COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 379.25 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 414.05 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 118.25 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 379.25 expiring on 28NOV2024
Delta for 379.25 CE is -
Historical price for 379.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 379.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.08
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 0.75 | 0.15 | 36.99 | 47.5 | 7.5 | 40 |
| 20 Nov | 412.25 | 0.6 | 0.00 | 35.98 | 4.5 | 0 | 32 |
| 19 Nov | 412.25 | 0.6 | 0.00 | 35.98 | 4.5 | -0.5 | 32 |
| 18 Nov | 413.35 | 0.6 | -0.30 | 34.66 | 19.5 | 9 | 36.5 |
| 14 Nov | 409.75 | 0.9 | -0.25 | 30.59 | 57.5 | -2 | 27.5 |
| 13 Nov | 406.90 | 1.15 | 0.45 | 29.66 | 114 | -18 | 28 |
| 12 Nov | 414.05 | 0.7 | 0.10 | 29.06 | 1.5 | 0 | 46 |
| 11 Nov | 421.55 | 0.6 | -0.15 | 31.74 | 7.5 | 5.5 | 46.5 |
| 8 Nov | 424.05 | 0.75 | 0.35 | 31.66 | 47 | 11 | 40.5 |
| 7 Nov | 435.35 | 0.4 | -0.10 | 32.54 | 3 | 1.5 | 32 |
| 6 Nov | 435.80 | 0.5 | -0.30 | 33.66 | 53 | 14 | 31 |
| 5 Nov | 434.90 | 0.8 | 35.28 | 38.5 | 4.5 | 17 | |
For Coal India Ltd - strike price 379.25 expiring on 28NOV2024
Delta for 379.25 PE is -0.08
Historical price for 379.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 36.99, the open interest changed by 15 which increased total open position to 80
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 64
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.98, the open interest changed by -1 which decreased total open position to 64
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 34.66, the open interest changed by 18 which increased total open position to 73
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 30.59, the open interest changed by -4 which decreased total open position to 55
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1.15, which was 0.45 higher than the previous day. The implied volatity was 29.66, the open interest changed by -36 which decreased total open position to 56
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 92
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 11 which increased total open position to 93
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 31.66, the open interest changed by 22 which increased total open position to 81
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 32.54, the open interest changed by 3 which increased total open position to 64
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.66, the open interest changed by 28 which increased total open position to 62
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 35.28, the open interest changed by 9 which increased total open position to 34
