COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.14
Theta: -0.40
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 18.8 | -13.95 | 32.17 | 14.5 | 0.5 | 7.5 | |||
| 20 Nov | 412.25 | 32.75 | 0.00 | 76.57 | 4 | -1 | 7.5 | |||
| 19 Nov | 412.25 | 32.75 | 10.10 | 76.57 | 4 | -0.5 | 7.5 | |||
| 18 Nov | 413.35 | 22.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 409.75 | 22.65 | 1.50 | 21.46 | 7 | 3 | 8 | |||
| 13 Nov | 406.90 | 21.15 | -27.95 | 25.54 | 6 | 4.5 | 4.5 | |||
| 12 Nov | 414.05 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 49.1 | -73.80 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 122.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 122.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 122.9 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Oct | 449.15 | 122.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 445.55 | 122.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 441.65 | 122.9 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 CE is 0.84
Historical price for 390 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 18.8, which was -13.95 lower than the previous day. The implied volatity was 32.17, the open interest changed by 1 which increased total open position to 15
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 76.57, the open interest changed by -2 which decreased total open position to 15
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 32.75, which was 10.10 higher than the previous day. The implied volatity was 76.57, the open interest changed by -1 which decreased total open position to 15
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 22.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 22.65, which was 1.50 higher than the previous day. The implied volatity was 21.46, the open interest changed by 6 which increased total open position to 16
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 21.15, which was -27.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 9 which increased total open position to 9
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 49.1, 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 49.1, 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 49.1, 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 49.1, 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 49.1, which was -73.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 122.9, 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 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 122.9, 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 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 122.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 122.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 122.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 122.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 28NOV2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.14
Theta: -0.30
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 1.6 | 0.35 | 32.51 | 408.5 | 6.5 | 157 |
| 20 Nov | 412.25 | 1.25 | 0.00 | 31.74 | 163 | -18.5 | 154 |
| 19 Nov | 412.25 | 1.25 | 0.10 | 31.74 | 163 | -15 | 154 |
| 18 Nov | 413.35 | 1.15 | -0.65 | 30.64 | 167 | -14.5 | 171 |
| 14 Nov | 409.75 | 1.8 | -0.60 | 27.87 | 508 | 38.5 | 191 |
| 13 Nov | 406.90 | 2.4 | 0.55 | 27.63 | 498.5 | 96.5 | 151.5 |
| 12 Nov | 414.05 | 1.85 | 0.70 | 28.97 | 81 | 4.5 | 54 |
| 11 Nov | 421.55 | 1.15 | -0.20 | 29.48 | 163 | -27.5 | 50.5 |
| 8 Nov | 424.05 | 1.35 | 0.65 | 29.50 | 136 | 69.5 | 79 |
| 7 Nov | 435.35 | 0.7 | 0.00 | 30.35 | 5 | 0.5 | 6.5 |
| 6 Nov | 435.80 | 0.7 | -0.80 | 30.27 | 12 | 5.5 | 5.5 |
| 4 Nov | 443.30 | 1.5 | 0.35 | 37.83 | 232 | 11.5 | 179.5 |
| 1 Nov | 454.15 | 1.15 | -0.05 | 38.29 | 28.5 | 7 | 166 |
| 31 Oct | 452.05 | 1.2 | 0.00 | - | 86 | 15 | 153 |
| 30 Oct | 449.15 | 1.2 | -0.20 | - | 118 | 23 | 137 |
| 29 Oct | 445.55 | 1.4 | -1.05 | - | 70 | 5 | 114 |
| 28 Oct | 441.65 | 2.45 | - | 291 | 108 | 108 | |
For Coal India Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 PE is -0.16
Historical price for 390 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 32.51, the open interest changed by 13 which increased total open position to 314
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 31.74, the open interest changed by -37 which decreased total open position to 308
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 31.74, the open interest changed by -30 which decreased total open position to 308
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 30.64, the open interest changed by -29 which decreased total open position to 342
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 27.87, the open interest changed by 77 which increased total open position to 382
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 27.63, the open interest changed by 193 which increased total open position to 303
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.85, which was 0.70 higher than the previous day. The implied volatity was 28.97, the open interest changed by 9 which increased total open position to 108
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 29.48, the open interest changed by -55 which decreased total open position to 101
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.35, which was 0.65 higher than the previous day. The implied volatity was 29.50, the open interest changed by 139 which increased total open position to 158
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 30.35, the open interest changed by 1 which increased total open position to 13
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 30.27, the open interest changed by 11 which increased total open position to 11
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 37.83, the open interest changed by 23 which increased total open position to 359
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 38.29, the open interest changed by 14 which increased total open position to 332
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 1.4, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
