COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 375 CE | ||||||||||
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Delta: 0.83
Vega: 0.12
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 9.45 | -9.05 | 18.71 | 147 | 42 | 63 | |||
| 19 Dec | 391.95 | 18.5 | -4.35 | - | 5 | -1 | 20 | |||
| 18 Dec | 395.80 | 22.85 | -45.00 | 29.37 | 21 | 20 | 20 | |||
| 17 Dec | 402.90 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 410.45 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 410.30 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 409.10 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 416.95 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.00 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 417.15 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 416.40 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 415.20 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 67.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 67.85 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 CE is 0.83
Historical price for 375 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 9.45, which was -9.05 lower than the previous day. The implied volatity was 18.71, the open interest changed by 42 which increased total open position to 63
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 18.5, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 22.85, which was -45.00 lower than the previous day. The implied volatity was 29.37, the open interest changed by 20 which increased total open position to 20
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 67.85, 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 375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.15
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 1.7 | 0.90 | 24.97 | 1,650 | 14 | 271 |
| 19 Dec | 391.95 | 0.8 | -0.10 | 28.63 | 853 | 42 | 261 |
| 18 Dec | 395.80 | 0.9 | 0.20 | 31.09 | 685 | 64 | 219 |
| 17 Dec | 402.90 | 0.7 | 0.25 | 32.83 | 226 | 27 | 153 |
| 16 Dec | 410.45 | 0.45 | -0.05 | 34.02 | 76 | 17 | 135 |
| 13 Dec | 410.30 | 0.5 | -0.35 | 31.08 | 548 | -21 | 117 |
| 12 Dec | 409.10 | 0.85 | 0.25 | 31.64 | 538 | -81 | 130 |
| 11 Dec | 416.95 | 0.6 | -0.10 | 33.58 | 216 | -51 | 198 |
| 10 Dec | 414.05 | 0.7 | -0.15 | 32.86 | 241 | 47 | 252 |
| 9 Dec | 414.00 | 0.85 | 0.00 | 32.72 | 106 | 11 | 205 |
| 6 Dec | 417.15 | 0.85 | -0.05 | 32.15 | 153 | 45 | 196 |
| 5 Dec | 418.40 | 0.9 | -0.15 | 31.85 | 346 | 13 | 154 |
| 4 Dec | 416.65 | 1.05 | 0.25 | 31.98 | 235 | 38 | 142 |
| 3 Dec | 422.10 | 0.8 | -0.20 | 31.96 | 157 | 30 | 106 |
| 2 Dec | 421.70 | 1 | -0.55 | 32.63 | 138 | -1 | 73 |
| 29 Nov | 416.40 | 1.55 | -0.40 | 31.79 | 308 | 55 | 78 |
| 28 Nov | 415.20 | 1.95 | -0.25 | 33.31 | 42 | 20 | 23 |
| 27 Nov | 417.15 | 2.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 411.50 | 2.2 | -1.00 | 30.94 | 3 | 1 | 2 |
| 25 Nov | 417.45 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 414.05 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 3.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 3.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 406.90 | 3.2 | -0.95 | 28.23 | 52 | 2 | 2 |
| 11 Nov | 421.55 | 4.15 | 10.21 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 PE is -0.23
Historical price for 375 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 1.7, which was 0.90 higher than the previous day. The implied volatity was 24.97, the open interest changed by 14 which increased total open position to 271
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 28.63, the open interest changed by 42 which increased total open position to 261
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 31.09, the open interest changed by 64 which increased total open position to 219
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 32.83, the open interest changed by 27 which increased total open position to 153
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.02, the open interest changed by 17 which increased total open position to 135
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 31.08, the open interest changed by -21 which decreased total open position to 117
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 31.64, the open interest changed by -81 which decreased total open position to 130
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 33.58, the open interest changed by -51 which decreased total open position to 198
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.86, the open interest changed by 47 which increased total open position to 252
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 32.72, the open interest changed by 11 which increased total open position to 205
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by 45 which increased total open position to 196
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 31.85, the open interest changed by 13 which increased total open position to 154
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 31.98, the open interest changed by 38 which increased total open position to 142
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 31.96, the open interest changed by 30 which increased total open position to 106
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 32.63, the open interest changed by -1 which decreased total open position to 73
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 31.79, the open interest changed by 55 which increased total open position to 78
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by 20 which increased total open position to 23
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 2.2, which was -1.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by 1 which increased total open position to 2
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 3.2, 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 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.2, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 3.2, 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 3.2, 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 3.2, 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 3.2, 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 3.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 3.2, which was -0.95 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 4.15, which was lower than the previous day. The implied volatity was 10.21, the open interest changed by 0 which decreased total open position to 0
