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

413.35 -3.60 (-0.86%)

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Historical option data for COALINDIA

12 Dec 2024 10:03 AM 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
12 Dec 413.70 78 0.00 0.00 0 1 0
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 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 78, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


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: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 413.70 0.15 -0.10 45.21 60 -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 413.70. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 45.21, 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