COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 409.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.22
Theta: -0.46
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 4.9 | -3.80 | 25.90 | 886 | 70 | 152.5 | |||
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| 20 Nov | 412.25 | 8.7 | 0.00 | 24.31 | 185.5 | -3.5 | 80.5 | |||
| 19 Nov | 412.25 | 8.7 | -1.00 | 24.31 | 185.5 | -5.5 | 80.5 | |||
| 18 Nov | 413.35 | 9.7 | 1.00 | 25.21 | 305.5 | -30 | 85.5 | |||
| 14 Nov | 409.75 | 8.7 | 0.50 | 22.72 | 622.5 | -3.5 | 114.5 | |||
| 13 Nov | 406.90 | 8.2 | -3.75 | 24.84 | 386.5 | 31 | 119 | |||
| 12 Nov | 414.05 | 11.95 | -6.90 | 24.60 | 38 | -9 | 88 | |||
| 11 Nov | 421.55 | 18.85 | -1.80 | 27.80 | 6 | 0.5 | 96.5 | |||
| 8 Nov | 424.05 | 20.65 | -9.55 | 26.81 | 7 | 0 | 96.5 | |||
| 7 Nov | 435.35 | 30.2 | -1.40 | 24.69 | 12 | -5.5 | 97 | |||
| 6 Nov | 435.80 | 31.6 | 1.60 | 25.08 | 157 | -101 | 102.5 | |||
| 5 Nov | 434.90 | 30 | 24.38 | 22.5 | 1 | 202 | ||||
For Coal India Ltd - strike price 409.25 expiring on 28NOV2024
Delta for 409.25 CE is 0.45
Historical price for 409.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.9, which was -3.80 lower than the previous day. The implied volatity was 25.90, the open interest changed by 140 which increased total open position to 305
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by -7 which decreased total open position to 161
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.7, which was -1.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by -11 which decreased total open position to 161
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9.7, which was 1.00 higher than the previous day. The implied volatity was 25.21, the open interest changed by -60 which decreased total open position to 171
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 8.7, which was 0.50 higher than the previous day. The implied volatity was 22.72, the open interest changed by -7 which decreased total open position to 229
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 8.2, which was -3.75 lower than the previous day. The implied volatity was 24.84, the open interest changed by 62 which increased total open position to 238
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.95, which was -6.90 lower than the previous day. The implied volatity was 24.60, the open interest changed by -18 which decreased total open position to 176
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 18.85, which was -1.80 lower than the previous day. The implied volatity was 27.80, the open interest changed by 1 which increased total open position to 193
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 20.65, which was -9.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 193
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 30.2, which was -1.40 lower than the previous day. The implied volatity was 24.69, the open interest changed by -11 which decreased total open position to 194
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 31.6, which was 1.60 higher than the previous day. The implied volatity was 25.08, the open interest changed by -202 which decreased total open position to 205
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 30, which was lower than the previous day. The implied volatity was 24.38, the open interest changed by 2 which increased total open position to 404
| COALINDIA 28NOV2024 409.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.22
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 7.05 | 2.00 | 26.73 | 755 | 0.5 | 112 |
| 20 Nov | 412.25 | 5.05 | 0.00 | 27.36 | 431.5 | -22 | 111 |
| 19 Nov | 412.25 | 5.05 | 0.20 | 27.36 | 431.5 | -22.5 | 111 |
| 18 Nov | 413.35 | 4.85 | -1.75 | 26.25 | 246 | -25 | 136 |
| 14 Nov | 409.75 | 6.6 | -1.20 | 24.67 | 481.5 | 22 | 161 |
| 13 Nov | 406.90 | 7.8 | 1.60 | 23.71 | 387 | 32 | 139 |
| 12 Nov | 414.05 | 6.2 | 2.50 | 26.24 | 117.5 | -7.5 | 107 |
| 11 Nov | 421.55 | 3.7 | -0.20 | 25.79 | 136.5 | 3 | 115 |
| 8 Nov | 424.05 | 3.9 | 1.85 | 25.97 | 283 | -14 | 114 |
| 7 Nov | 435.35 | 2.05 | 0.15 | 26.96 | 61.5 | -12 | 127 |
| 6 Nov | 435.80 | 1.9 | -1.05 | 26.49 | 291.5 | -22.5 | 139.5 |
| 5 Nov | 434.90 | 2.95 | 28.99 | 234 | -1 | 161.5 | |
For Coal India Ltd - strike price 409.25 expiring on 28NOV2024
Delta for 409.25 PE is -0.54
Historical price for 409.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 7.05, which was 2.00 higher than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 224
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by -44 which decreased total open position to 222
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.05, which was 0.20 higher than the previous day. The implied volatity was 27.36, the open interest changed by -45 which decreased total open position to 222
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 4.85, which was -1.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by -50 which decreased total open position to 272
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.6, which was -1.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 44 which increased total open position to 322
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 7.8, which was 1.60 higher than the previous day. The implied volatity was 23.71, the open interest changed by 64 which increased total open position to 278
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.2, which was 2.50 higher than the previous day. The implied volatity was 26.24, the open interest changed by -15 which decreased total open position to 214
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 3.7, which was -0.20 lower than the previous day. The implied volatity was 25.79, the open interest changed by 6 which increased total open position to 230
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 3.9, which was 1.85 higher than the previous day. The implied volatity was 25.97, the open interest changed by -28 which decreased total open position to 228
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 26.96, the open interest changed by -24 which decreased total open position to 254
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by -45 which decreased total open position to 279
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was 28.99, the open interest changed by -2 which decreased total open position to 323
