GOLD
Gold
Historical option data for GOLD
20 Dec 2024 11:40 PM IST
| GOLD 31DEC2024 76000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 51.78
Theta: -28.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 888 | 348.00 | 12.46 | 5,927 | -94 | 466 | |||
| 19 Dec | 0.00 | 540 | -642.50 | 12.75 | 5,313 | 287 | 576 | |||
| 18 Dec | 0.00 | 1182.5 | -188.50 | 13.91 | 422 | -2 | 291 | |||
| 17 Dec | 0.00 | 1371 | -157.00 | 13.97 | 570 | 4 | 293 | |||
| 16 Dec | 0.00 | 1528 | -72.00 | 14.45 | 136 | 9 | 290 | |||
| 13 Dec | 0.00 | 1600 | -674.50 | 13.55 | 58 | -3 | 284 | |||
| 12 Dec | 0.00 | 2274.5 | -937.00 | 14.53 | 74 | -7 | 287 | |||
| 11 Dec | 0.00 | 3211.5 | 619.00 | 16.10 | 67 | -25 | 294 | |||
| 10 Dec | 0.00 | 2592.5 | 675.00 | 13.64 | 149 | -28 | 319 | |||
| 9 Dec | 0.00 | 1917.5 | 554.00 | 13.11 | 434 | 1 | 347 | |||
| 6 Dec | 0.00 | 1363.5 | 10.00 | 12.83 | 632 | -32 | 346 | |||
| 5 Dec | 0.00 | 1353.5 | -362.50 | 13.23 | 609 | 53 | 377 | |||
| 4 Dec | 0.00 | 1716 | 95.00 | 12.95 | 593 | 3 | 330 | |||
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| 3 Dec | 0.00 | 1621 | 121.00 | 13.13 | 551 | -9 | 335 | |||
| 2 Dec | 0.00 | 1500 | -255.50 | 12.96 | 646 | 22 | 343 | |||
| 29 Nov | 0.00 | 1755.5 | 295.50 | 11.95 | 380 | -17 | 320 | |||
| 28 Nov | 0.00 | 1460 | 3.50 | 12.71 | 556 | 31 | 338 | |||
| 27 Nov | 0.00 | 1456.5 | 187.50 | 12.67 | 908 | 99 | 309 | |||
| 26 Nov | 0.00 | 1269 | -144.50 | 13.63 | 492 | 62 | 202 | |||
| 25 Nov | 0.00 | 1413.5 | -1372.50 | 14.72 | 216 | 2 | 135 | |||
| 22 Nov | 0.00 | 2786 | 651.00 | 12.20 | 67 | -1 | 132 | |||
| 21 Nov | 0.00 | 2135 | 377.00 | 12.48 | 77 | 21 | 133 | |||
| 20 Nov | 0.00 | 1758 | 328.00 | 12.64 | 25 | 12 | 112 | |||
| 19 Nov | 0.00 | 1430 | 332.00 | 12.33 | 98 | 53 | 100 | |||
| 18 Nov | 0.00 | 1098 | 323.00 | 11.55 | 16 | 6 | 47 | |||
| 14 Nov | 0.00 | 775 | -125.00 | 11.80 | 9 | 6 | 40 | |||
| 13 Nov | 0.00 | 900 | -350.00 | 11.70 | 4 | 2 | 34 | |||
| 12 Nov | 0.00 | 1250 | -32.50 | 13.16 | 29 | 28 | 32 | |||
| 11 Nov | 0.00 | 1282.5 | 11.06 | 4 | 4 | 4 | ||||
For Gold - strike price 76000 expiring on 31DEC2024
Delta for 76000 CE is 0.60
Historical price for 76000 CE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 888, which was 348.00 higher than the previous day. The implied volatity was 12.46, the open interest changed by -94 which decreased total open position to 466
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 540, which was -642.50 lower than the previous day. The implied volatity was 12.75, the open interest changed by 287 which increased total open position to 576
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 1182.5, which was -188.50 lower than the previous day. The implied volatity was 13.91, the open interest changed by -2 which decreased total open position to 291
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 1371, which was -157.00 lower than the previous day. The implied volatity was 13.97, the open interest changed by 4 which increased total open position to 293
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 1528, which was -72.00 lower than the previous day. The implied volatity was 14.45, the open interest changed by 9 which increased total open position to 290
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 1600, which was -674.50 lower than the previous day. The implied volatity was 13.55, the open interest changed by -3 which decreased total open position to 284
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 2274.5, which was -937.00 lower than the previous day. The implied volatity was 14.53, the open interest changed by -7 which decreased total open position to 287
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 3211.5, which was 619.00 higher than the previous day. The implied volatity was 16.10, the open interest changed by -25 which decreased total open position to 294
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 2592.5, which was 675.00 higher than the previous day. The implied volatity was 13.64, the open interest changed by -28 which decreased total open position to 319
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 1917.5, which was 554.00 higher than the previous day. The implied volatity was 13.11, the open interest changed by 1 which increased total open position to 347
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 1363.5, which was 10.00 higher than the previous day. The implied volatity was 12.83, the open interest changed by -32 which decreased total open position to 346
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 1353.5, which was -362.50 lower than the previous day. The implied volatity was 13.23, the open interest changed by 53 which increased total open position to 377
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 1716, which was 95.00 higher than the previous day. The implied volatity was 12.95, the open interest changed by 3 which increased total open position to 330
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 1621, which was 121.00 higher than the previous day. The implied volatity was 13.13, the open interest changed by -9 which decreased total open position to 335
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 1500, which was -255.50 lower than the previous day. The implied volatity was 12.96, the open interest changed by 22 which increased total open position to 343
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 1755.5, which was 295.50 higher than the previous day. The implied volatity was 11.95, the open interest changed by -17 which decreased total open position to 320
