GOLD
Gold
Historical option data for GOLD
20 Dec 2024 11:40 PM IST
| GOLD 31DEC2024 75000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 38.22
Theta: -22.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 1613 | 512.00 | 13.10 | 935 | -3 | 215 | |||
| 19 Dec | 0.00 | 1101 | -830.00 | 13.42 | 486 | 146 | 214 | |||
| 18 Dec | 0.00 | 1931 | -219.50 | 14.78 | 26 | 4 | 68 | |||
| 17 Dec | 0.00 | 2150.5 | -180.50 | 14.90 | 32 | 2 | 64 | |||
| 16 Dec | 0.00 | 2331 | -159.00 | 15.72 | 7 | 0 | 62 | |||
| 13 Dec | 0.00 | 2490 | -1619.50 | 16.41 | 2 | 62 | 62 | |||
| 12 Dec | 0.00 | 4109.5 | 0.00 | 0.00 | 12 | -11 | 0 | |||
| 11 Dec | 0.00 | 4109.5 | 594.50 | 16.75 | 12 | -11 | 63 | |||
| 10 Dec | 0.00 | 3515 | 708.00 | 15.35 | 16 | -9 | 74 | |||
| 9 Dec | 0.00 | 2807 | 748.00 | 15.45 | 23 | -9 | 83 | |||
| 6 Dec | 0.00 | 2059 | 59.00 | 13.36 | 26 | 11 | 92 | |||
| 5 Dec | 0.00 | 2000 | -549.00 | 13.35 | 28 | -1 | 80 | |||
| 4 Dec | 0.00 | 2549 | 229.00 | 14.80 | 22 | 4 | 82 | |||
| 3 Dec | 0.00 | 2320 | 140.00 | 13.52 | 25 | 0 | 78 | |||
| 2 Dec | 0.00 | 2180 | -265.00 | 13.25 | 68 | 31 | 78 | |||
| 29 Nov | 0.00 | 2445 | 288.50 | 11.45 | 20 | 3 | 47 | |||
| 28 Nov | 0.00 | 2156.5 | 38.00 | 13.52 | 12 | 6 | 44 | |||
| 27 Nov | 0.00 | 2118.5 | 239.00 | 13.10 | 59 | 2 | 39 | |||
| 26 Nov | 0.00 | 1879.5 | -169.50 | 14.31 | 69 | 14 | 36 | |||
| 25 Nov | 0.00 | 2049 | -1504.00 | 15.66 | 24 | 11 | 22 | |||
| 22 Nov | 0.00 | 3553 | 763.00 | 11.15 | 2 | 1 | 11 | |||
| 21 Nov | 0.00 | 2790 | 326.50 | 11.52 | 6 | 2 | 10 | |||
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| 20 Nov | 0.00 | 2463.5 | 363.50 | 13.25 | 2 | 1 | 8 | |||
| 19 Nov | 0.00 | 2100 | 519.00 | 13.17 | 3 | 7 | 7 | |||
| 18 Nov | 0.00 | 1581 | 577.00 | 11.08 | 1 | 4 | 0 | |||
| 14 Nov | 0.00 | 1004 | 10.13 | 4 | 4 | 4 | ||||
For Gold - strike price 75000 expiring on 31DEC2024
Delta for 75000 CE is 0.79
Historical price for 75000 CE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 1613, which was 512.00 higher than the previous day. The implied volatity was 13.10, the open interest changed by -3 which decreased total open position to 215
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 1101, which was -830.00 lower than the previous day. The implied volatity was 13.42, the open interest changed by 146 which increased total open position to 214
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 1931, which was -219.50 lower than the previous day. The implied volatity was 14.78, the open interest changed by 4 which increased total open position to 68
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 2150.5, which was -180.50 lower than the previous day. The implied volatity was 14.90, the open interest changed by 2 which increased total open position to 64
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 2331, which was -159.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 62
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 2490, which was -1619.50 lower than the previous day. The implied volatity was 16.41, the open interest changed by 62 which increased total open position to 62
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 4109.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 4109.5, which was 594.50 higher than the previous day. The implied volatity was 16.75, the open interest changed by -11 which decreased total open position to 63
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 3515, which was 708.00 higher than the previous day. The implied volatity was 15.35, the open interest changed by -9 which decreased total open position to 74
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 2807, which was 748.00 higher than the previous day. The implied volatity was 15.45, the open interest changed by -9 which decreased total open position to 83
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 2059, which was 59.00 higher than the previous day. The implied volatity was 13.36, the open interest changed by 11 which increased total open position to 92
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 2000, which was -549.00 lower than the previous day. The implied volatity was 13.35, the open interest changed by -1 which decreased total open position to 80
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 2549, which was 229.00 higher than the previous day. The implied volatity was 14.80, the open interest changed by 4 which increased total open position to 82
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 2320, which was 140.00 higher than the previous day. The implied volatity was 13.52, the open interest changed by 0 which decreased total open position to 78
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 2180, which was -265.00 lower than the previous day. The implied volatity was 13.25, the open interest changed by 31 which increased total open position to 78
