COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 390 CE | ||||||||||
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Delta: 0.29
Vega: 0.17
Theta: -0.34
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 1.9 | -5.45 | 22.09 | 4,698 | 290 | 684 | |||
| 19 Dec | 391.95 | 7.35 | -2.90 | 24.37 | 2,768 | 197 | 395 | |||
| 18 Dec | 395.80 | 10.25 | -4.70 | 25.90 | 591 | 94 | 202 | |||
| 17 Dec | 402.90 | 14.95 | -7.30 | 24.00 | 177 | 49 | 82 | |||
| 16 Dec | 410.45 | 22.25 | -0.95 | 24.43 | 39 | 2 | 33 | |||
| 13 Dec | 410.30 | 23.2 | 0.90 | 22.34 | 51 | 21 | 31 | |||
| 12 Dec | 409.10 | 22.3 | -5.10 | 31.06 | 2 | 0 | 10 | |||
| 11 Dec | 416.95 | 27.4 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 10 Dec | 414.05 | 27.4 | -8.90 | 17.64 | 8 | 7 | 9 | |||
| 9 Dec | 414.00 | 36.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 417.15 | 36.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 418.40 | 36.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 416.65 | 36.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 36.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 2 Dec | 421.70 | 36.3 | -19.50 | 28.82 | 4 | 1 | 1 | |||
| 29 Nov | 416.40 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 415.20 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 414.05 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 55.8 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 CE is 0.29
Historical price for 390 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 1.9, which was -5.45 lower than the previous day. The implied volatity was 22.09, the open interest changed by 290 which increased total open position to 684
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 7.35, which was -2.90 lower than the previous day. The implied volatity was 24.37, the open interest changed by 197 which increased total open position to 395
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 10.25, which was -4.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 94 which increased total open position to 202
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 14.95, which was -7.30 lower than the previous day. The implied volatity was 24.00, the open interest changed by 49 which increased total open position to 82
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 22.25, which was -0.95 lower than the previous day. The implied volatity was 24.43, the open interest changed by 2 which increased total open position to 33
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 23.2, which was 0.90 higher than the previous day. The implied volatity was 22.34, the open interest changed by 21 which increased total open position to 31
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 22.3, which was -5.10 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 10
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 27.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 27.4, which was -8.90 lower than the previous day. The implied volatity was 17.64, the open interest changed by 7 which increased total open position to 9
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 36.3, 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 36.3, 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 36.3, 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 36.3, 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 36.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 36.3, which was -19.50 lower than the previous day. The implied volatity was 28.82, the open interest changed by 1 which increased total open position to 1
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.18
Theta: -0.32
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 9.1 | 5.60 | 26.97 | 4,747 | -298 | 689 |
| 19 Dec | 391.95 | 3.5 | 0.25 | 23.87 | 4,906 | -71 | 999 |
| 18 Dec | 395.80 | 3.25 | 1.00 | 26.64 | 4,075 | 57 | 1,067 |
| 17 Dec | 402.90 | 2.25 | 1.10 | 28.32 | 1,431 | 73 | 1,014 |
| 16 Dec | 410.45 | 1.15 | 0.00 | 28.25 | 862 | -18 | 951 |
| 13 Dec | 410.30 | 1.15 | -0.85 | 25.51 | 2,306 | -119 | 960 |
| 12 Dec | 409.10 | 2 | 0.70 | 26.84 | 1,309 | 155 | 1,078 |
| 11 Dec | 416.95 | 1.3 | -0.30 | 28.91 | 589 | 65 | 925 |
| 10 Dec | 414.05 | 1.6 | -0.40 | 28.87 | 672 | -5 | 857 |
| 9 Dec | 414.00 | 2 | 0.10 | 29.39 | 513 | 89 | 866 |
| 6 Dec | 417.15 | 1.9 | -0.05 | 29.07 | 325 | 32 | 789 |
| 5 Dec | 418.40 | 1.95 | -0.30 | 28.67 | 792 | -5 | 755 |
| 4 Dec | 416.65 | 2.25 | 0.55 | 29.02 | 475 | 75 | 763 |
| 3 Dec | 422.10 | 1.7 | -0.20 | 29.03 | 518 | 74 | 699 |
| 2 Dec | 421.70 | 1.9 | -1.05 | 29.08 | 620 | 100 | 627 |
| 29 Nov | 416.40 | 2.95 | -0.70 | 28.74 | 623 | 131 | 530 |
| 28 Nov | 415.20 | 3.65 | 0.20 | 30.66 | 572 | -9 | 399 |
| 27 Nov | 417.15 | 3.45 | -1.05 | 30.41 | 573 | 24 | 408 |
| 26 Nov | 411.50 | 4.5 | 1.55 | 29.31 | 269 | 80 | 382 |
| 25 Nov | 417.45 | 2.95 | -0.90 | 28.41 | 384 | 176 | 300 |
| 22 Nov | 414.05 | 3.85 | -2.15 | 27.48 | 247 | 150 | 274 |
| 21 Nov | 406.00 | 6 | 1.85 | 28.24 | 96 | 67 | 124 |
| 20 Nov | 412.25 | 4.15 | 0.00 | 26.33 | 56 | 43 | 58 |
| 19 Nov | 412.25 | 4.15 | -2.35 | 26.33 | 56 | 44 | 58 |
