COALINDIA
Coal India Ltd
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
