GOLD
Gold
Historical option data for GOLD
30 Jan 2026 11:58 PM IST
| GOLD 27-FEB-2026 165000 CE | ||||||||||||||||
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Delta: 0.34
Vega: 154.4
Theta: -178.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 149075.00 | 5733 | 32 | 65.44 | 534 | 20 | 99 | |||||||||
| 29 Jan | 169600.00 | 23001.5 | 1010.5 | 47.97 | 186 | -30 | 79 | |||||||||
| 28 Jan | 166355.00 | 15886.5 | 708 | 39.4 | 363 | 42 | 110 | |||||||||
| 27 Jan | 157666.00 | 8800 | -9 | 36.46 | 105 | 5 | 68 | |||||||||
| 23 Jan | 155963.00 | 7500 | -19.5 | 34.14 | 38 | 7 | 29 | |||||||||
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| 22 Jan | 156540.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Gold - strike price 165000 expiring on 27FEB2026
Delta for 165000 CE is 0.34
Historical price for 165000 CE is as follows
On 30 Jan GOLD was trading at 149075.00. The strike last trading price was 5733, which was 32 higher than the previous day. The implied volatity was 65.44, the open interest changed by 20 which increased total open position to 99
On 29 Jan GOLD was trading at 169600.00. The strike last trading price was 23001.5, which was 1010.5 higher than the previous day. The implied volatity was 47.97, the open interest changed by -30 which decreased total open position to 79
On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 15886.5, which was 708 higher than the previous day. The implied volatity was 39.4, the open interest changed by 42 which increased total open position to 110
On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 8800, which was -9 lower than the previous day. The implied volatity was 36.46, the open interest changed by 5 which increased total open position to 68
On 23 Jan GOLD was trading at 155963.00. The strike last trading price was 7500, which was -19.5 lower than the previous day. The implied volatity was 34.14, the open interest changed by 7 which increased total open position to 29
On 22 Jan GOLD was trading at 156540.00. 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 27FEB2026 165000 PE | |||||||
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Delta: -0.72
Vega: 141.75
Theta: -125.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 149075.00 | 17573 | 3125.5 | 49.92 | 1,210 | -4 | 158 |
| 29 Jan | 169600.00 | 3050 | 113 | 51.49 | 1,324 | -39 | 162 |
| 28 Jan | 166355.00 | 2768 | -216 | 38.33 | 898 | 175 | 203 |
| 27 Jan | 157666.00 | 5650 | -59.5 | 36.72 | 55 | 0 | 28 |
| 23 Jan | 155963.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 156540.00 | - | - | - | 0 | 0 | 0 |
For Gold - strike price 165000 expiring on 27FEB2026
Delta for 165000 PE is -0.72
Historical price for 165000 PE is as follows
On 30 Jan GOLD was trading at 149075.00. The strike last trading price was 17573, which was 3125.5 higher than the previous day. The implied volatity was 49.92, the open interest changed by -4 which decreased total open position to 158
On 29 Jan GOLD was trading at 169600.00. The strike last trading price was 3050, which was 113 higher than the previous day. The implied volatity was 51.49, the open interest changed by -39 which decreased total open position to 162
On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 2768, which was -216 lower than the previous day. The implied volatity was 38.33, the open interest changed by 175 which increased total open position to 203
On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 5650, which was -59.5 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 28
On 23 Jan GOLD was trading at 155963.00. 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 22 Jan GOLD was trading at 156540.00. 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






























































































































































































































