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[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

382 -9.95 (-2.54%)

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Historical option data for COALINDIA

20 Dec 2024 04:12 PM IST
COALINDIA 26DEC2024 340 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 66.4 0.00 0.00 0 0 0
19 Dec 391.95 66.4 0.00 0.00 0 0 0
18 Dec 395.80 66.4 0.00 0.00 0 0 0
17 Dec 402.90 66.4 -1.30 - 1 0 1
16 Dec 410.45 67.7 -3.30 - 2 0 2
13 Dec 410.30 71 -1.05 - 1 0 1
12 Dec 409.10 72.05 -5.95 76.37 1 0 1
11 Dec 416.95 78 -21.25 - 1 0 0
10 Dec 414.05 99.25 0.00 - 0 0 0
9 Dec 414.00 99.25 0.00 0.00 0 0 0
6 Dec 417.15 99.25 0.00 0.00 0 0 0
5 Dec 418.40 99.25 0.00 0.00 0 0 0
4 Dec 416.65 99.25 0.00 0.00 0 0 0
3 Dec 422.10 99.25 0.00 0.00 0 0 0
2 Dec 421.70 99.25 0.00 0.00 0 0 0
29 Nov 416.40 99.25 0.00 - 0 0 0
28 Nov 415.20 99.25 0.00 - 0 0 0
27 Nov 417.15 99.25 0.00 - 0 0 0
26 Nov 411.50 99.25 - 0 0 0


For Coal India Ltd - strike price 340 expiring on 26DEC2024

Delta for 340 CE is 0.00

Historical price for 340 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 66.4, 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 Dec COALINDIA was trading at 391.95. The strike last trading price was 66.4, 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 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 66.4, 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 COALINDIA was trading at 402.90. The strike last trading price was 66.4, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 67.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 71, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 72.05, which was -5.95 lower than the previous day. The implied volatity was 76.37, the open interest changed by 0 which decreased total open position to 1


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 78, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 99.25, 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 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 99.25, 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 COALINDIA was trading at 418.40. The strike last trading price was 99.25, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 99.25, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 99.25, 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 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 99.25, 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 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 99.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


COALINDIA 26DEC2024 340 PE
Delta: -0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 0.1 0.00 43.01 8 0 258
19 Dec 391.95 0.1 0.00 46.99 48 -34 258
18 Dec 395.80 0.1 0.00 46.23 264 -21 302
17 Dec 402.90 0.1 -0.05 47.37 57 30 323
16 Dec 410.45 0.15 0.05 52.11 18 1 293
13 Dec 410.30 0.1 -0.05 43.79 61 -13 292
12 Dec 409.10 0.15 -0.10 43.02 72 -8 304
11 Dec 416.95 0.25 0.05 49.14 30 14 308
10 Dec 414.05 0.2 -0.10 45.51 41 3 296
9 Dec 414.00 0.3 0.00 46.35 14 12 293
6 Dec 417.15 0.3 0.05 44.39 14 0 280
5 Dec 418.40 0.25 -0.05 42.20 120 -6 281
4 Dec 416.65 0.3 0.00 42.17 209 39 287
3 Dec 422.10 0.3 0.00 43.34 65 11 247
2 Dec 421.70 0.3 -0.20 42.25 188 41 236
29 Nov 416.40 0.5 -0.25 41.31 248 145 194
28 Nov 415.20 0.75 0.20 43.69 41 25 47
27 Nov 417.15 0.55 -0.10 41.17 10 8 22
26 Nov 411.50 0.65 39.30 18 9 9


For Coal India Ltd - strike price 340 expiring on 26DEC2024

Delta for 340 PE is -0.01

Historical price for 340 PE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.01, the open interest changed by 0 which decreased total open position to 258


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 46.99, the open interest changed by -34 which decreased total open position to 258


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 46.23, the open interest changed by -21 which decreased total open position to 302


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 47.37, the open interest changed by 30 which increased total open position to 323


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 52.11, the open interest changed by 1 which increased total open position to 293


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.79, the open interest changed by -13 which decreased total open position to 292


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 43.02, the open interest changed by -8 which decreased total open position to 304


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 49.14, the open interest changed by 14 which increased total open position to 308


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 45.51, the open interest changed by 3 which increased total open position to 296


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.35, the open interest changed by 12 which increased total open position to 293


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 44.39, the open interest changed by 0 which decreased total open position to 280


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.20, the open interest changed by -6 which decreased total open position to 281


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 39 which increased total open position to 287


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.34, the open interest changed by 11 which increased total open position to 247


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 42.25, the open interest changed by 41 which increased total open position to 236


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 41.31, the open interest changed by 145 which increased total open position to 194


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 43.69, the open interest changed by 25 which increased total open position to 47


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 41.17, the open interest changed by 8 which increased total open position to 22


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 39.30, the open interest changed by 9 which increased total open position to 9