COALINDIA
Coal India Ltd
Historical option data for COALINDIA
20 Dec 2024 04:12 PM IST
| COALINDIA 26DEC2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.05
Theta: -0.13
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 382.00 | 0.3 | -0.80 | 30.85 | 2,899 | -379 | 2,462 | |||
| 19 Dec | 391.95 | 1.1 | -0.85 | 27.26 | 2,781 | -244 | 2,855 | |||
| 18 Dec | 395.80 | 1.95 | -1.75 | 27.00 | 4,296 | 305 | 3,112 | |||
| 17 Dec | 402.90 | 3.7 | -3.60 | 25.30 | 4,811 | 634 | 2,822 | |||
| 16 Dec | 410.45 | 7.3 | -0.65 | 23.87 | 6,276 | -532 | 2,171 | |||
| 13 Dec | 410.30 | 7.95 | 1.20 | 21.37 | 8,054 | 770 | 2,698 | |||
| 12 Dec | 409.10 | 6.75 | -6.85 | 21.99 | 4,385 | 1,050 | 1,921 | |||
| 11 Dec | 416.95 | 13.6 | 0.40 | 25.90 | 1,840 | 50 | 876 | |||
| 10 Dec | 414.05 | 13.2 | 0.50 | 26.43 | 1,616 | 48 | 824 | |||
| 9 Dec | 414.00 | 12.7 | -2.55 | 26.00 | 821 | 173 | 775 | |||
| 6 Dec | 417.15 | 15.25 | 0.10 | 24.26 | 519 | 9 | 599 | |||
| 5 Dec | 418.40 | 15.15 | -0.45 | 23.19 | 1,654 | -22 | 593 | |||
| 4 Dec | 416.65 | 15.6 | -2.80 | 24.86 | 990 | -110 | 618 | |||
|
|
||||||||||
| 3 Dec | 422.10 | 18.4 | -0.60 | 21.32 | 491 | 46 | 727 | |||
| 2 Dec | 421.70 | 19 | 2.75 | 23.75 | 756 | 59 | 681 | |||
| 29 Nov | 416.40 | 16.25 | -2.00 | 24.25 | 1,233 | 135 | 621 | |||
| 28 Nov | 415.20 | 18.25 | -0.60 | 28.29 | 768 | 67 | 487 | |||
| 27 Nov | 417.15 | 18.85 | 4.60 | 26.81 | 1,797 | 12 | 420 | |||
| 26 Nov | 411.50 | 14.25 | -4.40 | 24.93 | 761 | 269 | 455 | |||
| 25 Nov | 417.45 | 18.65 | 2.80 | 23.72 | 387 | -21 | 185 | |||
| 22 Nov | 414.05 | 15.85 | 3.20 | 22.97 | 430 | 30 | 236 | |||
| 21 Nov | 406.00 | 12.65 | -3.20 | 24.80 | 424 | 149 | 205 | |||
| 20 Nov | 412.25 | 15.85 | 0.00 | 23.92 | 33 | 6 | 56 | |||
| 19 Nov | 412.25 | 15.85 | -1.05 | 23.92 | 33 | 6 | 56 | |||
| 18 Nov | 413.35 | 16.9 | 0.85 | 24.30 | 25 | 13 | 50 | |||
| 14 Nov | 409.75 | 16.05 | -25.60 | 24.20 | 57 | 31 | 31 | |||
| 13 Nov | 406.90 | 41.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 41.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 41.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 41.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 41.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 41.65 | -67.75 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 109.4 | 109.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 410 expiring on 26DEC2024
Delta for 410 CE is 0.05
Historical price for 410 CE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.3, which was -0.80 lower than the previous day. The implied volatity was 30.85, the open interest changed by -379 which decreased total open position to 2462
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 27.26, the open interest changed by -244 which decreased total open position to 2855
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 1.95, which was -1.75 lower than the previous day. The implied volatity was 27.00, the open interest changed by 305 which increased total open position to 3112
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 3.7, which was -3.60 lower than the previous day. The implied volatity was 25.30, the open interest changed by 634 which increased total open position to 2822
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 7.3, which was -0.65 lower than the previous day. The implied volatity was 23.87, the open interest changed by -532 which decreased total open position to 2171
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 7.95, which was 1.20 higher than the previous day. The implied volatity was 21.37, the open interest changed by 770 which increased total open position to 2698
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 6.75, which was -6.85 lower than the previous day. The implied volatity was 21.99, the open interest changed by 1050 which increased total open position to 1921
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 13.6, which was 0.40 higher than the previous day. The implied volatity was 25.90, the open interest changed by 50 which increased total open position to 876
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 13.2, which was 0.50 higher than the previous day. The implied volatity was 26.43, the open interest changed by 48 which increased total open position to 824
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 12.7, which was -2.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 173 which increased total open position to 775
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 15.25, which was 0.10 higher than the previous day. The implied volatity was 24.26, the open interest changed by 9 which increased total open position to 599
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 15.15, which was -0.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by -22 which decreased total open position to 593
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 15.6, which was -2.80 lower than the previous day. The implied volatity was 24.86, the open interest changed by -110 which decreased total open position to 618
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 18.4, which was -0.60 lower than the previous day. The implied volatity was 21.32, the open interest changed by 46 which increased total open position to 727
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 19, which was 2.75 higher than the previous day. The implied volatity was 23.75, the open interest changed by 59 which increased total open position to 681
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 16.25, which was -2.00 lower than the previous day. The implied volatity was 24.25, the open interest changed by 135 which increased total open position to 621
