COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 399.25 CE | ||||||||||
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Delta: 0.12
Vega: 0.10
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 0.75 | -2.25 | 26.16 | 2,558 | 141 | 379 | |||
| 19 Dec | 391.95 | 3 | -2.10 | 24.23 | 2,115 | 76 | 234 | |||
| 18 Dec | 395.80 | 5.1 | -3.45 | 25.92 | 1,084 | 100 | 159 | |||
| 17 Dec | 402.90 | 8.55 | -5.75 | 24.74 | 215 | 28 | 58 | |||
| 16 Dec | 410.45 | 14.3 | -2.00 | 23.59 | 19 | -1 | 30 | |||
| 13 Dec | 410.30 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 409.10 | 16.3 | -5.50 | 33.15 | 5 | 0 | 31 | |||
| 11 Dec | 416.95 | 21.8 | 2.80 | 27.57 | 3 | 2 | 30 | |||
| 10 Dec | 414.05 | 19 | -1.20 | 18.57 | 3 | 2 | 28 | |||
| 9 Dec | 414.00 | 20.2 | -2.65 | 26.72 | 1 | 0 | 26 | |||
| 6 Dec | 417.15 | 22.85 | 0.25 | 23.21 | 1 | 0 | 26 | |||
| 5 Dec | 418.40 | 22.6 | -3.95 | 21.25 | 3 | -1 | 25 | |||
| 4 Dec | 416.65 | 26.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 3 Dec | 422.10 | 26.55 | 2.65 | 18.36 | 1 | 0 | 25 | |||
| 2 Dec | 421.70 | 23.9 | 0.00 | 0.00 | 0 | 25 | 0 | |||
| 29 Nov | 416.40 | 23.9 | -28.35 | 24.89 | 28 | 24 | 24 | |||
| 28 Nov | 415.20 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.15 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 411.50 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 417.45 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 52.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 52.25 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 399.25 expiring on 26DEC2024
Delta for 399.25 CE is 0.12
Historical price for 399.25 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.75, which was -2.25 lower than the previous day. The implied volatity was 26.16, the open interest changed by 141 which increased total open position to 379
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 3, which was -2.10 lower than the previous day. The implied volatity was 24.23, the open interest changed by 76 which increased total open position to 234
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 5.1, which was -3.45 lower than the previous day. The implied volatity was 25.92, the open interest changed by 100 which increased total open position to 159
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 8.55, which was -5.75 lower than the previous day. The implied volatity was 24.74, the open interest changed by 28 which increased total open position to 58
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 14.3, which was -2.00 lower than the previous day. The implied volatity was 23.59, the open interest changed by -1 which decreased total open position to 30
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 16.3, 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 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 16.3, which was -5.50 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 31
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 21.8, which was 2.80 higher than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 30
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 19, which was -1.20 lower than the previous day. The implied volatity was 18.57, the open interest changed by 2 which increased total open position to 28
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 20.2, which was -2.65 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 26
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 22.85, which was 0.25 higher than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 26
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 22.6, which was -3.95 lower than the previous day. The implied volatity was 21.25, the open interest changed by -1 which decreased total open position to 25
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 26.55, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 26.55, which was 2.65 higher than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 25
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 23.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 23.9, which was -28.35 lower than the previous day. The implied volatity was 24.89, the open interest changed by 24 which increased total open position to 24
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 52.25, 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 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 52.25, 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 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 52.25, 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 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 52.25, 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 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 52.25, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 52.25, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 52.25, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 52.25, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 52.25, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 52.25, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 52.25, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 52.25, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 52.25, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 52.25, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 52.25, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 52.25, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 52.25, 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 399.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.13
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 17.2 | 8.75 | 33.57 | 310 | 13 | 150 |
