COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.13
Theta: -0.27
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 1.1 | -3.60 | 24.03 | 5,373 | 197 | 793 | |||
| 19 Dec | 391.95 | 4.7 | -2.45 | 24.37 | 3,786 | 240 | 595 | |||
| 18 Dec | 395.80 | 7.15 | -3.75 | 25.73 | 1,402 | 278 | 354 | |||
| 17 Dec | 402.90 | 10.9 | -7.45 | 22.80 | 91 | 3 | 71 | |||
| 16 Dec | 410.45 | 18.35 | -0.20 | 27.22 | 7 | 0 | 65 | |||
| 13 Dec | 410.30 | 18.55 | 1.55 | 20.68 | 132 | 54 | 66 | |||
| 12 Dec | 409.10 | 17 | -5.55 | 24.78 | 10 | 6 | 12 | |||
| 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 | |||
| 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 0.18
Historical price for 395 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 1.1, which was -3.60 lower than the previous day. The implied volatity was 24.03, the open interest changed by 197 which increased total open position to 793
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 4.7, which was -2.45 lower than the previous day. The implied volatity was 24.37, the open interest changed by 240 which increased total open position to 595
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 7.15, which was -3.75 lower than the previous day. The implied volatity was 25.73, the open interest changed by 278 which increased total open position to 354
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 10.9, which was -7.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 3 which increased total open position to 71
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 18.35, which was -0.20 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 65
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 18.55, which was 1.55 higher than the previous day. The implied volatity was 20.68, the open interest changed by 54 which increased total open position to 66
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 17, which was -5.55 lower than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 12
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.15
Theta: -0.29
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 13.3 | 7.60 | 30.13 | 1,476 | -130 | 631 |
| 19 Dec | 391.95 | 5.7 | 0.60 | 23.24 | 3,593 | -813 | 761 |
| 18 Dec | 395.80 | 5.1 | 1.60 | 26.23 | 12,210 | 856 | 1,597 |
| 17 Dec | 402.90 | 3.5 | 1.85 | 27.77 | 1,471 | 65 | 818 |
| 16 Dec | 410.45 | 1.65 | 0.05 | 26.53 | 1,113 | 20 | 753 |
| 13 Dec | 410.30 | 1.6 | -1.20 | 23.82 | 2,661 | -109 | 735 |
| 12 Dec | 409.10 | 2.8 | 1.00 | 25.66 | 930 | 197 | 851 |
| 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 -0.77
Historical price for 395 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 13.3, which was 7.60 higher than the previous day. The implied volatity was 30.13, the open interest changed by -130 which decreased total open position to 631
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 5.7, which was 0.60 higher than the previous day. The implied volatity was 23.24, the open interest changed by -813 which decreased total open position to 761
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 5.1, which was 1.60 higher than the previous day. The implied volatity was 26.23, the open interest changed by 856 which increased total open position to 1597
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 3.5, which was 1.85 higher than the previous day. The implied volatity was 27.77, the open interest changed by 65 which increased total open position to 818
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 26.53, the open interest changed by 20 which increased total open position to 753
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 23.82, the open interest changed by -109 which decreased total open position to 735
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 2.8, which was 1.00 higher than the previous day. The implied volatity was 25.66, the open interest changed by 197 which increased total open position to 851
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
