`
[--[65.84.65.76]--]
GOLD
Gold

76675 641.00 (0.84%)

Back to Option Chain


Historical option data for GOLD

21 Nov 2024 05:20 PM IST
GOLD 26NOV2024 75000 CE
Delta: 0.88
Vega: 18.67
Theta: -25.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 1725 521.00 15.03 363 -51 441
20 Nov 0.00 1204 274.00 13.07 2,085 -121 492
19 Nov 0.00 930 312.50 14.03 3,863 -123 629
18 Nov 0.00 617.5 287.50 13.07 6,759 -461 774
14 Nov 0.00 330 -98.00 12.19 7,629 127 1,160
13 Nov 0.00 428 -196.00 11.63 5,804 337 1,050
12 Nov 0.00 624 -287.00 11.66 5,640 346 748
11 Nov 0.00 911 -1389.00 11.60 606 258 401
8 Nov 0.00 2300 -300.50 7.71 18 -2 143
7 Nov 0.00 2600.5 532.50 13.11 92 -31 147
6 Nov 0.00 2068 -1631.00 15.10 88 179 179
5 Nov 0.00 3699 149.00 16.05 3 147 0
4 Nov 0.00 3550 -278.00 14.72 2 147 147
1 Nov 0.00 3828 0.00 0.00 12 2 0
31 Oct 0.00 3828 -1121.50 - 12 2 148
30 Oct 0.00 4949.5 598.00 - 35 146 146
29 Oct 0.00 4351.5 663.50 - 5 142 0
28 Oct 0.00 3688 -63.00 - 13 142 0
25 Oct 0.00 3751 400.00 - 8 -3 0
24 Oct 0.00 3351 -389.00 - 13 -3 0
23 Oct 0.00 3740 -106.50 - 5 -3 141
22 Oct 0.00 3846.5 411.50 - 16 -1 144
21 Oct 0.00 3435 227.50 - 24 -3 145
18 Oct 0.00 3207.5 510.50 - 62 -20 148
17 Oct 0.00 2697 367.00 - 64 -2 168
16 Oct 0.00 2330 153.00 - 196 -23 170
15 Oct 0.00 2177 255.50 - 372 -23 193
14 Oct 0.00 1921.5 -198.00 - 253 -63 216
11 Oct 0.00 2119.5 634.50 - 481 -111 279
10 Oct 0.00 1485 138.00 - 748 48 390
9 Oct 0.00 1347 -137.00 - 704 95 342
8 Oct 0.00 1484 -539.50 - 228 11 229
7 Oct 0.00 2023.5 -112.00 - 144 42 218
4 Oct 0.00 2135.5 -56.50 - 308 -3 176
3 Oct 0.00 2192 -77.00 - 309 -13 179
1 Oct 0.00 2269 499.00 - 391 -11 192
30 Sept 0.00 1770 -131.00 - 268 -2 203
27 Sept 0.00 1901 -324.00 - 188 2 205
26 Sept 0.00 2225 182.00 - 354 3 203
25 Sept 0.00 2043 74.00 - 286 15 200
24 Sept 0.00 1969 486.00 - 433 97 185
23 Sept 0.00 1483 48.00 - 63 23 88
20 Sept 0.00 1435 222.00 - 125 48 65
19 Sept 0.00 1213 -87.00 - 15 17 17
16 Sept 0.00 1300 300.00 - 3 1 5
13 Sept 0.00 1000 400.00 - 2 4 4
6 Sept 0.00 600 - 2 2 2


For Gold - strike price 75000 expiring on 26NOV2024

Delta for 75000 CE is 0.88

Historical price for 75000 CE is as follows

On 21 Nov GOLD was trading at 0.00. The strike last trading price was 1725, which was 521.00 higher than the previous day. The implied volatity was 15.03, the open interest changed by -51 which decreased total open position to 441


On 20 Nov GOLD was trading at 0.00. The strike last trading price was 1204, which was 274.00 higher than the previous day. The implied volatity was 13.07, the open interest changed by -121 which decreased total open position to 492


On 19 Nov GOLD was trading at 0.00. The strike last trading price was 930, which was 312.50 higher than the previous day. The implied volatity was 14.03, the open interest changed by -123 which decreased total open position to 629


On 18 Nov GOLD was trading at 0.00. The strike last trading price was 617.5, which was 287.50 higher than the previous day. The implied volatity was 13.07, the open interest changed by -461 which decreased total open position to 774


