COALINDIA
Coal India Ltd
Historical option data for COALINDIA
06 Jan 2025 04:12 PM IST
COALINDIA 30JAN2025 410 CE | ||||||||||
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Delta: 0.15
Vega: 0.22
Theta: -0.13
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Jan | 378.75 | 1.8 | -2.55 | 25.41 | 3,431 | 440 | 2,208 | |||
3 Jan | 393.65 | 4.35 | 0.70 | 21.69 | 3,697 | 553 | 1,773 | |||
2 Jan | 392.95 | 3.65 | 1.25 | 20.19 | 1,975 | -92 | 1,202 | |||
1 Jan | 386.40 | 2.4 | 0.00 | 20.60 | 735 | 131 | 1,295 | |||
31 Dec | 384.15 | 2.4 | 0.15 | 21.53 | 848 | -22 | 1,171 | |||
30 Dec | 377.90 | 2.25 | -0.15 | 23.00 | 1,191 | 243 | 1,190 | |||
27 Dec | 380.50 | 2.4 | -1.25 | 21.88 | 1,729 | 257 | 944 | |||
26 Dec | 386.60 | 3.65 | -0.20 | 21.64 | 1,122 | 75 | 690 | |||
24 Dec | 384.50 | 3.85 | -0.80 | 22.44 | 311 | 25 | 612 | |||
23 Dec | 382.95 | 4.65 | -0.85 | 25.25 | 530 | 90 | 586 | |||
20 Dec | 382.00 | 5.5 | -2.45 | 26.45 | 411 | 66 | 495 | |||
19 Dec | 391.95 | 7.95 | -2.05 | 24.45 | 412 | 36 | 428 | |||
18 Dec | 395.80 | 10 | -2.40 | 25.52 | 314 | 142 | 393 | |||
17 Dec | 402.90 | 12.4 | -4.50 | 24.42 | 251 | 141 | 252 | |||
16 Dec | 410.45 | 16.9 | -0.25 | 24.46 | 190 | 53 | 110 | |||
13 Dec | 410.30 | 17.15 | 1.15 | 23.19 | 234 | 42 | 57 | |||
12 Dec | 409.10 | 16 | -34.00 | 24.01 | 23 | 11 | 11 | |||
11 Dec | 416.95 | 50 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 414.05 | 50 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 414.00 | 50 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 417.15 | 50 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 418.40 | 50 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 416.65 | 50 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 422.10 | 50 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 421.70 | 50 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 416.40 | 50 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 415.20 | 50 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 417.15 | 50 | 50.00 | - | 0 | 0 | 0 | |||
20 Nov | 412.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 412.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 413.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 409.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 406.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 414.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 421.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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8 Nov | 424.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 443.30 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 CE is 0.15
Historical price for 410 CE is as follows
On 6 Jan COALINDIA was trading at 378.75. The strike last trading price was 1.8, which was -2.55 lower than the previous day. The implied volatity was 25.41, the open interest changed by 440 which increased total open position to 2208
On 3 Jan COALINDIA was trading at 393.65. The strike last trading price was 4.35, which was 0.70 higher than the previous day. The implied volatity was 21.69, the open interest changed by 553 which increased total open position to 1773
On 2 Jan COALINDIA was trading at 392.95. The strike last trading price was 3.65, which was 1.25 higher than the previous day. The implied volatity was 20.19, the open interest changed by -92 which decreased total open position to 1202
On 1 Jan COALINDIA was trading at 386.40. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by 131 which increased total open position to 1295
On 31 Dec COALINDIA was trading at 384.15. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by -22 which decreased total open position to 1171
On 30 Dec COALINDIA was trading at 377.90. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 23.00, the open interest changed by 243 which increased total open position to 1190
On 27 Dec COALINDIA was trading at 380.50. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 257 which increased total open position to 944
On 26 Dec COALINDIA was trading at 386.60. The strike last trading price was 3.65, which was -0.20 lower than the previous day. The implied volatity was 21.64, the open interest changed by 75 which increased total open position to 690
On 24 Dec COALINDIA was trading at 384.50. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 22.44, the open interest changed by 25 which increased total open position to 612
On 23 Dec COALINDIA was trading at 382.95. The strike last trading price was 4.65, which was -0.85 lower than the previous day. The implied volatity was 25.25, the open interest changed by 90 which increased total open position to 586
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 5.5, which was -2.45 lower than the previous day. The implied volatity was 26.45, the open interest changed by 66 which increased total open position to 495
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 7.95, which was -2.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 36 which increased total open position to 428
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 10, which was -2.40 lower than the previous day. The implied volatity was 25.52, the open interest changed by 142 which increased total open position to 393
