COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 404.25 CE | ||||||||||
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Delta: 0.59
Vega: 0.22
Theta: -0.48
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 7.65 | -4.80 | 26.89 | 257.5 | 1.5 | 77 | |||
| 20 Nov | 412.25 | 12.45 | 0.00 | 26.36 | 42.5 | -7.5 | 76 | |||
| 19 Nov | 412.25 | 12.45 | -0.75 | 26.36 | 42.5 | -7 | 76 | |||
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| 18 Nov | 413.35 | 13.2 | 1.35 | 26.05 | 76.5 | -10 | 83 | |||
| 14 Nov | 409.75 | 11.85 | 0.55 | 23.21 | 322 | -11.5 | 93 | |||
| 13 Nov | 406.90 | 11.3 | -4.25 | 26.14 | 123.5 | -8.5 | 103.5 | |||
| 12 Nov | 414.05 | 15.55 | -6.45 | 25.79 | 21 | -1.5 | 112 | |||
| 11 Nov | 421.55 | 22 | -2.00 | 25.62 | 9 | -3 | 113.5 | |||
| 8 Nov | 424.05 | 24 | -10.15 | 25.25 | 14.5 | -6.5 | 116 | |||
| 7 Nov | 435.35 | 34.15 | -2.65 | 21.31 | 2 | 1 | 122.5 | |||
| 6 Nov | 435.80 | 36.8 | 2.50 | 29.25 | 2 | 0 | 121.5 | |||
| 5 Nov | 434.90 | 34.3 | 24.04 | 56 | 5.5 | 122 | ||||
For Coal India Ltd - strike price 404.25 expiring on 28NOV2024
Delta for 404.25 CE is 0.59
Historical price for 404.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 7.65, which was -4.80 lower than the previous day. The implied volatity was 26.89, the open interest changed by 3 which increased total open position to 154
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by -15 which decreased total open position to 152
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.45, which was -0.75 lower than the previous day. The implied volatity was 26.36, the open interest changed by -14 which decreased total open position to 152
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 13.2, which was 1.35 higher than the previous day. The implied volatity was 26.05, the open interest changed by -20 which decreased total open position to 166
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 11.85, which was 0.55 higher than the previous day. The implied volatity was 23.21, the open interest changed by -23 which decreased total open position to 186
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 11.3, which was -4.25 lower than the previous day. The implied volatity was 26.14, the open interest changed by -17 which decreased total open position to 207
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 15.55, which was -6.45 lower than the previous day. The implied volatity was 25.79, the open interest changed by -3 which decreased total open position to 224
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 22, which was -2.00 lower than the previous day. The implied volatity was 25.62, the open interest changed by -6 which decreased total open position to 227
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 24, which was -10.15 lower than the previous day. The implied volatity was 25.25, the open interest changed by -13 which decreased total open position to 232
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 34.15, which was -2.65 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 245
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 36.8, which was 2.50 higher than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 243
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 34.3, which was lower than the previous day. The implied volatity was 24.04, the open interest changed by 11 which increased total open position to 244
| COALINDIA 28NOV2024 404.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.22
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 4.85 | 1.30 | 27.92 | 1,105 | 37.5 | 305.5 |
| 20 Nov | 412.25 | 3.55 | 0.00 | 28.60 | 418.5 | -24.5 | 268.5 |
| 19 Nov | 412.25 | 3.55 | 0.15 | 28.60 | 418.5 | -24 | 268.5 |
| 18 Nov | 413.35 | 3.4 | -1.40 | 27.38 | 415 | -23 | 292.5 |
| 14 Nov | 409.75 | 4.8 | -1.05 | 25.41 | 776 | 5 | 319 |
| 13 Nov | 406.90 | 5.85 | 1.35 | 24.75 | 417.5 | -17 | 317 |
| 12 Nov | 414.05 | 4.5 | 1.80 | 26.52 | 371.5 | -3 | 347.5 |
| 11 Nov | 421.55 | 2.7 | -0.25 | 26.53 | 187 | 10.5 | 352 |
| 8 Nov | 424.05 | 2.95 | 1.55 | 26.78 | 264 | -24 | 347 |
| 7 Nov | 435.35 | 1.4 | 0.00 | 27.01 | 91.5 | -1.5 | 370 |
| 6 Nov | 435.80 | 1.4 | -0.95 | 27.02 | 217 | -30 | 374 |
| 5 Nov | 434.90 | 2.35 | 29.95 | 443.5 | -68.5 | 405.5 | |
For Coal India Ltd - strike price 404.25 expiring on 28NOV2024
Delta for 404.25 PE is -0.42
Historical price for 404.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.85, which was 1.30 higher than the previous day. The implied volatity was 27.92, the open interest changed by 75 which increased total open position to 611
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 28.60, the open interest changed by -49 which decreased total open position to 537
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 28.60, the open interest changed by -48 which decreased total open position to 537
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 3.4, which was -1.40 lower than the previous day. The implied volatity was 27.38, the open interest changed by -46 which decreased total open position to 585
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 10 which increased total open position to 638
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.85, which was 1.35 higher than the previous day. The implied volatity was 24.75, the open interest changed by -34 which decreased total open position to 634
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.5, which was 1.80 higher than the previous day. The implied volatity was 26.52, the open interest changed by -6 which decreased total open position to 695
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 26.53, the open interest changed by 21 which increased total open position to 704
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.95, which was 1.55 higher than the previous day. The implied volatity was 26.78, the open interest changed by -48 which decreased total open position to 694
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by -3 which decreased total open position to 740
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.4, which was -0.95 lower than the previous day. The implied volatity was 27.02, the open interest changed by -60 which decreased total open position to 748
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 29.95, the open interest changed by -137 which decreased total open position to 811
