COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:33 AM IST
| COALINDIA 26DEC2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.22
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.60 | 18.95 | -3.60 | 24.89 | 1 | 0 | 6 | |||
| 11 Dec | 416.95 | 22.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 414.05 | 22.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 414.00 | 22.55 | 0.25 | 22.11 | 2 | 0 | 5 | |||
| 6 Dec | 417.15 | 22.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 418.40 | 22.3 | -2.00 | - | 4 | 0 | 3 | |||
| 4 Dec | 416.65 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 422.10 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 421.70 | 24.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 416.40 | 24.3 | -27.75 | - | 3 | 0 | 0 | |||
| 28 Nov | 415.20 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 421.55 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 52.05 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 CE is 0.81
Historical price for 395 CE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 18.95, which was -3.60 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 6
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 22.55, 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 22.55, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 22.55, which was 0.25 higher than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 5
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 22.3, 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 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 22.3, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 24.3, 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 24.3, 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 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 24.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 24.3, which was -27.75 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, 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 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.23
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.60 | 2.7 | 0.90 | 27.33 | 365 | 94 | 748 |
| 11 Dec | 416.95 | 1.8 | -0.35 | 27.83 | 468 | 1 | 650 |
| 10 Dec | 414.05 | 2.15 | -0.60 | 27.68 | 650 | 64 | 632 |
| 9 Dec | 414.00 | 2.75 | 0.30 | 28.69 | 307 | 35 | 567 |
| 6 Dec | 417.15 | 2.45 | -0.10 | 27.92 | 452 | 136 | 528 |
| 5 Dec | 418.40 | 2.55 | -0.35 | 27.73 | 586 | 1 | 393 |
| 4 Dec | 416.65 | 2.9 | 0.65 | 28.07 | 549 | 117 | 386 |
| 3 Dec | 422.10 | 2.25 | -0.20 | 28.34 | 267 | 14 | 271 |
| 2 Dec | 421.70 | 2.45 | -1.30 | 28.24 | 532 | -47 | 257 |
| 29 Nov | 416.40 | 3.75 | -0.65 | 28.02 | 833 | 134 | 304 |
| 28 Nov | 415.20 | 4.4 | 0.10 | 29.55 | 665 | 46 | 168 |
| 27 Nov | 417.15 | 4.3 | -1.55 | 29.75 | 174 | 42 | 122 |
| 26 Nov | 411.50 | 5.85 | 1.85 | 29.36 | 105 | 53 | 78 |
| 25 Nov | 417.45 | 4 | -1.35 | 28.60 | 77 | 19 | 24 |
| 22 Nov | 414.05 | 5.35 | -2.50 | 27.97 | 8 | 0 | 5 |
| 21 Nov | 406.00 | 7.85 | 1.10 | 28.83 | 4 | 2 | 4 |
| 20 Nov | 412.25 | 6.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 6.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 6.75 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 409.75 | 6.75 | -1.40 | 26.95 | 2 | 0 | 0 |
| 13 Nov | 406.90 | 8.15 | 0.00 | 3.61 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 8.15 | 0.00 | 5.07 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 8.15 | 0.00 | 6.50 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 8.15 | 0.00 | 6.54 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 8.15 | 0.00 | 8.70 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 8.15 | 8.57 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 PE is -0.21
Historical price for 395 PE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 2.7, which was 0.90 higher than the previous day. The implied volatity was 27.33, the open interest changed by 94 which increased total open position to 748
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 27.83, the open interest changed by 1 which increased total open position to 650
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.15, which was -0.60 lower than the previous day. The implied volatity was 27.68, the open interest changed by 64 which increased total open position to 632
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 2.75, which was 0.30 higher than the previous day. The implied volatity was 28.69, the open interest changed by 35 which increased total open position to 567
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 27.92, the open interest changed by 136 which increased total open position to 528
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 393
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 28.07, the open interest changed by 117 which increased total open position to 386
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.25, which was -0.20 lower than the previous day. The implied volatity was 28.34, the open interest changed by 14 which increased total open position to 271
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 2.45, which was -1.30 lower than the previous day. The implied volatity was 28.24, the open interest changed by -47 which decreased total open position to 257
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 28.02, the open interest changed by 134 which increased total open position to 304
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 4.4, which was 0.10 higher than the previous day. The implied volatity was 29.55, the open interest changed by 46 which increased total open position to 168
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 4.3, which was -1.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 42 which increased total open position to 122
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 5.85, which was 1.85 higher than the previous day. The implied volatity was 29.36, the open interest changed by 53 which increased total open position to 78
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 4, which was -1.35 lower than the previous day. The implied volatity was 28.60, the open interest changed by 19 which increased total open position to 24
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 5.35, which was -2.50 lower than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 5
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 7.85, which was 1.10 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 4
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.75, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.75, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.75, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.75, which was -1.40 lower than the previous day. The implied volatity was 26.95, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 8.70, 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 8.15, which was lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0
