COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:03 AM IST
| COALINDIA 26DEC2024 385 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 413.70 | 34.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 416.95 | 34.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 414.05 | 34.5 | 3.00 | 36.66 | 2 | 0 | 2 | |||
| 9 Dec | 414.00 | 31.5 | -28.20 | 21.02 | 2 | 1 | 1 | |||
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| 6 Dec | 417.15 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 416.40 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 415.20 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 59.7 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 CE is 0.00
Historical price for 385 CE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 34.5, 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 34.5, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 34.5, which was 3.00 higher than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 2
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 31.5, which was -28.20 lower than the previous day. The implied volatity was 21.02, the open interest changed by 1 which increased total open position to 1
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 59.7, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 59.7, 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 Nov COALINDIA was trading at 435.80. The strike last trading price was 59.7, 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 385 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.13
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 413.70 | 1 | 0.05 | 29.10 | 82 | 57 | 295 |
| 11 Dec | 416.95 | 0.95 | -0.20 | 30.09 | 211 | 27 | 247 |
| 10 Dec | 414.05 | 1.15 | -0.35 | 29.79 | 417 | -12 | 226 |
| 9 Dec | 414.00 | 1.5 | 0.15 | 30.47 | 223 | 43 | 241 |
| 6 Dec | 417.15 | 1.35 | -0.10 | 29.48 | 296 | 86 | 199 |
| 5 Dec | 418.40 | 1.45 | -0.25 | 29.41 | 444 | 16 | 115 |
| 4 Dec | 416.65 | 1.7 | 0.35 | 29.77 | 350 | -47 | 98 |
| 3 Dec | 422.10 | 1.35 | -0.20 | 30.17 | 159 | 59 | 146 |
| 2 Dec | 421.70 | 1.55 | -0.80 | 30.37 | 177 | 12 | 90 |
| 29 Nov | 416.40 | 2.35 | -0.50 | 29.63 | 205 | 58 | 82 |
| 28 Nov | 415.20 | 2.85 | -3.05 | 31.10 | 47 | 23 | 23 |
| 27 Nov | 417.15 | 5.9 | 0.00 | 8.96 | 0 | 0 | 0 |
| 26 Nov | 411.50 | 5.9 | 0.00 | 7.50 | 0 | 0 | 0 |
| 25 Nov | 417.45 | 5.9 | 0.00 | 8.97 | 0 | 0 | 0 |
| 22 Nov | 414.05 | 5.9 | 0.00 | 7.62 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 5.9 | 0.00 | 6.06 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 5.9 | 0.00 | 7.12 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 5.9 | 0.00 | 7.12 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 5.9 | 0.00 | 7.27 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 5.9 | 0.00 | 6.49 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 5.9 | 0.00 | 5.96 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 5.9 | 0.00 | 8.42 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 5.9 | 0.00 | 8.05 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 5.9 | 0.00 | 9.00 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 5.9 | 0.00 | 10.20 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 5.9 | 10.08 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 PE is -0.09
Historical price for 385 PE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 29.10, the open interest changed by 57 which increased total open position to 295
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by 27 which increased total open position to 247
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 29.79, the open interest changed by -12 which decreased total open position to 226
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 30.47, the open interest changed by 43 which increased total open position to 241
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 29.48, the open interest changed by 86 which increased total open position to 199
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 29.41, the open interest changed by 16 which increased total open position to 115
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by -47 which decreased total open position to 98
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 30.17, the open interest changed by 59 which increased total open position to 146
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1.55, which was -0.80 lower than the previous day. The implied volatity was 30.37, the open interest changed by 12 which increased total open position to 90
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 29.63, the open interest changed by 58 which increased total open position to 82
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 2.85, which was -3.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by 23 which increased total open position to 23
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 8.96, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.50, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 8.42, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 8.05, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 9.00, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 10.20, 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 5.9, which was lower than the previous day. The implied volatity was 10.08, the open interest changed by 0 which decreased total open position to 0
