COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.22
Theta: -0.45
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 4.55 | -3.60 | 25.77 | 2,848 | 120.5 | 395.5 | |||
| 20 Nov | 412.25 | 8.15 | 0.00 | 25.64 | 613.5 | -45.5 | 275 | |||
| 19 Nov | 412.25 | 8.15 | -1.10 | 25.64 | 613.5 | -45.5 | 275 | |||
| 18 Nov | 413.35 | 9.25 | 0.95 | 25.21 | 1,458.5 | -20.5 | 323.5 | |||
| 14 Nov | 409.75 | 8.3 | 0.55 | 22.74 | 2,231 | 125 | 352 | |||
| 13 Nov | 406.90 | 7.75 | -3.70 | 24.57 | 1,154 | 191.5 | 225 | |||
| 12 Nov | 414.05 | 11.45 | -6.40 | 24.44 | 117.5 | 9 | 33.5 | |||
| 11 Nov | 421.55 | 17.85 | -2.15 | 26.24 | 49.5 | 18.5 | 25 | |||
| 8 Nov | 424.05 | 20 | -9.00 | 26.46 | 6.5 | 5.5 | 6 | |||
| 7 Nov | 435.35 | 29 | -4.15 | 21.91 | 0.5 | 0 | 0 | |||
| 6 Nov | 435.80 | 33.15 | -5.15 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 38.3 | -66.35 | 29.76 | 23.5 | 21 | 21 | |||
| 1 Nov | 454.15 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 445.55 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 441.65 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 461.10 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 477.25 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 489.90 | 104.65 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 CE is 0.43
Historical price for 410 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.55, which was -3.60 lower than the previous day. The implied volatity was 25.77, the open interest changed by 241 which increased total open position to 791
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by -91 which decreased total open position to 550
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.15, which was -1.10 lower than the previous day. The implied volatity was 25.64, the open interest changed by -91 which decreased total open position to 550
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9.25, which was 0.95 higher than the previous day. The implied volatity was 25.21, the open interest changed by -41 which decreased total open position to 647
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 8.3, which was 0.55 higher than the previous day. The implied volatity was 22.74, the open interest changed by 250 which increased total open position to 704
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 7.75, which was -3.70 lower than the previous day. The implied volatity was 24.57, the open interest changed by 383 which increased total open position to 450
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.45, which was -6.40 lower than the previous day. The implied volatity was 24.44, the open interest changed by 18 which increased total open position to 67
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 17.85, which was -2.15 lower than the previous day. The implied volatity was 26.24, the open interest changed by 37 which increased total open position to 50
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 20, which was -9.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 11 which increased total open position to 12
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 29, which was -4.15 lower than the previous day. The implied volatity was 21.91, 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 33.15, which was -5.15 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 38.3, which was -66.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by 42 which increased total open position to 42
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 104.65, 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 104.65, 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 104.65, 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 104.65, 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 104.65, 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 25 Oct COALINDIA was trading at 461.10. The strike last trading price was 104.65, 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 104.65, 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 104.65, 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 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 104.65, 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 17 Oct COALINDIA was trading at 489.90. The strike last trading price was 104.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 28NOV2024 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
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 | 7.5 | 2.00 | 26.83 | 1,476.5 | 12 | 738 |
| 20 Nov | 412.25 | 5.5 | 0.00 | 27.75 | 1,109.5 | 178.5 | 724.5 |
| 19 Nov | 412.25 | 5.5 | 0.30 | 27.75 | 1,109.5 | 177 | 724.5 |
| 18 Nov | 413.35 | 5.2 | -1.70 | 26.44 | 733.5 | -9 | 548 |
| 14 Nov | 409.75 | 6.9 | -1.45 | 24.53 | 1,794 | 256.5 | 550.5 |
| 13 Nov | 406.90 | 8.35 | 2.00 | 24.21 | 1,430.5 | 141 | 295 |
| 12 Nov | 414.05 | 6.35 | 2.45 | 25.78 | 587 | 35 | 160.5 |
| 11 Nov | 421.55 | 3.9 | -0.25 | 25.76 | 463 | 63 | 126 |
| 8 Nov | 424.05 | 4.15 | 2.20 | 26.12 | 390 | 27.5 | 63.5 |
| 7 Nov | 435.35 | 1.95 | 0.00 | 26.03 | 47.5 | 4.5 | 36 |
| 6 Nov | 435.80 | 1.95 | -1.45 | 26.23 | 71 | 29.5 | 29.5 |
| 4 Nov | 443.30 | 3.4 | 1.00 | 34.61 | 437.5 | 34.5 | 211 |
| 1 Nov | 454.15 | 2.4 | 0.00 | 34.71 | 25.5 | 11 | 176 |
| 31 Oct | 452.05 | 2.4 | -0.05 | - | 310 | 17 | 166 |
| 30 Oct | 449.15 | 2.45 | -0.90 | - | 207 | 10 | 148 |
| 29 Oct | 445.55 | 3.35 | -1.45 | - | 190 | 18 | 144 |
| 28 Oct | 441.65 | 4.8 | 1.55 | - | 406 | 112 | 125 |
| 25 Oct | 461.10 | 3.25 | 2.00 | - | 1 | 0 | 13 |
| 24 Oct | 477.25 | 1.25 | -0.70 | - | 7 | 3 | 12 |
| 23 Oct | 474.10 | 1.95 | -0.30 | - | 12 | 4 | 8 |
| 22 Oct | 468.35 | 2.25 | 1.55 | - | 55 | 4 | 5 |
| 17 Oct | 489.90 | 0.7 | - | 2 | 1 | 1 | |
For Coal India Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 PE is -0.56
Historical price for 410 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 7.5, which was 2.00 higher than the previous day. The implied volatity was 26.83, the open interest changed by 24 which increased total open position to 1476
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 27.75, the open interest changed by 357 which increased total open position to 1449
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.5, which was 0.30 higher than the previous day. The implied volatity was 27.75, the open interest changed by 354 which increased total open position to 1449
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 5.2, which was -1.70 lower than the previous day. The implied volatity was 26.44, the open interest changed by -18 which decreased total open position to 1096
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.9, which was -1.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 513 which increased total open position to 1101
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 8.35, which was 2.00 higher than the previous day. The implied volatity was 24.21, the open interest changed by 282 which increased total open position to 590
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.35, which was 2.45 higher than the previous day. The implied volatity was 25.78, the open interest changed by 70 which increased total open position to 321
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 25.76, the open interest changed by 126 which increased total open position to 252
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 4.15, which was 2.20 higher than the previous day. The implied volatity was 26.12, the open interest changed by 55 which increased total open position to 127
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 26.03, the open interest changed by 9 which increased total open position to 72
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 26.23, the open interest changed by 59 which increased total open position to 59
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 3.4, which was 1.00 higher than the previous day. The implied volatity was 34.61, the open interest changed by 69 which increased total open position to 422
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 34.71, the open interest changed by 22 which increased total open position to 352
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 2.4, which was -0.05 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 2.45, which was -0.90 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 3.35, which was -1.45 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 4.8, which was 1.55 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 3.25, which was 2.00 higher 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 1.25, which was -0.70 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 1.95, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 2.25, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct COALINDIA was trading at 489.90. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