On 14 Nov GOLD was trading at 0.00. The strike last trading price was 330, which was -98.00 lower than the previous day. The implied volatity was 12.19, the open interest changed by 127 which increased total open position to 1160


On 13 Nov GOLD was trading at 0.00. The strike last trading price was 428, which was -196.00 lower than the previous day. The implied volatity was 11.63, the open interest changed by 337 which increased total open position to 1050


On 12 Nov GOLD was trading at 0.00. The strike last trading price was 624, which was -287.00 lower than the previous day. The implied volatity was 11.66, the open interest changed by 346 which increased total open position to 748


On 11 Nov GOLD was trading at 0.00. The strike last trading price was 911, which was -1389.00 lower than the previous day. The implied volatity was 11.60, the open interest changed by 258 which increased total open position to 401


On 8 Nov GOLD was trading at 0.00. The strike last trading price was 2300, which was -300.50 lower than the previous day. The implied volatity was 7.71, the open interest changed by -2 which decreased total open position to 143


On 7 Nov GOLD was trading at 0.00. The strike last trading price was 2600.5, which was 532.50 higher than the previous day. The implied volatity was 13.11, the open interest changed by -31 which decreased total open position to 147


On 6 Nov GOLD was trading at 0.00. The strike last trading price was 2068, which was -1631.00 lower than the previous day. The implied volatity was 15.10, the open interest changed by 179 which increased total open position to 179


On 5 Nov GOLD was trading at 0.00. The strike last trading price was 3699, which was 149.00 higher than the previous day. The implied volatity was 16.05, the open interest changed by 147 which increased total open position to 0


On 4 Nov GOLD was trading at 0.00. The strike last trading price was 3550, which was -278.00 lower than the previous day. The implied volatity was 14.72, the open interest changed by 147 which increased total open position to 147


