COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 389.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.15
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 20.15 | -10.85 | 37.32 | 1.5 | -1 | 11.5 | |||
| 20 Nov | 412.25 | 31 | 0.00 | 63.62 | 2 | -0.5 | 13 | |||
| 19 Nov | 412.25 | 31 | 7.50 | 63.62 | 2 | 0 | 13 | |||
| 18 Nov | 413.35 | 23.5 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 14 Nov | 409.75 | 23.5 | 2.15 | 22.78 | 27.5 | 11 | 13 | |||
| 13 Nov | 406.90 | 21.35 | -31.65 | 23.39 | 0.5 | 0 | 1.5 | |||
| 12 Nov | 414.05 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 53 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 7 Nov | 435.35 | 53 | 16.45 | 51.03 | 4.5 | 0 | 4.5 | |||
| 6 Nov | 435.80 | 36.55 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
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| 5 Nov | 434.90 | 36.55 | 0.00 | 0 | 4.5 | 0 | ||||
For Coal India Ltd - strike price 389.25 expiring on 28NOV2024
Delta for 389.25 CE is 0.82
Historical price for 389.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 20.15, which was -10.85 lower than the previous day. The implied volatity was 37.32, the open interest changed by -2 which decreased total open position to 23
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 63.62, the open interest changed by -1 which decreased total open position to 26
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 31, which was 7.50 higher than the previous day. The implied volatity was 63.62, the open interest changed by 0 which decreased total open position to 26
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 23.5, which was 2.15 higher than the previous day. The implied volatity was 22.78, the open interest changed by 22 which increased total open position to 26
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 21.35, which was -31.65 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 3
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 53, 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 Nov COALINDIA was trading at 421.55. The strike last trading price was 53, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 53, which was 16.45 higher than the previous day. The implied volatity was 51.03, the open interest changed by 0 which decreased total open position to 9
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 36.55, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 36.55, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
| COALINDIA 28NOV2024 389.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.13
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 1.45 | 0.30 | 32.33 | 117 | 27 | 62.5 |
| 20 Nov | 412.25 | 1.15 | 0.00 | 32.39 | 44.5 | -5.5 | 37.5 |
| 19 Nov | 412.25 | 1.15 | 0.00 | 32.39 | 44.5 | -3.5 | 37.5 |
| 18 Nov | 413.35 | 1.15 | -0.65 | 31.34 | 45.5 | -11 | 41.5 |
| 14 Nov | 409.75 | 1.8 | -0.70 | 28.52 | 43 | 12 | 52.5 |
| 13 Nov | 406.90 | 2.5 | 0.80 | 28.76 | 53 | 11.5 | 41 |
| 12 Nov | 414.05 | 1.7 | 0.60 | 28.77 | 32 | -2 | 30.5 |
| 11 Nov | 421.55 | 1.1 | -0.10 | 29.65 | 25.5 | 1.5 | 32 |
| 8 Nov | 424.05 | 1.2 | 0.55 | 29.06 | 73.5 | -5.5 | 31.5 |
| 7 Nov | 435.35 | 0.65 | -0.05 | 30.28 | 14 | 1.5 | 37 |
| 6 Nov | 435.80 | 0.7 | -0.50 | 30.66 | 41 | -1.5 | 36.5 |
| 5 Nov | 434.90 | 1.2 | 32.97 | 48.5 | 9.5 | 37.5 | |
For Coal India Ltd - strike price 389.25 expiring on 28NOV2024
Delta for 389.25 PE is -0.15
Historical price for 389.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 32.33, the open interest changed by 54 which increased total open position to 125
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 32.39, the open interest changed by -11 which decreased total open position to 75
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 32.39, the open interest changed by -7 which decreased total open position to 75
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 31.34, the open interest changed by -22 which decreased total open position to 83
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 28.52, the open interest changed by 24 which increased total open position to 105
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.5, which was 0.80 higher than the previous day. The implied volatity was 28.76, the open interest changed by 23 which increased total open position to 82
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.7, which was 0.60 higher than the previous day. The implied volatity was 28.77, the open interest changed by -4 which decreased total open position to 61
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 29.65, the open interest changed by 3 which increased total open position to 64
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.2, which was 0.55 higher than the previous day. The implied volatity was 29.06, the open interest changed by -11 which decreased total open position to 63
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.28, the open interest changed by 3 which increased total open position to 74
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 30.66, the open interest changed by -3 which decreased total open position to 73
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 32.97, the open interest changed by 19 which increased total open position to 75
