GOLD
Gold
Historical option data for GOLD
29 Jan 2026 08:55 PM IST
| GOLD 27-FEB-2026 170000 CE | ||||||||||||||||
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Delta: 0.67
Vega: 185.9
Theta: -204.74
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.31
Vega: 180.94
Theta: -165.22
Gamma: 0
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| 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






























































































































































































