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 1460, which was 3.50 higher than the previous day. The implied volatity was 12.71, the open interest changed by 31 which increased total open position to 338
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 1456.5, which was 187.50 higher than the previous day. The implied volatity was 12.67, the open interest changed by 99 which increased total open position to 309
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 1269, which was -144.50 lower than the previous day. The implied volatity was 13.63, the open interest changed by 62 which increased total open position to 202
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 1413.5, which was -1372.50 lower than the previous day. The implied volatity was 14.72, the open interest changed by 2 which increased total open position to 135
On 22 Nov GOLD was trading at 0.00. The strike last trading price was 2786, which was 651.00 higher than the previous day. The implied volatity was 12.20, the open interest changed by -1 which decreased total open position to 132
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 2135, which was 377.00 higher than the previous day. The implied volatity was 12.48, the open interest changed by 21 which increased total open position to 133
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 1758, which was 328.00 higher than the previous day. The implied volatity was 12.64, the open interest changed by 12 which increased total open position to 112
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 1430, which was 332.00 higher than the previous day. The implied volatity was 12.33, the open interest changed by 53 which increased total open position to 100
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 1098, which was 323.00 higher than the previous day. The implied volatity was 11.55, the open interest changed by 6 which increased total open position to 47
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 775, which was -125.00 lower than the previous day. The implied volatity was 11.80, the open interest changed by 6 which increased total open position to 40
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 900, which was -350.00 lower than the previous day. The implied volatity was 11.70, the open interest changed by 2 which increased total open position to 34
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 1250, which was -32.50 lower than the previous day. The implied volatity was 13.16, the open interest changed by 28 which increased total open position to 32
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 1282.5, which was lower than the previous day. The implied volatity was 11.06, the open interest changed by 4 which increased total open position to 4
| GOLD 31DEC2024 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 51.76
Theta: -28.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 475.5 | -410.00 | 12.35 | 3,259 | 128 | 623 |
| 19 Dec | 0.00 | 885.5 | 348.50 | 12.45 | 4,272 | -234 | 501 |
| 18 Dec | 0.00 | 537 | 42.00 | 14.26 | 2,291 | 4 | 740 |
| 17 Dec | 0.00 | 495 | 8.00 | 14.51 | 3,598 | -67 | 739 |
| 16 Dec | 0.00 | 487 | 26.50 | 14.77 | 2,740 | -14 | 810 |
| 13 Dec | 0.00 | 460.5 | 120.50 | 13.44 | 3,854 | -393 | 845 |
| 12 Dec | 0.00 | 340 | 127.00 | 14.66 | 3,152 | -109 | 1,251 |
| 11 Dec | 0.00 | 213 | -89.00 | 15.49 | 2,223 | 213 | 1,371 |
| 10 Dec | 0.00 | 302 | -150.00 | 14.81 | 2,473 | 281 | 1,184 |
| 9 Dec | 0.00 | 452 | -320.00 | 13.68 | 3,125 | 332 | 929 |
| 6 Dec | 0.00 | 772 | -71.00 | 13.12 | 2,331 | 58 | 623 |
| 5 Dec | 0.00 | 843 | 196.50 | 13.23 | 2,873 | -55 | 583 |
| 4 Dec | 0.00 | 646.5 | -82.00 | 13.28 | 2,799 | 23 | 651 |
| 3 Dec | 0.00 | 728.5 | -79.00 | 13.22 | 2,003 | 27 | 638 |
| 2 Dec | 0.00 | 807.5 | 148.50 | 13.01 | 2,258 | 49 | 642 |
| 29 Nov | 0.00 | 659 | -237.00 | 12.59 | 1,352 | 114 | 601 |
| 28 Nov | 0.00 | 896 | -20.50 | 12.50 | 1,053 | 50 | 488 |
| 27 Nov | 0.00 | 916.5 | -383.50 | 12.41 | 1,642 | 251 | 442 |
| 26 Nov | 0.00 | 1300 | -44.00 | 13.64 | 468 | 7 | 194 |
| 25 Nov | 0.00 | 1344 | 839.00 | 14.15 | 795 | -95 | 191 |
| 22 Nov | 0.00 | 505 | -225.00 | 13.74 | 469 | 139 | 280 |
| 21 Nov | 0.00 | 730 | -185.50 | 13.16 | 158 | 51 | 138 |
| 20 Nov | 0.00 | 915.5 | -122.50 | 12.65 | 15 | 11 | 87 |
| 19 Nov | 0.00 | 1038 | -337.00 | 11.44 | 61 | 39 | 76 |
| 18 Nov | 0.00 | 1375 | -1025.00 | 12.13 | 6 | 37 | 37 |
| 14 Nov | 0.00 | 2400 | 1100.00 | 16.17 | 3 | 3 | 0 |
| 13 Nov | 0.00 | 1300 | 0.00 | 7.31 | 4 | 3 | 34 |
| 12 Nov | 0.00 | 1300 | 100.00 | 9.58 | 17 | 16 | 31 |
| 11 Nov | 0.00 | 1200 | 10.99 | 16 | 15 | 15 | |
For Gold - strike price 76000 expiring on 31DEC2024
Delta for 76000 PE is -0.40
Historical price for 76000 PE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 475.5, which was -410.00 lower than the previous day. The implied volatity was 12.35, the open interest changed by 128 which increased total open position to 623
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 885.5, which was 348.50 higher than the previous day. The implied volatity was 12.45, the open interest changed by -234 which decreased total open position to 501
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 537, which was 42.00 higher than the previous day. The implied volatity was 14.26, the open interest changed by 4 which increased total open position to 740