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 2445, which was 288.50 higher than the previous day. The implied volatity was 11.45, the open interest changed by 3 which increased total open position to 47
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 2156.5, which was 38.00 higher than the previous day. The implied volatity was 13.52, the open interest changed by 6 which increased total open position to 44
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 2118.5, which was 239.00 higher than the previous day. The implied volatity was 13.10, the open interest changed by 2 which increased total open position to 39
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 1879.5, which was -169.50 lower than the previous day. The implied volatity was 14.31, the open interest changed by 14 which increased total open position to 36
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 2049, which was -1504.00 lower than the previous day. The implied volatity was 15.66, the open interest changed by 11 which increased total open position to 22
On 22 Nov GOLD was trading at 0.00. The strike last trading price was 3553, which was 763.00 higher than the previous day. The implied volatity was 11.15, the open interest changed by 1 which increased total open position to 11
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 2790, which was 326.50 higher than the previous day. The implied volatity was 11.52, the open interest changed by 2 which increased total open position to 10
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 2463.5, which was 363.50 higher than the previous day. The implied volatity was 13.25, the open interest changed by 1 which increased total open position to 8
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 2100, which was 519.00 higher than the previous day. The implied volatity was 13.17, the open interest changed by 7 which increased total open position to 7
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 1581, which was 577.00 higher than the previous day. The implied volatity was 11.08, the open interest changed by 4 which increased total open position to 0
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 1004, which was lower than the previous day. The implied volatity was 10.13, the open interest changed by 4 which increased total open position to 4
| GOLD 31DEC2024 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 38.56
Theta: -22.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 213 | -227.00 | 13.28 | 5,036 | -13 | 1,813 |
| 19 Dec | 0.00 | 440 | 184.00 | 12.98 | 7,022 | 60 | 1,835 |
| 18 Dec | 0.00 | 256 | 17.50 | 14.55 | 2,701 | 237 | 1,752 |
| 17 Dec | 0.00 | 238.5 | 4.50 | 14.75 | 2,342 | 18 | 1,519 |
| 16 Dec | 0.00 | 234 | 11.50 | 14.83 | 1,759 | 146 | 1,505 |
| 13 Dec | 0.00 | 222.5 | 52.50 | 13.59 | 2,312 | 116 | 1,359 |
| 12 Dec | 0.00 | 170 | 62.00 | 14.87 | 2,645 | -72 | 1,247 |
| 11 Dec | 0.00 | 108 | -51.00 | 15.80 | 2,021 | 223 | 1,326 |
| 10 Dec | 0.00 | 159 | -81.00 | 15.16 | 2,219 | 264 | 1,106 |
| 9 Dec | 0.00 | 240 | -199.00 | 13.97 | 2,499 | 157 | 892 |
| 6 Dec | 0.00 | 439 | -31.50 | 13.27 | 1,947 | 78 | 740 |
| 5 Dec | 0.00 | 470.5 | 102.50 | 13.06 | 1,543 | -108 | 685 |
| 4 Dec | 0.00 | 368 | -51.00 | 13.48 | 2,274 | 72 | 799 |
| 3 Dec | 0.00 | 419 | -42.50 | 13.32 | 1,492 | 70 | 738 |
| 2 Dec | 0.00 | 461.5 | 84.50 | 12.96 | 2,128 | -40 | 678 |
| 29 Nov | 0.00 | 377 | -147.50 | 12.69 | 1,194 | 60 | 732 |
| 28 Nov | 0.00 | 524.5 | -26.00 | 12.43 | 1,372 | 114 | 678 |
| 27 Nov | 0.00 | 550.5 | -264.50 | 12.46 | 1,854 | 210 | 569 |
| 26 Nov | 0.00 | 815 | -83.50 | 13.25 | 1,172 | 164 | 330 |
| 25 Nov | 0.00 | 898.5 | 586.50 | 14.18 | 574 | 100 | 183 |
| 22 Nov | 0.00 | 312 | -134.00 | 13.99 | 54 | 29 | 81 |
| 21 Nov | 0.00 | 446 | -135.00 | 13.19 | 24 | 18 | 51 |
| 20 Nov | 0.00 | 581 | -139.00 | 12.76 | 14 | 11 | 33 |
| 19 Nov | 0.00 | 720 | -260.00 | 12.32 | 24 | 20 | 22 |
| 18 Nov | 0.00 | 980 | 980.00 | 12.90 | 1 | 1 | 1 |
| 14 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Gold - strike price 75000 expiring on 31DEC2024
Delta for 75000 PE is -0.21
Historical price for 75000 PE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 213, which was -227.00 lower than the previous day. The implied volatity was 13.28, the open interest changed by -13 which decreased total open position to 1813
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 440, which was 184.00 higher than the previous day. The implied volatity was 12.98, the open interest changed by 60 which increased total open position to 1835
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 256, which was 17.50 higher than the previous day. The implied volatity was 14.55, the open interest changed by 237 which increased total open position to 1752
