COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 394.25 CE | ||||||||||
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Delta: 0.19
Vega: 0.13
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 1.2 | -3.95 | 23.80 | 3,254 | 207 | 468 | |||
| 19 Dec | 391.95 | 5.15 | -2.50 | 24.83 | 1,640 | 176 | 262 | |||
| 18 Dec | 395.80 | 7.65 | -3.90 | 26.09 | 232 | 53 | 87 | |||
| 17 Dec | 402.90 | 11.55 | -7.00 | 23.32 | 19 | 9 | 33 | |||
| 16 Dec | 410.45 | 18.55 | -0.10 | 24.64 | 12 | 5 | 23 | |||
| 13 Dec | 410.30 | 18.65 | 1.40 | 16.46 | 14 | 2 | 18 | |||
| 12 Dec | 409.10 | 17.25 | -6.60 | 23.34 | 17 | 11 | 13 | |||
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| 11 Dec | 416.95 | 23.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 23.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 414.00 | 23.85 | -3.30 | 25.43 | 2 | 0 | 2 | |||
| 6 Dec | 417.15 | 27.15 | -1.20 | 23.66 | 1 | 0 | 3 | |||
| 5 Dec | 418.40 | 28.35 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 416.65 | 28.35 | -1.30 | 29.11 | 1 | 0 | 4 | |||
| 3 Dec | 422.10 | 29.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 421.70 | 29.65 | 4.30 | - | 1 | 0 | 3 | |||
| 29 Nov | 416.40 | 25.35 | -84.05 | 12.67 | 3 | 2 | 2 | |||
| 28 Nov | 415.20 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 109.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 109.4 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 394.25 expiring on 26DEC2024
Delta for 394.25 CE is 0.19
Historical price for 394.25 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 1.2, which was -3.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by 207 which increased total open position to 468
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 5.15, which was -2.50 lower than the previous day. The implied volatity was 24.83, the open interest changed by 176 which increased total open position to 262
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 7.65, which was -3.90 lower than the previous day. The implied volatity was 26.09, the open interest changed by 53 which increased total open position to 87
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 11.55, which was -7.00 lower than the previous day. The implied volatity was 23.32, the open interest changed by 9 which increased total open position to 33
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 18.55, which was -0.10 lower than the previous day. The implied volatity was 24.64, the open interest changed by 5 which increased total open position to 23
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 18.65, which was 1.40 higher than the previous day. The implied volatity was 16.46, the open interest changed by 2 which increased total open position to 18
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 17.25, which was -6.60 lower than the previous day. The implied volatity was 23.34, the open interest changed by 11 which increased total open position to 13
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 23.85, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 23.85, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 23.85, which was -3.30 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 2
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 27.15, which was -1.20 lower than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 3
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 28.35, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 28.35, which was -1.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 4
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 29.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 29.65, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 25.35, which was -84.05 lower than the previous day. The implied volatity was 12.67, the open interest changed by 2 which increased total open position to 2
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 109.4, 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 Nov COALINDIA was trading at 434.90. The strike last trading price was 109.4, 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 394.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.15
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 12.6 | 7.25 | 29.35 | 1,115 | -109 | 159 |
| 19 Dec | 391.95 | 5.35 | 0.70 | 23.47 | 954 | -84 | 267 |
| 18 Dec | 395.80 | 4.65 | 1.35 | 25.71 | 1,485 | 45 | 351 |
| 17 Dec | 402.90 | 3.3 | 1.75 | 27.93 | 696 | 74 | 305 |
| 16 Dec | 410.45 | 1.55 | 0.00 | 26.71 | 639 | 21 | 229 |
| 13 Dec | 410.30 | 1.55 | -1.10 | 24.23 | 940 | -33 | 206 |
| 12 Dec | 409.10 | 2.65 | 0.95 | 25.78 | 718 | 14 | 243 |
| 11 Dec | 416.95 | 1.7 | -0.40 | 27.92 | 244 | -22 | 229 |
| 10 Dec | 414.05 | 2.1 | -0.55 | 28.07 | 294 | 20 | 248 |
| 9 Dec | 414.00 | 2.65 | 0.35 | 28.91 | 120 | 3 | 229 |
| 6 Dec | 417.15 | 2.3 | -0.15 | 27.85 | 63 | -7 | 227 |
| 5 Dec | 418.40 | 2.45 | -0.35 | 27.87 | 232 | -14 | 232 |
| 4 Dec | 416.65 | 2.8 | 0.70 | 28.24 | 136 | 25 | 251 |
| 3 Dec | 422.10 | 2.1 | -0.30 | 28.16 | 162 | 50 | 228 |
| 2 Dec | 421.70 | 2.4 | -1.30 | 28.53 | 184 | -19 | 182 |
| 29 Nov | 416.40 | 3.7 | -0.65 | 28.39 | 123 | 8 | 201 |
| 28 Nov | 415.20 | 4.35 | 0.25 | 30.02 | 38 | 11 | 193 |
| 27 Nov | 417.15 | 4.1 | -1.25 | 29.66 | 82 | 6 | 181 |
| 26 Nov | 411.50 | 5.35 | 1.85 | 28.61 | 89 | -9 | 176 |
| 25 Nov | 417.45 | 3.5 | -3.30 | 27.58 | 472 | -199 | 186 |
| 22 Nov | 414.05 | 6.8 | 0.00 | 0.00 | 0 | 122 | 0 |
| 21 Nov | 406.00 | 6.8 | 1.70 | 27.03 | 192 | 118 | 381 |
| 20 Nov | 412.25 | 5.1 | 0.00 | 26.34 | 289 | 206 | 258 |
| 19 Nov | 412.25 | 5.1 | -0.15 | 26.34 | 289 | 201 | 258 |
| 18 Nov | 413.35 | 5.25 | -1.70 | 26.77 | 2 | 0 | 57 |
