COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:13 AM IST
| COALINDIA 26DEC2024 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.29
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 412.85 | 13.3 | -4.05 | 23.92 | 19 | 1 | 172 | |||
| 11 Dec | 416.95 | 17.35 | 0.65 | 27.11 | 23 | -5 | 171 | |||
| 10 Dec | 414.05 | 16.7 | 0.60 | 27.22 | 81 | -1 | 169 | |||
| 9 Dec | 414.00 | 16.1 | -2.60 | 26.72 | 43 | 0 | 170 | |||
| 6 Dec | 417.15 | 18.7 | 0.80 | 24.25 | 21 | -2 | 170 | |||
| 5 Dec | 418.40 | 17.9 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 4 Dec | 416.65 | 17.9 | -4.25 | 21.66 | 62 | 11 | 171 | |||
| 3 Dec | 422.10 | 22.15 | -1.90 | 20.88 | 54 | 17 | 160 | |||
| 2 Dec | 421.70 | 24.05 | 4.65 | 27.95 | 39 | 7 | 143 | |||
| 29 Nov | 416.40 | 19.4 | -1.65 | 23.93 | 58 | 13 | 138 | |||
| 28 Nov | 415.20 | 21.05 | -1.45 | 27.46 | 49 | 24 | 124 | |||
| 27 Nov | 417.15 | 22.5 | 5.20 | 27.78 | 90 | 29 | 99 | |||
| 26 Nov | 411.50 | 17.3 | -4.70 | 25.26 | 78 | 42 | 70 | |||
| 25 Nov | 417.45 | 22 | 2.50 | 23.57 | 1 | -5 | 27 | |||
| 22 Nov | 414.05 | 19.5 | 3.95 | 24.32 | 22 | -5 | 27 | |||
| 21 Nov | 406.00 | 15.55 | -6.65 | 25.44 | 34 | 21 | 31 | |||
| 20 Nov | 412.25 | 22.2 | 0.00 | 30.85 | 1 | 1 | 9 | |||
| 19 Nov | 412.25 | 22.2 | 7.70 | 30.85 | 1 | 0 | 9 | |||
| 18 Nov | 413.35 | 14.5 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 14 Nov | 409.75 | 14.5 | -30.45 | 15.62 | 10 | 8 | 8 | |||
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| 13 Nov | 406.90 | 44.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 44.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 44.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 44.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 44.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 44.95 | -14.55 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 59.5 | 59.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 405 expiring on 26DEC2024
Delta for 405 CE is 0.70
Historical price for 405 CE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 13.3, which was -4.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 1 which increased total open position to 172
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 17.35, which was 0.65 higher than the previous day. The implied volatity was 27.11, the open interest changed by -5 which decreased total open position to 171
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 16.7, which was 0.60 higher than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 169
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 16.1, which was -2.60 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 170
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 18.7, which was 0.80 higher than the previous day. The implied volatity was 24.25, the open interest changed by -2 which decreased total open position to 170
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 17.9, which was -4.25 lower than the previous day. The implied volatity was 21.66, the open interest changed by 11 which increased total open position to 171
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 22.15, which was -1.90 lower than the previous day. The implied volatity was 20.88, the open interest changed by 17 which increased total open position to 160
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 24.05, which was 4.65 higher than the previous day. The implied volatity was 27.95, the open interest changed by 7 which increased total open position to 143
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 19.4, which was -1.65 lower than the previous day. The implied volatity was 23.93, the open interest changed by 13 which increased total open position to 138
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 21.05, which was -1.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 24 which increased total open position to 124
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 22.5, which was 5.20 higher than the previous day. The implied volatity was 27.78, the open interest changed by 29 which increased total open position to 99
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 17.3, which was -4.70 lower than the previous day. The implied volatity was 25.26, the open interest changed by 42 which increased total open position to 70
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 22, which was 2.50 higher than the previous day. The implied volatity was 23.57, the open interest changed by -5 which decreased total open position to 27
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 19.5, which was 3.95 higher than the previous day. The implied volatity was 24.32, the open interest changed by -5 which decreased total open position to 27
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 15.55, which was -6.65 lower than the previous day. The implied volatity was 25.44, the open interest changed by 21 which increased total open position to 31
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 9
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 22.2, which was 7.70 higher than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 9
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 14.5, which was -30.45 lower than the previous day. The implied volatity was 15.62, the open interest changed by 8 which increased total open position to 8
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, which was -14.55 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 59.5, which was 59.50 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.29
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 412.85 | 4.55 | 1.10 | 26.26 | 343 | 62 | 469 |
