GOLDM
Gold Mini
Historical option data for GOLDM
26 Dec 2024 11:40 PM IST
| GOLDM 27JAN2025 76000 CE | ||||||||||
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Delta: 0.63
Vega: 85.95
Theta: -14.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 0.00 | 1480.5 | 271.50 | 11.20 | 29.29 | 30 | 716 | |||
| 24 Dec | 0.00 | 1209 | -51.50 | 11.53 | 13.15 | 237 | 680 | |||
| 23 Dec | 0.00 | 1260.5 | -171.50 | 12.53 | 7.56 | 248 | 452 | |||
| 20 Dec | 0.00 | 1432 | 355.50 | 12.41 | 3.99 | 52 | 198 | |||
| 19 Dec | 0.00 | 1076.5 | -515.50 | 12.49 | 2.53 | 130 | 145 | |||
| 18 Dec | 0.00 | 1592 | 18.00 | 11.93 | 0.16 | 8 | 15 | |||
| 17 Dec | 0.00 | 1574 | 74.00 | 10.57 | 0.04 | 2 | 7 | |||
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| 16 Dec | 0.00 | 1500 | -965.00 | 8.44 | 0.03 | 5 | 5 | |||
| 13 Dec | 0.00 | 2465 | -15.00 | 0.00 | 0.01 | 3 | 0 | |||
| 10 Dec | 0.00 | 2480 | 106.00 | 8.40 | 0.02 | 3 | 3 | |||
| 5 Dec | 0.00 | 2374 | 18.06 | 0.01 | 1 | 1 | ||||
For Gold Mini - strike price 76000 expiring on 27JAN2025
Delta for 76000 CE is 0.63
Historical price for 76000 CE is as follows
On 26 Dec GOLDM was trading at 0.00. The strike last trading price was 1480.5, which was 271.50 higher than the previous day. The implied volatity was 11.20, the open interest changed by 30 which increased total open position to 716
On 24 Dec GOLDM was trading at 0.00. The strike last trading price was 1209, which was -51.50 lower than the previous day. The implied volatity was 11.53, the open interest changed by 237 which increased total open position to 680
On 23 Dec GOLDM was trading at 0.00. The strike last trading price was 1260.5, which was -171.50 lower than the previous day. The implied volatity was 12.53, the open interest changed by 248 which increased total open position to 452
On 20 Dec GOLDM was trading at 0.00. The strike last trading price was 1432, which was 355.50 higher than the previous day. The implied volatity was 12.41, the open interest changed by 52 which increased total open position to 198
On 19 Dec GOLDM was trading at 0.00. The strike last trading price was 1076.5, which was -515.50 lower than the previous day. The implied volatity was 12.49, the open interest changed by 130 which increased total open position to 145
On 18 Dec GOLDM was trading at 0.00. The strike last trading price was 1592, which was 18.00 higher than the previous day. The implied volatity was 11.93, the open interest changed by 8 which increased total open position to 15
On 17 Dec GOLDM was trading at 0.00. The strike last trading price was 1574, which was 74.00 higher than the previous day. The implied volatity was 10.57, the open interest changed by 2 which increased total open position to 7
On 16 Dec GOLDM was trading at 0.00. The strike last trading price was 1500, which was -965.00 lower than the previous day. The implied volatity was 8.44, the open interest changed by 5 which increased total open position to 5
On 13 Dec GOLDM was trading at 0.00. The strike last trading price was 2465, which was -15.00 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 10 Dec GOLDM was trading at 0.00. The strike last trading price was 2480, which was 106.00 higher than the previous day. The implied volatity was 8.40, the open interest changed by 3 which increased total open position to 3
On 5 Dec GOLDM was trading at 0.00. The strike last trading price was 2374, which was lower than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 1
| GOLDM 27JAN2025 76000 PE | |||||||
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Delta: -0.37
Vega: 86.04
Theta: -15.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 0.00 | 665 | -260.00 | 11.31 | 60.01 | 444 | 1,239 |
| 24 Dec | 0.00 | 925 | -145.00 | 11.30 | 16.87 | 524 | 769 |
| 23 Dec | 0.00 | 1070 | 58.00 | 12.15 | 5.3 | 119 | 243 |
| 20 Dec | 0.00 | 1012 | -329.00 | 12.21 | 2.69 | 92 | 123 |
| 19 Dec | 0.00 | 1341 | 1341.00 | 11.73 | 0.4 | 30 | 30 |
| 18 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Gold Mini - strike price 76000 expiring on 27JAN2025
Delta for 76000 PE is -0.37
Historical price for 76000 PE is as follows
On 26 Dec GOLDM was trading at 0.00. The strike last trading price was 665, which was -260.00 lower than the previous day. The implied volatity was 11.31, the open interest changed by 444 which increased total open position to 1239
On 24 Dec GOLDM was trading at 0.00. The strike last trading price was 925, which was -145.00 lower than the previous day. The implied volatity was 11.30, the open interest changed by 524 which increased total open position to 769
On 23 Dec GOLDM was trading at 0.00. The strike last trading price was 1070, which was 58.00 higher than the previous day. The implied volatity was 12.15, the open interest changed by 119 which increased total open position to 243
On 20 Dec GOLDM was trading at 0.00. The strike last trading price was 1012, which was -329.00 lower than the previous day. The implied volatity was 12.21, the open interest changed by 92 which increased total open position to 123
On 19 Dec GOLDM was trading at 0.00. The strike last trading price was 1341, which was 1341.00 higher than the previous day. The implied volatity was 11.73, the open interest changed by 30 which increased total open position to 30
On 18 Dec GOLDM 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 17 Dec GOLDM 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 16 Dec GOLDM 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 13 Dec GOLDM 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 10 Dec GOLDM 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 5 Dec GOLDM 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