| 14 Nov | 409.75 | 6.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 406.90 | 6.95 | 1.60 | 25.95 | 36 | 2 | 57 |
| 12 Nov | 414.05 | 5.35 | 1.40 | 25.76 | 35 | -8 | 55 |
| 11 Nov | 421.55 | 3.95 | -0.15 | 26.21 | 21 | 3 | 63 |
| 8 Nov | 424.05 | 4.1 | 1.70 | 26.63 | 31 | 17 | 61 |
| 7 Nov | 435.35 | 2.4 | -0.10 | 26.47 | 102 | 8 | 46 |
| 6 Nov | 435.80 | 2.5 | -1.30 | 26.99 | 129 | 0 | 37 |
| 5 Nov | 434.90 | 3.8 | 29.76 | 3 | 0 | 36 | |
For Coal India Ltd - strike price 394.25 expiring on 26DEC2024
Delta for 394.25 PE is -0.76
Historical price for 394.25 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 12.6, which was 7.25 higher than the previous day. The implied volatity was 29.35, the open interest changed by -109 which decreased total open position to 159
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 5.35, which was 0.70 higher than the previous day. The implied volatity was 23.47, the open interest changed by -84 which decreased total open position to 267
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 4.65, which was 1.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by 45 which increased total open position to 351
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 3.3, which was 1.75 higher than the previous day. The implied volatity was 27.93, the open interest changed by 74 which increased total open position to 305
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by 21 which increased total open position to 229
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 24.23, the open interest changed by -33 which decreased total open position to 206
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 2.65, which was 0.95 higher than the previous day. The implied volatity was 25.78, the open interest changed by 14 which increased total open position to 243
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 27.92, the open interest changed by -22 which decreased total open position to 229
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 28.07, the open interest changed by 20 which increased total open position to 248
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 2.65, which was 0.35 higher than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 229
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 27.85, the open interest changed by -7 which decreased total open position to 227
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 27.87, the open interest changed by -14 which decreased total open position to 232
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 28.24, the open interest changed by 25 which increased total open position to 251
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 28.16, the open interest changed by 50 which increased total open position to 228
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 2.4, which was -1.30 lower than the previous day. The implied volatity was 28.53, the open interest changed by -19 which decreased total open position to 182
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 28.39, the open interest changed by 8 which increased total open position to 201
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 30.02, the open interest changed by 11 which increased total open position to 193
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 4.1, which was -1.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by 6 which increased total open position to 181
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 5.35, which was 1.85 higher than the previous day. The implied volatity was 28.61, the open interest changed by -9 which decreased total open position to 176
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 3.5, which was -3.30 lower than the previous day. The implied volatity was 27.58, the open interest changed by -199 which decreased total open position to 186
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 122 which increased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 6.8, which was 1.70 higher than the previous day. The implied volatity was 27.03, the open interest changed by 118 which increased total open position to 381
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by 206 which increased total open position to 258
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.1, which was -0.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by 201 which increased total open position to 258
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 5.25, which was -1.70 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 57
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.95, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 6.95, which was 1.60 higher than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 57
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 5.35, which was 1.40 higher than the previous day. The implied volatity was 25.76, the open interest changed by -8 which decreased total open position to 55
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 3.95, which was -0.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 63
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 4.1, which was 1.70 higher than the previous day. The implied volatity was 26.63, the open interest changed by 17 which increased total open position to 61
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 26.47, the open interest changed by 8 which increased total open position to 46
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 2.5, which was -1.30 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 37
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 36
