GOLD
Gold
Historical option data for GOLD
21 Nov 2024 05:00 PM IST
| GOLD 26NOV2024 79000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 16.64
Theta: -28.04
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 83 | 45.00 | 18.60 | 1,136 | -24 | 743 | |||
| 20 Nov | 0.00 | 38 | -1.00 | 17.73 | 492 | 3 | 777 | |||
| 19 Nov | 0.00 | 39 | 11.00 | 18.68 | 1,066 | 47 | 776 | |||
| 18 Nov | 0.00 | 28 | -7.50 | 18.50 | 236 | -46 | 727 | |||
| 14 Nov | 0.00 | 35.5 | 1.50 | 18.91 | 312 | -62 | 735 | |||
| 13 Nov | 0.00 | 34 | -4.00 | 17.06 | 388 | -8 | 799 | |||
| 12 Nov | 0.00 | 38 | -10.50 | 15.53 | 662 | -58 | 807 | |||
| 11 Nov | 0.00 | 48.5 | -177.50 | 14.14 | 2,227 | 211 | 876 | |||
| 8 Nov | 0.00 | 226 | -130.50 | 11.66 | 2,225 | 26 | 667 | |||
| 7 Nov | 0.00 | 356.5 | 100.50 | 13.12 | 1,487 | -137 | 640 | |||
| 6 Nov | 0.00 | 256 | -713.00 | 14.27 | 6,499 | 444 | 780 | |||
| 5 Nov | 0.00 | 969 | 51.00 | 15.70 | 1,068 | 10 | 341 | |||
| 4 Nov | 0.00 | 918 | -208.00 | 15.41 | 1,138 | 42 | 336 | |||
| 1 Nov | 0.00 | 1126 | 150.50 | 14.88 | 139 | -20 | 294 | |||
| 31 Oct | 0.00 | 975.5 | -730.50 | - | 1,400 | 53 | 314 | |||
| 30 Oct | 0.00 | 1706 | 271.00 | - | 692 | -36 | 261 | |||
| 29 Oct | 0.00 | 1435 | 318.50 | - | 818 | -51 | 297 | |||
| 28 Oct | 0.00 | 1116.5 | -44.50 | - | 532 | 35 | 348 | |||
| 25 Oct | 0.00 | 1161 | 93.00 | - | 719 | 32 | 313 | |||
| 24 Oct | 0.00 | 1068 | 189.50 | - | 474 | 7 | 281 | |||
| 23 Oct | 0.00 | 878.5 | -401.50 | - | 999 | 1 | 274 | |||
| 22 Oct | 0.00 | 1280 | 255.00 | - | 407 | 32 | 273 | |||
| 21 Oct | 0.00 | 1025 | 80.00 | - | 617 | 92 | 241 | |||
|
|
||||||||||
| 18 Oct | 0.00 | 945 | 265.00 | - | 356 | 115 | 149 | |||
| 17 Oct | 0.00 | 680 | - | 93 | 34 | 34 | ||||
For Gold - strike price 79000 expiring on 26NOV2024
Delta for 79000 CE is 0.10
Historical price for 79000 CE is as follows
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 83, which was 45.00 higher than the previous day. The implied volatity was 18.60, the open interest changed by -24 which decreased total open position to 743
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 38, which was -1.00 lower than the previous day. The implied volatity was 17.73, the open interest changed by 3 which increased total open position to 777
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 39, which was 11.00 higher than the previous day. The implied volatity was 18.68, the open interest changed by 47 which increased total open position to 776
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 28, which was -7.50 lower than the previous day. The implied volatity was 18.50, the open interest changed by -46 which decreased total open position to 727
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 35.5, which was 1.50 higher than the previous day. The implied volatity was 18.91, the open interest changed by -62 which decreased total open position to 735
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 34, which was -4.00 lower than the previous day. The implied volatity was 17.06, the open interest changed by -8 which decreased total open position to 799
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 38, which was -10.50 lower than the previous day. The implied volatity was 15.53, the open interest changed by -58 which decreased total open position to 807
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 48.5, which was -177.50 lower than the previous day. The implied volatity was 14.14, the open interest changed by 211 which increased total open position to 876
On 8 Nov GOLD was trading at 0.00. The strike last trading price was 226, which was -130.50 lower than the previous day. The implied volatity was 11.66, the open interest changed by 26 which increased total open position to 667
On 7 Nov GOLD was trading at 0.00. The strike last trading price was 356.5, which was 100.50 higher than the previous day. The implied volatity was 13.12, the open interest changed by -137 which decreased total open position to 640
On 6 Nov GOLD was trading at 0.00. The strike last trading price was 256, which was -713.00 lower than the previous day. The implied volatity was 14.27, the open interest changed by 444 which increased total open position to 780
On 5 Nov GOLD was trading at 0.00. The strike last trading price was 969, which was 51.00 higher than the previous day. The implied volatity was 15.70, the open interest changed by 10 which increased total open position to 341
On 4 Nov GOLD was trading at 0.00. The strike last trading price was 918, which was -208.00 lower than the previous day. The implied volatity was 15.41, the open interest changed by 42 which increased total open position to 336
On 1 Nov GOLD was trading at 0.00. The strike last trading price was 1126, which was 150.50 higher than the previous day. The implied volatity was 14.88, the open interest changed by -20 which decreased total open position to 294
On 31 Oct GOLD was trading at 0.00. The strike last trading price was 975.5, which was -730.50 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 1706, which was 271.00 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 1435, which was 318.50 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 1116.5, which was -44.50 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 1161, which was 93.00 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 1068, which was 189.50 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 878.5, which was -401.50 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 1280, which was 255.00 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 1025, which was 80.00 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 945, which was 265.00 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 680, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GOLD 26NOV2024 79000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 22.52
