COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
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 | 6.4 | -4.10 | 23.71 | 1,011 | 285 | 1,790 | |||
| 11 Dec | 416.95 | 10.5 | 0.40 | 25.56 | 1,813 | 50 | 1,508 | |||
| 10 Dec | 414.05 | 10.1 | 0.35 | 25.71 | 2,546 | 242 | 1,460 | |||
| 9 Dec | 414.00 | 9.75 | -2.25 | 25.47 | 1,510 | 330 | 1,216 | |||
| 6 Dec | 417.15 | 12 | 0.15 | 23.77 | 688 | -59 | 885 | |||
| 5 Dec | 418.40 | 11.85 | -0.50 | 22.64 | 2,145 | 73 | 942 | |||
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| 4 Dec | 416.65 | 12.35 | -2.60 | 24.18 | 841 | 60 | 868 | |||
| 3 Dec | 422.10 | 14.95 | -0.65 | 21.46 | 482 | -7 | 806 | |||
| 2 Dec | 421.70 | 15.6 | 2.45 | 23.60 | 1,384 | -85 | 813 | |||
| 29 Nov | 416.40 | 13.15 | -1.85 | 23.85 | 1,849 | 352 | 898 | |||
| 28 Nov | 415.20 | 15 | -1.00 | 27.38 | 1,124 | 133 | 540 | |||
| 27 Nov | 417.15 | 16 | 4.30 | 27.04 | 1,581 | 170 | 397 | |||
| 26 Nov | 411.50 | 11.7 | -4.35 | 24.97 | 512 | 143 | 227 | |||
| 25 Nov | 417.45 | 16.05 | 2.80 | 24.76 | 346 | 59 | 85 | |||
| 22 Nov | 414.05 | 13.25 | 3.05 | 23.44 | 153 | 75 | 101 | |||
| 21 Nov | 406.00 | 10.2 | -2.90 | 24.44 | 22 | 14 | 27 | |||
| 20 Nov | 412.25 | 13.1 | 0.00 | 23.72 | 16 | 10 | 12 | |||
| 19 Nov | 412.25 | 13.1 | -0.90 | 23.72 | 16 | 9 | 12 | |||
| 18 Nov | 413.35 | 14 | 0.00 | 23.93 | 2 | 1 | 2 | |||
| 14 Nov | 409.75 | 14 | -24.45 | 25.18 | 1 | 0 | 0 | |||
| 13 Nov | 406.90 | 38.45 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 424.05 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 38.45 | -13.80 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 52.25 | 52.25 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 CE is 0.45
Historical price for 415 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 6.4, which was -4.10 lower than the previous day. The implied volatity was 23.71, the open interest changed by 285 which increased total open position to 1790
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 10.5, which was 0.40 higher than the previous day. The implied volatity was 25.56, the open interest changed by 50 which increased total open position to 1508
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 10.1, which was 0.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by 242 which increased total open position to 1460
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 9.75, which was -2.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 330 which increased total open position to 1216
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 12, which was 0.15 higher than the previous day. The implied volatity was 23.77, the open interest changed by -59 which decreased total open position to 885
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 11.85, which was -0.50 lower than the previous day. The implied volatity was 22.64, the open interest changed by 73 which increased total open position to 942
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 12.35, which was -2.60 lower than the previous day. The implied volatity was 24.18, the open interest changed by 60 which increased total open position to 868
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 14.95, which was -0.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by -7 which decreased total open position to 806
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 15.6, which was 2.45 higher than the previous day. The implied volatity was 23.60, the open interest changed by -85 which decreased total open position to 813
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 13.15, which was -1.85 lower than the previous day. The implied volatity was 23.85, the open interest changed by 352 which increased total open position to 898
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 15, which was -1.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 133 which increased total open position to 540
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 16, which was 4.30 higher than the previous day. The implied volatity was 27.04, the open interest changed by 170 which increased total open position to 397
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 11.7, which was -4.35 lower than the previous day. The implied volatity was 24.97, the open interest changed by 143 which increased total open position to 227
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 16.05, which was 2.80 higher than the previous day. The implied volatity was 24.76, the open interest changed by 59 which increased total open position to 85
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 13.25, which was 3.05 higher than the previous day. The implied volatity was 23.44, the open interest changed by 75 which increased total open position to 101
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 10.2, which was -2.90 lower than the previous day. The implied volatity was 24.44, the open interest changed by 14 which increased total open position to 27
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by 10 which increased total open position to 12
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 13.1, which was -0.90 lower than the previous day. The implied volatity was 23.72, the open interest changed by 9 which increased total open position to 12
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 23.93, the open interest changed by 1 which increased total open position to 2
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 14, which was -24.45 lower than the previous day. The implied volatity was 25.18, 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 38.45, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, which was -13.80 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 52.25, which was 52.25 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
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 | 10.1 | 3.60 | 26.80 | 794 | 72 | 1,205 |
| 11 Dec | 416.95 | 6.5 | -0.95 | 24.35 | 1,824 | 93 | 1,138 |
| 10 Dec | 414.05 | 7.45 | -1.55 | 24.73 | 1,398 | 139 | 1,044 |
