COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 404.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.30
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.50 | 12.5 | -5.25 | 24.85 | 47 | 9 | 117 | |||
| 11 Dec | 416.95 | 17.75 | 2.15 | 26.59 | 4 | 0 | 108 | |||
| 10 Dec | 414.05 | 15.6 | -1.10 | 21.44 | 10 | -1 | 108 | |||
| 9 Dec | 414.00 | 16.7 | -2.00 | 27.02 | 8 | 3 | 109 | |||
| 6 Dec | 417.15 | 18.7 | -1.45 | 22.41 | 17 | 1 | 105 | |||
| 5 Dec | 418.40 | 20.15 | 0.60 | 26.24 | 49 | 18 | 104 | |||
| 4 Dec | 416.65 | 19.55 | -3.30 | 25.04 | 5 | 3 | 86 | |||
| 3 Dec | 422.10 | 22.85 | -0.95 | 21.38 | 5 | 1 | 84 | |||
| 2 Dec | 421.70 | 23.8 | 3.65 | 25.49 | 31 | 12 | 82 | |||
| 29 Nov | 416.40 | 20.15 | 2.60 | 24.54 | 77 | 46 | 71 | |||
| 28 Nov | 415.20 | 17.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 27 Nov | 417.15 | 17.55 | 0.00 | 0.00 | 0 | 25 | 0 | |||
| 26 Nov | 411.50 | 17.55 | -83.55 | 24.78 | 29 | 24 | 24 | |||
| 25 Nov | 417.45 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 414.05 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 412.25 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 101.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 101.1 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 404.25 expiring on 26DEC2024
Delta for 404.25 CE is 0.66
Historical price for 404.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 12.5, which was -5.25 lower than the previous day. The implied volatity was 24.85, the open interest changed by 9 which increased total open position to 117
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 17.75, which was 2.15 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 108
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 15.6, which was -1.10 lower than the previous day. The implied volatity was 21.44, the open interest changed by -1 which decreased total open position to 108
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 16.7, which was -2.00 lower than the previous day. The implied volatity was 27.02, the open interest changed by 3 which increased total open position to 109
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 18.7, which was -1.45 lower than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 105
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 20.15, which was 0.60 higher than the previous day. The implied volatity was 26.24, the open interest changed by 18 which increased total open position to 104
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 19.55, which was -3.30 lower than the previous day. The implied volatity was 25.04, the open interest changed by 3 which increased total open position to 86
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 22.85, which was -0.95 lower than the previous day. The implied volatity was 21.38, the open interest changed by 1 which increased total open position to 84
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 23.8, which was 3.65 higher than the previous day. The implied volatity was 25.49, the open interest changed by 12 which increased total open position to 82
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 20.15, which was 2.60 higher than the previous day. The implied volatity was 24.54, the open interest changed by 46 which increased total open position to 71
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 17.55, 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 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 17.55, 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 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 17.55, which was -83.55 lower than the previous day. The implied volatity was 24.78, the open interest changed by 24 which increased total open position to 24
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 101.1, 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 404.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.30
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 5.3 | 2.00 | 27.10 | 275 | 49 | 239 |
| 11 Dec | 416.95 | 3.3 | -0.60 | 26.06 | 591 | 26 | 193 |
| 10 Dec | 414.05 | 3.9 | -0.90 | 26.18 | 596 | 41 | 173 |
| 9 Dec | 414.00 | 4.8 | 0.50 | 27.44 | 397 | 1 | 132 |
| 6 Dec | 417.15 | 4.3 | 0.00 | 27.01 | 224 | 7 | 132 |
| 5 Dec | 418.40 | 4.3 | -0.50 | 26.46 | 308 | 10 | 127 |
| 4 Dec | 416.65 | 4.8 | 1.20 | 26.91 | 577 | 3 | 119 |
| 3 Dec | 422.10 | 3.6 | -0.35 | 26.69 | 317 | -3 | 117 |
| 2 Dec | 421.70 | 3.95 | -1.90 | 26.89 | 328 | 34 | 123 |
| 29 Nov | 416.40 | 5.85 | -0.75 | 26.95 | 488 | 12 | 92 |
| 28 Nov | 415.20 | 6.6 | 0.40 | 28.43 | 169 | 17 | 81 |
| 27 Nov | 417.15 | 6.2 | -2.50 | 28.13 | 184 | -46 | 62 |
| 26 Nov | 411.50 | 8.7 | 2.50 | 28.68 | 65 | -1 | 106 |
| 25 Nov | 417.45 | 6.2 | -4.55 | 28.02 | 36 | 0 | 106 |
| 22 Nov | 414.05 | 10.75 | 0.00 | 0.00 | 0 | 106 | 0 |
| 21 Nov | 406.00 | 10.75 | 3.75 | 27.27 | 131 | 106 | 106 |
| 20 Nov | 412.25 | 7 | 0.00 | 2.95 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 7 | 0.00 | 2.95 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 7 | 0.00 | 3.07 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 7 | 0.00 | 2.41 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 7 | 0.00 | 1.80 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 7 | 0.00 | 3.10 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 7 | 0.00 | 4.69 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 7 | 0.00 | 4.90 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 7 | 0.00 | 6.96 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 7 | 0.00 | 7.12 | 0 | 0 | 0 |
| 5 Nov | 434.90 | 7 | 6.77 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 404.25 expiring on 26DEC2024
Delta for 404.25 PE is -0.35
Historical price for 404.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 5.3, which was 2.00 higher than the previous day. The implied volatity was 27.10, the open interest changed by 49 which increased total open position to 239
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was 26.06, the open interest changed by 26 which increased total open position to 193
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 3.9, which was -0.90 lower than the previous day. The implied volatity was 26.18, the open interest changed by 41 which increased total open position to 173
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 4.8, which was 0.50 higher than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 132
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by 7 which increased total open position to 132
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 4.3, which was -0.50 lower than the previous day. The implied volatity was 26.46, the open interest changed by 10 which increased total open position to 127
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 4.8, which was 1.20 higher than the previous day. The implied volatity was 26.91, the open interest changed by 3 which increased total open position to 119
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by -3 which decreased total open position to 117
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 3.95, which was -1.90 lower than the previous day. The implied volatity was 26.89, the open interest changed by 34 which increased total open position to 123
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 92
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 6.6, which was 0.40 higher than the previous day. The implied volatity was 28.43, the open interest changed by 17 which increased total open position to 81
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 6.2, which was -2.50 lower than the previous day. The implied volatity was 28.13, the open interest changed by -46 which decreased total open position to 62
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 8.7, which was 2.50 higher than the previous day. The implied volatity was 28.68, the open interest changed by -1 which decreased total open position to 106
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 6.2, which was -4.55 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 106
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 106 which increased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 10.75, which was 3.75 higher than the previous day. The implied volatity was 27.27, the open interest changed by 106 which increased total open position to 106
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 7, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 7, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 7, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 7, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 7, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 7, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 7, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 7, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 7, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 7, which was lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