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 18.25, which was -0.60 lower than the previous day. The implied volatity was 28.29, the open interest changed by 67 which increased total open position to 487
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 18.85, which was 4.60 higher than the previous day. The implied volatity was 26.81, the open interest changed by 12 which increased total open position to 420
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 14.25, which was -4.40 lower than the previous day. The implied volatity was 24.93, the open interest changed by 269 which increased total open position to 455
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 18.65, which was 2.80 higher than the previous day. The implied volatity was 23.72, the open interest changed by -21 which decreased total open position to 185
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 15.85, which was 3.20 higher than the previous day. The implied volatity was 22.97, the open interest changed by 30 which increased total open position to 236
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 12.65, which was -3.20 lower than the previous day. The implied volatity was 24.80, the open interest changed by 149 which increased total open position to 205
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.85, which was 0.00 lower than the previous day. The implied volatity was 23.92, the open interest changed by 6 which increased total open position to 56
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.85, which was -1.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 6 which increased total open position to 56
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 16.9, which was 0.85 higher than the previous day. The implied volatity was 24.30, the open interest changed by 13 which increased total open position to 50
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 16.05, which was -25.60 lower than the previous day. The implied volatity was 24.20, the open interest changed by 31 which increased total open position to 31
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 41.65, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 41.65, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 41.65, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 41.65, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 41.65, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 41.65, which was -67.75 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 109.4, which was 109.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov COALINDIA was trading at 454.15. 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 31 Oct COALINDIA was trading at 452.05. 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 which decreased total open position to
On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 26DEC2024 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.09
Theta: -0.22
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 382.00 | 27.4 | 10.25 | 41.58 | 323 | -164 | 1,482 |
| 19 Dec | 391.95 | 17.15 | 2.35 | 25.91 | 227 | -79 | 1,646 |
| 18 Dec | 395.80 | 14.8 | 3.90 | 27.27 | 975 | -226 | 1,725 |
| 17 Dec | 402.90 | 10.9 | 5.20 | 28.31 | 1,580 | -160 | 1,954 |
| 16 Dec | 410.45 | 5.7 | 0.20 | 23.95 | 2,498 | 33 | 2,115 |
| 13 Dec | 410.30 | 5.5 | -2.35 | 21.72 | 3,697 | -213 | 2,283 |
| 12 Dec | 409.10 | 7.85 | 3.10 | 23.78 | 6,775 | 1,040 | 2,495 |
| 11 Dec | 416.95 | 4.75 | -0.85 | 25.02 | 1,442 | 40 | 1,454 |
| 10 Dec | 414.05 | 5.6 | -1.00 | 23.86 | 2,381 | 116 | 1,417 |
| 9 Dec | 414.00 | 6.6 | 0.75 | 26.61 | 1,461 | 86 | 1,304 |
| 6 Dec | 417.15 | 5.85 | -0.15 | 26.21 | 1,001 | -52 | 1,218 |
| 5 Dec | 418.40 | 6 | -0.50 | 26.10 | 3,166 | -96 | 1,272 |
| 4 Dec | 416.65 | 6.5 | 1.55 | 26.35 | 2,070 | 565 | 1,364 |
| 3 Dec | 422.10 | 4.95 | -0.20 | 26.19 | 1,192 | 44 | 801 |
| 2 Dec | 421.70 | 5.15 | -2.50 | 25.78 | 1,697 | 7 | 780 |
| 29 Nov | 416.40 | 7.65 | -0.70 | 26.43 | 2,095 | 310 | 830 |
| 28 Nov | 415.20 | 8.35 | 0.00 | 27.67 | 1,590 | 50 | 519 |
| 27 Nov | 417.15 | 8.35 | -2.70 | 28.51 | 1,184 | 212 | 467 |
| 26 Nov | 411.50 | 11.05 | 3.75 | 28.52 | 375 | 92 | 254 |
| 25 Nov | 417.45 | 7.3 | -2.05 | 26.15 | 301 | 96 | 162 |
| 22 Nov | 414.05 | 9.35 | -3.70 | 25.87 | 90 | 33 | 99 |
| 21 Nov | 406.00 | 13.05 | 2.40 | 26.42 | 66 | 19 | 67 |
| 20 Nov | 412.25 | 10.65 | 0.00 | 26.15 | 130 | 29 | 47 |
| 19 Nov | 412.25 | 10.65 | 0.00 | 26.15 | 130 | 28 | 47 |
| 18 Nov | 413.35 | 10.65 | -4.45 | 26.72 | 16 | 10 | 18 |
| 14 Nov | 409.75 | 15.1 | 2.50 | 31.77 | 8 | 6 | 6 |
| 13 Nov | 406.90 | 12.6 | 0.00 | 0.59 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 12.6 | 0.00 | 1.88 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 12.6 | 0.00 | 3.54 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 12.6 | 0.00 | 3.71 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 12.6 | 0.00 | 5.93 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 12.6 | 6.40 | 5.80 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 6.2 | 1.75 | 31.36 | 9 | 0 | 36 |
| 1 Nov | 454.15 | 4.45 | 0.00 | 31.09 | 4 | 0 | 32 |
| 31 Oct | 452.05 | 4.45 | 0.15 | - | 6 | 2 | 34 |
| 30 Oct | 449.15 | 4.3 | - | 60 | 6 | 6 | |
For Coal India Ltd - strike price 410 expiring on 26DEC2024
Delta for 410 PE is -0.89
Historical price for 410 PE is as follows
On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 27.4, which was 10.25 higher than the previous day. The implied volatity was 41.58, the open interest changed by -164 which decreased total open position to 1482