| 18 Nov | 413.35 | 6.5 | 0.00 | 0.00 | 0 | 13 | 0 |
| 14 Nov | 409.75 | 6.5 | 1.05 | 29.62 | 13 | 12 | 13 |
| 13 Nov | 406.90 | 5.45 | -1.50 | 25.42 | 1 | 0 | 0 |
| 12 Nov | 414.05 | 6.95 | 0.00 | 6.07 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 6.95 | 0.00 | 7.10 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 6.95 | 0.00 | 8.72 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 6.95 | 0.00 | 9.43 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 6.95 | 9.25 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 PE is -0.68
Historical price for 390 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 9.1, which was 5.60 higher than the previous day. The implied volatity was 26.97, the open interest changed by -298 which decreased total open position to 689
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 23.87, the open interest changed by -71 which decreased total open position to 999
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 3.25, which was 1.00 higher than the previous day. The implied volatity was 26.64, the open interest changed by 57 which increased total open position to 1067
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 2.25, which was 1.10 higher than the previous day. The implied volatity was 28.32, the open interest changed by 73 which increased total open position to 1014
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 28.25, the open interest changed by -18 which decreased total open position to 951
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 25.51, the open interest changed by -119 which decreased total open position to 960
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 26.84, the open interest changed by 155 which increased total open position to 1078
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 28.91, the open interest changed by 65 which increased total open position to 925
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 28.87, the open interest changed by -5 which decreased total open position to 857
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 29.39, the open interest changed by 89 which increased total open position to 866
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 29.07, the open interest changed by 32 which increased total open position to 789
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 28.67, the open interest changed by -5 which decreased total open position to 755
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 29.02, the open interest changed by 75 which increased total open position to 763
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1.7, which was -0.20 lower than the previous day. The implied volatity was 29.03, the open interest changed by 74 which increased total open position to 699
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 100 which increased total open position to 627
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 28.74, the open interest changed by 131 which increased total open position to 530
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 3.65, which was 0.20 higher than the previous day. The implied volatity was 30.66, the open interest changed by -9 which decreased total open position to 399
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 24 which increased total open position to 408
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 4.5, which was 1.55 higher than the previous day. The implied volatity was 29.31, the open interest changed by 80 which increased total open position to 382
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 2.95, which was -0.90 lower than the previous day. The implied volatity was 28.41, the open interest changed by 176 which increased total open position to 300
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.85, which was -2.15 lower than the previous day. The implied volatity was 27.48, the open interest changed by 150 which increased total open position to 274
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 6, which was 1.85 higher than the previous day. The implied volatity was 28.24, the open interest changed by 67 which increased total open position to 124
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 43 which increased total open position to 58
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.15, which was -2.35 lower than the previous day. The implied volatity was 26.33, the open interest changed by 44 which increased total open position to 58
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.5, which was 1.05 higher than the previous day. The implied volatity was 29.62, the open interest changed by 12 which increased total open position to 13
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.45, which was -1.50 lower than the previous day. The implied volatity was 25.42, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 6.95, which was 0.00 lower than the previous day. The implied volatity was 9.43, 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 6.95, which was lower than the previous day. The implied volatity was 9.25, the open interest changed by 0 which decreased total open position to 0
