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[--[65.84.65.76]--]
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 364.25 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 156 0.00 - 0 0 0
20 Nov 412.25 156 0.00 - 0 0 0
19 Nov 412.25 156 0.00 - 0 0 0
18 Nov 413.35 156 0.00 - 0 0 0
14 Nov 409.75 156 0.00 - 0 0 0
13 Nov 406.90 156 0.00 - 0 0 0
12 Nov 414.05 156 0.00 - 0 0 0
11 Nov 421.55 156 0.00 - 0 0 0
8 Nov 424.05 156 0.00 - 0 0 0
7 Nov 435.35 156 0.00 - 0 0 0
6 Nov 435.80 156 0.00 - 0 0 0
5 Nov 434.90 156 - 0 0 0


For Coal India Ltd - strike price 364.25 expiring on 28NOV2024

Delta for 364.25 CE is -

Historical price for 364.25 CE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 156, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 156, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 156, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 156, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 156, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 156, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 156, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 156, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 156, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 156, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 156, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 156, 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 28NOV2024 364.25 PE
Delta: -0.03
Vega: 0.03
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 0.25 0.10 42.45 34.5 -16.5 40
20 Nov 412.25 0.15 0.00 38.54 33.5 -21 56.5
19 Nov 412.25 0.15 -0.05 38.54 33.5 -21 56.5
18 Nov 413.35 0.2 -0.10 38.61 11 5 82.5
14 Nov 409.75 0.3 -0.10 33.55 60 16 77.5
13 Nov 406.90 0.4 0.05 32.65 94.5 13.5 62
12 Nov 414.05 0.35 0.00 34.08 38.5 -1 49
11 Nov 421.55 0.35 -0.05 37.06 13 2 51.5
8 Nov 424.05 0.4 0.15 35.84 13 1 49.5
7 Nov 435.35 0.25 -0.05 37.20 8.5 -2.5 48.5
6 Nov 435.80 0.3 -0.15 37.82 18.5 -3.5 53
5 Nov 434.90 0.45 38.85 21.5 -1 56.5


For Coal India Ltd - strike price 364.25 expiring on 28NOV2024

Delta for 364.25 PE is -0.03

Historical price for 364.25 PE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 42.45, the open interest changed by -33 which decreased total open position to 80


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 38.54, the open interest changed by -42 which decreased total open position to 113


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.54, the open interest changed by -42 which decreased total open position to 113


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 38.61, the open interest changed by 10 which increased total open position to 165


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 33.55, the open interest changed by 32 which increased total open position to 155


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 32.65, the open interest changed by 27 which increased total open position to 124


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.08, the open interest changed by -2 which decreased total open position to 98


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.06, the open interest changed by 4 which increased total open position to 103


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 35.84, the open interest changed by 2 which increased total open position to 99


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.20, the open interest changed by -5 which decreased total open position to 97


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 37.82, the open interest changed by -7 which decreased total open position to 106


On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 38.85, the open interest changed by -2 which decreased total open position to 113