COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 384.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.20
Theta: -0.38
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 3.7 | -7.75 | 20.42 | 530 | 128 | 199 | |||
| 19 Dec | 391.95 | 11.45 | -2.30 | 25.37 | 295 | 44 | 69 | |||
| 18 Dec | 395.80 | 13.75 | -7.45 | 20.74 | 18 | 8 | 25 | |||
| 17 Dec | 402.90 | 21.2 | -15.25 | 33.73 | 8 | 4 | 16 | |||
| 16 Dec | 410.45 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 410.30 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 409.10 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 416.95 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 414.00 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 417.15 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 36.45 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 29 Nov | 416.40 | 36.45 | -2.40 | 25.63 | 24 | 9 | 11 | |||
| 28 Nov | 415.20 | 38.85 | -79.05 | 34.52 | 2 | 0 | 0 | |||
| 27 Nov | 417.15 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 412.25 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 117.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 117.9 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 384.25 expiring on 26DEC2024
Delta for 384.25 CE is 0.48
Historical price for 384.25 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 3.7, which was -7.75 lower than the previous day. The implied volatity was 20.42, the open interest changed by 128 which increased total open position to 199
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 11.45, which was -2.30 lower than the previous day. The implied volatity was 25.37, the open interest changed by 44 which increased total open position to 69
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 13.75, which was -7.45 lower than the previous day. The implied volatity was 20.74, the open interest changed by 8 which increased total open position to 25
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 21.2, which was -15.25 lower than the previous day. The implied volatity was 33.73, the open interest changed by 4 which increased total open position to 16
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 36.45, 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 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 36.45, 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 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 36.45, 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 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 36.45, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 36.45, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 36.45, 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 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 36.45, 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 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 36.45, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 36.45, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 36.45, 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 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 36.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 36.45, which was -2.40 lower than the previous day. The implied volatity was 25.63, the open interest changed by 9 which increased total open position to 11
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 38.85, which was -79.05 lower than the previous day. The implied volatity was 34.52, 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 117.9, 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 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 117.9, 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 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 117.9, 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 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 117.9, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 117.9, 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 26DEC2024 384.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.20
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 5.3 | 3.40 | 25.43 | 2,346 | 176 | 424 |
| 19 Dec | 391.95 | 1.9 | 0.10 | 24.99 | 779 | 13 | 272 |
| 18 Dec | 395.80 | 1.8 | 0.40 | 27.10 | 589 | 85 | 260 |
| 17 Dec | 402.90 | 1.4 | 0.60 | 29.76 | 266 | 64 | 180 |
| 16 Dec | 410.45 | 0.8 | 0.00 | 30.55 | 191 | -11 | 116 |
| 13 Dec | 410.30 | 0.8 | -0.60 | 27.45 | 642 | -42 | 126 |
| 12 Dec | 409.10 | 1.4 | 0.55 | 28.50 | 342 | 54 | 173 |
| 11 Dec | 416.95 | 0.85 | -0.40 | 29.80 | 39 | -4 | 119 |
| 10 Dec | 414.05 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 414.00 | 1.25 | 0.00 | 0.00 | 0 | 9 | 0 |
| 6 Dec | 417.15 | 1.25 | -0.45 | 29.35 | 12 | 0 | 114 |
| 5 Dec | 418.40 | 1.7 | 0.05 | 31.27 | 76 | 4 | 113 |
| 4 Dec | 416.65 | 1.65 | 0.30 | 29.99 | 66 | -14 | 117 |
| 3 Dec | 422.10 | 1.35 | -0.10 | 30.58 | 72 | -1 | 131 |
| 2 Dec | 421.70 | 1.45 | -0.85 | 30.27 | 157 | -12 | 132 |
| 29 Nov | 416.40 | 2.3 | -0.50 | 29.89 | 191 | 5 | 151 |
| 28 Nov | 415.20 | 2.8 | 0.10 | 31.38 | 83 | 34 | 148 |
| 27 Nov | 417.15 | 2.7 | -0.90 | 31.33 | 75 | -3 | 106 |
| 26 Nov | 411.50 | 3.6 | 1.15 | 30.43 | 15 | -4 | 109 |
| 25 Nov | 417.45 | 2.45 | -1.90 | 29.95 | 31 | 21 | 113 |
