COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 414.25 CE | ||||||||||
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Delta: 0.32
Vega: 0.20
Theta: -0.40
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 2.9 | -3.10 | 25.25 | 1,688.5 | 39 | 259 | |||
| 20 Nov | 412.25 | 6 | 0.00 | 24.30 | 636 | 25.5 | 219.5 | |||
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| 19 Nov | 412.25 | 6 | -0.75 | 24.30 | 636 | 25 | 219.5 | |||
| 18 Nov | 413.35 | 6.75 | 0.70 | 24.50 | 772.5 | 20 | 194.5 | |||
| 14 Nov | 409.75 | 6.05 | 0.30 | 22.16 | 877.5 | 12 | 175 | |||
| 13 Nov | 406.90 | 5.75 | -3.25 | 24.07 | 441 | 44 | 163.5 | |||
| 12 Nov | 414.05 | 9 | -5.80 | 24.14 | 113 | 27.5 | 118.5 | |||
| 11 Nov | 421.55 | 14.8 | -1.75 | 25.72 | 39.5 | 1.5 | 90 | |||
| 8 Nov | 424.05 | 16.55 | -8.95 | 24.94 | 47.5 | 1.5 | 88.5 | |||
| 7 Nov | 435.35 | 25.5 | -1.50 | 22.69 | 9 | 4 | 87 | |||
| 6 Nov | 435.80 | 27 | 1.10 | 23.55 | 13 | -3 | 83 | |||
| 5 Nov | 434.90 | 25.9 | 24.51 | 90 | -20 | 86 | ||||
For Coal India Ltd - strike price 414.25 expiring on 28NOV2024
Delta for 414.25 CE is 0.32
Historical price for 414.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.9, which was -3.10 lower than the previous day. The implied volatity was 25.25, the open interest changed by 78 which increased total open position to 518
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 51 which increased total open position to 439
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 24.30, the open interest changed by 50 which increased total open position to 439
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.75, which was 0.70 higher than the previous day. The implied volatity was 24.50, the open interest changed by 40 which increased total open position to 389
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.05, which was 0.30 higher than the previous day. The implied volatity was 22.16, the open interest changed by 24 which increased total open position to 350
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.75, which was -3.25 lower than the previous day. The implied volatity was 24.07, the open interest changed by 88 which increased total open position to 327
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 9, which was -5.80 lower than the previous day. The implied volatity was 24.14, the open interest changed by 55 which increased total open position to 237
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 14.8, which was -1.75 lower than the previous day. The implied volatity was 25.72, the open interest changed by 3 which increased total open position to 180
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 16.55, which was -8.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 3 which increased total open position to 177
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 25.5, which was -1.50 lower than the previous day. The implied volatity was 22.69, the open interest changed by 8 which increased total open position to 174
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 27, which was 1.10 higher than the previous day. The implied volatity was 23.55, the open interest changed by -6 which decreased total open position to 166
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 25.9, which was lower than the previous day. The implied volatity was 24.51, the open interest changed by -40 which decreased total open position to 172
| COALINDIA 28NOV2024 414.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.20
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 10.15 | 2.85 | 26.69 | 492.5 | -11.5 | 255 |
| 20 Nov | 412.25 | 7.3 | 0.00 | 27.09 | 572 | -13 | 267.5 |
| 19 Nov | 412.25 | 7.3 | 0.55 | 27.09 | 572 | -12 | 267.5 |
| 18 Nov | 413.35 | 6.75 | -2.15 | 24.99 | 600.5 | -2 | 279.5 |
| 14 Nov | 409.75 | 8.9 | -1.25 | 24.00 | 310.5 | -5.5 | 282 |
| 13 Nov | 406.90 | 10.15 | 2.00 | 22.35 | 501.5 | -94.5 | 289 |
| 12 Nov | 414.05 | 8.15 | 3.15 | 25.48 | 294 | -8.5 | 392.5 |
| 11 Nov | 421.55 | 5 | -0.30 | 25.03 | 201.5 | -16.5 | 402.5 |
| 8 Nov | 424.05 | 5.3 | 2.85 | 25.70 | 299 | 17.5 | 419 |
| 7 Nov | 435.35 | 2.45 | -0.05 | 25.18 | 613 | 38.5 | 414 |
| 6 Nov | 435.80 | 2.5 | -1.20 | 25.64 | 750 | -21 | 409 |
| 5 Nov | 434.90 | 3.7 | 28.03 | 485.5 | -89 | 430 | |
For Coal India Ltd - strike price 414.25 expiring on 28NOV2024
Delta for 414.25 PE is -0.67
Historical price for 414.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 10.15, which was 2.85 higher than the previous day. The implied volatity was 26.69, the open interest changed by -23 which decreased total open position to 510
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by -26 which decreased total open position to 535
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.3, which was 0.55 higher than the previous day. The implied volatity was 27.09, the open interest changed by -24 which decreased total open position to 535
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.75, which was -2.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by -4 which decreased total open position to 559
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 8.9, which was -1.25 lower than the previous day. The implied volatity was 24.00, the open interest changed by -11 which decreased total open position to 564
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 10.15, which was 2.00 higher than the previous day. The implied volatity was 22.35, the open interest changed by -189 which decreased total open position to 578
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 8.15, which was 3.15 higher than the previous day. The implied volatity was 25.48, the open interest changed by -17 which decreased total open position to 785
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 5, which was -0.30 lower than the previous day. The implied volatity was 25.03, the open interest changed by -33 which decreased total open position to 805
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 5.3, which was 2.85 higher than the previous day. The implied volatity was 25.70, the open interest changed by 35 which increased total open position to 838
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 77 which increased total open position to 828
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 2.5, which was -1.20 lower than the previous day. The implied volatity was 25.64, the open interest changed by -42 which decreased total open position to 818
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was 28.03, the open interest changed by -178 which decreased total open position to 860
