COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 409.25 CE | ||||||||||
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Delta: 0.05
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 0.35 | -0.85 | 31.13 | 1,442 | -85 | 439 | |||
| 19 Dec | 391.95 | 1.2 | -0.85 | 27.21 | 991 | -71 | 531 | |||
| 18 Dec | 395.80 | 2.05 | -1.85 | 26.66 | 2,137 | 63 | 612 | |||
| 17 Dec | 402.90 | 3.9 | -3.90 | 25.06 | 1,646 | 284 | 559 | |||
| 16 Dec | 410.45 | 7.8 | -0.65 | 24.22 | 897 | 11 | 274 | |||
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| 13 Dec | 410.30 | 8.45 | 1.40 | 21.63 | 1,494 | 85 | 257 | |||
| 12 Dec | 409.10 | 7.05 | -7.05 | 21.79 | 414 | 48 | 166 | |||
| 11 Dec | 416.95 | 14.1 | 0.40 | 25.94 | 97 | -8 | 119 | |||
| 10 Dec | 414.05 | 13.7 | 0.60 | 26.54 | 112 | 18 | 129 | |||
| 9 Dec | 414.00 | 13.1 | -2.50 | 25.86 | 102 | 31 | 107 | |||
| 6 Dec | 417.15 | 15.6 | 0.00 | 23.85 | 21 | -4 | 73 | |||
| 5 Dec | 418.40 | 15.6 | 0.60 | 23.06 | 82 | -2 | 78 | |||
| 4 Dec | 416.65 | 15 | -4.05 | 21.90 | 44 | -1 | 80 | |||
| 3 Dec | 422.10 | 19.05 | -1.95 | 21.61 | 10 | 1 | 81 | |||
| 2 Dec | 421.70 | 21 | 4.30 | 27.81 | 21 | -5 | 80 | |||
| 29 Nov | 416.40 | 16.7 | -1.80 | 24.20 | 95 | 14 | 85 | |||
| 28 Nov | 415.20 | 18.5 | 0.40 | 27.82 | 70 | 29 | 71 | |||
| 27 Nov | 417.15 | 18.1 | 3.40 | 23.94 | 35 | 10 | 42 | |||
| 26 Nov | 411.50 | 14.7 | -4.15 | 25.01 | 47 | 27 | 31 | |||
| 25 Nov | 417.45 | 18.85 | 6.35 | 23.04 | 5 | 1 | 4 | |||
| 22 Nov | 414.05 | 12.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 21 Nov | 406.00 | 12.5 | -32.95 | 23.76 | 3 | 2 | 2 | |||
| 20 Nov | 412.25 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 412.25 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 413.35 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 45.45 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 409.25 expiring on 26DEC2024
Delta for 409.25 CE is 0.05
Historical price for 409.25 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.35, which was -0.85 lower than the previous day. The implied volatity was 31.13, the open interest changed by -85 which decreased total open position to 439
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 1.2, which was -0.85 lower than the previous day. The implied volatity was 27.21, the open interest changed by -71 which decreased total open position to 531
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 2.05, which was -1.85 lower than the previous day. The implied volatity was 26.66, the open interest changed by 63 which increased total open position to 612
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 3.9, which was -3.90 lower than the previous day. The implied volatity was 25.06, the open interest changed by 284 which increased total open position to 559
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 7.8, which was -0.65 lower than the previous day. The implied volatity was 24.22, the open interest changed by 11 which increased total open position to 274
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 8.45, which was 1.40 higher than the previous day. The implied volatity was 21.63, the open interest changed by 85 which increased total open position to 257
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 7.05, which was -7.05 lower than the previous day. The implied volatity was 21.79, the open interest changed by 48 which increased total open position to 166
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 14.1, which was 0.40 higher than the previous day. The implied volatity was 25.94, the open interest changed by -8 which decreased total open position to 119
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 13.7, which was 0.60 higher than the previous day. The implied volatity was 26.54, the open interest changed by 18 which increased total open position to 129
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 13.1, which was -2.50 lower than the previous day. The implied volatity was 25.86, the open interest changed by 31 which increased total open position to 107
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by -4 which decreased total open position to 73
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 15.6, which was 0.60 higher than the previous day. The implied volatity was 23.06, the open interest changed by -2 which decreased total open position to 78
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 15, which was -4.05 lower than the previous day. The implied volatity was 21.90, the open interest changed by -1 which decreased total open position to 80
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 19.05, which was -1.95 lower than the previous day. The implied volatity was 21.61, the open interest changed by 1 which increased total open position to 81
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 21, which was 4.30 higher than the previous day. The implied volatity was 27.81, the open interest changed by -5 which decreased total open position to 80
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 16.7, which was -1.80 lower than the previous day. The implied volatity was 24.20, the open interest changed by 14 which increased total open position to 85
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 18.5, which was 0.40 higher than the previous day. The implied volatity was 27.82, the open interest changed by 29 which increased total open position to 71
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 18.1, which was 3.40 higher than the previous day. The implied volatity was 23.94, the open interest changed by 10 which increased total open position to 42
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 14.7, which was -4.15 lower than the previous day. The implied volatity was 25.01, the open interest changed by 27 which increased total open position to 31
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 18.85, which was 6.35 higher than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 4
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 12.5, which was -32.95 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 2
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 409.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 22.4 | 5.90 | - | 15 | -4 | 262 |
| 19 Dec | 391.95 | 16.5 | 2.30 | 25.91 | 55 | 2 | 267 |
| 18 Dec | 395.80 | 14.2 | 3.75 | 27.20 | 237 | -39 | 267 |