On 1 Nov GOLD was trading at 0.00. The strike last trading price was 3828, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct GOLD was trading at 0.00. The strike last trading price was 3828, which was -1121.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct GOLD was trading at 0.00. The strike last trading price was 4949.5, which was 598.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GOLD was trading at 0.00. The strike last trading price was 4351.5, which was 663.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GOLD was trading at 0.00. The strike last trading price was 3688, which was -63.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GOLD was trading at 0.00. The strike last trading price was 3751, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct GOLD was trading at 0.00. The strike last trading price was 3351, which was -389.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GOLD was trading at 0.00. The strike last trading price was 3740, which was -106.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GOLD was trading at 0.00. The strike last trading price was 3846.5, which was 411.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GOLD was trading at 0.00. The strike last trading price was 3435, which was 227.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct GOLD was trading at 0.00. The strike last trading price was 3207.5, which was 510.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct GOLD was trading at 0.00. The strike last trading price was 2697, which was 367.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct GOLD was trading at 0.00. The strike last trading price was 2330, which was 153.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct GOLD was trading at 0.00. The strike last trading price was 2177, which was 255.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct GOLD was trading at 0.00. The strike last trading price was 1921.5, which was -198.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct GOLD was trading at 0.00. The strike last trading price was 2119.5, which was 634.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GOLD was trading at 0.00. The strike last trading price was 1485, which was 138.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct GOLD was trading at 0.00. The strike last trading price was 1347, which was -137.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GOLD was trading at 0.00. The strike last trading price was 1484, which was -539.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct GOLD was trading at 0.00. The strike last trading price was 2023.5, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct GOLD was trading at 0.00. The strike last trading price was 2135.5, which was -56.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct GOLD was trading at 0.00. The strike last trading price was 2192, which was -77.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct GOLD was trading at 0.00. The strike last trading price was 2269, which was 499.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept GOLD was trading at 0.00. The strike last trading price was 1770, which was -131.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept GOLD was trading at 0.00. The strike last trading price was 1901, which was -324.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept GOLD was trading at 0.00. The strike last trading price was 2225, which was 182.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept GOLD was trading at 0.00. The strike last trading price was 2043, which was 74.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept GOLD was trading at 0.00. The strike last trading price was 1969, which was 486.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept GOLD was trading at 0.00. The strike last trading price was 1483, which was 48.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept GOLD was trading at 0.00. The strike last trading price was 1435, which was 222.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept GOLD was trading at 0.00. The strike last trading price was 1213, which was -87.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept GOLD was trading at 0.00. The strike last trading price was 1300, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept GOLD was trading at 0.00. The strike last trading price was 1000, which was 400.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept GOLD was trading at 0.00. The strike last trading price was 600, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GOLD 26NOV2024 75000 PE
Delta: -0.11
Vega: 17.91
Theta: -23.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 75 -95.00 14.60 3,023 243 1,734
20 Nov 0.00 170 -155.00 13.73 5,838 285 1,561
19 Nov 0.00 325 -207.50 13.46 8,756 314 1,280
18 Nov 0.00 532.5 -588.00 12.47 3,074 139 983
14 Nov 0.00 1120.5 195.50 11.34 1,010 -211 850
13 Nov 0.00 925 217.00 10.96 3,963 -11 1,063
12 Nov 0.00 708 208.50 10.83 3,933 -91 1,079
11 Nov 0.00 499.5 371.50 10.90 2,933 -138 1,176
8 Nov 0.00 128 -51.50 11.78 1,466 35 1,324
7 Nov 0.00 179.5 -185.50 13.33 4,562 119 1,296
6 Nov 0.00 365 165.50 13.54 3,390 -84 1,182
5 Nov 0.00 199.5 -13.50 16.80 604 42 1,267
4 Nov 0.00 213 8.00 16.35 425 33 1,227
1 Nov 0.00 205 -27.00 16.24 35 -3 1,194
31 Oct 0.00 232 73.50 - 1,038 -82 1,197
30 Oct 0.00 158.5 -29.50 - 810 90 1,279
29 Oct 0.00 188 -73.00 - 477 85 1,189
28 Oct 0.00 261 -35.00 - 436 27 1,104
25 Oct 0.00 296 -15.50 - 568 66 1,077
24 Oct 0.00 311.5 -78.00 - 409 60 1,011
23 Oct 0.00 389.5 102.50 - 1,208 -57 951
22 Oct 0.00 287 -99.00 - 691 106 1,008
21 Oct 0.00 386 -64.00 - 561 73 902
18 Oct 0.00 450 -131.00 - 639 112 829
17 Oct 0.00 581 -116.50 - 616 60 717
16 Oct 0.00 697.5 -73.00 - 586 83 657
15 Oct 0.00 770.5 -122.00 - 828 74 574
14 Oct 0.00 892.5 60.00 - 556 -62 500
11 Oct 0.00 832.5 -367.50 - 903 177 562
10 Oct 0.00 1200 -170.00 - 488 45 385
9 Oct 0.00 1370 69.50 - 474 2 340
8 Oct 0.00 1300.5 303.00 - 621 -35 384
7 Oct 0.00 997.5 43.50 - 418 43 419
4 Oct 0.00 954 -7.00 - 608 -14 376
3 Oct 0.00 961 41.00 - 577 -19 390
1 Oct 0.00 920 -250.00 - 969 108 409
30 Sept 0.00 1170 42.50 - 568 -43 301
27 Sept 0.00 1127.5 131.00 - 781 -62 344
26 Sept 0.00 996.5 -124.50 - 849 145 406
25 Sept 0.00 1121 -168.00 - 458 154 261
24 Sept 0.00 1289 -182.00 - 228 102 107
23 Sept 0.00 1471 43.00 - 8 4 5
20 Sept 0.00 1428 1428.00 - 1 1 1
19 Sept 0.00 0 0.00 - 0 0 0
16 Sept 0.00 0 0.00 - 0 0 0
13 Sept 0.00 0 0.00 - 0 0 0
6 Sept 0.00 0 - 0 0 0


For Gold - strike price 75000 expiring on 26NOV2024

Delta for 75000 PE is -0.11

Historical price for 75000 PE is as follows

On 21 Nov GOLD was trading at 0.00. The strike last trading price was 75, which was -95.00 lower than the previous day. The implied volatity was 14.60, the open interest changed by 243 which increased total open position to 1734


On 20 Nov GOLD was trading at 0.00. The strike last trading price was 170, which was -155.00 lower than the previous day. The implied volatity was 13.73, the open interest changed by 285 which increased total open position to 1561


On 19 Nov GOLD was trading at 0.00. The strike last trading price was 325, which was -207.50 lower than the previous day. The implied volatity was 13.46, the open interest changed by 314 which increased total open position to 1280


On 18 Nov GOLD was trading at 0.00. The strike last trading price was 532.5, which was -588.00 lower than the previous day. The implied volatity was 12.47, the open interest changed by 139 which increased total open position to 983