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 12.4, which was -4.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by 141 which increased total open position to 252
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 16.9, which was -0.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 53 which increased total open position to 110
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 17.15, which was 1.15 higher than the previous day. The implied volatity was 23.19, the open interest changed by 42 which increased total open position to 57
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 16, which was -34.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 11 which increased total open position to 11
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 50, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 50, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 50, 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 Dec COALINDIA was trading at 417.15. The strike last trading price was 50, 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 Dec COALINDIA was trading at 418.40. The strike last trading price was 50, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 50, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 50, 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 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 50, 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 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 50, 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 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 50, 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 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 50, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. 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 0 which decreased total open position to 0
On 19 Nov COALINDIA was trading at 412.25. 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 0 which decreased total open position to 0
On 18 Nov COALINDIA was trading at 413.35. 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 0 which decreased total open position to 0
On 14 Nov COALINDIA was trading at 409.75. 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 0 which decreased total open position to 0
On 13 Nov COALINDIA was trading at 406.90. 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 0 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 414.05. 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 0 which decreased total open position to 0
On 11 Nov COALINDIA was trading at 421.55. 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 0 which decreased total open position to 0
On 8 Nov COALINDIA was trading at 424.05. 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 0 which decreased total open position to 0
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 0, 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 30JAN2025 410 PE | |||||||
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Delta: -0.81
Vega: 0.26
Theta: -0.07
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Jan | 378.75 | 30.75 | 12.90 | 29.87 | 82 | 8 | 537 |
3 Jan | 393.65 | 17.85 | -0.60 | 23.33 | 286 | 40 | 529 |
2 Jan | 392.95 | 18.45 | -6.05 | 22.70 | 343 | 78 | 490 |
1 Jan | 386.40 | 24.5 | -1.60 | 26.21 | 19 | 4 | 412 |
31 Dec | 384.15 | 26.1 | -1.70 | 26.07 | 80 | -27 | 408 |
30 Dec | 377.90 | 27.8 | -0.50 | 21.21 | 77 | 8 | 433 |
27 Dec | 380.50 | 28.3 | 3.85 | 24.69 | 101 | 42 | 419 |
26 Dec | 386.60 | 24.45 | -1.75 | 25.74 | 353 | 155 | 374 |
24 Dec | 384.50 | 26.2 | -1.55 | 26.88 | 81 | 34 | 218 |
23 Dec | 382.95 | 27.75 | -2.25 | 27.33 | 61 | 12 | 185 |
20 Dec | 382.00 | 30 | 8.50 | 31.16 | 51 | -6 | 173 |
19 Dec | 391.95 | 21.5 | 1.60 | 26.90 | 53 | -5 | 179 |
18 Dec | 395.80 | 19.9 | 4.35 | 27.41 | 63 | 32 | 183 |
17 Dec | 402.90 | 15.55 | 3.50 | 25.43 | 171 | 38 | 150 |
16 Dec | 410.45 | 12.05 | 0.15 | 25.65 | 93 | 28 | 112 |
13 Dec | 410.30 | 11.9 | -0.60 | 25.27 | 50 | 1 | 76 |
12 Dec | 409.10 | 12.5 | 2.50 | 23.79 | 29 | 20 | 74 |
11 Dec | 416.95 | 10 | -1.50 | 25.54 | 41 | 20 | 52 |
10 Dec | 414.05 | 11.5 | -0.75 | 27.00 | 4 | 0 | 31 |
9 Dec | 414.00 | 12.25 | 1.15 | 27.37 | 4 | 2 | 31 |
6 Dec | 417.15 | 11.1 | -0.10 | 27.04 | 11 | 6 | 28 |
5 Dec | 418.40 | 11.2 | -0.05 | 27.03 | 27 | 19 | 22 |
4 Dec | 416.65 | 11.25 | 1.25 | 26.57 | 3 | 1 | 2 |
3 Dec | 422.10 | 10 | -8.15 | 27.31 | 1 | 0 | 0 |
2 Dec | 421.70 | 18.15 | 0.00 | 3.38 | 0 | 0 | 0 |
29 Nov | 416.40 | 18.15 | 0.00 | 2.44 | 0 | 0 | 0 |
28 Nov | 415.20 | 18.15 | 0.00 | 2.43 | 0 | 0 | 0 |
27 Nov | 417.15 | 18.15 | 0.00 | 2.70 | 0 | 0 | 0 |
20 Nov | 412.25 | 18.15 | 0.00 | 1.63 | 0 | 0 | 0 |
19 Nov | 412.25 | 18.15 | 0.00 | 1.63 | 0 | 0 | 0 |
18 Nov | 413.35 | 18.15 | 18.15 | 2.65 | 0 | 0 | 0 |
14 Nov | 409.75 | 0 | 0.00 | 1.35 | 0 | 0 | 0 |
13 Nov | 406.90 | 0 | 0.00 | 1.06 | 0 | 0 | 0 |
12 Nov | 414.05 | 0 | 0.00 | 2.34 | 0 | 0 | 0 |
11 Nov | 421.55 | 0 | 0.00 | 3.19 | 0 | 0 | 0 |
8 Nov | 424.05 | 0 | -14.20 | 3.55 | 0 | 0 | 0 |
4 Nov | 443.30 | 14.2 | 5.66 | 0 | 0 | 0 |
For Coal India Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 PE is -0.81
Historical price for 410 PE is as follows
