GOLD
Gold
Historical option data for GOLD
21 Nov 2024 04:50 PM IST
| GOLD 26NOV2024 78500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 20.85
Theta: -32.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 113 | 59.00 | 17.17 | 735 | 14 | 282 | |||
| 20 Nov | 0.00 | 54 | 1.00 | 16.60 | 351 | -12 | 262 | |||
| 19 Nov | 0.00 | 53 | 30.00 | 17.63 | 802 | -29 | 275 | |||
| 18 Nov | 0.00 | 23 | -7.00 | 16.03 | 78 | -12 | 304 | |||
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| 14 Nov | 0.00 | 30 | -6.00 | 16.81 | 95 | -28 | 320 | |||
| 13 Nov | 0.00 | 36 | -7.50 | 15.72 | 114 | -7 | 351 | |||
| 12 Nov | 0.00 | 43.5 | -5.00 | 14.41 | 547 | -70 | 361 | |||
| 11 Nov | 0.00 | 48.5 | -287.50 | 12.62 | 776 | 213 | 433 | |||
| 8 Nov | 0.00 | 336 | -143.50 | 11.57 | 216 | 26 | 221 | |||
| 7 Nov | 0.00 | 479.5 | 129.50 | 12.84 | 379 | -31 | 195 | |||
| 6 Nov | 0.00 | 350 | -848.00 | 14.14 | 471 | 108 | 225 | |||
| 5 Nov | 0.00 | 1198 | 44.50 | 15.67 | 165 | 5 | 118 | |||
| 4 Nov | 0.00 | 1153.5 | -247.50 | 15.57 | 76 | 1 | 113 | |||
| 1 Nov | 0.00 | 1401 | 191.00 | 15.20 | 22 | -1 | 112 | |||
| 31 Oct | 0.00 | 1210 | -801.50 | - | 82 | 11 | 113 | |||
| 30 Oct | 0.00 | 2011.5 | 315.00 | - | 18 | -1 | 102 | |||
| 29 Oct | 0.00 | 1696.5 | 337.00 | - | 105 | -3 | 103 | |||
| 28 Oct | 0.00 | 1359.5 | -37.50 | - | 107 | 6 | 106 | |||
| 25 Oct | 0.00 | 1397 | 139.00 | - | 104 | -5 | 100 | |||
| 24 Oct | 0.00 | 1258 | 189.00 | - | 110 | 0 | 105 | |||
| 23 Oct | 0.00 | 1069 | -419.00 | - | 187 | 5 | 105 | |||
| 22 Oct | 0.00 | 1488 | 288.00 | - | 110 | 5 | 100 | |||
| 21 Oct | 0.00 | 1200 | 99.50 | - | 113 | -10 | 95 | |||
| 18 Oct | 0.00 | 1100.5 | 234.50 | - | 163 | 22 | 105 | |||
| 17 Oct | 0.00 | 866 | 156.00 | - | 151 | -9 | 83 | |||
| 16 Oct | 0.00 | 710 | 73.50 | - | 80 | 9 | 92 | |||
| 15 Oct | 0.00 | 636.5 | 69.50 | - | 93 | -7 | 83 | |||
| 14 Oct | 0.00 | 567 | -102.50 | - | 35 | 4 | 90 | |||
| 11 Oct | 0.00 | 669.5 | 295.50 | - | 131 | 3 | 86 | |||
| 10 Oct | 0.00 | 374 | 31.50 | - | 56 | 5 | 83 | |||
| 9 Oct | 0.00 | 342.5 | -107.50 | - | 44 | 9 | 78 | |||
| 8 Oct | 0.00 | 450 | -190.00 | - | 49 | 28 | 59 | |||
| 7 Oct | 0.00 | 640 | -61.00 | - | 31 | 11 | 31 | |||
| 4 Oct | 0.00 | 701 | -59.00 | - | 44 | 20 | 20 | |||
| 1 Oct | 0.00 | 760 | 175.00 | - | 6 | 3 | 9 | |||
| 30 Sept | 0.00 | 585 | -190.00 | - | 9 | 5 | 6 | |||
| 27 Sept | 0.00 | 775 | - | 1 | 1 | 1 | ||||
For Gold - strike price 78500 expiring on 26NOV2024
Delta for 78500 CE is 0.14
Historical price for 78500 CE is as follows
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 113, which was 59.00 higher than the previous day. The implied volatity was 17.17, the open interest changed by 14 which increased total open position to 282
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 54, which was 1.00 higher than the previous day. The implied volatity was 16.60, the open interest changed by -12 which decreased total open position to 262
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 53, which was 30.00 higher than the previous day. The implied volatity was 17.63, the open interest changed by -29 which decreased total open position to 275
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 23, which was -7.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by -12 which decreased total open position to 304
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 30, which was -6.00 lower than the previous day. The implied volatity was 16.81, the open interest changed by -28 which decreased total open position to 320
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 36, which was -7.50 lower than the previous day. The implied volatity was 15.72, the open interest changed by -7 which decreased total open position to 351
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 43.5, which was -5.00 lower than the previous day. The implied volatity was 14.41, the open interest changed by -70 which decreased total open position to 361
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 48.5, which was -287.50 lower than the previous day. The implied volatity was 12.62, the open interest changed by 213 which increased total open position to 433
On 8 Nov GOLD was trading at 0.00. The strike last trading price was 336, which was -143.50 lower than the previous day. The implied volatity was 11.57, the open interest changed by 26 which increased total open position to 221
On 7 Nov GOLD was trading at 0.00. The strike last trading price was 479.5, which was 129.50 higher than the previous day. The implied volatity was 12.84, the open interest changed by -31 which decreased total open position to 195
