GOLD
Gold
Historical option data for GOLD
20 Dec 2024 11:40 PM IST
| GOLD 31DEC2024 77500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 43.99
Theta: -24.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 272.5 | 107.00 | 12.71 | 2,745 | -239 | 306 | |||
| 19 Dec | 0.00 | 165.5 | -295.00 | 13.58 | 3,455 | 344 | 557 | |||
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| 18 Dec | 0.00 | 460.5 | -149.50 | 13.84 | 1,290 | 61 | 219 | |||
| 17 Dec | 0.00 | 610 | -109.50 | 14.38 | 1,897 | 60 | 161 | |||
| 16 Dec | 0.00 | 719.5 | -8.00 | 14.66 | 696 | 60 | 112 | |||
| 13 Dec | 0.00 | 727.5 | -549.50 | 13.04 | 645 | 41 | 52 | |||
| 12 Dec | 0.00 | 1277 | -711.00 | 14.63 | 32 | 0 | 11 | |||
| 11 Dec | 0.00 | 1988 | 468.00 | 14.95 | 56 | -6 | 11 | |||
| 10 Dec | 0.00 | 1520 | 490.00 | 13.88 | 150 | -2 | 17 | |||
| 9 Dec | 0.00 | 1030 | 356.50 | 13.48 | 116 | -20 | 20 | |||
| 6 Dec | 0.00 | 673.5 | 11.50 | 13.09 | 58 | 7 | 41 | |||
| 5 Dec | 0.00 | 662 | -231.00 | 13.18 | 24 | 13 | 33 | |||
| 4 Dec | 0.00 | 893 | 37.00 | 12.86 | 26 | 1 | 21 | |||
| 3 Dec | 0.00 | 856 | 49.00 | 13.29 | 23 | 3 | 21 | |||
| 2 Dec | 0.00 | 807 | -81.00 | 13.37 | 19 | 5 | 18 | |||
| 29 Nov | 0.00 | 888 | 57.00 | 11.49 | 13 | 13 | 13 | |||
| 28 Nov | 0.00 | 831 | 61.00 | 13.49 | 6 | 7 | 0 | |||
| 27 Nov | 0.00 | 770 | 1.00 | 12.74 | 22 | 7 | 13 | |||
| 26 Nov | 0.00 | 769 | -50.00 | 14.75 | 3 | 2 | 6 | |||
| 25 Nov | 0.00 | 819 | 819.00 | 14.81 | 6 | 4 | 4 | |||
| 22 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Gold - strike price 77500 expiring on 31DEC2024
Delta for 77500 CE is 0.27
Historical price for 77500 CE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 272.5, which was 107.00 higher than the previous day. The implied volatity was 12.71, the open interest changed by -239 which decreased total open position to 306
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 165.5, which was -295.00 lower than the previous day. The implied volatity was 13.58, the open interest changed by 344 which increased total open position to 557
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 460.5, which was -149.50 lower than the previous day. The implied volatity was 13.84, the open interest changed by 61 which increased total open position to 219
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 610, which was -109.50 lower than the previous day. The implied volatity was 14.38, the open interest changed by 60 which increased total open position to 161
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 719.5, which was -8.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 60 which increased total open position to 112
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 727.5, which was -549.50 lower than the previous day. The implied volatity was 13.04, the open interest changed by 41 which increased total open position to 52
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 1277, which was -711.00 lower than the previous day. The implied volatity was 14.63, the open interest changed by 0 which decreased total open position to 11
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 1988, which was 468.00 higher than the previous day. The implied volatity was 14.95, the open interest changed by -6 which decreased total open position to 11
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 1520, which was 490.00 higher than the previous day. The implied volatity was 13.88, the open interest changed by -2 which decreased total open position to 17
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 1030, which was 356.50 higher than the previous day. The implied volatity was 13.48, the open interest changed by -20 which decreased total open position to 20
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 673.5, which was 11.50 higher than the previous day. The implied volatity was 13.09, the open interest changed by 7 which increased total open position to 41
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 662, which was -231.00 lower than the previous day. The implied volatity was 13.18, the open interest changed by 13 which increased total open position to 33
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 893, which was 37.00 higher than the previous day. The implied volatity was 12.86, the open interest changed by 1 which increased total open position to 21
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 856, which was 49.00 higher than the previous day. The implied volatity was 13.29, the open interest changed by 3 which increased total open position to 21
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 807, which was -81.00 lower than the previous day. The implied volatity was 13.37, the open interest changed by 5 which increased total open position to 18
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 888, which was 57.00 higher than the previous day. The implied volatity was 11.49, the open interest changed by 13 which increased total open position to 13
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 831, which was 61.00 higher than the previous day. The implied volatity was 13.49, the open interest changed by 7 which increased total open position to 0
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 770, which was 1.00 higher than the previous day. The implied volatity was 12.74, the open interest changed by 7 which increased total open position to 13
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 769, which was -50.00 lower than the previous day. The implied volatity was 14.75, the open interest changed by 2 which increased total open position to 6
