COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.02
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 13.65 | -9.50 | 13.48 | 19 | 4 | 20 | |||
| 19 Dec | 391.95 | 23.15 | -48.90 | - | 21 | 15 | 15 | |||
| 18 Dec | 395.80 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 402.90 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 410.45 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 410.30 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 409.10 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 416.95 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.00 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 417.15 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 416.40 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 415.20 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 412.25 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 72.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 72.05 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 CE is 0.98
Historical price for 370 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 13.65, which was -9.50 lower than the previous day. The implied volatity was 13.48, the open interest changed by 4 which increased total open position to 20
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 23.15, which was -48.90 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 72.05, 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 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 72.05, 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 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 72.05, 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 Dec COALINDIA was trading at 410.30. The strike last trading price was 72.05, 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 Dec COALINDIA was trading at 409.10. The strike last trading price was 72.05, 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 Dec COALINDIA was trading at 416.95. The strike last trading price was 72.05, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 72.05, 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 72.05, 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 Dec COALINDIA was trading at 417.15. The strike last trading price was 72.05, 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 Dec COALINDIA was trading at 418.40. The strike last trading price was 72.05, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 72.05, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 72.05, 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 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 72.05, 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 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 72.05, 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 72.05, 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 72.05, 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 72.05, 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 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 72.05, 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 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 72.05, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 72.05, 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 72.05, 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 72.05, 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 72.05, 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 72.05, 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 72.05, 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 72.05, 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 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.11
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 0.95 | 0.45 | 26.59 | 1,200 | 22 | 445 |
| 19 Dec | 391.95 | 0.5 | -0.10 | 30.49 | 1,001 | -51 | 436 |
| 18 Dec | 395.80 | 0.6 | 0.10 | 32.84 | 732 | 124 | 486 |
| 17 Dec | 402.90 | 0.5 | 0.15 | 34.71 | 424 | -90 | 348 |
| 16 Dec | 410.45 | 0.35 | 0.00 | 36.20 | 277 | 74 | 438 |
| 13 Dec | 410.30 | 0.35 | -0.30 | 32.30 | 601 | 36 | 368 |
| 12 Dec | 409.10 | 0.65 | 0.20 | 33.26 | 413 | 6 | 318 |
| 11 Dec | 416.95 | 0.45 | -0.10 | 34.90 | 192 | -24 | 312 |
| 10 Dec | 414.05 | 0.55 | -0.15 | 34.37 | 324 | 49 | 335 |
| 9 Dec | 414.00 | 0.7 | 0.00 | 34.49 | 122 | 1 | 289 |
| 6 Dec | 417.15 | 0.7 | 0.00 | 33.70 | 143 | 20 | 295 |
| 5 Dec | 418.40 | 0.7 | -0.15 | 32.95 | 360 | -12 | 274 |
| 4 Dec | 416.65 | 0.85 | 0.20 | 33.29 | 190 | 16 | 293 |
| 3 Dec | 422.10 | 0.65 | -0.15 | 33.23 | 121 | -27 | 276 |
| 2 Dec | 421.70 | 0.8 | -0.50 | 33.70 | 466 | 77 | 301 |
| 29 Nov | 416.40 | 1.3 | -0.35 | 33.12 | 360 | 80 | 226 |
| 28 Nov | 415.20 | 1.65 | 0.05 | 34.60 | 186 | 11 | 149 |
| 27 Nov | 417.15 | 1.6 | -0.30 | 34.48 | 108 | 33 | 126 |
| 26 Nov | 411.50 | 1.9 | 0.50 | 32.45 | 56 | 26 | 92 |
| 25 Nov | 417.45 | 1.4 | -0.35 | 32.76 | 70 | 58 | 66 |
| 22 Nov | 414.05 | 1.75 | -0.70 | 31.15 | 9 | 5 | 13 |
| 21 Nov | 406.00 | 2.45 | 0.00 | 30.17 | 2 | 1 | 8 |
| 20 Nov | 412.25 | 2.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 2.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 2.45 | 0.00 | 0.00 | 0 | 6 | 0 |
| 14 Nov | 409.75 | 2.45 | -0.05 | 29.68 | 53 | 5 | 6 |
| 13 Nov | 406.90 | 2.5 | -0.90 | 28.23 | 9 | 2 | 2 |
| 11 Nov | 421.55 | 3.4 | 11.07 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 PE is -0.14
Historical price for 370 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 26.59, the open interest changed by 22 which increased total open position to 445
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.49, the open interest changed by -51 which decreased total open position to 436
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 32.84, the open interest changed by 124 which increased total open position to 486
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 34.71, the open interest changed by -90 which decreased total open position to 348
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.20, the open interest changed by 74 which increased total open position to 438
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 32.30, the open interest changed by 36 which increased total open position to 368
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.65, which was 0.20 higher than the previous day. The implied volatity was 33.26, the open interest changed by 6 which increased total open position to 318
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.90, the open interest changed by -24 which decreased total open position to 312
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.37, the open interest changed by 49 which increased total open position to 335
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 34.49, the open interest changed by 1 which increased total open position to 289
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 20 which increased total open position to 295
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.95, the open interest changed by -12 which decreased total open position to 274
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 33.29, the open interest changed by 16 which increased total open position to 293
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 33.23, the open interest changed by -27 which decreased total open position to 276
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 33.70, the open interest changed by 77 which increased total open position to 301
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 33.12, the open interest changed by 80 which increased total open position to 226
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 34.60, the open interest changed by 11 which increased total open position to 149
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 34.48, the open interest changed by 33 which increased total open position to 126
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 1.9, which was 0.50 higher than the previous day. The implied volatity was 32.45, the open interest changed by 26 which increased total open position to 92
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 32.76, the open interest changed by 58 which increased total open position to 66
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 31.15, the open interest changed by 5 which increased total open position to 13
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 30.17, the open interest changed by 1 which increased total open position to 8
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.45, 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 2.45, 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 2.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 29.68, the open interest changed by 5 which increased total open position to 6
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 2
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 11.07, the open interest changed by 0 which decreased total open position to 0
