COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:03 AM IST
| COALINDIA 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.23
Theta: -0.28
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 413.70 | 17.5 | -3.90 | 23.58 | 82 | 32 | 464 | |||
| 11 Dec | 416.95 | 21.4 | 0.75 | 28.36 | 182 | -6 | 433 | |||
| 10 Dec | 414.05 | 20.65 | 0.95 | 28.48 | 426 | -23 | 432 | |||
| 9 Dec | 414.00 | 19.7 | -2.80 | 26.94 | 232 | 55 | 460 | |||
| 6 Dec | 417.15 | 22.5 | 0.00 | 24.21 | 222 | -2 | 404 | |||
| 5 Dec | 418.40 | 22.5 | -0.45 | 23.30 | 451 | -6 | 407 | |||
| 4 Dec | 416.65 | 22.95 | -3.50 | 25.87 | 253 | 64 | 409 | |||
| 3 Dec | 422.10 | 26.45 | -0.70 | 21.34 | 153 | -68 | 345 | |||
| 2 Dec | 421.70 | 27.15 | 3.85 | 25.56 | 412 | -43 | 430 | |||
| 29 Nov | 416.40 | 23.3 | -1.75 | 24.78 | 583 | 58 | 470 | |||
| 28 Nov | 415.20 | 25.05 | -0.95 | 28.94 | 642 | 131 | 410 | |||
| 27 Nov | 417.15 | 26 | 5.65 | 27.76 | 613 | 73 | 279 | |||
| 26 Nov | 411.50 | 20.35 | -5.55 | 24.85 | 208 | 79 | 205 | |||
| 25 Nov | 417.45 | 25.9 | 3.55 | 24.11 | 90 | 17 | 121 | |||
| 22 Nov | 414.05 | 22.35 | 4.00 | 22.87 | 134 | 14 | 118 | |||
| 21 Nov | 406.00 | 18.35 | -4.45 | 25.26 | 126 | 76 | 105 | |||
| 20 Nov | 412.25 | 22.8 | 0.00 | 25.56 | 4 | 2 | 28 | |||
| 19 Nov | 412.25 | 22.8 | -0.70 | 25.56 | 4 | 1 | 28 | |||
| 18 Nov | 413.35 | 23.5 | 1.30 | 24.96 | 14 | 0 | 26 | |||
|
|
||||||||||
| 14 Nov | 409.75 | 22.2 | 1.00 | 24.59 | 28 | 11 | 25 | |||
| 13 Nov | 406.90 | 21.2 | -27.25 | 25.88 | 18 | 8 | 8 | |||
| 12 Nov | 414.05 | 48.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 48.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 48.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 48.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 48.45 | -69.45 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 117.9 | 117.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.80
Historical price for 400 CE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 17.5, which was -3.90 lower than the previous day. The implied volatity was 23.58, the open interest changed by 32 which increased total open position to 464
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 21.4, which was 0.75 higher than the previous day. The implied volatity was 28.36, the open interest changed by -6 which decreased total open position to 433
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 20.65, which was 0.95 higher than the previous day. The implied volatity was 28.48, the open interest changed by -23 which decreased total open position to 432
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 19.7, which was -2.80 lower than the previous day. The implied volatity was 26.94, the open interest changed by 55 which increased total open position to 460
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 24.21, the open interest changed by -2 which decreased total open position to 404
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 22.5, which was -0.45 lower than the previous day. The implied volatity was 23.30, the open interest changed by -6 which decreased total open position to 407
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 22.95, which was -3.50 lower than the previous day. The implied volatity was 25.87, the open interest changed by 64 which increased total open position to 409
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 26.45, which was -0.70 lower than the previous day. The implied volatity was 21.34, the open interest changed by -68 which decreased total open position to 345
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 27.15, which was 3.85 higher than the previous day. The implied volatity was 25.56, the open interest changed by -43 which decreased total open position to 430
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 23.3, which was -1.75 lower than the previous day. The implied volatity was 24.78, the open interest changed by 58 which increased total open position to 470
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 25.05, which was -0.95 lower than the previous day. The implied volatity was 28.94, the open interest changed by 131 which increased total open position to 410
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 26, which was 5.65 higher than the previous day. The implied volatity was 27.76, the open interest changed by 73 which increased total open position to 279
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 20.35, which was -5.55 lower than the previous day. The implied volatity was 24.85, the open interest changed by 79 which increased total open position to 205
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 25.9, which was 3.55 higher than the previous day. The implied volatity was 24.11, the open interest changed by 17 which increased total open position to 121
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 22.35, which was 4.00 higher than the previous day. The implied volatity was 22.87, the open interest changed by 14 which increased total open position to 118
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 18.35, which was -4.45 lower than the previous day. The implied volatity was 25.26, the open interest changed by 76 which increased total open position to 105
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 22.8, which was 0.00 lower than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 28
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 22.8, which was -0.70 lower than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 28
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 23.5, which was 1.30 higher than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 26
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 22.2, which was 1.00 higher than the previous day. The implied volatity was 24.59, the open interest changed by 11 which increased total open position to 25
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 21.2, which was -27.25 lower than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 8
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, which was -69.45 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 117.9, which was 117.90 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.25
