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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 350 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 43.5 0.00 0.00 0 4 0
19 Dec 391.95 43.5 -16.30 - 6 2 4
18 Dec 395.80 59.8 0.00 0.00 0 0 0
17 Dec 402.90 59.8 0.00 0.00 0 0 0
16 Dec 410.45 59.8 0.00 0.00 0 0 0
13 Dec 410.30 59.8 0.00 0.00 0 -1 0
12 Dec 409.10 59.8 -6.40 46.00 1 0 3
11 Dec 416.95 66.2 0.00 0.00 0 1 0
10 Dec 414.05 66.2 0.00 - 2 0 2
9 Dec 414.00 66.2 0.00 0.00 0 0 0
6 Dec 417.15 66.2 0.00 0.00 0 0 0
5 Dec 418.40 66.2 0.00 0.00 0 0 0
4 Dec 416.65 66.2 0.00 0.00 0 0 0
3 Dec 422.10 66.2 0.00 0.00 0 0 0
2 Dec 421.70 66.2 0.00 0.00 0 0 0
29 Nov 416.40 66.2 0.00 0.00 0 0 2
28 Nov 415.20 66.2 0.00 0.00 0 0 0
27 Nov 417.15 66.2 0.00 0.00 0 2 0
26 Nov 411.50 66.2 -23.70 43.31 2 0 0
22 Nov 414.05 89.9 - 0 0 0


For Coal India Ltd - strike price 350 expiring on 26DEC2024

Delta for 350 CE is 0.00

Historical price for 350 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 43.5, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 59.8, 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 59.8, 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 COALINDIA was trading at 410.45. The strike last trading price was 59.8, 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 COALINDIA was trading at 410.30. The strike last trading price was 59.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 59.8, which was -6.40 lower than the previous day. The implied volatity was 46.00, the open interest changed by 0 which decreased total open position to 3


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 66.2, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 66.2, 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 2


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 66.2, 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 66.2, 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 66.2, 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 66.2, 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 66.2, 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 66.2, 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 66.2, 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 2


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 66.2, 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 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 66.2, 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 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 66.2, which was -23.70 lower than the previous day. The implied volatity was 43.31, the open interest changed by 0 which decreased total open position to 0


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 89.9, 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 350 PE
Delta: -0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 0.15 -0.05 36.09 155 -23 330
19 Dec 391.95 0.2 0.00 43.06 138 2 353
18 Dec 395.80 0.2 0.00 42.72 112 -62 351
17 Dec 402.90 0.2 0.00 44.43 106 21 417
16 Dec 410.45 0.2 0.00 47.07 42 -5 393
13 Dec 410.30 0.2 0.00 41.77 65 0 398
12 Dec 409.10 0.2 0.00 38.70 54 -43 399
11 Dec 416.95 0.2 -0.10 41.82 24 3 453
10 Dec 414.05 0.3 -0.05 42.63 23 -3 450
9 Dec 414.00 0.35 0.10 41.69 11 -1 453
6 Dec 417.15 0.25 -0.10 38.03 64 0 455
5 Dec 418.40 0.35 -0.10 39.18 363 186 455
4 Dec 416.65 0.45 0.10 39.70 20 -6 269
3 Dec 422.10 0.35 -0.10 39.41 58 17 274
2 Dec 421.70 0.45 -0.25 40.00 452 113 269
29 Nov 416.40 0.7 -0.20 38.79 254 57 155
28 Nov 415.20 0.9 -0.25 40.08 23 6 97
27 Nov 417.15 1.15 0.20 42.15 78 18 41
26 Nov 411.50 0.95 -1.00 37.23 23 19 21
22 Nov 414.05 1.95 42.62 2 1 1


For Coal India Ltd - strike price 350 expiring on 26DEC2024

Delta for 350 PE is -0.02

Historical price for 350 PE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by -23 which decreased total open position to 330


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 43.06, the open interest changed by 2 which increased total open position to 353


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 42.72, the open interest changed by -62 which decreased total open position to 351


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.43, the open interest changed by 21 which increased total open position to 417


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 47.07, the open interest changed by -5 which decreased total open position to 393


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 398


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 38.70, the open interest changed by -43 which decreased total open position to 399


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 41.82, the open interest changed by 3 which increased total open position to 453


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 42.63, the open interest changed by -3 which decreased total open position to 450


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 41.69, the open interest changed by -1 which decreased total open position to 453


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 455


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.18, the open interest changed by 186 which increased total open position to 455


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 39.70, the open interest changed by -6 which decreased total open position to 269


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.41, the open interest changed by 17 which increased total open position to 274


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 40.00, the open interest changed by 113 which increased total open position to 269


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 38.79, the open interest changed by 57 which increased total open position to 155


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 40.08, the open interest changed by 6 which increased total open position to 97


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 42.15, the open interest changed by 18 which increased total open position to 41


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 0.95, which was -1.00 lower than the previous day. The implied volatity was 37.23, the open interest changed by 19 which increased total open position to 21


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 42.62, the open interest changed by 1 which increased total open position to 1