COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 414.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.32
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.50 | 6.8 | -4.05 | 24.08 | 477 | 115 | 476 | |||
| 11 Dec | 416.95 | 10.85 | 0.35 | 25.34 | 424 | -4 | 361 | |||
| 10 Dec | 414.05 | 10.5 | 0.35 | 25.70 | 751 | 34 | 371 | |||
| 9 Dec | 414.00 | 10.15 | -2.25 | 25.50 | 395 | 89 | 336 | |||
| 6 Dec | 417.15 | 12.4 | 0.05 | 23.67 | 150 | 19 | 247 | |||
| 5 Dec | 418.40 | 12.35 | -0.50 | 22.80 | 598 | 31 | 227 | |||
| 4 Dec | 416.65 | 12.85 | -2.50 | 24.37 | 193 | 1 | 195 | |||
| 3 Dec | 422.10 | 15.35 | -0.55 | 21.29 | 114 | 15 | 194 | |||
| 2 Dec | 421.70 | 15.9 | 2.30 | 23.14 | 368 | -7 | 181 | |||
| 29 Nov | 416.40 | 13.6 | -1.65 | 23.92 | 644 | 40 | 187 | |||
| 28 Nov | 415.20 | 15.25 | -0.95 | 27.03 | 295 | 43 | 146 | |||
| 27 Nov | 417.15 | 16.2 | 4.15 | 26.55 | 417 | 35 | 104 | |||
| 26 Nov | 411.50 | 12.05 | -3.15 | 24.94 | 183 | 54 | 70 | |||
| 25 Nov | 417.45 | 15.2 | 0.90 | 21.98 | 25 | 12 | 16 | |||
| 22 Nov | 414.05 | 14.3 | 3.30 | 24.64 | 8 | 4 | 8 | |||
| 21 Nov | 406.00 | 11 | -8.20 | 25.39 | 2 | 1 | 3 | |||
| 20 Nov | 412.25 | 19.2 | 0.00 | 34.24 | 1 | -1 | 3 | |||
| 19 Nov | 412.25 | 19.2 | 4.85 | 34.24 | 1 | 0 | 3 | |||
| 18 Nov | 413.35 | 14.35 | 0.35 | 23.86 | 1 | 0 | 4 | |||
| 14 Nov | 409.75 | 14 | 1.35 | 24.43 | 3 | 1 | 3 | |||
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| 13 Nov | 406.90 | 12.65 | -6.35 | 24.28 | 1 | 0 | 2 | |||
| 12 Nov | 414.05 | 19 | -12.00 | 29.46 | 2 | 0 | 1 | |||
| 11 Nov | 421.55 | 31 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 31 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 31 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 31 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 434.90 | 31 | 22.40 | 1 | 0 | 0 | ||||
For Coal India Ltd - strike price 414.25 expiring on 26DEC2024
Delta for 414.25 CE is 0.47
Historical price for 414.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 6.8, which was -4.05 lower than the previous day. The implied volatity was 24.08, the open interest changed by 115 which increased total open position to 476
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 10.85, which was 0.35 higher than the previous day. The implied volatity was 25.34, the open interest changed by -4 which decreased total open position to 361
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 10.5, which was 0.35 higher than the previous day. The implied volatity was 25.70, the open interest changed by 34 which increased total open position to 371
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 10.15, which was -2.25 lower than the previous day. The implied volatity was 25.50, the open interest changed by 89 which increased total open position to 336
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 12.4, which was 0.05 higher than the previous day. The implied volatity was 23.67, the open interest changed by 19 which increased total open position to 247
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 12.35, which was -0.50 lower than the previous day. The implied volatity was 22.80, the open interest changed by 31 which increased total open position to 227
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 12.85, which was -2.50 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 195
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 15.35, which was -0.55 lower than the previous day. The implied volatity was 21.29, the open interest changed by 15 which increased total open position to 194
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 15.9, which was 2.30 higher than the previous day. The implied volatity was 23.14, the open interest changed by -7 which decreased total open position to 181
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 13.6, which was -1.65 lower than the previous day. The implied volatity was 23.92, the open interest changed by 40 which increased total open position to 187
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 15.25, which was -0.95 lower than the previous day. The implied volatity was 27.03, the open interest changed by 43 which increased total open position to 146
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 16.2, which was 4.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by 35 which increased total open position to 104
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 12.05, which was -3.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 54 which increased total open position to 70
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 15.2, which was 0.90 higher than the previous day. The implied volatity was 21.98, the open interest changed by 12 which increased total open position to 16
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 14.3, which was 3.30 higher than the previous day. The implied volatity was 24.64, the open interest changed by 4 which increased total open position to 8
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 11, which was -8.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 3
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 34.24, the open interest changed by -1 which decreased total open position to 3
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 19.2, which was 4.85 higher than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 3
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 14.35, which was 0.35 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 4
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 14, which was 1.35 higher than the previous day. The implied volatity was 24.43, the open interest changed by 1 which increased total open position to 3
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 12.65, which was -6.35 lower than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 2
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 19, which was -12.00 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 1
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 31, which was lower than the previous day. The implied volatity was 22.40, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 414.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.32