| 9 Dec | 414.00 | 9 | 1.25 | 27.09 | 1,104 | 120 | 899 |
| 6 Dec | 417.15 | 7.75 | -0.05 | 26.06 | 734 | -50 | 777 |
| 5 Dec | 418.40 | 7.8 | -0.45 | 25.68 | 1,482 | 1 | 827 |
| 4 Dec | 416.65 | 8.25 | 1.90 | 25.67 | 1,562 | 116 | 825 |
| 3 Dec | 422.10 | 6.35 | -0.25 | 25.52 | 970 | 26 | 710 |
| 2 Dec | 421.70 | 6.6 | -2.90 | 25.16 | 1,078 | 17 | 683 |
| 29 Nov | 416.40 | 9.5 | -0.70 | 25.90 | 1,149 | 155 | 667 |
| 28 Nov | 415.20 | 10.2 | 0.25 | 27.09 | 915 | 228 | 511 |
| 27 Nov | 417.15 | 9.95 | -3.55 | 27.55 | 881 | 138 | 280 |
| 26 Nov | 411.50 | 13.5 | 4.05 | 28.58 | 361 | 32 | 142 |
| 25 Nov | 417.45 | 9.45 | -2.45 | 26.60 | 220 | 84 | 109 |
| 22 Nov | 414.05 | 11.9 | -4.65 | 26.52 | 46 | 18 | 43 |
| 21 Nov | 406.00 | 16.55 | 3.75 | 28.06 | 21 | 2 | 27 |
| 20 Nov | 412.25 | 12.8 | 0.00 | 25.80 | 26 | 14 | 25 |
| 19 Nov | 412.25 | 12.8 | 1.05 | 25.80 | 26 | 14 | 25 |
| 18 Nov | 413.35 | 11.75 | -2.60 | 24.49 | 16 | 9 | 9 |
| 14 Nov | 409.75 | 14.35 | 0.00 | 0.02 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 14.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.05 | 14.35 | 0.00 | 0.89 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 14.35 | 0.00 | 2.54 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 14.35 | 0.00 | 2.82 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 14.35 | 0.00 | 5.00 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 14.35 | 3.75 | 5.19 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 10.6 | 10.60 | 6.25 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 8.44 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 PE is -0.54
Historical price for 415 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 10.1, which was 3.60 higher than the previous day. The implied volatity was 26.80, the open interest changed by 72 which increased total open position to 1205
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 6.5, which was -0.95 lower than the previous day. The implied volatity was 24.35, the open interest changed by 93 which increased total open position to 1138
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 7.45, which was -1.55 lower than the previous day. The implied volatity was 24.73, the open interest changed by 139 which increased total open position to 1044
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 27.09, the open interest changed by 120 which increased total open position to 899
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 7.75, which was -0.05 lower than the previous day. The implied volatity was 26.06, the open interest changed by -50 which decreased total open position to 777
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 7.8, which was -0.45 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 827
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 8.25, which was 1.90 higher than the previous day. The implied volatity was 25.67, the open interest changed by 116 which increased total open position to 825
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 6.35, which was -0.25 lower than the previous day. The implied volatity was 25.52, the open interest changed by 26 which increased total open position to 710
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 6.6, which was -2.90 lower than the previous day. The implied volatity was 25.16, the open interest changed by 17 which increased total open position to 683
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 9.5, which was -0.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 155 which increased total open position to 667
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 10.2, which was 0.25 higher than the previous day. The implied volatity was 27.09, the open interest changed by 228 which increased total open position to 511
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 9.95, which was -3.55 lower than the previous day. The implied volatity was 27.55, the open interest changed by 138 which increased total open position to 280
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 13.5, which was 4.05 higher than the previous day. The implied volatity was 28.58, the open interest changed by 32 which increased total open position to 142
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 9.45, which was -2.45 lower than the previous day. The implied volatity was 26.60, the open interest changed by 84 which increased total open position to 109
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.9, which was -4.65 lower than the previous day. The implied volatity was 26.52, the open interest changed by 18 which increased total open position to 43
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 16.55, which was 3.75 higher than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 27
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 25.80, the open interest changed by 14 which increased total open position to 25
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.8, which was 1.05 higher than the previous day. The implied volatity was 25.80, the open interest changed by 14 which increased total open position to 25
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 11.75, which was -2.60 lower than the previous day. The implied volatity was 24.49, the open interest changed by 9 which increased total open position to 9
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 14.35, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 14.35, 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 14.35, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 14.35, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 14.35, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 14.35, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 14.35, which was 3.75 higher than the previous day. The implied volatity was 5.19, 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 10.6, which was 10.60 higher than the previous day. The implied volatity was 6.25, 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 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