| 11 Dec | 416.95 | 3.45 | -0.65 | 25.87 | 976 | 41 | 409 |
| 10 Dec | 414.05 | 4.1 | -0.90 | 26.11 | 1,037 | -24 | 367 |
| 9 Dec | 414.00 | 5 | 0.50 | 27.30 | 834 | 27 | 392 |
| 6 Dec | 417.15 | 4.5 | -0.05 | 26.97 | 506 | 40 | 366 |
| 5 Dec | 418.40 | 4.55 | -0.45 | 26.57 | 1,096 | 22 | 321 |
| 4 Dec | 416.65 | 5 | 1.25 | 26.84 | 893 | 5 | 296 |
| 3 Dec | 422.10 | 3.75 | -0.30 | 26.63 | 515 | 13 | 295 |
| 2 Dec | 421.70 | 4.05 | -2.05 | 26.62 | 645 | 72 | 282 |
| 29 Nov | 416.40 | 6.1 | -0.60 | 26.97 | 422 | 26 | 215 |
| 28 Nov | 415.20 | 6.7 | 0.10 | 28.06 | 464 | 48 | 188 |
| 27 Nov | 417.15 | 6.6 | -2.50 | 28.53 | 221 | 70 | 140 |
| 26 Nov | 411.50 | 9.1 | 2.95 | 28.92 | 117 | 6 | 70 |
| 25 Nov | 417.45 | 6.15 | -1.75 | 27.34 | 189 | 21 | 64 |
| 22 Nov | 414.05 | 7.9 | -3.60 | 26.91 | 46 | 14 | 57 |
| 21 Nov | 406.00 | 11.5 | 3.05 | 28.11 | 63 | 16 | 41 |
| 20 Nov | 412.25 | 8.45 | 0.00 | 25.84 | 29 | 11 | 17 |
| 19 Nov | 412.25 | 8.45 | 0.20 | 25.84 | 29 | 3 | 17 |
| 18 Nov | 413.35 | 8.25 | -5.55 | 25.92 | 13 | 1 | 2 |
| 14 Nov | 409.75 | 13.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 406.90 | 13.8 | 2.85 | 31.16 | 1 | 0 | 0 |
| 12 Nov | 414.05 | 10.95 | 0.00 | 2.91 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 10.95 | 0.00 | 4.56 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 10.95 | 0.00 | 4.68 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 10.95 | 0.00 | 6.85 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 10.95 | 2.95 | 6.70 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 8 | 8.00 | 7.94 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 9.96 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 405 expiring on 26DEC2024
Delta for 405 PE is -0.32
Historical price for 405 PE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 4.55, which was 1.10 higher than the previous day. The implied volatity was 26.26, the open interest changed by 62 which increased total open position to 469
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 41 which increased total open position to 409
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 26.11, the open interest changed by -24 which decreased total open position to 367
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 5, which was 0.50 higher than the previous day. The implied volatity was 27.30, the open interest changed by 27 which increased total open position to 392
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 26.97, the open interest changed by 40 which increased total open position to 366
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by 22 which increased total open position to 321
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 5, which was 1.25 higher than the previous day. The implied volatity was 26.84, the open interest changed by 5 which increased total open position to 296
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 3.75, which was -0.30 lower than the previous day. The implied volatity was 26.63, the open interest changed by 13 which increased total open position to 295
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 72 which increased total open position to 282
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 6.1, which was -0.60 lower than the previous day. The implied volatity was 26.97, the open interest changed by 26 which increased total open position to 215
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 6.7, which was 0.10 higher than the previous day. The implied volatity was 28.06, the open interest changed by 48 which increased total open position to 188
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 6.6, which was -2.50 lower than the previous day. The implied volatity was 28.53, the open interest changed by 70 which increased total open position to 140
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 9.1, which was 2.95 higher than the previous day. The implied volatity was 28.92, the open interest changed by 6 which increased total open position to 70
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 6.15, which was -1.75 lower than the previous day. The implied volatity was 27.34, the open interest changed by 21 which increased total open position to 64
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 7.9, which was -3.60 lower than the previous day. The implied volatity was 26.91, the open interest changed by 14 which increased total open position to 57
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 11.5, which was 3.05 higher than the previous day. The implied volatity was 28.11, the open interest changed by 16 which increased total open position to 41
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by 11 which increased total open position to 17
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.45, which was 0.20 higher than the previous day. The implied volatity was 25.84, the open interest changed by 3 which increased total open position to 17
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 8.25, which was -5.55 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 2
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 13.8, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 13.8, which was 2.85 higher than the previous day. The implied volatity was 31.16, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 10.95, which was 2.95 higher than the previous day. The implied volatity was 6.70, 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 8, which was 8.00 higher than the previous day. The implied volatity was 7.94, 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 lower than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 0