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 413.70 | 3 | 0.60 | 26.73 | 572 | 301 | 2,059 |
| 11 Dec | 416.95 | 2.4 | -0.55 | 26.41 | 2,942 | -179 | 1,758 |
| 10 Dec | 414.05 | 2.95 | -0.70 | 26.75 | 1,627 | 9 | 1,934 |
| 9 Dec | 414.00 | 3.65 | 0.30 | 27.70 | 1,271 | 93 | 1,928 |
| 6 Dec | 417.15 | 3.35 | 0.00 | 27.45 | 2,340 | 211 | 1,839 |
| 5 Dec | 418.40 | 3.35 | -0.45 | 26.88 | 2,002 | 127 | 1,632 |
| 4 Dec | 416.65 | 3.8 | 0.90 | 27.36 | 2,201 | 405 | 1,506 |
| 3 Dec | 422.10 | 2.9 | -0.25 | 27.45 | 1,603 | 70 | 1,100 |
| 2 Dec | 421.70 | 3.15 | -1.60 | 27.40 | 2,642 | -201 | 1,031 |
| 29 Nov | 416.40 | 4.75 | -0.80 | 27.34 | 1,631 | 127 | 1,233 |
| 28 Nov | 415.20 | 5.55 | 0.25 | 29.09 | 2,086 | 19 | 1,105 |
| 27 Nov | 417.15 | 5.3 | -2.00 | 29.02 | 1,303 | 307 | 1,084 |
| 26 Nov | 411.50 | 7.3 | 2.55 | 29.03 | 431 | 75 | 777 |
| 25 Nov | 417.45 | 4.75 | -1.40 | 27.37 | 936 | 527 | 703 |
| 22 Nov | 414.05 | 6.15 | -2.80 | 26.74 | 304 | 61 | 237 |
| 21 Nov | 406.00 | 8.95 | 2.45 | 27.21 | 208 | 59 | 177 |
| 20 Nov | 412.25 | 6.5 | 0.00 | 25.42 | 138 | 48 | 98 |
| 19 Nov | 412.25 | 6.5 | -0.15 | 25.42 | 138 | 28 | 98 |
| 18 Nov | 413.35 | 6.65 | -1.15 | 26.16 | 84 | 39 | 67 |
| 14 Nov | 409.75 | 7.8 | -0.95 | 25.75 | 70 | 2 | 28 |
| 13 Nov | 406.90 | 8.75 | -0.75 | 25.56 | 33 | 26 | 26 |
| 12 Nov | 414.05 | 9.5 | 0.00 | 3.98 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 9.5 | 0.00 | 5.55 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 9.5 | 0.00 | 5.82 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 9.5 | 0.00 | 7.77 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 9.5 | 5.15 | 7.59 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 4.35 | 0.85 | 31.73 | 33 | 11 | 53 |
| 1 Nov | 454.15 | 3.5 | 0.00 | 32.76 | 4 | 0 | 38 |
| 31 Oct | 452.05 | 3.5 | -0.05 | - | 22 | 16 | 36 |
| 30 Oct | 449.15 | 3.55 | - | 22 | 20 | 20 | |
For Coal India Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.23
Historical price for 400 PE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 26.73, the open interest changed by 301 which increased total open position to 2059
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 26.41, the open interest changed by -179 which decreased total open position to 1758
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 26.75, the open interest changed by 9 which increased total open position to 1934
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 3.65, which was 0.30 higher than the previous day. The implied volatity was 27.70, the open interest changed by 93 which increased total open position to 1928
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 211 which increased total open position to 1839
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 127 which increased total open position to 1632
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 3.8, which was 0.90 higher than the previous day. The implied volatity was 27.36, the open interest changed by 405 which increased total open position to 1506
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 27.45, the open interest changed by 70 which increased total open position to 1100
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 3.15, which was -1.60 lower than the previous day. The implied volatity was 27.40, the open interest changed by -201 which decreased total open position to 1031
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 4.75, which was -0.80 lower than the previous day. The implied volatity was 27.34, the open interest changed by 127 which increased total open position to 1233
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 5.55, which was 0.25 higher than the previous day. The implied volatity was 29.09, the open interest changed by 19 which increased total open position to 1105
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 5.3, which was -2.00 lower than the previous day. The implied volatity was 29.02, the open interest changed by 307 which increased total open position to 1084
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 7.3, which was 2.55 higher than the previous day. The implied volatity was 29.03, the open interest changed by 75 which increased total open position to 777
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 4.75, which was -1.40 lower than the previous day. The implied volatity was 27.37, the open interest changed by 527 which increased total open position to 703
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.15, which was -2.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 61 which increased total open position to 237
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 8.95, which was 2.45 higher than the previous day. The implied volatity was 27.21, the open interest changed by 59 which increased total open position to 177
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 48 which increased total open position to 98
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.5, which was -0.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 28 which increased total open position to 98
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.65, which was -1.15 lower than the previous day. The implied volatity was 26.16, the open interest changed by 39 which increased total open position to 67
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 7.8, which was -0.95 lower than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 28
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 8.75, which was -0.75 lower than the previous day. The implied volatity was 25.56, the open interest changed by 26 which increased total open position to 26
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 7.77, 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 9.5, which was 5.15 higher than the previous day. The implied volatity was 7.59, 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 4.35, which was 0.85 higher than the previous day. The implied volatity was 31.73, the open interest changed by 11 which increased total open position to 53
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 38
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 3.5, which was -0.05 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 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
