[--[65.84.65.76]--]

GOLD

Gold
149244 0.00 (0.00%)
L: 145943 H: 150000

Back to Option Chain


Historical option data for GOLD

04 Feb 2026 11:16 AM IST
GOLD 27-FEB-2026 155000 CE
Delta: 0.62
Vega: 155.97
Theta: -191.61
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 149244.00 12246.5 3035 58.38 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 0.62

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 58.38, 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: 156.19
Theta: -191.01
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 149244.00 7005 -3028.5 58.11 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 58.11, 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