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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 369.25 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 127.6 0.00 0.00 0 0 0
20 Nov 412.25 127.6 0.00 0.00 0 0 0
19 Nov 412.25 127.6 0.00 0.00 0 0 0
18 Nov 413.35 127.6 0.00 0.00 0 0 0
14 Nov 409.75 127.6 0.00 0.00 0 0 0
13 Nov 406.90 127.6 0.00 0.00 0 0 0
12 Nov 414.05 127.6 0.00 0.00 0 0 0
11 Nov 421.55 127.6 0.00 0.00 0 0 0
8 Nov 424.05 127.6 0.00 0.00 0 0 0
7 Nov 435.35 127.6 0.00 0.00 0 0 0
6 Nov 435.80 127.6 0.00 0.00 0 0 0
5 Nov 434.90 127.6 - 0 0 0


For Coal India Ltd - strike price 369.25 expiring on 28NOV2024

Delta for 369.25 CE is 0.00

Historical price for 369.25 CE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 127.6, 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 127.6, 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 127.6, 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 127.6, 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 127.6, 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 127.6, 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 127.6, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 127.6, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 127.6, 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 127.6, 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 127.6, 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 Nov COALINDIA was trading at 434.90. The strike last trading price was 127.6, 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 369.25 PE
Delta: -0.04
Vega: 0.05
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 0.35 0.25 40.44 43 -7.5 100
20 Nov 412.25 0.1 0.00 32.96 16.5 -7.5 107.5
19 Nov 412.25 0.1 -0.20 32.96 16.5 -7.5 107.5
18 Nov 413.35 0.3 -0.15 37.54 27 -8.5 115
14 Nov 409.75 0.45 -0.10 32.79 93.5 6.5 123.5
13 Nov 406.90 0.55 0.30 31.40 112 55 117
12 Nov 414.05 0.25 0.00 0.00 0 0 0
11 Nov 421.55 0.25 0.00 0.00 0 0 0
8 Nov 424.05 0.25 0.00 30.68 8 0 62
7 Nov 435.35 0.25 -0.05 34.82 2.5 0 62
6 Nov 435.80 0.3 -0.30 35.54 71.5 19 62
5 Nov 434.90 0.6 38.37 48.5 29.5 42


For Coal India Ltd - strike price 369.25 expiring on 28NOV2024

Delta for 369.25 PE is -0.04

Historical price for 369.25 PE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.35, which was 0.25 higher than the previous day. The implied volatity was 40.44, the open interest changed by -15 which decreased total open position to 200


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by -15 which decreased total open position to 215


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 32.96, the open interest changed by -15 which decreased total open position to 215


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by -17 which decreased total open position to 230


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 32.79, the open interest changed by 13 which increased total open position to 247


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 31.40, the open interest changed by 110 which increased total open position to 234


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.25, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.25, 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 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 30.68, the open interest changed by 0 which decreased total open position to 124


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 34.82, the open interest changed by 0 which decreased total open position to 124


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 35.54, the open interest changed by 38 which increased total open position to 124


On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 38.37, the open interest changed by 59 which increased total open position to 84