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 9.7 | 3.40 | 26.59 | 277 | 45 | 416 |
| 11 Dec | 416.95 | 6.3 | -0.85 | 24.73 | 336 | 12 | 364 |
| 10 Dec | 414.05 | 7.15 | -1.10 | 24.86 | 485 | 34 | 357 |
| 9 Dec | 414.00 | 8.25 | 0.80 | 26.00 | 320 | 24 | 324 |
| 6 Dec | 417.15 | 7.45 | 0.00 | 26.10 | 234 | 19 | 300 |
| 5 Dec | 418.40 | 7.45 | -0.55 | 25.60 | 622 | 47 | 283 |
| 4 Dec | 416.65 | 8 | 1.90 | 25.86 | 467 | -10 | 239 |
| 3 Dec | 422.10 | 6.1 | -0.20 | 25.52 | 338 | 6 | 249 |
| 2 Dec | 421.70 | 6.3 | -2.95 | 25.09 | 249 | -19 | 245 |
| 29 Nov | 416.40 | 9.25 | -0.70 | 26.09 | 511 | 103 | 263 |
| 28 Nov | 415.20 | 9.95 | 0.10 | 27.28 | 349 | 53 | 157 |
| 27 Nov | 417.15 | 9.85 | -3.00 | 28.04 | 186 | 20 | 105 |
| 26 Nov | 411.50 | 12.85 | 4.00 | 28.01 | 151 | 34 | 86 |
| 25 Nov | 417.45 | 8.85 | -2.65 | 25.98 | 126 | 37 | 52 |
| 22 Nov | 414.05 | 11.5 | -2.60 | 26.43 | 4 | 2 | 17 |
| 21 Nov | 406.00 | 14.1 | 2.10 | 24.00 | 6 | 4 | 14 |
| 20 Nov | 412.25 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 12 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Nov | 413.35 | 12 | -1.80 | 25.64 | 5 | 0 | 11 |
| 14 Nov | 409.75 | 13.8 | 2.25 | 25.68 | 4 | 2 | 10 |
| 13 Nov | 406.90 | 11.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 11.55 | 1.30 | 23.98 | 1 | 0 | 8 |
| 11 Nov | 421.55 | 10.25 | 1.25 | 27.16 | 1 | 0 | 8 |
| 8 Nov | 424.05 | 9 | 2.50 | 25.26 | 4 | 3 | 8 |
| 7 Nov | 435.35 | 6.5 | -2.10 | 26.88 | 1 | 0 | 4 |
| 6 Nov | 435.80 | 8.6 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Nov | 434.90 | 8.6 | 30.15 | 2 | 0 | 3 | |
For Coal India Ltd - strike price 414.25 expiring on 26DEC2024
Delta for 414.25 PE is -0.53
Historical price for 414.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 9.7, which was 3.40 higher than the previous day. The implied volatity was 26.59, the open interest changed by 45 which increased total open position to 416
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 6.3, which was -0.85 lower than the previous day. The implied volatity was 24.73, the open interest changed by 12 which increased total open position to 364
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 7.15, which was -1.10 lower than the previous day. The implied volatity was 24.86, the open interest changed by 34 which increased total open position to 357
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 8.25, which was 0.80 higher than the previous day. The implied volatity was 26.00, the open interest changed by 24 which increased total open position to 324
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 26.10, the open interest changed by 19 which increased total open position to 300
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 7.45, which was -0.55 lower than the previous day. The implied volatity was 25.60, the open interest changed by 47 which increased total open position to 283
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 8, which was 1.90 higher than the previous day. The implied volatity was 25.86, the open interest changed by -10 which decreased total open position to 239
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 6.1, which was -0.20 lower than the previous day. The implied volatity was 25.52, the open interest changed by 6 which increased total open position to 249
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 6.3, which was -2.95 lower than the previous day. The implied volatity was 25.09, the open interest changed by -19 which decreased total open position to 245
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 9.25, which was -0.70 lower than the previous day. The implied volatity was 26.09, the open interest changed by 103 which increased total open position to 263
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 9.95, which was 0.10 higher than the previous day. The implied volatity was 27.28, the open interest changed by 53 which increased total open position to 157
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 9.85, which was -3.00 lower than the previous day. The implied volatity was 28.04, the open interest changed by 20 which increased total open position to 105
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 12.85, which was 4.00 higher than the previous day. The implied volatity was 28.01, the open interest changed by 34 which increased total open position to 86
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 8.85, which was -2.65 lower than the previous day. The implied volatity was 25.98, the open interest changed by 37 which increased total open position to 52
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.5, which was -2.60 lower than the previous day. The implied volatity was 26.43, the open interest changed by 2 which increased total open position to 17
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 14.1, which was 2.10 higher than the previous day. The implied volatity was 24.00, the open interest changed by 4 which increased total open position to 14
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 12, which was -1.80 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 11
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 13.8, which was 2.25 higher than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 10
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 11.55, which was 1.30 higher than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 8
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 10.25, which was 1.25 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 8
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 9, which was 2.50 higher than the previous day. The implied volatity was 25.26, the open interest changed by 3 which increased total open position to 8
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 6.5, which was -2.10 lower than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 4
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 8.6, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 3