On 6 Nov GOLD was trading at 0.00. The strike last trading price was 350, which was -848.00 lower than the previous day. The implied volatity was 14.14, the open interest changed by 108 which increased total open position to 225
On 5 Nov GOLD was trading at 0.00. The strike last trading price was 1198, which was 44.50 higher than the previous day. The implied volatity was 15.67, the open interest changed by 5 which increased total open position to 118
On 4 Nov GOLD was trading at 0.00. The strike last trading price was 1153.5, which was -247.50 lower than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 113
On 1 Nov GOLD was trading at 0.00. The strike last trading price was 1401, which was 191.00 higher than the previous day. The implied volatity was 15.20, the open interest changed by -1 which decreased total open position to 112
On 31 Oct GOLD was trading at 0.00. The strike last trading price was 1210, which was -801.50 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 2011.5, which was 315.00 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 1696.5, which was 337.00 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 1359.5, which was -37.50 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 1397, which was 139.00 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 1258, which was 189.00 higher 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 1069, which was -419.00 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 1488, which was 288.00 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 1200, which was 99.50 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 1100.5, which was 234.50 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 866, which was 156.00 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 710, 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 15 Oct GOLD was trading at 0.00. The strike last trading price was 636.5, 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 14 Oct GOLD was trading at 0.00. The strike last trading price was 567, which was -102.50 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 669.5, which was 295.50 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 374, which was 31.50 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 342.5, which was -107.50 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 450, which was -190.00 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 640, which was -61.00 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 701, which was -59.00 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 760, which was 175.00 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 585, which was -190.00 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 775, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GOLD 26NOV2024 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 31.11
Theta: -83.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 2250 | -570.00 | 29.64 | 1 | -1 | 106 |
| 20 Nov | 0.00 | 2820 | 0.00 | 0.00 | 2 | 0 | 107 |
| 19 Nov | 0.00 | 2820 | -524.50 | - | 2 | 107 | 107 |
| 18 Nov | 0.00 | 3344.5 | -1405.50 | - | 1 | 109 | 0 |
| 14 Nov | 0.00 | 4750 | 1480.00 | 32.67 | 2 | 109 | 109 |
| 13 Nov | 0.00 | 3270 | -515.00 | - | 1 | -3 | 0 |
| 12 Nov | 0.00 | 3785 | 665.00 | 19.37 | 6 | -3 | 111 |
| 11 Nov | 0.00 | 3120 | 1539.50 | - | 29 | -12 | 114 |
| 8 Nov | 0.00 | 1580.5 | 38.00 | 11.95 | 5 | 0 | 126 |
| 7 Nov | 0.00 | 1542.5 | -481.50 | 12.73 | 30 | -13 | 126 |
| 6 Nov | 0.00 | 2024 | 867.50 | 9.84 | 103 | -14 | 139 |
| 5 Nov | 0.00 | 1156.5 | -122.00 | 15.49 | 73 | 0 | 152 |
| 4 Nov | 0.00 | 1278.5 | 177.50 | 15.83 | 182 | 96 | 153 |
| 1 Nov | 0.00 | 1101 | -148.00 | 14.94 | 15 | 9 | 57 |
| 31 Oct | 0.00 | 1249 | 447.50 | - | 113 | -21 | 48 |
| 30 Oct | 0.00 | 801.5 | -189.50 | - | 82 | 15 | 69 |
| 29 Oct | 0.00 | 991 | -302.50 | - | 65 | 19 | 54 |
| 28 Oct | 0.00 | 1293.5 | -64.50 | - | 40 | 5 | 35 |
| 25 Oct | 0.00 | 1358 | -180.50 | - | 8 | -3 | 30 |
| 24 Oct | 0.00 | 1538.5 | -205.50 | - | 21 | -2 | 33 |
| 23 Oct | 0.00 | 1744 | 376.00 | - | 51 | -3 | 35 |
| 22 Oct | 0.00 | 1368 | -306.50 | - | 31 | 14 | 38 |
| 21 Oct | 0.00 | 1674.5 | -443.50 | - | 31 | -4 | 24 |
| 18 Oct | 0.00 | 2118 | -882.00 | - | 30 | 28 | 28 |
| 17 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 16 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 15 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 8 |
| 14 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 11 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 10 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 9 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 8 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 7 Oct | 0.00 | 3000 | 0.00 | - | 8 | 8 | 0 |