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 819, which was 819.00 higher than the previous day. The implied volatity was 14.81, the open interest changed by 4 which increased total open position to 4
On 22 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 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
| GOLD 31DEC2024 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 39.04
Theta: -17.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 1256 | -762.50 | 10.08 | 3 | -1 | 21 |
| 19 Dec | 0.00 | 2018.5 | 764.00 | 13.32 | 51 | -7 | 22 |
| 18 Dec | 0.00 | 1254.5 | 52.50 | 13.07 | 47 | -2 | 29 |
| 17 Dec | 0.00 | 1202 | 57.00 | 14.35 | 192 | -19 | 31 |
| 16 Dec | 0.00 | 1145 | 75.00 | 14.40 | 210 | 7 | 54 |
| 13 Dec | 0.00 | 1070 | 281.00 | 12.68 | 525 | -36 | 53 |
| 12 Dec | 0.00 | 789 | 274.50 | 13.96 | 1,319 | -19 | 95 |
| 11 Dec | 0.00 | 514.5 | -182.50 | 14.93 | 297 | 25 | 116 |
| 10 Dec | 0.00 | 697 | -349.00 | 14.24 | 261 | 73 | 92 |
| 9 Dec | 0.00 | 1046 | -253.50 | 13.72 | 35 | 19 | 19 |
| 6 Dec | 0.00 | 1299.5 | 0.00 | 0.00 | 1 | -1 | 0 |
| 5 Dec | 0.00 | 1299.5 | -131.00 | 8.44 | 1 | -1 | 2 |
| 4 Dec | 0.00 | 1430.5 | -185.00 | 14.42 | 1 | 3 | 3 |
| 3 Dec | 0.00 | 1615.5 | 17.50 | 0.00 | 43 | 4 | 0 |
| 2 Dec | 0.00 | 1598 | -135.50 | 13.24 | 42 | 4 | 4 |
| 29 Nov | 0.00 | 1733.5 | 0.00 | 0.00 | 3 | 3 | 0 |
| 28 Nov | 0.00 | 1733.5 | -421.50 | 0.00 | 3 | 3 | 0 |
| 27 Nov | 0.00 | 2155 | 0.00 | 0.00 | 3 | 1 | 0 |
| 26 Nov | 0.00 | 2155 | 0.00 | 0.00 | 3 | 1 | 0 |
| 25 Nov | 0.00 | 2155 | 2155.00 | 12.94 | 3 | 1 | 1 |
| 22 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Gold - strike price 77500 expiring on 31DEC2024
Delta for 77500 PE is -0.79
Historical price for 77500 PE is as follows
On 20 Dec GOLD was trading at 0.00. The strike last trading price was 1256, which was -762.50 lower than the previous day. The implied volatity was 10.08, the open interest changed by -1 which decreased total open position to 21
On 19 Dec GOLD was trading at 0.00. The strike last trading price was 2018.5, which was 764.00 higher than the previous day. The implied volatity was 13.32, the open interest changed by -7 which decreased total open position to 22
On 18 Dec GOLD was trading at 0.00. The strike last trading price was 1254.5, which was 52.50 higher than the previous day. The implied volatity was 13.07, the open interest changed by -2 which decreased total open position to 29
On 17 Dec GOLD was trading at 0.00. The strike last trading price was 1202, which was 57.00 higher than the previous day. The implied volatity was 14.35, the open interest changed by -19 which decreased total open position to 31
On 16 Dec GOLD was trading at 0.00. The strike last trading price was 1145, which was 75.00 higher than the previous day. The implied volatity was 14.40, the open interest changed by 7 which increased total open position to 54
On 13 Dec GOLD was trading at 0.00. The strike last trading price was 1070, which was 281.00 higher than the previous day. The implied volatity was 12.68, the open interest changed by -36 which decreased total open position to 53
On 12 Dec GOLD was trading at 0.00. The strike last trading price was 789, which was 274.50 higher than the previous day. The implied volatity was 13.96, the open interest changed by -19 which decreased total open position to 95
On 11 Dec GOLD was trading at 0.00. The strike last trading price was 514.5, which was -182.50 lower than the previous day. The implied volatity was 14.93, the open interest changed by 25 which increased total open position to 116
On 10 Dec GOLD was trading at 0.00. The strike last trading price was 697, which was -349.00 lower than the previous day. The implied volatity was 14.24, the open interest changed by 73 which increased total open position to 92
On 9 Dec GOLD was trading at 0.00. The strike last trading price was 1046, which was -253.50 lower than the previous day. The implied volatity was 13.72, the open interest changed by 19 which increased total open position to 19
On 6 Dec GOLD was trading at 0.00. The strike last trading price was 1299.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec GOLD was trading at 0.00. The strike last trading price was 1299.5, which was -131.00 lower than the previous day. The implied volatity was 8.44, the open interest changed by -1 which decreased total open position to 2
On 4 Dec GOLD was trading at 0.00. The strike last trading price was 1430.5, which was -185.00 lower than the previous day. The implied volatity was 14.42, the open interest changed by 3 which increased total open position to 3
On 3 Dec GOLD was trading at 0.00. The strike last trading price was 1615.5, which was 17.50 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec GOLD was trading at 0.00. The strike last trading price was 1598, which was -135.50 lower than the previous day. The implied volatity was 13.24, the open interest changed by 4 which increased total open position to 4
On 29 Nov GOLD was trading at 0.00. The strike last trading price was 1733.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Nov GOLD was trading at 0.00. The strike last trading price was 1733.5, which was -421.50 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Nov GOLD was trading at 0.00. The strike last trading price was 2155, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov GOLD was trading at 0.00. The strike last trading price was 2155, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov GOLD was trading at 0.00. The strike last trading price was 2155, which was 2155.00 higher than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 1
On 22 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 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
