COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:33 AM IST
| COALINDIA 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.05
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.60 | 72.05 | -5.95 | 52.42 | 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 | |||
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| 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 0.97
Historical price for 340 CE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 72.05, which was -5.95 lower than the previous day. The implied volatity was 52.42, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.60 | 0.2 | -0.05 | 45.92 | 61 | -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 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.92, 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