| 22 Nov | 414.05 | 4.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 21 Nov | 406.00 | 4.35 | 1.85 | 27.87 | 24 | -1 | 93 |
| 20 Nov | 412.25 | 2.5 | 0.00 | 24.96 | 33 | -10 | 94 |
| 19 Nov | 412.25 | 2.5 | -1.15 | 24.96 | 33 | -10 | 94 |
| 18 Nov | 413.35 | 3.65 | -0.40 | 28.56 | 48 | -1 | 103 |
| 14 Nov | 409.75 | 4.05 | -0.40 | 27.10 | 119 | -10 | 105 |
| 13 Nov | 406.90 | 4.45 | 1.00 | 26.46 | 414 | 20 | 116 |
| 12 Nov | 414.05 | 3.45 | 0.90 | 26.55 | 342 | 27 | 96 |
| 11 Nov | 421.55 | 2.55 | -0.25 | 27.10 | 235 | -2 | 69 |
| 8 Nov | 424.05 | 2.8 | 1.60 | 27.79 | 121 | 17 | 71 |
| 7 Nov | 435.35 | 1.2 | -0.65 | 25.75 | 36 | -3 | 54 |
| 6 Nov | 435.80 | 1.85 | -1.15 | 28.78 | 96 | 0 | 58 |
| 5 Nov | 434.90 | 3 | 31.71 | 55 | 2 | 56 | |
For Coal India Ltd - strike price 384.25 expiring on 26DEC2024
Delta for 384.25 PE is -0.51
Historical price for 384.25 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 5.3, which was 3.40 higher than the previous day. The implied volatity was 25.43, the open interest changed by 176 which increased total open position to 424
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 24.99, the open interest changed by 13 which increased total open position to 272
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 1.8, which was 0.40 higher than the previous day. The implied volatity was 27.10, the open interest changed by 85 which increased total open position to 260
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 1.4, which was 0.60 higher than the previous day. The implied volatity was 29.76, the open interest changed by 64 which increased total open position to 180
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 30.55, the open interest changed by -11 which decreased total open position to 116
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by -42 which decreased total open position to 126
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 28.50, the open interest changed by 54 which increased total open position to 173
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 29.80, the open interest changed by -4 which decreased total open position to 119
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.25, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 114
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 31.27, the open interest changed by 4 which increased total open position to 113
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was 29.99, the open interest changed by -14 which decreased total open position to 117
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 30.58, the open interest changed by -1 which decreased total open position to 131
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 30.27, the open interest changed by -12 which decreased total open position to 132
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 29.89, the open interest changed by 5 which increased total open position to 151
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 31.38, the open interest changed by 34 which increased total open position to 148
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 31.33, the open interest changed by -3 which decreased total open position to 106
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 30.43, the open interest changed by -4 which decreased total open position to 109
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 2.45, which was -1.90 lower than the previous day. The implied volatity was 29.95, the open interest changed by 21 which increased total open position to 113
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.35, which was 1.85 higher than the previous day. The implied volatity was 27.87, the open interest changed by -1 which decreased total open position to 93
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by -10 which decreased total open position to 94
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by -10 which decreased total open position to 94
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 3.65, which was -0.40 lower than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 103
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 4.05, which was -0.40 lower than the previous day. The implied volatity was 27.10, the open interest changed by -10 which decreased total open position to 105
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.45, which was 1.00 higher than the previous day. The implied volatity was 26.46, the open interest changed by 20 which increased total open position to 116
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.45, which was 0.90 higher than the previous day. The implied volatity was 26.55, the open interest changed by 27 which increased total open position to 96
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by -2 which decreased total open position to 69
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.8, which was 1.60 higher than the previous day. The implied volatity was 27.79, the open interest changed by 17 which increased total open position to 71
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 25.75, the open interest changed by -3 which decreased total open position to 54
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 58
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 31.71, the open interest changed by 2 which increased total open position to 56