| 19 Dec | 391.95 | 8.45 | 1.30 | 24.05 | 551 | -54 | 137 |
| 18 Dec | 395.80 | 7.15 | 2.15 | 25.81 | 1,605 | -41 | 192 |
| 17 Dec | 402.90 | 5 | 2.55 | 27.56 | 526 | 41 | 235 |
| 16 Dec | 410.45 | 2.45 | 0.25 | 26.02 | 475 | 50 | 199 |
| 13 Dec | 410.30 | 2.2 | -1.60 | 22.66 | 1,224 | -59 | 149 |
| 12 Dec | 409.10 | 3.8 | 1.45 | 24.99 | 679 | 23 | 211 |
| 11 Dec | 416.95 | 2.35 | -0.50 | 26.85 | 301 | 29 | 201 |
| 10 Dec | 414.05 | 2.85 | -0.65 | 27.03 | 230 | 26 | 168 |
| 9 Dec | 414.00 | 3.5 | 0.30 | 27.85 | 82 | -5 | 142 |
| 6 Dec | 417.15 | 3.2 | -0.10 | 27.53 | 124 | 28 | 148 |
| 5 Dec | 418.40 | 3.3 | -0.40 | 27.30 | 262 | 14 | 113 |
| 4 Dec | 416.65 | 3.7 | 0.95 | 27.63 | 202 | 3 | 94 |
| 3 Dec | 422.10 | 2.75 | -0.30 | 27.42 | 98 | 9 | 90 |
| 2 Dec | 421.70 | 3.05 | -1.55 | 27.58 | 87 | 23 | 83 |
| 29 Nov | 416.40 | 4.6 | -0.80 | 27.48 | 86 | -1 | 60 |
| 28 Nov | 415.20 | 5.4 | 0.60 | 29.25 | 68 | 16 | 61 |
| 27 Nov | 417.15 | 4.8 | -2.15 | 28.20 | 39 | 22 | 43 |
| 26 Nov | 411.50 | 6.95 | -3.65 | 28.80 | 25 | 21 | 21 |
| 25 Nov | 417.45 | 10.6 | 0.00 | 5.74 | 0 | 0 | 0 |
| 22 Nov | 414.05 | 10.6 | 0.00 | 4.48 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 10.6 | 0.00 | 2.73 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 10.6 | 0.00 | 3.96 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 10.6 | 0.00 | 3.96 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 10.6 | 0.00 | 4.19 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 10.6 | 0.00 | 3.49 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 10.6 | 0.00 | 2.88 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 10.6 | 0.00 | 4.14 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 10.6 | 0.00 | 5.68 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 10.6 | 0.00 | 5.86 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 10.6 | 0.00 | 7.83 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 10.6 | 0.00 | 7.99 | 0 | 0 | 0 |
| 5 Nov | 434.90 | 10.6 | 7.58 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 399.25 expiring on 26DEC2024
Delta for 399.25 PE is -0.82
Historical price for 399.25 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 17.2, which was 8.75 higher than the previous day. The implied volatity was 33.57, the open interest changed by 13 which increased total open position to 150
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 8.45, which was 1.30 higher than the previous day. The implied volatity was 24.05, the open interest changed by -54 which decreased total open position to 137
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 7.15, which was 2.15 higher than the previous day. The implied volatity was 25.81, the open interest changed by -41 which decreased total open position to 192
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 5, which was 2.55 higher than the previous day. The implied volatity was 27.56, the open interest changed by 41 which increased total open position to 235
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 26.02, the open interest changed by 50 which increased total open position to 199
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 22.66, the open interest changed by -59 which decreased total open position to 149
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 3.8, which was 1.45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 23 which increased total open position to 211
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 26.85, the open interest changed by 29 which increased total open position to 201
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 26 which increased total open position to 168
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 3.5, which was 0.30 higher than the previous day. The implied volatity was 27.85, the open interest changed by -5 which decreased total open position to 142
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 27.53, the open interest changed by 28 which increased total open position to 148
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 27.30, the open interest changed by 14 which increased total open position to 113
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 27.63, the open interest changed by 3 which increased total open position to 94
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.75, which was -0.30 lower than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 90
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 3.05, which was -1.55 lower than the previous day. The implied volatity was 27.58, the open interest changed by 23 which increased total open position to 83
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 4.6, which was -0.80 lower than the previous day. The implied volatity was 27.48, the open interest changed by -1 which decreased total open position to 60
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 5.4, which was 0.60 higher than the previous day. The implied volatity was 29.25, the open interest changed by 16 which increased total open position to 61
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 4.8, which was -2.15 lower than the previous day. The implied volatity was 28.20, the open interest changed by 22 which increased total open position to 43
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 6.95, which was -3.65 lower than the previous day. The implied volatity was 28.80, the open interest changed by 21 which increased total open position to 21
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 4.48, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 7.83, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 0
