GOLDM
Gold Mini
Historical option data for GOLDM
26 Dec 2024 11:40 PM IST
GOLDM 27JAN2025 78000 CE | ||||||||||
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Delta: 0.33
Vega: 82.76
Theta: -14.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 0.00 | 548 | 95.50 | 11.23 | 39.31 | 338 | 1,110 | |||
24 Dec | 0.00 | 452.5 | -65.00 | 11.75 | 11.9 | 425 | 778 | |||
23 Dec | 0.00 | 517.5 | -83.50 | 12.83 | 4.57 | 116 | 345 | |||
20 Dec | 0.00 | 601 | 189.00 | 12.44 | 3.77 | 65 | 226 | |||
19 Dec | 0.00 | 412 | -268.50 | 12.44 | 3.09 | 129 | 160 | |||
18 Dec | 0.00 | 680.5 | -61.50 | 11.91 | 0.58 | 20 | 31 | |||
17 Dec | 0.00 | 742 | 142.00 | 11.79 | 0.11 | 8 | 11 | |||
16 Dec | 0.00 | 600 | -750.00 | 9.55 | 0.01 | 3 | 3 | |||
13 Dec | 0.00 | 1350 | 0.00 | 0.00 | 0.02 | 2 | 0 | |||
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12 Dec | 0.00 | 1350 | 12.50 | 0.02 | 2 | 2 |
For Gold Mini - strike price 78000 expiring on 27JAN2025
Delta for 78000 CE is 0.33
Historical price for 78000 CE is as follows
On 26 Dec GOLDM was trading at 0.00. The strike last trading price was 548, which was 95.50 higher than the previous day. The implied volatity was 11.23, the open interest changed by 338 which increased total open position to 1110
On 24 Dec GOLDM was trading at 0.00. The strike last trading price was 452.5, which was -65.00 lower than the previous day. The implied volatity was 11.75, the open interest changed by 425 which increased total open position to 778
On 23 Dec GOLDM was trading at 0.00. The strike last trading price was 517.5, which was -83.50 lower than the previous day. The implied volatity was 12.83, the open interest changed by 116 which increased total open position to 345
On 20 Dec GOLDM was trading at 0.00. The strike last trading price was 601, which was 189.00 higher than the previous day. The implied volatity was 12.44, the open interest changed by 65 which increased total open position to 226
On 19 Dec GOLDM was trading at 0.00. The strike last trading price was 412, which was -268.50 lower than the previous day. The implied volatity was 12.44, the open interest changed by 129 which increased total open position to 160
On 18 Dec GOLDM was trading at 0.00. The strike last trading price was 680.5, which was -61.50 lower than the previous day. The implied volatity was 11.91, the open interest changed by 20 which increased total open position to 31
On 17 Dec GOLDM was trading at 0.00. The strike last trading price was 742, which was 142.00 higher than the previous day. The implied volatity was 11.79, the open interest changed by 8 which increased total open position to 11
On 16 Dec GOLDM was trading at 0.00. The strike last trading price was 600, which was -750.00 lower than the previous day. The implied volatity was 9.55, the open interest changed by 3 which increased total open position to 3
On 13 Dec GOLDM was trading at 0.00. The strike last trading price was 1350, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Dec GOLDM was trading at 0.00. The strike last trading price was 1350, which was lower than the previous day. The implied volatity was 12.50, the open interest changed by 2 which increased total open position to 2
GOLDM 27JAN2025 78000 PE | |||||||
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Delta: -0.67
Vega: 82.23
Theta: -13.89
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 0.00 | 1695.5 | -468.00 | 10.90 | 0.67 | 19 | 92 |
24 Dec | 0.00 | 2163.5 | -189.00 | 11.45 | 0.64 | 57 | 73 |
23 Dec | 0.00 | 2352.5 | 254.50 | 12.70 | 0.16 | 13 | 16 |
20 Dec | 0.00 | 2098 | -602.00 | 11.25 | 0.03 | 2 | 3 |
19 Dec | 0.00 | 2700 | 2700.00 | 11.73 | 0.01 | 1 | 1 |
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 |
12 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 |
For Gold Mini - strike price 78000 expiring on 27JAN2025
Delta for 78000 PE is -0.67
Historical price for 78000 PE is as follows
On 26 Dec GOLDM was trading at 0.00. The strike last trading price was 1695.5, which was -468.00 lower than the previous day. The implied volatity was 10.90, the open interest changed by 19 which increased total open position to 92
On 24 Dec GOLDM was trading at 0.00. The strike last trading price was 2163.5, which was -189.00 lower than the previous day. The implied volatity was 11.45, the open interest changed by 57 which increased total open position to 73
On 23 Dec GOLDM was trading at 0.00. The strike last trading price was 2352.5, which was 254.50 higher than the previous day. The implied volatity was 12.70, the open interest changed by 13 which increased total open position to 16
On 20 Dec GOLDM was trading at 0.00. The strike last trading price was 2098, which was -602.00 lower than the previous day. The implied volatity was 11.25, the open interest changed by 2 which increased total open position to 3
On 19 Dec GOLDM was trading at 0.00. The strike last trading price was 2700, which was 2700.00 higher than the previous day. The implied volatity was 11.73, the open interest changed by 1 which increased total open position to 1
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 12 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