COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.20
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 10.55 | -4.55 | 28.12 | 504.5 | 18.5 | 87 | |||
| 20 Nov | 412.25 | 15.1 | 0.00 | 26.79 | 89.5 | -17 | 69 | |||
| 19 Nov | 412.25 | 15.1 | -1.40 | 26.79 | 89.5 | -16.5 | 69 | |||
| 18 Nov | 413.35 | 16.5 | 1.65 | 26.68 | 155.5 | 6 | 86.5 | |||
| 14 Nov | 409.75 | 14.85 | 0.90 | 23.44 | 640 | -3.5 | 79.5 | |||
| 13 Nov | 406.90 | 13.95 | -4.55 | 26.23 | 275 | 64.5 | 83.5 | |||
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| 12 Nov | 414.05 | 18.5 | -7.80 | 25.44 | 20 | 1 | 18.5 | |||
| 11 Nov | 421.55 | 26.3 | -1.50 | 29.38 | 18.5 | 1 | 17.5 | |||
| 8 Nov | 424.05 | 27.8 | -10.20 | 26.62 | 22 | 4.5 | 16 | |||
| 7 Nov | 435.35 | 38 | -1.75 | 18.85 | 4.5 | -2.5 | 9.5 | |||
| 6 Nov | 435.80 | 39.75 | -2.55 | 23.74 | 16 | 12.5 | 12.5 | |||
| 4 Nov | 443.30 | 42.3 | -14.70 | - | 9 | 6.5 | 28.5 | |||
| 1 Nov | 454.15 | 57 | 1.90 | - | 2 | 0.5 | 21.5 | |||
| 31 Oct | 452.05 | 55.1 | 2.10 | - | 10 | 7 | 21 | |||
| 30 Oct | 449.15 | 53 | 2.00 | - | 8 | 1 | 11 | |||
| 29 Oct | 445.55 | 51 | 3.30 | - | 1 | 0 | 10 | |||
| 28 Oct | 441.65 | 47.7 | -17.30 | - | 24 | 9 | 9 | |||
| 25 Oct | 461.10 | 65 | -72.75 | - | 1 | 0 | 0 | |||
| 24 Oct | 477.25 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 137.75 | 137.75 | - | 0 | 0 | 0 | |||
| 20 Sept | 490.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 477.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 487.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 488.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 493.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 490.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 495.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 483.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 491.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 484.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 488.55 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 CE is 0.69
Historical price for 400 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 10.55, which was -4.55 lower than the previous day. The implied volatity was 28.12, the open interest changed by 37 which increased total open position to 174
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 26.79, the open interest changed by -34 which decreased total open position to 138
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.1, which was -1.40 lower than the previous day. The implied volatity was 26.79, the open interest changed by -33 which decreased total open position to 138
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 16.5, which was 1.65 higher than the previous day. The implied volatity was 26.68, the open interest changed by 12 which increased total open position to 173
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 14.85, which was 0.90 higher than the previous day. The implied volatity was 23.44, the open interest changed by -7 which decreased total open position to 159
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 13.95, which was -4.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by 129 which increased total open position to 167
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 18.5, which was -7.80 lower than the previous day. The implied volatity was 25.44, the open interest changed by 2 which increased total open position to 37
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 26.3, which was -1.50 lower than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 35
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 27.8, which was -10.20 lower than the previous day. The implied volatity was 26.62, the open interest changed by 9 which increased total open position to 32
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 38, which was -1.75 lower than the previous day. The implied volatity was 18.85, the open interest changed by -5 which decreased total open position to 19
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 39.75, which was -2.55 lower than the previous day. The implied volatity was 23.74, the open interest changed by 25 which increased total open position to 25
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 42.3, which was -14.70 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 57
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 57, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 55.1, which was 2.10 higher 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 53, which was 2.00 higher 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 51, which was 3.30 higher 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 47.7, which was -17.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COALINDIA was trading at 461.10. The strike last trading price was 65, which was -72.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 137.75, 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 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 137.75, which was 137.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept COALINDIA was trading at 490.95. 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 19 Sept COALINDIA was trading at 477.95. 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 18 Sept COALINDIA was trading at 487.10. 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 17 Sept COALINDIA was trading at 488.50. 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 16 Sept COALINDIA was trading at 493.25. 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 13 Sept COALINDIA was trading at 490.25. 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 12 Sept COALINDIA was trading at 495.65. 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 11 Sept COALINDIA was trading at 483.95. 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 10 Sept COALINDIA was trading at 491.10. 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 9 Sept COALINDIA was trading at 484.45. 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 6 Sept COALINDIA was trading at 488.55. 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 28NOV2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.20
