed by 107 which increased total open position to 275
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 3029.5, which was -43.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 85 which increased total open position to 152
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 3085, which was 59 higher than the previous day. The implied volatity was 23.51, the open interest changed by 67 which increased total open position to 67
| GOLD 27JAN2026 140000 PE | |||||||
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Delta: -0.29
Vega: 85.33
Theta: -70.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 142474.00 | 846 | -27.5 | 18.44 | 6,324 | -26 | 449 |
| 15 Jan | 143120.00 | 896 | 2.5 | 20.29 | 3,047 | 10 | 485 |
| 14 Jan | 143201.00 | 1016 | -22 | 21.07 | 2,645 | 42 | 484 |
| 13 Jan | 142150.00 | 1457.5 | 36 | 21.41 | 2,390 | 29 | 410 |
| 12 Jan | 141991.00 | 1668 | 33.5 | 22.11 | 2,930 | 110 | 409 |
| 9 Jan | 138875.00 | 2970.5 | -63 | 19.03 | 131 | 17 | 299 |
| 8 Jan | 137700.00 | 3692.5 | -39 | 18.62 | 125 | -11 | 279 |
| 7 Jan | 138040.00 | 3752 | 108.5 | 20.36 | 177 | -13 | 300 |
| 6 Jan | 139040.00 | 3034 | -48.5 | 18.81 | 514 | 67 | 260 |
| 5 Jan | 138148.00 | 3835.5 | -20 | 20.55 | 96 | -14 | 190 |
| 2 Jan | 135752.00 | 5521 | 250 | 20.18 | 163 | -67 | 204 |
| 31 Dec | 135458.00 | 6100 | 180.5 | 22.33 | 93 | 4 | 269 |
| 30 Dec | 136750.00 | 5088.5 | -70 | 20.88 | 80 | 21 | 250 |
| 29 Dec | 134887.00 | 6669.5 | 156.5 | 22.83 | 488 | 67 | 159 |
| 26 Dec | 139940.00 | 3619 | -34.5 | 21.63 | 190 | 58 | 86 |
| 24 Dec | 138179.00 | 4746 | -75 | 22.16 | 41 | 12 | 13 |
| 23 Dec | 137900.00 | 4500 | 0 | 19.43 | 1 | 1 | 1 |
For Gold - strike price 140000 expiring on 27JAN2026
Delta for 140000 PE is -0.29
Historical price for 140000 PE is as follows
On 16 Jan GOLD was trading at 142474.00. The strike last trading price was 846, which was -27.5 lower than the previous day. The implied volatity was 18.44, the open interest changed by -26 which decreased total open position to 449
On 15 Jan GOLD was trading at 143120.00. The strike last trading price was 896, which was 2.5 higher than the previous day. The implied volatity was 20.29, the open interest changed by 10 which increased total open position to 485
On 14 Jan GOLD was trading at 143201.00. The strike last trading price was 1016, which was -22 lower than the previous day. The implied volatity was 21.07, the open interest changed by 42 which increased total open position to 484
On 13 Jan GOLD was trading at 142150.00. The strike last trading price was 1457.5, which was 36 higher than the previous day. The implied volatity was 21.41, the open interest changed by 29 which increased total open position to 410
On 12 Jan GOLD was trading at 141991.00. The strike last trading price was 1668, which was 33.5 higher than the previous day. The implied volatity was 22.11, the open interest changed by 110 which increased total open position to 409
On 9 Jan GOLD was trading at 138875.00. The strike last trading price was 2970.5, which was -63 lower than the previous day. The implied volatity was 19.03, the open interest changed by 17 which increased total open position to 299
On 8 Jan GOLD was trading at 137700.00. The strike last trading price was 3692.5, which was -39 lower than the previous day. The implied volatity was 18.62, the open interest changed by -11 which decreased total open position to 279
On 7 Jan GOLD was trading at 138040.00. The strike last trading price was 3752, which was 108.5 higher than the previous day. The implied volatity was 20.36, the open interest changed by -13 which decreased total open position to 300
On 6 Jan GOLD was trading at 139040.00. The strike last trading price was 3034, which was -48.5 lower than the previous day. The implied volatity was 18.81, the open interest changed by 67 which increased total open position to 260
On 5 Jan GOLD was trading at 138148.00. The strike last trading price was 3835.5, which was -20 lower than the previous day. The implied volatity was 20.55, the open interest changed by -14 which decreased total open position to 190
On 2 Jan GOLD was trading at 135752.00. The strike last trading price was 5521, which was 250 higher than the previous day. The implied volatity was 20.18, the open interest changed by -67 which decreased total open position to 204
On 31 Dec GOLD was trading at 135458.00. The strike last trading price was 6100, which was 180.5 higher than the previous day. The implied volatity was 22.33, the open interest changed by 4 which increased total open position to 269
On 30 Dec GOLD was trading at 136750.00. The strike last trading price was 5088.5, which was -70 lower than the previous day. The implied volatity was 20.88, the open interest changed by 21 which increased total open position to 250
On 29 Dec GOLD was trading at 134887.00. The strike last trading price was 6669.5, which was 156.5 higher than the previous day. The implied volatity was 22.83, the open interest changed by 67 which increased total open position to 159
On 26 Dec GOLD was trading at 139940.00. The strike last trading price was 3619, which was -34.5 lower than the previous day. The implied volatity was 21.63, the open interest changed by 58 which increased total open position to 86
On 24 Dec GOLD was trading at 138179.00. The strike last trading price was 4746, which was -75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 12 which increased total open position to 13
On 23 Dec GOLD was trading at 137900.00. The strike last trading price was 4500, which was 0 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 1































































































































































































































