COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 394.25 CE | ||||||||||
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Delta: 0.79
Vega: 0.16
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 15.1 | -11.15 | 30.22 | 8.5 | -1.5 | 18 | |||
| 20 Nov | 412.25 | 26.25 | 0.00 | 57.71 | 2 | -1 | 20.5 | |||
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| 19 Nov | 412.25 | 26.25 | 7.05 | 57.71 | 2 | 0 | 20.5 | |||
| 18 Nov | 413.35 | 19.2 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 14 Nov | 409.75 | 19.2 | 1.20 | 22.82 | 4 | 2.5 | 20.5 | |||
| 13 Nov | 406.90 | 18 | -13.00 | 26.28 | 4.5 | 2.5 | 18 | |||
| 12 Nov | 414.05 | 31 | 0.00 | 0.00 | 0 | -1.5 | 0 | |||
| 11 Nov | 421.55 | 31 | -3.40 | 28.78 | 2.5 | -0.5 | 16.5 | |||
| 8 Nov | 424.05 | 34.4 | -14.10 | 34.53 | 0.5 | 0 | 17 | |||
| 7 Nov | 435.35 | 48.5 | 6.75 | 49.14 | 5 | -3.5 | 17.5 | |||
| 6 Nov | 435.80 | 41.75 | 3.45 | - | 0.5 | 0 | 21 | |||
| 5 Nov | 434.90 | 38.3 | 0.00 | 0 | 21 | 0 | ||||
For Coal India Ltd - strike price 394.25 expiring on 28NOV2024
Delta for 394.25 CE is 0.79
Historical price for 394.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 15.1, which was -11.15 lower than the previous day. The implied volatity was 30.22, the open interest changed by -3 which decreased total open position to 36
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 26.25, which was 0.00 lower than the previous day. The implied volatity was 57.71, the open interest changed by -2 which decreased total open position to 41
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 26.25, which was 7.05 higher than the previous day. The implied volatity was 57.71, the open interest changed by 0 which decreased total open position to 41
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 19.2, which was 1.20 higher than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 41
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 18, which was -13.00 lower than the previous day. The implied volatity was 26.28, the open interest changed by 5 which increased total open position to 36
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 31, which was -3.40 lower than the previous day. The implied volatity was 28.78, the open interest changed by -1 which decreased total open position to 33
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 34.4, which was -14.10 lower than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 34
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 48.5, which was 6.75 higher than the previous day. The implied volatity was 49.14, the open interest changed by -7 which decreased total open position to 35
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 41.75, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 38.3, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
| COALINDIA 28NOV2024 394.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.16
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 2.15 | 0.50 | 30.56 | 190 | -9 | 120.5 |
| 20 Nov | 412.25 | 1.65 | 0.00 | 30.86 | 91 | -27.5 | 130 |
| 19 Nov | 412.25 | 1.65 | 0.05 | 30.86 | 91 | -27 | 130 |
| 18 Nov | 413.35 | 1.6 | -0.85 | 29.64 | 261.5 | 8 | 158.5 |
| 14 Nov | 409.75 | 2.45 | -0.70 | 27.17 | 345.5 | -4.5 | 151.5 |
| 13 Nov | 406.90 | 3.15 | 0.80 | 26.74 | 98 | -4 | 155 |
| 12 Nov | 414.05 | 2.35 | 0.85 | 27.87 | 76.5 | -1.5 | 160 |
| 11 Nov | 421.55 | 1.5 | -0.20 | 28.68 | 90 | 15 | 162.5 |
| 8 Nov | 424.05 | 1.7 | 0.85 | 28.65 | 153.5 | -18.5 | 147.5 |
| 7 Nov | 435.35 | 0.85 | 0.00 | 29.29 | 56 | -19.5 | 166 |
| 6 Nov | 435.80 | 0.85 | -0.65 | 29.26 | 127 | -27.5 | 196.5 |
| 5 Nov | 434.90 | 1.5 | 31.95 | 206.5 | 15 | 223.5 | |
For Coal India Ltd - strike price 394.25 expiring on 28NOV2024
Delta for 394.25 PE is -0.21
Historical price for 394.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.15, which was 0.50 higher than the previous day. The implied volatity was 30.56, the open interest changed by -18 which decreased total open position to 241
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 30.86, the open interest changed by -55 which decreased total open position to 260
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 30.86, the open interest changed by -54 which decreased total open position to 260
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 29.64, the open interest changed by 16 which increased total open position to 317
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.45, which was -0.70 lower than the previous day. The implied volatity was 27.17, the open interest changed by -9 which decreased total open position to 303
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 3.15, which was 0.80 higher than the previous day. The implied volatity was 26.74, the open interest changed by -8 which decreased total open position to 310
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.35, which was 0.85 higher than the previous day. The implied volatity was 27.87, the open interest changed by -3 which decreased total open position to 320
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 28.68, the open interest changed by 30 which increased total open position to 325
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.7, which was 0.85 higher than the previous day. The implied volatity was 28.65, the open interest changed by -37 which decreased total open position to 295
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 29.29, the open interest changed by -39 which decreased total open position to 332
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by -55 which decreased total open position to 393
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 31.95, the open interest changed by 30 which increased total open position to 447
