COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.18
Theta: -0.36
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 5.85 | -9.15 | 19.30 | 682 | 110 | 204 | |||
| 19 Dec | 391.95 | 15 | -3.55 | 26.65 | 219 | 68 | 94 | |||
| 18 Dec | 395.80 | 18.55 | -5.50 | 29.79 | 24 | 11 | 20 | |||
| 17 Dec | 402.90 | 24.05 | -39.65 | 27.30 | 9 | 8 | 8 | |||
| 16 Dec | 410.45 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 410.30 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 409.10 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 416.95 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.00 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 417.15 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 416.40 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 415.20 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 63.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 63.7 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.65
Historical price for 380 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 5.85, which was -9.15 lower than the previous day. The implied volatity was 19.30, the open interest changed by 110 which increased total open position to 204
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 15, which was -3.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by 68 which increased total open position to 94
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 18.55, which was -5.50 lower than the previous day. The implied volatity was 29.79, the open interest changed by 11 which increased total open position to 20
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 24.05, which was -39.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 8 which increased total open position to 8
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 63.7, 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 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.19
Theta: -0.35
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 3.25 | 2.05 | 24.87 | 3,933 | -85 | 696 |
| 19 Dec | 391.95 | 1.2 | -0.05 | 26.11 | 2,256 | -100 | 793 |
| 18 Dec | 395.80 | 1.25 | 0.20 | 28.55 | 1,625 | 135 | 894 |
| 17 Dec | 402.90 | 1.05 | 0.40 | 31.45 | 595 | 57 | 785 |
| 16 Dec | 410.45 | 0.65 | 0.05 | 32.60 | 499 | -61 | 727 |
| 13 Dec | 410.30 | 0.6 | -0.50 | 28.69 | 1,493 | -312 | 783 |
| 12 Dec | 409.10 | 1.1 | 0.35 | 29.88 | 1,225 | 429 | 1,100 |
| 11 Dec | 416.95 | 0.75 | -0.15 | 31.82 | 522 | -22 | 671 |
| 10 Dec | 414.05 | 0.9 | -0.25 | 31.37 | 409 | 32 | 695 |
| 9 Dec | 414.00 | 1.15 | 0.05 | 31.74 | 429 | 83 | 666 |
| 6 Dec | 417.15 | 1.1 | 0.00 | 31.04 | 328 | 15 | 584 |
| 5 Dec | 418.40 | 1.1 | -0.25 | 30.36 | 458 | 20 | 573 |
| 4 Dec | 416.65 | 1.35 | 0.35 | 30.96 | 385 | 31 | 558 |
| 3 Dec | 422.10 | 1 | -0.20 | 30.78 | 514 | -15 | 523 |
| 2 Dec | 421.70 | 1.2 | -0.70 | 31.22 | 505 | 57 | 535 |
| 29 Nov | 416.40 | 1.9 | -0.50 | 30.67 | 698 | 87 | 480 |
| 28 Nov | 415.20 | 2.4 | 0.05 | 32.39 | 312 | -2 | 382 |
| 27 Nov | 417.15 | 2.35 | -0.55 | 32.45 | 521 | 93 | 383 |
| 26 Nov | 411.50 | 2.9 | 0.90 | 30.72 | 181 | 0 | 287 |
| 25 Nov | 417.45 | 2 | -0.55 | 30.47 | 210 | 184 | 290 |
| 22 Nov | 414.05 | 2.55 | -1.10 | 29.09 | 212 | 84 | 190 |
| 21 Nov | 406.00 | 3.65 | 1.05 | 28.52 | 146 | 22 | 106 |
| 20 Nov | 412.25 | 2.6 | 0.00 | 27.38 | 59 | 5 | 76 |
| 19 Nov | 412.25 | 2.6 | -0.20 | 27.38 | 59 | -3 | 76 |
| 18 Nov | 413.35 | 2.8 | -0.55 | 28.25 | 85 | 10 | 77 |
| 14 Nov | 409.75 | 3.35 | -0.70 | 27.47 | 68 | 14 | 67 |
| 13 Nov | 406.90 | 4.05 | 1.45 | 27.82 | 391 | 48 | 54 |
| 12 Nov | 414.05 | 2.6 | -2.35 | 26.14 | 13 | 6 | 6 |
| 11 Nov | 421.55 | 4.95 | 9.32 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.38
Historical price for 380 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 3.25, which was 2.05 higher than the previous day. The implied volatity was 24.87, the open interest changed by -85 which decreased total open position to 696
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by -100 which decreased total open position to 793
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 28.55, the open interest changed by 135 which increased total open position to 894
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 1.05, which was 0.40 higher than the previous day. The implied volatity was 31.45, the open interest changed by 57 which increased total open position to 785
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 32.60, the open interest changed by -61 which decreased total open position to 727
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 28.69, the open interest changed by -312 which decreased total open position to 783
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 29.88, the open interest changed by 429 which increased total open position to 1100
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by -22 which decreased total open position to 671
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 31.37, the open interest changed by 32 which increased total open position to 695
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 31.74, the open interest changed by 83 which increased total open position to 666
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 31.04, the open interest changed by 15 which increased total open position to 584
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 30.36, the open interest changed by 20 which increased total open position to 573
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 30.96, the open interest changed by 31 which increased total open position to 558
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 30.78, the open interest changed by -15 which decreased total open position to 523
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1.2, which was -0.70 lower than the previous day. The implied volatity was 31.22, the open interest changed by 57 which increased total open position to 535
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 30.67, the open interest changed by 87 which increased total open position to 480
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 32.39, the open interest changed by -2 which decreased total open position to 382
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 32.45, the open interest changed by 93 which increased total open position to 383
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 2.9, which was 0.90 higher than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 287
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 30.47, the open interest changed by 184 which increased total open position to 290
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 29.09, the open interest changed by 84 which increased total open position to 190
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 3.65, which was 1.05 higher than the previous day. The implied volatity was 28.52, the open interest changed by 22 which increased total open position to 106
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 5 which increased total open position to 76
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.6, which was -0.20 lower than the previous day. The implied volatity was 27.38, the open interest changed by -3 which decreased total open position to 76
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 28.25, the open interest changed by 10 which increased total open position to 77
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.35, which was -0.70 lower than the previous day. The implied volatity was 27.47, the open interest changed by 14 which increased total open position to 67
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.05, which was 1.45 higher than the previous day. The implied volatity was 27.82, the open interest changed by 48 which increased total open position to 54
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.6, which was -2.35 lower than the previous day. The implied volatity was 26.14, the open interest changed by 6 which increased total open position to 6
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was 9.32, the open interest changed by 0 which decreased total open position to 0