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 238.5, which was 4.50 higher than the previous day. The implied volatity was 14.75, the open interest changed by 18 which increased total open position to 1519
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 234, which was 11.50 higher than the previous day. The implied volatity was 14.83, the open interest changed by 146 which increased total open position to 1505
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 222.5, which was 52.50 higher than the previous day. The implied volatity was 13.59, the open interest changed by 116 which increased total open position to 1359
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 170, which was 62.00 higher than the previous day. The implied volatity was 14.87, the open interest changed by -72 which decreased total open position to 1247
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 108, which was -51.00 lower than the previous day. The implied volatity was 15.80, the open interest changed by 223 which increased total open position to 1326
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 159, which was -81.00 lower than the previous day. The implied volatity was 15.16, the open interest changed by 264 which increased total open position to 1106
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 240, which was -199.00 lower than the previous day. The implied volatity was 13.97, the open interest changed by 157 which increased total open position to 892
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 439, which was -31.50 lower than the previous day. The implied volatity was 13.27, the open interest changed by 78 which increased total open position to 740
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 470.5, which was 102.50 higher than the previous day. The implied volatity was 13.06, the open interest changed by -108 which decreased total open position to 685
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 368, which was -51.00 lower than the previous day. The implied volatity was 13.48, the open interest changed by 72 which increased total open position to 799
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 419, which was -42.50 lower than the previous day. The implied volatity was 13.32, the open interest changed by 70 which increased total open position to 738
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 461.5, which was 84.50 higher than the previous day. The implied volatity was 12.96, the open interest changed by -40 which decreased total open position to 678
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 377, which was -147.50 lower than the previous day. The implied volatity was 12.69, the open interest changed by 60 which increased total open position to 732
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 524.5, which was -26.00 lower than the previous day. The implied volatity was 12.43, the open interest changed by 114 which increased total open position to 678
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 550.5, which was -264.50 lower than the previous day. The implied volatity was 12.46, the open interest changed by 210 which increased total open position to 569
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 815, which was -83.50 lower than the previous day. The implied volatity was 13.25, the open interest changed by 164 which increased total open position to 330
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 898.5, which was 586.50 higher than the previous day. The implied volatity was 14.18, the open interest changed by 100 which increased total open position to 183
On 22 Nov GOLD was trading at 0.00. The strike last trading price was 312, which was -134.00 lower than the previous day. The implied volatity was 13.99, the open interest changed by 29 which increased total open position to 81
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 446, which was -135.00 lower than the previous day. The implied volatity was 13.19, the open interest changed by 18 which increased total open position to 51
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 581, which was -139.00 lower than the previous day. The implied volatity was 12.76, the open interest changed by 11 which increased total open position to 33
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 720, which was -260.00 lower than the previous day. The implied volatity was 12.32, the open interest changed by 20 which increased total open position to 22
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 980, which was 980.00 higher than the previous day. The implied volatity was 12.90, the open interest changed by 1 which increased total open position to 1
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
