COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:03 AM IST
| COALINDIA 26DEC2024 409.25 CE | ||||||||||
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Delta: 0.63
Vega: 0.31
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 413.70 | 11 | -3.10 | 23.39 | 54 | 26 | 144 | |||
| 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 | |||
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| 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 0.63
Historical price for 409.25 CE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 11, which was -3.10 lower than the previous day. The implied volatity was 23.39, the open interest changed by 26 which increased total open position to 144
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: -0.38
Vega: 0.31
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 413.70 | 5.75 | 1.15 | 26.12 | 209 | 46 | 189 |
| 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 -0.38
Historical price for 409.25 PE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 5.75, which was 1.15 higher than the previous day. The implied volatity was 26.12, the open interest changed by 46 which increased total open position to 189
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