| 4 Oct | 0.00 | 3000 | 3000.00 | - | 8 | 8 | 8 |
| 1 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 0.00 | 0 | - | 0 | 0 | 0 | |
For Gold - strike price 78500 expiring on 26NOV2024
Delta for 78500 PE is -0.73
Historical price for 78500 PE is as follows
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 2250, which was -570.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by -1 which decreased total open position to 106
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 2820, 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 107
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 2820, which was -524.50 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 107
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 3344.5, which was -1405.50 lower than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 0
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 4750, which was 1480.00 higher than the previous day. The implied volatity was 32.67, the open interest changed by 109 which increased total open position to 109
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 3270, which was -515.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 3785, which was 665.00 higher than the previous day. The implied volatity was 19.37, the open interest changed by -3 which decreased total open position to 111
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 3120, which was 1539.50 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 114
On 8 Nov GOLD was trading at 0.00. The strike last trading price was 1580.5, which was 38.00 higher than the previous day. The implied volatity was 11.95, the open interest changed by 0 which decreased total open position to 126
On 7 Nov GOLD was trading at 0.00. The strike last trading price was 1542.5, which was -481.50 lower than the previous day. The implied volatity was 12.73, the open interest changed by -13 which decreased total open position to 126
On 6 Nov GOLD was trading at 0.00. The strike last trading price was 2024, which was 867.50 higher than the previous day. The implied volatity was 9.84, the open interest changed by -14 which decreased total open position to 139
On 5 Nov GOLD was trading at 0.00. The strike last trading price was 1156.5, which was -122.00 lower than the previous day. The implied volatity was 15.49, the open interest changed by 0 which decreased total open position to 152
On 4 Nov GOLD was trading at 0.00. The strike last trading price was 1278.5, which was 177.50 higher than the previous day. The implied volatity was 15.83, the open interest changed by 96 which increased total open position to 153
On 1 Nov GOLD was trading at 0.00. The strike last trading price was 1101, which was -148.00 lower than the previous day. The implied volatity was 14.94, the open interest changed by 9 which increased total open position to 57
On 31 Oct GOLD was trading at 0.00. The strike last trading price was 1249, which was 447.50 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 801.5, which was -189.50 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 991, which was -302.50 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 1293.5, which was -64.50 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 1358, which was -180.50 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 1538.5, which was -205.50 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 1744, which was 376.00 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 1368, which was -306.50 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 1674.5, which was -443.50 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 2118, which was -882.00 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 3000, 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 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 15 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 14 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 11 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 10 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 9 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 8 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 7 Oct GOLD was trading at 0.00. The strike last trading price was 3000, 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 4 Oct GOLD was trading at 0.00. The strike last trading price was 3000, which was 3000.00 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 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 30 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 27 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