On 6 Jan COALINDIA was trading at 378.75. The strike last trading price was 30.75, which was 12.90 higher than the previous day. The implied volatity was 29.87, the open interest changed by 8 which increased total open position to 537
On 3 Jan COALINDIA was trading at 393.65. The strike last trading price was 17.85, which was -0.60 lower than the previous day. The implied volatity was 23.33, the open interest changed by 40 which increased total open position to 529
On 2 Jan COALINDIA was trading at 392.95. The strike last trading price was 18.45, which was -6.05 lower than the previous day. The implied volatity was 22.70, the open interest changed by 78 which increased total open position to 490
On 1 Jan COALINDIA was trading at 386.40. The strike last trading price was 24.5, which was -1.60 lower than the previous day. The implied volatity was 26.21, the open interest changed by 4 which increased total open position to 412
On 31 Dec COALINDIA was trading at 384.15. The strike last trading price was 26.1, which was -1.70 lower than the previous day. The implied volatity was 26.07, the open interest changed by -27 which decreased total open position to 408
On 30 Dec COALINDIA was trading at 377.90. The strike last trading price was 27.8, which was -0.50 lower than the previous day. The implied volatity was 21.21, the open interest changed by 8 which increased total open position to 433
On 27 Dec COALINDIA was trading at 380.50. The strike last trading price was 28.3, which was 3.85 higher than the previous day. The implied volatity was 24.69, the open interest changed by 42 which increased total open position to 419
On 26 Dec COALINDIA was trading at 386.60. The strike last trading price was 24.45, which was -1.75 lower than the previous day. The implied volatity was 25.74, the open interest changed by 155 which increased total open position to 374
On 24 Dec COALINDIA was trading at 384.50. The strike last trading price was 26.2, which was -1.55 lower than the previous day. The implied volatity was 26.88, the open interest changed by 34 which increased total open position to 218
On 23 Dec COALINDIA was trading at 382.95. The strike last trading price was 27.75, which was -2.25 lower than the previous day. The implied volatity was 27.33, the open interest changed by 12 which increased total open position to 185
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 30, which was 8.50 higher than the previous day. The implied volatity was 31.16, the open interest changed by -6 which decreased total open position to 173
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 21.5, which was 1.60 higher than the previous day. The implied volatity was 26.90, the open interest changed by -5 which decreased total open position to 179
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 19.9, which was 4.35 higher than the previous day. The implied volatity was 27.41, the open interest changed by 32 which increased total open position to 183
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 15.55, which was 3.50 higher than the previous day. The implied volatity was 25.43, the open interest changed by 38 which increased total open position to 150
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 12.05, which was 0.15 higher than the previous day. The implied volatity was 25.65, the open interest changed by 28 which increased total open position to 112
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 11.9, which was -0.60 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 76
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 12.5, which was 2.50 higher than the previous day. The implied volatity was 23.79, the open interest changed by 20 which increased total open position to 74
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 10, which was -1.50 lower than the previous day. The implied volatity was 25.54, the open interest changed by 20 which increased total open position to 52
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 11.5, which was -0.75 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 31
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 12.25, which was 1.15 higher than the previous day. The implied volatity was 27.37, the open interest changed by 2 which increased total open position to 31
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 11.1, which was -0.10 lower than the previous day. The implied volatity was 27.04, the open interest changed by 6 which increased total open position to 28
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 19 which increased total open position to 22
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 11.25, which was 1.25 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 2
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 10, which was -8.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 18.15, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 18.15, which was 18.15 higher than the previous day. The implied volatity was 2.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.06, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 0, which was -14.20 lower than the previous day. The implied volatity was 3.55, 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 14.2, which was lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0