`
[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

406 -6.25 (-1.52%)

Back to Option Chain


Historical option data for COALINDIA

21 Nov 2024 04:12 PM IST
COALINDIA 28NOV2024 374.25 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 122.9 0.00 - 0 0 0
20 Nov 412.25 122.9 0.00 - 0 0 0
19 Nov 412.25 122.9 0.00 - 0 0 0
18 Nov 413.35 122.9 0.00 - 0 0 0
14 Nov 409.75 122.9 0.00 - 0 0 0
13 Nov 406.90 122.9 0.00 - 0 0 0
12 Nov 414.05 122.9 0.00 - 0 0 0
11 Nov 421.55 122.9 0.00 - 0 0 0
8 Nov 424.05 122.9 0.00 - 0 0 0
7 Nov 435.35 122.9 0.00 - 0 0 0
6 Nov 435.80 122.9 0.00 - 0 0 0
5 Nov 434.90 122.9 - 0 0 0


For Coal India Ltd - strike price 374.25 expiring on 28NOV2024

Delta for 374.25 CE is -

Historical price for 374.25 CE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 122.9, 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 28NOV2024 374.25 PE
Delta: -0.06
Vega: 0.06
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 406.00 0.55 0.15 39.32 79 6.5 181.5
20 Nov 412.25 0.4 0.00 37.13 66.5 -9.5 175
19 Nov 412.25 0.4 0.00 37.13 66.5 -9.5 175
18 Nov 413.35 0.4 -0.25 35.70 86 -23.5 185
14 Nov 409.75 0.65 -0.20 31.82 134 9 204.5
13 Nov 406.90 0.85 0.10 30.98 119.5 -19 196.5
12 Nov 414.05 0.75 0.25 32.84 12 2 215
11 Nov 421.55 0.5 -0.10 33.55 43.5 3 214
8 Nov 424.05 0.6 0.10 33.00 82 2.5 210.5
7 Nov 435.35 0.5 0.10 36.44 497.5 7.5 208
6 Nov 435.80 0.4 -0.25 34.78 80 19 201.5
5 Nov 434.90 0.65 36.39 64 4 182.5


For Coal India Ltd - strike price 374.25 expiring on 28NOV2024

Delta for 374.25 PE is -0.06

Historical price for 374.25 PE is as follows

On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 39.32, the open interest changed by 13 which increased total open position to 363


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.13, the open interest changed by -19 which decreased total open position to 350


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.13, the open interest changed by -19 which decreased total open position to 350


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 35.70, the open interest changed by -47 which decreased total open position to 370


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 31.82, the open interest changed by 18 which increased total open position to 409


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 30.98, the open interest changed by -38 which decreased total open position to 393


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 32.84, the open interest changed by 4 which increased total open position to 430


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.55, the open interest changed by 6 which increased total open position to 428


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 33.00, the open interest changed by 5 which increased total open position to 421


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 36.44, the open interest changed by 15 which increased total open position to 416


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 34.78, the open interest changed by 38 which increased total open position to 403


On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 36.39, the open interest changed by 8 which increased total open position to 365