| 17 Dec | 402.90 | 10.45 | 5.00 | 28.43 | 694 | -12 | 304 |
| 16 Dec | 410.45 | 5.45 | 0.30 | 24.30 | 742 | 50 | 325 |
| 13 Dec | 410.30 | 5.15 | -2.30 | 21.65 | 766 | 7 | 274 |
| 12 Dec | 409.10 | 7.45 | 2.85 | 23.72 | 956 | 123 | 266 |
| 11 Dec | 416.95 | 4.6 | -0.75 | 25.37 | 373 | -36 | 145 |
| 10 Dec | 414.05 | 5.35 | -1.00 | 25.58 | 318 | -16 | 179 |
| 9 Dec | 414.00 | 6.35 | 0.60 | 26.75 | 384 | 39 | 186 |
| 6 Dec | 417.15 | 5.75 | 0.05 | 26.68 | 159 | 0 | 147 |
| 5 Dec | 418.40 | 5.7 | -0.50 | 26.00 | 357 | 37 | 149 |
| 4 Dec | 416.65 | 6.2 | 1.50 | 26.28 | 240 | -3 | 112 |
| 3 Dec | 422.10 | 4.7 | -0.25 | 26.07 | 154 | -7 | 113 |
| 2 Dec | 421.70 | 4.95 | -2.45 | 25.85 | 218 | -16 | 125 |
| 29 Nov | 416.40 | 7.4 | -0.65 | 26.51 | 256 | 36 | 143 |
| 28 Nov | 415.20 | 8.05 | 0.20 | 27.65 | 261 | 54 | 107 |
| 27 Nov | 417.15 | 7.85 | -2.95 | 28.01 | 124 | 14 | 49 |
| 26 Nov | 411.50 | 10.8 | 3.35 | 28.71 | 80 | 6 | 34 |
| 25 Nov | 417.45 | 7.45 | -5.20 | 27.09 | 63 | 21 | 26 |
| 22 Nov | 414.05 | 12.65 | 0.00 | 0.00 | 0 | 4 | 0 |
| 21 Nov | 406.00 | 12.65 | 5.15 | 26.37 | 4 | 3 | 4 |
| 20 Nov | 412.25 | 7.5 | 0.00 | 20.48 | 1 | 1 | 0 |
| 19 Nov | 412.25 | 7.5 | -6.20 | 20.48 | 1 | 0 | 0 |
| 18 Nov | 413.35 | 13.7 | 0.00 | 1.93 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 13.7 | 0.00 | 1.44 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 13.7 | 0.00 | 0.77 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 13.7 | 0.00 | 2.04 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 13.7 | 0.00 | 3.69 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 13.7 | 0.00 | 3.94 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 13.7 | 0.00 | 6.07 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 13.7 | 0.00 | 6.24 | 0 | 0 | 0 |
| 5 Nov | 434.90 | 13.7 | 5.89 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 409.25 expiring on 26DEC2024
Delta for 409.25 PE is -
Historical price for 409.25 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 22.4, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 262
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 16.5, which was 2.30 higher than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 267
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 14.2, which was 3.75 higher than the previous day. The implied volatity was 27.20, the open interest changed by -39 which decreased total open position to 267
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 10.45, which was 5.00 higher than the previous day. The implied volatity was 28.43, the open interest changed by -12 which decreased total open position to 304
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 5.45, which was 0.30 higher than the previous day. The implied volatity was 24.30, the open interest changed by 50 which increased total open position to 325
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 5.15, which was -2.30 lower than the previous day. The implied volatity was 21.65, the open interest changed by 7 which increased total open position to 274
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 7.45, which was 2.85 higher than the previous day. The implied volatity was 23.72, the open interest changed by 123 which increased total open position to 266
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 4.6, which was -0.75 lower than the previous day. The implied volatity was 25.37, the open interest changed by -36 which decreased total open position to 145
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 5.35, which was -1.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by -16 which decreased total open position to 179
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 6.35, which was 0.60 higher than the previous day. The implied volatity was 26.75, the open interest changed by 39 which increased total open position to 186
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 5.75, which was 0.05 higher than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 147
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 5.7, which was -0.50 lower than the previous day. The implied volatity was 26.00, the open interest changed by 37 which increased total open position to 149
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 6.2, which was 1.50 higher than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 112
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 4.7, which was -0.25 lower than the previous day. The implied volatity was 26.07, the open interest changed by -7 which decreased total open position to 113
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 4.95, which was -2.45 lower than the previous day. The implied volatity was 25.85, the open interest changed by -16 which decreased total open position to 125
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 7.4, which was -0.65 lower than the previous day. The implied volatity was 26.51, the open interest changed by 36 which increased total open position to 143
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 8.05, which was 0.20 higher than the previous day. The implied volatity was 27.65, the open interest changed by 54 which increased total open position to 107
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 7.85, which was -2.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 14 which increased total open position to 49
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 10.8, which was 3.35 higher than the previous day. The implied volatity was 28.71, the open interest changed by 6 which increased total open position to 34
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 7.45, which was -5.20 lower than the previous day. The implied volatity was 27.09, the open interest changed by 21 which increased total open position to 26
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 12.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 12.65, which was 5.15 higher than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 4
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 0
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.5, which was -6.20 lower than the previous day. The implied volatity was 20.48, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 13.7, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 13.7, which was lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
