COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.16
Theta: -0.42
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 14.25 | -5.60 | 28.57 | 38 | -7 | 14.5 | |||
| 20 Nov | 412.25 | 19.85 | 0.00 | 31.29 | 5.5 | -2.5 | 22 | |||
| 19 Nov | 412.25 | 19.85 | -1.40 | 31.29 | 5.5 | -2 | 22 | |||
| 18 Nov | 413.35 | 21.25 | 2.40 | 30.80 | 5.5 | 0 | 24.5 | |||
| 14 Nov | 409.75 | 18.85 | 0.85 | 24.12 | 45.5 | 11.5 | 24 | |||
| 13 Nov | 406.90 | 18 | -10.70 | 28.39 | 16.5 | 12.5 | 13 | |||
| 12 Nov | 414.05 | 28.7 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 11 Nov | 421.55 | 28.7 | -16.15 | - | 0.5 | 0 | 0 | |||
| 8 Nov | 424.05 | 44.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 44.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 44.85 | -73.40 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Oct | 449.15 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 445.55 | 118.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 441.65 | 118.25 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 CE is 0.79
Historical price for 395 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 14.25, which was -5.60 lower than the previous day. The implied volatity was 28.57, the open interest changed by -14 which decreased total open position to 29
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was 31.29, the open interest changed by -5 which decreased total open position to 44
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 19.85, which was -1.40 lower than the previous day. The implied volatity was 31.29, the open interest changed by -4 which decreased total open position to 44
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 21.25, which was 2.40 higher than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 49
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 18.85, which was 0.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by 23 which increased total open position to 48
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 18, which was -10.70 lower than the previous day. The implied volatity was 28.39, the open interest changed by 25 which increased total open position to 26
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 28.7, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 28.7, which was -16.15 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 44.85, 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 44.85, 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 44.85, which was -73.40 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, 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 118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 28NOV2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.17
Theta: -0.35
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 2.35 | 0.60 | 30.71 | 759 | 29.5 | 101.5 |
| 20 Nov | 412.25 | 1.75 | 0.00 | 30.58 | 250.5 | -21.5 | 75 |
| 19 Nov | 412.25 | 1.75 | 0.10 | 30.58 | 250.5 | -18.5 | 75 |
| 18 Nov | 413.35 | 1.65 | -0.85 | 29.19 | 244.5 | -6.5 | 95.5 |
| 14 Nov | 409.75 | 2.5 | -0.80 | 26.68 | 619.5 | 29 | 104 |
| 13 Nov | 406.90 | 3.3 | 0.85 | 26.57 | 586.5 | 28 | 74.5 |
| 12 Nov | 414.05 | 2.45 | 1.00 | 27.67 | 81.5 | 18 | 47 |
| 11 Nov | 421.55 | 1.45 | -0.15 | 27.86 | 66.5 | -0.5 | 29 |
| 8 Nov | 424.05 | 1.6 | 0.75 | 27.64 | 65 | 16 | 31 |
| 7 Nov | 435.35 | 0.85 | -0.10 | 28.87 | 14.5 | 5.5 | 14.5 |
| 6 Nov | 435.80 | 0.95 | -0.95 | 29.61 | 36.5 | 9 | 9 |
| 4 Nov | 443.30 | 1.9 | 1.50 | 37.30 | 26.5 | 11.5 | 12.5 |
| 1 Nov | 454.15 | 0.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 452.05 | 0.4 | -1.35 | - | 2 | 1 | 1 |
| 30 Oct | 449.15 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 445.55 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 441.65 | 1.75 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 PE is -0.23
Historical price for 395 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.35, which was 0.60 higher than the previous day. The implied volatity was 30.71, the open interest changed by 59 which increased total open position to 203
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 30.58, the open interest changed by -43 which decreased total open position to 150
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 30.58, the open interest changed by -37 which decreased total open position to 150
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 29.19, the open interest changed by -13 which decreased total open position to 191
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 26.68, the open interest changed by 58 which increased total open position to 208
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 3.3, which was 0.85 higher than the previous day. The implied volatity was 26.57, the open interest changed by 56 which increased total open position to 149
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.45, which was 1.00 higher than the previous day. The implied volatity was 27.67, the open interest changed by 36 which increased total open position to 94
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 27.86, the open interest changed by -1 which decreased total open position to 58
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.6, which was 0.75 higher than the previous day. The implied volatity was 27.64, the open interest changed by 32 which increased total open position to 62
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by 11 which increased total open position to 29
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 29.61, the open interest changed by 18 which increased total open position to 18
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 1.9, which was 1.50 higher than the previous day. The implied volatity was 37.30, the open interest changed by 23 which increased total open position to 25
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 0.4, 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 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 0.4, which was -1.35 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 1.75, 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 1.75, 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 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
