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COALINDIA
Coal India Ltd

406 -6.25 (-1.52%)

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Historical option data for COALINDIA

21 Nov 2024 04:12 PM IST
COALINDIA 28NOV2024 354.25 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 66.25 0.00 0.00 0 0 0
20 Nov 412.25 66.25 0.00 0.00 0 0 0
19 Nov 412.25 66.25 0.00 0.00 0 0 0
18 Nov 413.35 66.25 0.00 0.00 0 0 0
14 Nov 409.75 66.25 0.00 0.00 0 0 0
13 Nov 406.90 66.25 0.00 0.00 0 0 0
12 Nov 414.05 66.25 0.00 0.00 0 0.5 0
11 Nov 421.55 66.25 0.00 - 1 0 0.5
8 Nov 424.05 66.25 0.00 0.00 0 0 0
7 Nov 435.35 66.25 0.00 0.00 0 0 0
6 Nov 435.80 66.25 0.00 0.00 0 0.5 0
5 Nov 434.90 66.25 0.00 0 0.5 0


For Coal India Ltd - strike price 354.25 expiring on 28NOV2024

Delta for 354.25 CE is 0.00

Historical price for 354.25 CE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 66.25, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 66.25, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 66.25, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 66.25, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 66.25, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 66.25, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 66.25, 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 Nov COALINDIA was trading at 421.55. The strike last trading price was 66.25, 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 1


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 66.25, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 66.25, 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 Nov COALINDIA was trading at 435.80. The strike last trading price was 66.25, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 66.25, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


COALINDIA 28NOV2024 354.25 PE
Delta: -0.02
Vega: 0.02
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 0.15 0.00 47.44 3 0 68
20 Nov 412.25 0.15 0.00 45.34 0.5 0 68
19 Nov 412.25 0.15 0.00 45.34 0.5 0 68
18 Nov 413.35 0.15 0.00 43.79 2 -0.5 68.5
14 Nov 409.75 0.15 -0.05 35.72 1 0 69.5
13 Nov 406.90 0.2 -0.05 35.20 2.5 -1 70
12 Nov 414.05 0.25 0.05 37.68 1 0 71.5
11 Nov 421.55 0.2 -0.05 39.23 4 0.5 72
8 Nov 424.05 0.25 0.00 38.17 15 -7 71
7 Nov 435.35 0.25 0.00 42.01 18 4.5 76
6 Nov 435.80 0.25 -0.05 41.57 35 -13.5 71.5
5 Nov 434.90 0.3 41.11 20 3.5 85.5


For Coal India Ltd - strike price 354.25 expiring on 28NOV2024

Delta for 354.25 PE is -0.02

Historical price for 354.25 PE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.44, the open interest changed by 0 which decreased total open position to 136


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.34, the open interest changed by 0 which decreased total open position to 136


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.34, the open interest changed by 0 which decreased total open position to 136


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.79, the open interest changed by -1 which decreased total open position to 137


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.72, the open interest changed by 0 which decreased total open position to 139


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.20, the open interest changed by -2 which decreased total open position to 140


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.68, the open interest changed by 0 which decreased total open position to 143


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.23, the open interest changed by 1 which increased total open position to 144


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 38.17, the open interest changed by -14 which decreased total open position to 142


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by 9 which increased total open position to 152


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 41.57, the open interest changed by -27 which decreased total open position to 143


On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 41.11, the open interest changed by 7 which increased total open position to 171