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 3.5 | 0.85 | 29.20 | 1,815 | 50.5 | 485.5 |
| 20 Nov | 412.25 | 2.65 | 0.00 | 29.37 | 526 | 29 | 430.5 |
| 19 Nov | 412.25 | 2.65 | 0.15 | 29.37 | 526 | 24.5 | 430.5 |
| 18 Nov | 413.35 | 2.5 | -1.05 | 28.42 | 726.5 | 27 | 406 |
| 14 Nov | 409.75 | 3.55 | -1.05 | 25.85 | 1,313.5 | 107 | 382.5 |
| 13 Nov | 406.90 | 4.6 | 1.10 | 25.86 | 1,324 | 142 | 280 |
| 12 Nov | 414.05 | 3.5 | 1.40 | 27.31 | 312 | 30.5 | 135.5 |
| 11 Nov | 421.55 | 2.1 | -0.25 | 27.42 | 259 | 19.5 | 109 |
| 8 Nov | 424.05 | 2.35 | 1.25 | 27.62 | 309 | 20.5 | 88.5 |
| 7 Nov | 435.35 | 1.1 | 0.00 | 27.78 | 42 | 12.5 | 67.5 |
| 6 Nov | 435.80 | 1.1 | -1.20 | 27.84 | 102.5 | 55 | 55 |
| 4 Nov | 443.30 | 2.3 | 0.55 | 36.35 | 888 | 27 | 483 |
| 1 Nov | 454.15 | 1.75 | 0.05 | 36.96 | 30.5 | 5 | 456 |
| 31 Oct | 452.05 | 1.7 | -0.05 | - | 297 | 4 | 452 |
| 30 Oct | 449.15 | 1.75 | -0.60 | - | 305 | -15 | 447 |
| 29 Oct | 445.55 | 2.35 | -1.15 | - | 484 | 44 | 461 |
| 28 Oct | 441.65 | 3.5 | 1.15 | - | 1,463 | 350 | 416 |
| 25 Oct | 461.10 | 2.35 | 1.35 | - | 161 | 38 | 66 |
| 24 Oct | 477.25 | 1 | -0.20 | - | 11 | 9 | 27 |
| 23 Oct | 474.10 | 1.2 | -1.80 | - | 26 | 6 | 6 |
| 20 Sept | 490.95 | 3 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 477.95 | 3 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 487.10 | 3 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 488.50 | 3 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 493.25 | 3 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 490.25 | 3 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 495.65 | 3 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 483.95 | 3 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 491.10 | 3 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 484.45 | 3 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 488.55 | 3 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 PE is -0.32
Historical price for 400 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 3.5, which was 0.85 higher than the previous day. The implied volatity was 29.20, the open interest changed by 101 which increased total open position to 971
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 29.37, the open interest changed by 58 which increased total open position to 861
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 29.37, the open interest changed by 49 which increased total open position to 861
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 54 which increased total open position to 812
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 214 which increased total open position to 765
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.6, which was 1.10 higher than the previous day. The implied volatity was 25.86, the open interest changed by 284 which increased total open position to 560
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.5, which was 1.40 higher than the previous day. The implied volatity was 27.31, the open interest changed by 61 which increased total open position to 271
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by 39 which increased total open position to 218
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.35, which was 1.25 higher than the previous day. The implied volatity was 27.62, the open interest changed by 41 which increased total open position to 177
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 27.78, the open interest changed by 25 which increased total open position to 135
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 27.84, the open interest changed by 110 which increased total open position to 110
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 36.35, the open interest changed by 54 which increased total open position to 966
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 36.96, the open interest changed by 10 which increased total open position to 912
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 1.7, 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 1.75, which was -0.60 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 2.35, which was -1.15 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 3.5, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COALINDIA was trading at 461.10. The strike last trading price was 2.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 1.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept COALINDIA was trading at 490.95. The strike last trading price was 3, 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 19 Sept COALINDIA was trading at 477.95. The strike last trading price was 3, 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 18 Sept COALINDIA was trading at 487.10. The strike last trading price was 3, 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 17 Sept COALINDIA was trading at 488.50. The strike last trading price was 3, 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 16 Sept COALINDIA was trading at 493.25. The strike last trading price was 3, 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 13 Sept COALINDIA was trading at 490.25. The strike last trading price was 3, 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 12 Sept COALINDIA was trading at 495.65. The strike last trading price was 3, 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 11 Sept COALINDIA was trading at 483.95. The strike last trading price was 3, 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 10 Sept COALINDIA was trading at 491.10. The strike last trading price was 3, 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 9 Sept COALINDIA was trading at 484.45. The strike last trading price was 3, 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 6 Sept COALINDIA was trading at 488.55. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