On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 17.15, which was 2.35 higher than the previous day. The implied volatity was 25.91, the open interest changed by -79 which decreased total open position to 1646
On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 14.8, which was 3.90 higher than the previous day. The implied volatity was 27.27, the open interest changed by -226 which decreased total open position to 1725
On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 10.9, which was 5.20 higher than the previous day. The implied volatity was 28.31, the open interest changed by -160 which decreased total open position to 1954
On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 23.95, the open interest changed by 33 which increased total open position to 2115
On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 5.5, which was -2.35 lower than the previous day. The implied volatity was 21.72, the open interest changed by -213 which decreased total open position to 2283
On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 7.85, which was 3.10 higher than the previous day. The implied volatity was 23.78, the open interest changed by 1040 which increased total open position to 2495
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 4.75, which was -0.85 lower than the previous day. The implied volatity was 25.02, the open interest changed by 40 which increased total open position to 1454
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 5.6, which was -1.00 lower than the previous day. The implied volatity was 23.86, the open interest changed by 116 which increased total open position to 1417
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 6.6, which was 0.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 86 which increased total open position to 1304
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by -52 which decreased total open position to 1218
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 26.10, the open interest changed by -96 which decreased total open position to 1272
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 6.5, which was 1.55 higher than the previous day. The implied volatity was 26.35, the open interest changed by 565 which increased total open position to 1364
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 4.95, which was -0.20 lower than the previous day. The implied volatity was 26.19, the open interest changed by 44 which increased total open position to 801
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 5.15, which was -2.50 lower than the previous day. The implied volatity was 25.78, the open interest changed by 7 which increased total open position to 780
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 7.65, which was -0.70 lower than the previous day. The implied volatity was 26.43, the open interest changed by 310 which increased total open position to 830
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by 50 which increased total open position to 519
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 8.35, which was -2.70 lower than the previous day. The implied volatity was 28.51, the open interest changed by 212 which increased total open position to 467
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 11.05, which was 3.75 higher than the previous day. The implied volatity was 28.52, the open interest changed by 92 which increased total open position to 254
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 7.3, which was -2.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by 96 which increased total open position to 162
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 9.35, which was -3.70 lower than the previous day. The implied volatity was 25.87, the open interest changed by 33 which increased total open position to 99
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 13.05, which was 2.40 higher than the previous day. The implied volatity was 26.42, the open interest changed by 19 which increased total open position to 67
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.65, which was 0.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by 29 which increased total open position to 47
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.65, which was 0.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by 28 which increased total open position to 47
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 10.65, which was -4.45 lower than the previous day. The implied volatity was 26.72, the open interest changed by 10 which increased total open position to 18
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 15.1, which was 2.50 higher than the previous day. The implied volatity was 31.77, the open interest changed by 6 which increased total open position to 6
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 12.6, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 12.6, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 12.6, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 12.6, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 12.6, which was 6.40 higher than the previous day. The implied volatity was 5.80, 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 6.2, which was 1.75 higher than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 36
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 32
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 4.45, which was 0.15 higher 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 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
