COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 384.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.07
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 23.45 | -7.55 | 28.23 | 3.5 | -1 | 18 | |||
| 20 Nov | 412.25 | 31 | 0.00 | 41.39 | 1 | -0.5 | 19 | |||
| 19 Nov | 412.25 | 31 | 0.00 | 41.39 | 1 | -0.5 | 19 | |||
| 18 Nov | 413.35 | 31 | 2.00 | 34.15 | 1 | 0 | 20.5 | |||
| 14 Nov | 409.75 | 29 | -3.20 | 30.23 | 11 | -0.5 | 21 | |||
| 13 Nov | 406.90 | 32.2 | 0.00 | 0.00 | 0 | -1.5 | 0 | |||
| 12 Nov | 414.05 | 32.2 | -10.10 | 28.27 | 2.5 | -1 | 22 | |||
| 11 Nov | 421.55 | 42.3 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
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| 8 Nov | 424.05 | 42.3 | -15.20 | 30.39 | 1 | -0.5 | 23 | |||
| 7 Nov | 435.35 | 57.5 | 2.50 | 52.50 | 2 | 0 | 25.5 | |||
| 6 Nov | 435.80 | 55 | 12.70 | 26.49 | 3.5 | -3 | 26 | |||
| 5 Nov | 434.90 | 42.3 | 0.00 | 0 | 7 | 0 | ||||
For Coal India Ltd - strike price 384.25 expiring on 28NOV2024
Delta for 384.25 CE is 0.93
Historical price for 384.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 23.45, which was -7.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by -2 which decreased total open position to 36
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 41.39, the open interest changed by -1 which decreased total open position to 38
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 41.39, the open interest changed by -1 which decreased total open position to 38
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 31, which was 2.00 higher than the previous day. The implied volatity was 34.15, the open interest changed by 0 which decreased total open position to 41
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 29, which was -3.20 lower than the previous day. The implied volatity was 30.23, the open interest changed by -1 which decreased total open position to 42
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 32.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 32.2, which was -10.10 lower than the previous day. The implied volatity was 28.27, the open interest changed by -2 which decreased total open position to 44
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 42.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 42.3, which was -15.20 lower than the previous day. The implied volatity was 30.39, the open interest changed by -1 which decreased total open position to 46
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 57.5, which was 2.50 higher than the previous day. The implied volatity was 52.50, the open interest changed by 0 which decreased total open position to 51
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 55, which was 12.70 higher than the previous day. The implied volatity was 26.49, the open interest changed by -6 which decreased total open position to 52
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 42.3, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
| COALINDIA 28NOV2024 384.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.11
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 1.05 | 0.25 | 34.80 | 257 | 11 | 317.5 |
| 20 Nov | 412.25 | 0.8 | 0.00 | 33.90 | 155 | -52.5 | 307 |
| 19 Nov | 412.25 | 0.8 | 0.00 | 33.90 | 155 | -52 | 307 |
| 18 Nov | 413.35 | 0.8 | -0.50 | 32.72 | 79.5 | -1.5 | 365.5 |
| 14 Nov | 409.75 | 1.3 | -0.30 | 29.71 | 237 | -8.5 | 367 |
| 13 Nov | 406.90 | 1.6 | 0.35 | 28.56 | 286 | -3.5 | 377.5 |
| 12 Nov | 414.05 | 1.25 | 0.50 | 29.87 | 70.5 | -14.5 | 385 |
| 11 Nov | 421.55 | 0.75 | -0.25 | 30.14 | 153.5 | -24.5 | 401 |
| 8 Nov | 424.05 | 1 | 0.45 | 30.76 | 143 | -32 | 425.5 |
| 7 Nov | 435.35 | 0.55 | 0.00 | 31.87 | 55.5 | -25.5 | 457.5 |
| 6 Nov | 435.80 | 0.55 | -0.45 | 31.65 | 122.5 | 12 | 483.5 |
| 5 Nov | 434.90 | 1 | 34.29 | 277 | -10 | 471.5 | |
For Coal India Ltd - strike price 384.25 expiring on 28NOV2024
Delta for 384.25 PE is -0.11
Historical price for 384.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 34.80, the open interest changed by 22 which increased total open position to 635
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 33.90, the open interest changed by -105 which decreased total open position to 614
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 33.90, the open interest changed by -104 which decreased total open position to 614
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 32.72, the open interest changed by -3 which decreased total open position to 731
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 29.71, the open interest changed by -17 which decreased total open position to 734
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 28.56, the open interest changed by -7 which decreased total open position to 755
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.25, which was 0.50 higher than the previous day. The implied volatity was 29.87, the open interest changed by -29 which decreased total open position to 770
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.14, the open interest changed by -49 which decreased total open position to 802
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 30.76, the open interest changed by -64 which decreased total open position to 851
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by -51 which decreased total open position to 915
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 31.65, the open interest changed by 24 which increased total open position to 967
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 34.29, the open interest changed by -20 which decreased total open position to 943
