COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 405 CE | ||||||||||
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Delta: 0.57
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 | 7.2 | -4.25 | 26.77 | 873.5 | 126 | 183.5 | |||
| 20 Nov | 412.25 | 11.45 | 0.00 | 26.54 | 91.5 | -7 | 59 | |||
| 19 Nov | 412.25 | 11.45 | -1.15 | 26.54 | 91.5 | -5.5 | 59 | |||
| 18 Nov | 413.35 | 12.6 | 1.15 | 25.73 | 86 | -5.5 | 64.5 | |||
| 14 Nov | 409.75 | 11.45 | 0.85 | 23.48 | 438 | 25 | 70 | |||
| 13 Nov | 406.90 | 10.6 | -8.75 | 25.30 | 187.5 | 44 | 46 | |||
| 12 Nov | 414.05 | 19.35 | -2.10 | 39.40 | 1 | 0.5 | 1.5 | |||
| 11 Nov | 421.55 | 21.45 | -1.80 | 25.78 | 0.5 | 0 | 1 | |||
| 8 Nov | 424.05 | 23.25 | -13.60 | 24.67 | 1 | 0 | 0 | |||
| 7 Nov | 435.35 | 36.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 435.80 | 36.85 | 0.30 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 36.55 | -72.60 | - | 4.5 | 2.5 | 2.5 | |||
| 1 Nov | 454.15 | 109.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 109.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 109.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 445.55 | 109.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 441.65 | 109.15 | 109.15 | - | 0 | 0 | 0 | |||
| 25 Oct | 461.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 477.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 CE is 0.57
Historical price for 405 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 7.2, which was -4.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by 252 which increased total open position to 367
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by -14 which decreased total open position to 118
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 11.45, which was -1.15 lower than the previous day. The implied volatity was 26.54, the open interest changed by -11 which decreased total open position to 118
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 12.6, which was 1.15 higher than the previous day. The implied volatity was 25.73, the open interest changed by -11 which decreased total open position to 129
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 11.45, which was 0.85 higher than the previous day. The implied volatity was 23.48, the open interest changed by 50 which increased total open position to 140
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 10.6, which was -8.75 lower than the previous day. The implied volatity was 25.30, the open interest changed by 88 which increased total open position to 92
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 19.35, which was -2.10 lower than the previous day. The implied volatity was 39.40, the open interest changed by 1 which increased total open position to 3
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 21.45, which was -1.80 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 2
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 23.25, which was -13.60 lower than the previous day. The implied volatity was 24.67, 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 36.85, 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 36.85, which was 0.30 higher 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 36.55, which was -72.60 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 109.15, 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 109.15, 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 109.15, 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 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 109.15, 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 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 109.15, which was 109.15 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 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 24 Oct COALINDIA was trading at 477.25. 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 23 Oct COALINDIA was trading at 474.10. 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 405 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.22
Theta: -0.39
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 5.15 | 1.35 | 27.79 | 1,732.5 | 1 | 213.5 |
| 20 Nov | 412.25 | 3.8 | 0.00 | 28.44 | 592 | 1.5 | 212.5 |
| 19 Nov | 412.25 | 3.8 | 0.25 | 28.44 | 592 | 1.5 | 212.5 |
| 18 Nov | 413.35 | 3.55 | -1.40 | 27.04 | 464 | 8 | 210.5 |
| 14 Nov | 409.75 | 4.95 | -1.20 | 25.00 | 1,084.5 | 67.5 | 203 |
| 13 Nov | 406.90 | 6.15 | 1.50 | 24.71 | 725 | 78 | 136 |
| 12 Nov | 414.05 | 4.65 | 1.80 | 26.22 | 370.5 | 12 | 58 |
| 11 Nov | 421.55 | 2.85 | -0.10 | 26.49 | 103.5 | 9 | 47 |
| 8 Nov | 424.05 | 2.95 | 1.45 | 26.20 | 92 | 9 | 38 |
| 7 Nov | 435.35 | 1.5 | 0.00 | 27.08 | 31.5 | 7.5 | 27.5 |
| 6 Nov | 435.80 | 1.5 | -1.15 | 27.20 | 40 | 19.5 | 19.5 |
| 4 Nov | 443.30 | 2.65 | 0.30 | 34.78 | 46 | 25.5 | 29.5 |
| 1 Nov | 454.15 | 2.35 | 0.00 | 37.24 | 1 | 0 | 3 |
| 31 Oct | 452.05 | 2.35 | -0.20 | - | 3 | 2 | 2 |
| 30 Oct | 449.15 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 445.55 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 441.65 | 2.55 | 2.55 | - | 0 | 0 | 0 |
| 25 Oct | 461.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 477.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 474.10 | 0 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 PE is -0.43
Historical price for 405 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 5.15, which was 1.35 higher than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 427
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 425
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.8, which was 0.25 higher than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 425
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 3.55, which was -1.40 lower than the previous day. The implied volatity was 27.04, the open interest changed by 16 which increased total open position to 421
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 4.95, which was -1.20 lower than the previous day. The implied volatity was 25.00, the open interest changed by 135 which increased total open position to 406
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 6.15, which was 1.50 higher than the previous day. The implied volatity was 24.71, the open interest changed by 156 which increased total open position to 272
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.65, which was 1.80 higher than the previous day. The implied volatity was 26.22, the open interest changed by 24 which increased total open position to 116
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 26.49, the open interest changed by 18 which increased total open position to 94
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.95, which was 1.45 higher than the previous day. The implied volatity was 26.20, the open interest changed by 18 which increased total open position to 76
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by 15 which increased total open position to 55
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.5, which was -1.15 lower than the previous day. The implied volatity was 27.20, the open interest changed by 39 which increased total open position to 39
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 2.65, which was 0.30 higher than the previous day. The implied volatity was 34.78, the open interest changed by 51 which increased total open position to 59
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 6
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 2.35, 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 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 2.55, 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 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 2.55, 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 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 2.55, which was 2.55 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 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 24 Oct COALINDIA was trading at 477.25. 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 23 Oct COALINDIA was trading at 474.10. 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
