[--[65.84.65.76]--]

GOLD

Gold
165280 -635.00 (-0.38%)
L: 157808 H: 180779

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Historical option data for GOLD

29 Jan 2026 08:55 PM IST
GOLD 27-FEB-2026 170000 CE
Delta: 0.67
Vega: 185.9
Theta: -204.74
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 165007.00 19305.5 7718.5 64.67 428 -41 192
28 Jan 166355.00 12101 514 37.38 1,815 133 233
27 Jan 157666.00 6056.5 -147.5 35.08 216 63 101


For Gold - strike price 170000 expiring on 27FEB2026

Delta for 170000 CE is 0.67

Historical price for 170000 CE is as follows

On 29 Jan GOLD was trading at 165007.00. The strike last trading price was 19305.5, which was 7718.5 higher than the previous day. The implied volatity was 64.67, the open interest changed by -41 which decreased total open position to 192


On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 12101, which was 514 higher than the previous day. The implied volatity was 37.38, the open interest changed by 133 which increased total open position to 233


On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 6056.5, which was -147.5 lower than the previous day. The implied volatity was 35.08, the open interest changed by 63 which increased total open position to 101


GOLD 27FEB2026 170000 PE
Delta: -0.31
Vega: 180.94
Theta: -165.22
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 165007.00 5912 1300 53.61 1,585 258 355
28 Jan 166355.00 4000 -612 36.55 681 88 97
27 Jan 157666.00 8110 269.5 36.37 8 4 8


For Gold - strike price 170000 expiring on 27FEB2026

Delta for 170000 PE is -0.31

Historical price for 170000 PE is as follows

On 29 Jan GOLD was trading at 165007.00. The strike last trading price was 5912, which was 1300 higher than the previous day. The implied volatity was 53.61, the open interest changed by 258 which increased total open position to 355


On 28 Jan GOLD was trading at 166355.00. The strike last trading price was 4000, which was -612 lower than the previous day. The implied volatity was 36.55, the open interest changed by 88 which increased total open position to 97


On 27 Jan GOLD was trading at 157666.00. The strike last trading price was 8110, which was 269.5 higher than the previous day. The implied volatity was 36.37, the open interest changed by 4 which increased total open position to 8