On 14 Nov GOLD was trading at 0.00. The strike last trading price was 1120.5, which was 195.50 higher than the previous day. The implied volatity was 11.34, the open interest changed by -211 which decreased total open position to 850


On 13 Nov GOLD was trading at 0.00. The strike last trading price was 925, which was 217.00 higher than the previous day. The implied volatity was 10.96, the open interest changed by -11 which decreased total open position to 1063


On 12 Nov GOLD was trading at 0.00. The strike last trading price was 708, which was 208.50 higher than the previous day. The implied volatity was 10.83, the open interest changed by -91 which decreased total open position to 1079


On 11 Nov GOLD was trading at 0.00. The strike last trading price was 499.5, which was 371.50 higher than the previous day. The implied volatity was 10.90, the open interest changed by -138 which decreased total open position to 1176


On 8 Nov GOLD was trading at 0.00. The strike last trading price was 128, which was -51.50 lower than the previous day. The implied volatity was 11.78, the open interest changed by 35 which increased total open position to 1324


On 7 Nov GOLD was trading at 0.00. The strike last trading price was 179.5, which was -185.50 lower than the previous day. The implied volatity was 13.33, the open interest changed by 119 which increased total open position to 1296


On 6 Nov GOLD was trading at 0.00. The strike last trading price was 365, which was 165.50 higher than the previous day. The implied volatity was 13.54, the open interest changed by -84 which decreased total open position to 1182


On 5 Nov GOLD was trading at 0.00. The strike last trading price was 199.5, which was -13.50 lower than the previous day. The implied volatity was 16.80, the open interest changed by 42 which increased total open position to 1267


On 4 Nov GOLD was trading at 0.00. The strike last trading price was 213, which was 8.00 higher than the previous day. The implied volatity was 16.35, the open interest changed by 33 which increased total open position to 1227


On 1 Nov GOLD was trading at 0.00. The strike last trading price was 205, which was -27.00 lower than the previous day. The implied volatity was 16.24, the open interest changed by -3 which decreased total open position to 1194


On 31 Oct GOLD was trading at 0.00. The strike last trading price was 232, which was 73.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct GOLD was trading at 0.00. The strike last trading price was 158.5, which was -29.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GOLD was trading at 0.00. The strike last trading price was 188, which was -73.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GOLD was trading at 0.00. The strike last trading price was 261, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GOLD was trading at 0.00. The strike last trading price was 296, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct GOLD was trading at 0.00. The strike last trading price was 311.5, which was -78.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GOLD was trading at 0.00. The strike last trading price was 389.5, which was 102.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GOLD was trading at 0.00. The strike last trading price was 287, which was -99.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GOLD was trading at 0.00. The strike last trading price was 386, which was -64.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct GOLD was trading at 0.00. The strike last trading price was 450, which was -131.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct GOLD was trading at 0.00. The strike last trading price was 581, which was -116.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct GOLD was trading at 0.00. The strike last trading price was 697.5, which was -73.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct GOLD was trading at 0.00. The strike last trading price was 770.5, which was -122.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct GOLD was trading at 0.00. The strike last trading price was 892.5, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct GOLD was trading at 0.00. The strike last trading price was 832.5, which was -367.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GOLD was trading at 0.00. The strike last trading price was 1200, which was -170.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct GOLD was trading at 0.00. The strike last trading price was 1370, which was 69.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GOLD was trading at 0.00. The strike last trading price was 1300.5, which was 303.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct GOLD was trading at 0.00. The strike last trading price was 997.5, which was 43.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct GOLD was trading at 0.00. The strike last trading price was 954, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct GOLD was trading at 0.00. The strike last trading price was 961, which was 41.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct GOLD was trading at 0.00. The strike last trading price was 920, which was -250.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept GOLD was trading at 0.00. The strike last trading price was 1170, which was 42.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept GOLD was trading at 0.00. The strike last trading price was 1127.5, which was 131.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept GOLD was trading at 0.00. The strike last trading price was 996.5, which was -124.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept GOLD was trading at 0.00. The strike last trading price was 1121, which was -168.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept GOLD was trading at 0.00. The strike last trading price was 1289, which was -182.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept GOLD was trading at 0.00. The strike last trading price was 1471, which was 43.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept GOLD was trading at 0.00. The strike last trading price was 1428, which was 1428.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept GOLD was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept GOLD was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept GOLD was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept GOLD was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to