COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 415 CE | ||||||||||
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Delta: 0.30
Vega: 0.20
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 2.7 | -2.80 | 25.36 | 2,141 | 164.5 | 410 | |||
| 20 Nov | 412.25 | 5.5 | 0.00 | 23.72 | 1,094.5 | 12 | 241.5 | |||
| 19 Nov | 412.25 | 5.5 | -0.90 | 23.72 | 1,094.5 | 8 | 241.5 | |||
| 18 Nov | 413.35 | 6.4 | 0.65 | 24.55 | 1,773.5 | 35.5 | 235.5 | |||
| 14 Nov | 409.75 | 5.75 | 0.25 | 22.23 | 1,910 | 60.5 | 200.5 | |||
| 13 Nov | 406.90 | 5.5 | -3.10 | 24.19 | 718.5 | 44 | 139 | |||
| 12 Nov | 414.05 | 8.6 | -5.25 | 24.08 | 227.5 | 65.5 | 94 | |||
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| 11 Nov | 421.55 | 13.85 | -2.30 | 24.31 | 100 | 9.5 | 28.5 | |||
| 8 Nov | 424.05 | 16.15 | -13.50 | 25.21 | 40 | 18.5 | 18.5 | |||
| 7 Nov | 435.35 | 29.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 29.65 | -4.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 33.65 | -66.60 | 27.99 | 17.5 | 12 | 12 | |||
| 1 Nov | 454.15 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 445.55 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 441.65 | 100.25 | 100.25 | - | 0 | 0 | 0 | |||
| 25 Oct | 461.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 477.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 489.90 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 415 expiring on 28NOV2024
Delta for 415 CE is 0.30
Historical price for 415 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.7, which was -2.80 lower than the previous day. The implied volatity was 25.36, the open interest changed by 329 which increased total open position to 820
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by 24 which increased total open position to 483
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was 23.72, the open interest changed by 16 which increased total open position to 483
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.4, which was 0.65 higher than the previous day. The implied volatity was 24.55, the open interest changed by 71 which increased total open position to 471
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 5.75, which was 0.25 higher than the previous day. The implied volatity was 22.23, the open interest changed by 121 which increased total open position to 401
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.5, which was -3.10 lower than the previous day. The implied volatity was 24.19, the open interest changed by 88 which increased total open position to 278
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 8.6, which was -5.25 lower than the previous day. The implied volatity was 24.08, the open interest changed by 131 which increased total open position to 188
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 13.85, which was -2.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by 19 which increased total open position to 57
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 16.15, which was -13.50 lower than the previous day. The implied volatity was 25.21, the open interest changed by 37 which increased total open position to 37
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 29.65, 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 29.65, which was -4.00 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 33.65, which was -66.60 lower than the previous day. The implied volatity was 27.99, the open interest changed by 24 which increased total open position to 24
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 100.25, 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 100.25, 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 100.25, 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 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 100.25, 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 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 100.25, which was 100.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COALINDIA was trading at 461.10. 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 24 Oct COALINDIA was trading at 477.25. 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 which decreased total open position to
On 23 Oct COALINDIA was trading at 474.10. 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 22 Oct COALINDIA was trading at 468.35. 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 which decreased total open position to
On 17 Oct COALINDIA was trading at 489.90. 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 28NOV2024 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.20
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 10.55 | 2.75 | 26.10 | 385 | -21 | 100.5 |
| 20 Nov | 412.25 | 7.8 | 0.00 | 25.94 | 1,164.5 | -6.5 | 122 |
| 19 Nov | 412.25 | 7.8 | 0.55 | 25.94 | 1,164.5 | -6 | 122 |
| 18 Nov | 413.35 | 7.25 | -2.10 | 25.41 | 817.5 | 34.5 | 129 |
| 14 Nov | 409.75 | 9.35 | -1.60 | 24.09 | 314.5 | -20 | 94.5 |
| 13 Nov | 406.90 | 10.95 | 2.35 | 23.41 | 269.5 | -2.5 | 116 |
| 12 Nov | 414.05 | 8.6 | 3.35 | 25.71 | 561.5 | 61.5 | 125 |
| 11 Nov | 421.55 | 5.25 | -0.30 | 24.99 | 283 | 10 | 64.5 |
| 8 Nov | 424.05 | 5.55 | 3.00 | 25.69 | 297.5 | 35 | 54 |
| 7 Nov | 435.35 | 2.55 | -0.05 | 25.03 | 36.5 | 1.5 | 18.5 |
| 6 Nov | 435.80 | 2.6 | -1.50 | 25.50 | 46.5 | 17 | 17 |
| 4 Nov | 443.30 | 4.1 | 1.15 | 33.67 | 219.5 | 59.5 | 77 |
| 1 Nov | 454.15 | 2.95 | 0.15 | 34.09 | 4 | 2.5 | 17.5 |
| 31 Oct | 452.05 | 2.8 | -0.70 | - | 43 | 15 | 15 |
| 30 Oct | 449.15 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 445.55 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 441.65 | 3.5 | 3.50 | - | 0 | 0 | 0 |
| 25 Oct | 461.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 477.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 474.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 468.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 489.90 | 0 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 415 expiring on 28NOV2024
Delta for 415 PE is -0.69
Historical price for 415 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 10.55, which was 2.75 higher than the previous day. The implied volatity was 26.10, the open interest changed by -42 which decreased total open position to 201
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by -13 which decreased total open position to 244
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.8, which was 0.55 higher than the previous day. The implied volatity was 25.94, the open interest changed by -12 which decreased total open position to 244
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 7.25, which was -2.10 lower than the previous day. The implied volatity was 25.41, the open interest changed by 69 which increased total open position to 258
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 9.35, which was -1.60 lower than the previous day. The implied volatity was 24.09, the open interest changed by -40 which decreased total open position to 189
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 10.95, which was 2.35 higher than the previous day. The implied volatity was 23.41, the open interest changed by -5 which decreased total open position to 232
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 8.6, which was 3.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by 123 which increased total open position to 250
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 5.25, which was -0.30 lower than the previous day. The implied volatity was 24.99, the open interest changed by 20 which increased total open position to 129
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 5.55, which was 3.00 higher than the previous day. The implied volatity was 25.69, the open interest changed by 70 which increased total open position to 108
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 25.03, the open interest changed by 3 which increased total open position to 37
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 2.6, which was -1.50 lower than the previous day. The implied volatity was 25.50, the open interest changed by 34 which increased total open position to 34
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 4.1, which was 1.15 higher than the previous day. The implied volatity was 33.67, the open interest changed by 119 which increased total open position to 154
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 34.09, the open interest changed by 5 which increased total open position to 35
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 2.8, which was -0.70 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 3.5, 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 29 Oct COALINDIA was trading at 445.55. The strike last trading price was 3.5, 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 28 Oct COALINDIA was trading at 441.65. The strike last trading price was 3.5, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COALINDIA was trading at 461.10. 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 24 Oct COALINDIA was trading at 477.25. 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 which decreased total open position to
On 23 Oct COALINDIA was trading at 474.10. 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 22 Oct COALINDIA was trading at 468.35. 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 which decreased total open position to
On 17 Oct COALINDIA was trading at 489.90. 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
