COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 399.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.70
Vega: 0.19
Theta: -0.46
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 11 | -10.35 | 27.81 | 110.5 | -2.5 | 21.5 | |||
| 20 Nov | 412.25 | 21.35 | 0.00 | 50.82 | 2 | -2 | 26 | |||
| 19 Nov | 412.25 | 21.35 | 4.40 | 50.82 | 2 | 0 | 26 | |||
| 18 Nov | 413.35 | 16.95 | 1.65 | 25.93 | 13.5 | -0.5 | 26.5 | |||
| 14 Nov | 409.75 | 15.3 | 0.50 | 23.03 | 17.5 | 0.5 | 26.5 | |||
| 13 Nov | 406.90 | 14.8 | -4.20 | 27.44 | 42.5 | 11 | 25.5 | |||
| 12 Nov | 414.05 | 19 | -7.00 | 25.17 | 19 | 3.5 | 14 | |||
|
|
||||||||||
| 11 Nov | 421.55 | 26 | -3.10 | 25.04 | 7 | 0 | 10.5 | |||
| 8 Nov | 424.05 | 29.1 | -8.75 | 29.48 | 5.5 | 1 | 11 | |||
| 7 Nov | 435.35 | 37.85 | 2.00 | - | 5 | -4 | 10 | |||
| 6 Nov | 435.80 | 35.85 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 5 Nov | 434.90 | 35.85 | - | 4 | 0.5 | 13 | ||||
For Coal India Ltd - strike price 399.25 expiring on 28NOV2024
Delta for 399.25 CE is 0.70
Historical price for 399.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 11, which was -10.35 lower than the previous day. The implied volatity was 27.81, the open interest changed by -5 which decreased total open position to 43
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 50.82, the open interest changed by -4 which decreased total open position to 52
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 21.35, which was 4.40 higher than the previous day. The implied volatity was 50.82, the open interest changed by 0 which decreased total open position to 52
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 16.95, which was 1.65 higher than the previous day. The implied volatity was 25.93, the open interest changed by -1 which decreased total open position to 53
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 15.3, which was 0.50 higher than the previous day. The implied volatity was 23.03, the open interest changed by 1 which increased total open position to 53
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 14.8, which was -4.20 lower than the previous day. The implied volatity was 27.44, the open interest changed by 22 which increased total open position to 51
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 19, which was -7.00 lower than the previous day. The implied volatity was 25.17, the open interest changed by 7 which increased total open position to 28
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 26, which was -3.10 lower than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 21
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 29.1, which was -8.75 lower than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 22
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 37.85, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 20
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 35.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 35.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
| COALINDIA 28NOV2024 399.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.20
Theta: -0.38
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 3.25 | 0.90 | 29.17 | 556.5 | 31.5 | 132.5 |
| 20 Nov | 412.25 | 2.35 | 0.00 | 29.26 | 236 | 6.5 | 100.5 |
| 19 Nov | 412.25 | 2.35 | -0.05 | 29.26 | 236 | 6 | 100.5 |
| 18 Nov | 413.35 | 2.4 | -1.00 | 28.77 | 538.5 | -4.5 | 95 |
| 14 Nov | 409.75 | 3.4 | -1.00 | 26.08 | 499.5 | 2.5 | 99.5 |
| 13 Nov | 406.90 | 4.4 | 1.10 | 26.03 | 94.5 | 7 | 94.5 |
| 12 Nov | 414.05 | 3.3 | 1.20 | 27.28 | 43 | 7.5 | 87.5 |
| 11 Nov | 421.55 | 2.1 | 0.00 | 28.00 | 97 | 4.5 | 82.5 |
| 8 Nov | 424.05 | 2.1 | 0.95 | 27.09 | 94.5 | 2.5 | 78.5 |
| 7 Nov | 435.35 | 1.15 | -0.05 | 28.54 | 20 | -5.5 | 76 |
| 6 Nov | 435.80 | 1.2 | -0.65 | 28.88 | 70.5 | -17.5 | 82 |
| 5 Nov | 434.90 | 1.85 | 30.82 | 160.5 | 25 | 100 | |
For Coal India Ltd - strike price 399.25 expiring on 28NOV2024
Delta for 399.25 PE is -0.30
Historical price for 399.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 3.25, which was 0.90 higher than the previous day. The implied volatity was 29.17, the open interest changed by 63 which increased total open position to 265
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 29.26, the open interest changed by 13 which increased total open position to 201
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 12 which increased total open position to 201
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 2.4, which was -1.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by -9 which decreased total open position to 190
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.4, which was -1.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 5 which increased total open position to 199
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.4, which was 1.10 higher than the previous day. The implied volatity was 26.03, the open interest changed by 14 which increased total open position to 189
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.3, which was 1.20 higher than the previous day. The implied volatity was 27.28, the open interest changed by 15 which increased total open position to 175
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 9 which increased total open position to 165
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.1, which was 0.95 higher than the previous day. The implied volatity was 27.09, the open interest changed by 5 which increased total open position to 157
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by -11 which decreased total open position to 152
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 28.88, the open interest changed by -35 which decreased total open position to 164
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was 30.82, the open interest changed by 50 which increased total open position to 200