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 495, which was 8.00 higher than the previous day. The implied volatity was 14.51, the open interest changed by -67 which decreased total open position to 739
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 487, which was 26.50 higher than the previous day. The implied volatity was 14.77, the open interest changed by -14 which decreased total open position to 810
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 460.5, which was 120.50 higher than the previous day. The implied volatity was 13.44, the open interest changed by -393 which decreased total open position to 845
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 340, which was 127.00 higher than the previous day. The implied volatity was 14.66, the open interest changed by -109 which decreased total open position to 1251
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 213, which was -89.00 lower than the previous day. The implied volatity was 15.49, the open interest changed by 213 which increased total open position to 1371
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 302, which was -150.00 lower than the previous day. The implied volatity was 14.81, the open interest changed by 281 which increased total open position to 1184
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 452, which was -320.00 lower than the previous day. The implied volatity was 13.68, the open interest changed by 332 which increased total open position to 929
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 772, which was -71.00 lower than the previous day. The implied volatity was 13.12, the open interest changed by 58 which increased total open position to 623
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 843, which was 196.50 higher than the previous day. The implied volatity was 13.23, the open interest changed by -55 which decreased total open position to 583
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 646.5, which was -82.00 lower than the previous day. The implied volatity was 13.28, the open interest changed by 23 which increased total open position to 651
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 728.5, which was -79.00 lower than the previous day. The implied volatity was 13.22, the open interest changed by 27 which increased total open position to 638
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 807.5, which was 148.50 higher than the previous day. The implied volatity was 13.01, the open interest changed by 49 which increased total open position to 642
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 659, which was -237.00 lower than the previous day. The implied volatity was 12.59, the open interest changed by 114 which increased total open position to 601
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 896, which was -20.50 lower than the previous day. The implied volatity was 12.50, the open interest changed by 50 which increased total open position to 488
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 916.5, which was -383.50 lower than the previous day. The implied volatity was 12.41, the open interest changed by 251 which increased total open position to 442
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 1300, which was -44.00 lower than the previous day. The implied volatity was 13.64, the open interest changed by 7 which increased total open position to 194
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 1344, which was 839.00 higher than the previous day. The implied volatity was 14.15, the open interest changed by -95 which decreased total open position to 191
On 22 Nov GOLD was trading at 0.00. The strike last trading price was 505, which was -225.00 lower than the previous day. The implied volatity was 13.74, the open interest changed by 139 which increased total open position to 280
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 730, which was -185.50 lower than the previous day. The implied volatity was 13.16, the open interest changed by 51 which increased total open position to 138
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 915.5, which was -122.50 lower than the previous day. The implied volatity was 12.65, the open interest changed by 11 which increased total open position to 87
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 1038, which was -337.00 lower than the previous day. The implied volatity was 11.44, the open interest changed by 39 which increased total open position to 76
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 1375, which was -1025.00 lower than the previous day. The implied volatity was 12.13, the open interest changed by 37 which increased total open position to 37
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 2400, which was 1100.00 higher than the previous day. The implied volatity was 16.17, the open interest changed by 3 which increased total open position to 0
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 1300, which was 0.00 lower than the previous day. The implied volatity was 7.31, the open interest changed by 3 which increased total open position to 34
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 1300, which was 100.00 higher than the previous day. The implied volatity was 9.58, the open interest changed by 16 which increased total open position to 31
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 1200, which was lower than the previous day. The implied volatity was 10.99, the open interest changed by 15 which increased total open position to 15