Theta: -47.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 2472.5 | -470.00 | 23.34 | 50 | 43 | 109 |
| 20 Nov | 0.00 | 2942.5 | -277.50 | - | 3 | 0 | 66 |
| 19 Nov | 0.00 | 3220 | -730.00 | - | 8 | -2 | 66 |
| 18 Nov | 0.00 | 3950 | -1251.50 | 17.62 | 5 | -2 | 68 |
| 14 Nov | 0.00 | 5201.5 | 820.50 | 33.50 | 3 | -5 | 0 |
| 13 Nov | 0.00 | 4381 | 511.00 | - | 9 | -5 | 70 |
| 12 Nov | 0.00 | 3870 | 566.00 | - | 17 | -3 | 75 |
| 11 Nov | 0.00 | 3304 | 1297.00 | - | 19 | -1 | 78 |
| 8 Nov | 0.00 | 2007 | 78.50 | 12.84 | 17 | -4 | 79 |
| 7 Nov | 0.00 | 1928.5 | -689.00 | 13.16 | 58 | -12 | 84 |
| 6 Nov | 0.00 | 2617.5 | 1185.50 | 13.71 | 508 | -41 | 98 |
| 5 Nov | 0.00 | 1432 | -60.50 | 15.58 | 168 | -1 | 142 |
| 4 Nov | 0.00 | 1492.5 | 211.50 | 15.00 | 236 | -11 | 144 |
| 1 Nov | 0.00 | 1281 | -249.00 | 14.07 | 46 | 10 | 155 |
| 31 Oct | 0.00 | 1530 | 530.00 | - | 1,337 | -132 | 145 |
| 30 Oct | 0.00 | 1000 | -200.00 | - | 847 | 177 | 277 |
| 29 Oct | 0.00 | 1200 | -372.50 | - | 216 | 54 | 100 |
| 28 Oct | 0.00 | 1572.5 | -65.00 | - | 80 | 7 | 46 |
| 25 Oct | 0.00 | 1637.5 | -96.50 | - | 58 | 3 | 39 |
| 24 Oct | 0.00 | 1734 | -277.00 | - | 89 | -12 | 36 |
| 23 Oct | 0.00 | 2011 | 386.50 | - | 201 | 14 | 48 |
| 22 Oct | 0.00 | 1624.5 | -372.00 | - | 95 | 5 | 34 |
| 21 Oct | 0.00 | 1996.5 | 1996.50 | - | 52 | 29 | 29 |
| 18 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 0.00 | 0 | - | 0 | 0 | 0 | |
For Gold - strike price 79000 expiring on 26NOV2024
Delta for 79000 PE is -0.84
Historical price for 79000 PE is as follows
On 21 Nov GOLD was trading at 0.00. The strike last trading price was 2472.5, which was -470.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by 43 which increased total open position to 109
On 20 Nov GOLD was trading at 0.00. The strike last trading price was 2942.5, which was -277.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 19 Nov GOLD was trading at 0.00. The strike last trading price was 3220, which was -730.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 66
On 18 Nov GOLD was trading at 0.00. The strike last trading price was 3950, which was -1251.50 lower than the previous day. The implied volatity was 17.62, the open interest changed by -2 which decreased total open position to 68
On 14 Nov GOLD was trading at 0.00. The strike last trading price was 5201.5, which was 820.50 higher than the previous day. The implied volatity was 33.50, the open interest changed by -5 which decreased total open position to 0
On 13 Nov GOLD was trading at 0.00. The strike last trading price was 4381, which was 511.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 70
On 12 Nov GOLD was trading at 0.00. The strike last trading price was 3870, which was 566.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 75
On 11 Nov GOLD was trading at 0.00. The strike last trading price was 3304, which was 1297.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 8 Nov GOLD was trading at 0.00. The strike last trading price was 2007, which was 78.50 higher than the previous day. The implied volatity was 12.84, the open interest changed by -4 which decreased total open position to 79
On 7 Nov GOLD was trading at 0.00. The strike last trading price was 1928.5, which was -689.00 lower than the previous day. The implied volatity was 13.16, the open interest changed by -12 which decreased total open position to 84
On 6 Nov GOLD was trading at 0.00. The strike last trading price was 2617.5, which was 1185.50 higher than the previous day. The implied volatity was 13.71, the open interest changed by -41 which decreased total open position to 98
On 5 Nov GOLD was trading at 0.00. The strike last trading price was 1432, which was -60.50 lower than the previous day. The implied volatity was 15.58, the open interest changed by -1 which decreased total open position to 142
On 4 Nov GOLD was trading at 0.00. The strike last trading price was 1492.5, which was 211.50 higher than the previous day. The implied volatity was 15.00, the open interest changed by -11 which decreased total open position to 144
On 1 Nov GOLD was trading at 0.00. The strike last trading price was 1281, which was -249.00 lower than the previous day. The implied volatity was 14.07, the open interest changed by 10 which increased total open position to 155
On 31 Oct GOLD was trading at 0.00. The strike last trading price was 1530, which was 530.00 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 1000, which was -200.00 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 1200, which was -372.50 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 1572.5, which was -65.00 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 1637.5, which was -96.50 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 1734, which was -277.00 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 2011, which was 386.50 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 1624.5, which was -372.00 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 1996.5, which was 1996.50 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 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 17 Oct 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
