GOLD
Gold
Historical option data for GOLD
04 Feb 2026 11:15 AM IST
| GOLD 27-FEB-2026 155000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 156.34
Theta: -195.5
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 149244.00 | 12246.5 | 3035 | 59.43 | 59 | -8 | 166 | |||||||||
| 3 Feb | 149000.00 | 9499.5 | 288 | 64.12 | 377 | 34 | 174 | |||||||||
| 2 Feb | 141900.00 | 5680 | -478.5 | 68.07 | 543 | -20 | 140 | |||||||||
| 1 Feb | 143000.00 | 7850 | -1010 | 67.33 | 270 | 11 | 160 | |||||||||
| 30 Jan | 149075.00 | 7900 | -960 | 58.04 | 255 | 121 | 150 | |||||||||
| 29 Jan | 169600.00 | 31263.5 | 2268.5 | 45.63 | 76 | 1 | 29 | |||||||||
| 28 Jan | 166355.00 | 23355.5 | 1360.5 | 31.27 | 33 | 6 | 29 | |||||||||
| 27 Jan | 157666.00 | 14896.5 | -368 | 32.8 | 33 | 1 | 23 | |||||||||
|
|
||||||||||||||||
| 23 Jan | 155963.00 | 13222.5 | -135.5 | 31.49 | 43 | -7 | 21 | |||||||||
| 22 Jan | 156540.00 | 12835 | 1376 | 34.56 | 24 | 3 | 30 | |||||||||
| 21 Jan | 153116.00 | 8701 | -243 | 29.24 | 43 | 1 | 27 | |||||||||
| 20 Jan | 150560.00 | 7100 | 937.5 | 28.29 | 6 | 1 | 1 | |||||||||
For Gold - strike price 155000 expiring on 27FEB2026
Delta for 155000 CE is 0.61
Historical price for 155000 CE is as follows
On 4 Feb GOLD was trading at 149244.00. The strike last trading price was 12246.5, which was 3035 higher than the previous day. The implied volatity was 59.43, the open interest changed by -8 which decreased total open position to 166
On 3 Feb GOLD was trading at 149000.00. The strike last trading price was 9499.5, which was 288 higher than the previous day. The implied volatity was 64.12, the open interest changed by 34 which increased total open position to 174
On 2 Feb GOLD was trading at 141900.00. The strike last trading price was 5680, which was -478.5 lower than the previous day. The implied volatity was 68.07, the open interest changed by -20 which decreased total open position to 140
On 1 Feb GOLD was trading at 143000.00. The strike last trading price was 7850, which was -1010 lower than the previous day. The implied volatity was 67.33, the open interest changed by 11 which increased total open position to 160
On 30 Jan GOLD was trading at 149075.00. The strike last trading price was 7900, which was -960 lower than the previous day. The implied volatity was 58.04, the open interest changed by 121 which increased total open position to 150
On 29 Jan GOLD was trading at 169600.00. The strike last trading price was 31263.5, which was 2268.5 higher than the previous day. The implied volatity was 45.63, the open interest changed by 1 which increased total open position to 29
On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 23355.5, which was 1360.5 higher than the previous day. The implied volatity was 31.27, the open interest changed by 6 which increased total open position to 29
On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 14896.5, which was -368 lower than the previous day. The implied volatity was 32.8, the open interest changed by 1 which increased total open position to 23
On 23 Jan GOLD was trading at 155963.00. The strike last trading price was 13222.5, which was -135.5 lower than the previous day. The implied volatity was 31.49, the open interest changed by -7 which decreased total open position to 21
On 22 Jan GOLD was trading at 156540.00. The strike last trading price was 12835, which was 1376 higher than the previous day. The implied volatity was 34.56, the open interest changed by 3 which increased total open position to 30
On 21 Jan GOLD was trading at 153116.00. The strike last trading price was 8701, which was -243 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 27
On 20 Jan GOLD was trading at 150560.00. The strike last trading price was 7100, which was 937.5 higher than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 1
| GOLD 27FEB2026 155000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 156.2
Theta: -190.98
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 149244.00 | 7005 | -3028.5 | 58.1 | 33 | 6 | 236 |
| 3 Feb | 149000.00 | 9893 | -140.5 | 58.07 | 89 | 12 | 230 |
| 2 Feb | 141900.00 | 17683 | 1257.5 | 68.09 | 382 | -120 | 218 |
| 1 Feb | 143000.00 | 14480 | 4474 | 65.61 | 374 | -127 | 338 |
| 30 Jan | 149075.00 | 10890 | 884 | 51.07 | 2,168 | 105 | 465 |
| 29 Jan | 169600.00 | 1172 | -35 | 50.04 | 1,999 | -163 | 360 |
| 28 Jan | 166355.00 | 1150 | 10.5 | 40.82 | 1,965 | 220 | 527 |
| 27 Jan | 157666.00 | 1720 | 15.5 | 32.98 | 869 | 129 | 307 |
| 23 Jan | 155963.00 | 2308.5 | 167 | 31.92 | 211 | -3 | 98 |
| 22 Jan | 156540.00 | 3601 | -178 | 37.2 | 52 | 3 | 58 |
| 21 Jan | 153116.00 | 5000 | 262.5 | 36.03 | 177 | 9 | 47 |
| 20 Jan | 150560.00 | 5000 | -780 | 30.8 | 3 | 0 | 0 |
For Gold - strike price 155000 expiring on 27FEB2026
Delta for 155000 PE is -0.39
Historical price for 155000 PE is as follows
On 4 Feb GOLD was trading at 149244.00. The strike last trading price was 7005, which was -3028.5 lower than the previous day. The implied volatity was 58.1, the open interest changed by 6 which increased total open position to 236
On 3 Feb GOLD was trading at 149000.00. The strike last trading price was 9893, which was -140.5 lower than the previous day. The implied volatity was 58.07, the open interest changed by 12 which increased total open position to 230
On 2 Feb GOLD was trading at 141900.00. The strike last trading price was 17683, which was 1257.5 higher than the previous day. The implied volatity was 68.09, the open interest changed by -120 which decreased total open position to 218
On 1 Feb GOLD was trading at 143000.00. The strike last trading price was 14480, which was 4474 higher than the previous day. The implied volatity was 65.61, the open interest changed by -127 which decreased total open position to 338
On 30 Jan GOLD was trading at 149075.00. The strike last trading price was 10890, which was 884 higher than the previous day. The implied volatity was 51.07, the open interest changed by 105 which increased total open position to 465
On 29 Jan GOLD was trading at 169600.00. The strike last trading price was 1172, which was -35 lower than the previous day. The implied volatity was 50.04, the open interest changed by -163 which decreased total open position to 360
On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 1150, which was 10.5 higher than the previous day. The implied volatity was 40.82, the open interest changed by 220 which increased total open position to 527
On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 1720, which was 15.5 higher than the previous day. The implied volatity was 32.98, the open interest changed by 129 which increased total open position to 307
On 23 Jan GOLD was trading at 155963.00. The strike last trading price was 2308.5, which was 167 higher than the previous day. The implied volatity was 31.92, the open interest changed by -3 which decreased total open position to 98
On 22 Jan GOLD was trading at 156540.00. The strike last trading price was 3601, which was -178 lower than the previous day. The implied volatity was 37.2, the open interest changed by 3 which increased total open position to 58
On 21 Jan GOLD was trading at 153116.00. The strike last trading price was 5000, which was 262.5 higher than the previous day. The implied volatity was 36.03, the open interest changed by 9 which increased total open position to 47
On 20 Jan GOLD was trading at 150560.00. The strike last trading price was 5000, which was -780 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 0






























































































































































































































