COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:33 AM IST
| COALINDIA 26DEC2024 419.25 CE | ||||||||||
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Delta: 0.36
Vega: 0.30
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.60 | 4.5 | -3.65 | 23.29 | 669 | 85 | 918 | |||
| 11 Dec | 416.95 | 8.15 | 0.35 | 25.08 | 1,385 | 101 | 832 | |||
| 10 Dec | 414.05 | 7.8 | 0.30 | 25.09 | 941 | 36 | 737 | |||
| 9 Dec | 414.00 | 7.5 | -2.20 | 24.79 | 934 | 115 | 702 | |||
| 6 Dec | 417.15 | 9.7 | 0.20 | 23.73 | 688 | 51 | 587 | |||
| 5 Dec | 418.40 | 9.5 | -0.50 | 22.51 | 1,073 | 46 | 532 | |||
| 4 Dec | 416.65 | 10 | -2.20 | 23.91 | 781 | 89 | 468 | |||
| 3 Dec | 422.10 | 12.2 | -0.55 | 21.23 | 451 | -15 | 378 | |||
| 2 Dec | 421.70 | 12.75 | 1.95 | 22.89 | 1,188 | -48 | 393 | |||
| 29 Nov | 416.40 | 10.8 | -1.80 | 23.53 | 719 | 109 | 435 | |||
| 28 Nov | 415.20 | 12.6 | -0.85 | 26.90 | 824 | 137 | 326 | |||
| 27 Nov | 417.15 | 13.45 | 3.65 | 26.43 | 1,087 | 104 | 190 | |||
| 26 Nov | 411.50 | 9.8 | -3.80 | 25.02 | 274 | 57 | 86 | |||
| 25 Nov | 417.45 | 13.6 | 2.60 | 24.55 | 151 | 26 | 31 | |||
| 22 Nov | 414.05 | 11 | 2.15 | 23.11 | 17 | 9 | 14 | |||
| 21 Nov | 406.00 | 8.85 | -6.00 | 25.17 | 2 | 0 | 3 | |||
| 20 Nov | 412.25 | 14.85 | 0.00 | 31.26 | 3 | 2 | 2 | |||
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| 19 Nov | 412.25 | 14.85 | -9.20 | 31.26 | 3 | 1 | 2 | |||
| 18 Nov | 413.35 | 24.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 24.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 24.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 24.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 24.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 424.05 | 24.05 | -15.20 | 31.14 | 1 | 0 | 0 | |||
| 7 Nov | 435.35 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 39.25 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 419.25 expiring on 26DEC2024
Delta for 419.25 CE is 0.36
Historical price for 419.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 4.5, which was -3.65 lower than the previous day. The implied volatity was 23.29, the open interest changed by 85 which increased total open position to 918
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 8.15, which was 0.35 higher than the previous day. The implied volatity was 25.08, the open interest changed by 101 which increased total open position to 832
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 7.8, which was 0.30 higher than the previous day. The implied volatity was 25.09, the open interest changed by 36 which increased total open position to 737
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 7.5, which was -2.20 lower than the previous day. The implied volatity was 24.79, the open interest changed by 115 which increased total open position to 702
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 9.7, which was 0.20 higher than the previous day. The implied volatity was 23.73, the open interest changed by 51 which increased total open position to 587
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 22.51, the open interest changed by 46 which increased total open position to 532
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 10, which was -2.20 lower than the previous day. The implied volatity was 23.91, the open interest changed by 89 which increased total open position to 468
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 12.2, which was -0.55 lower than the previous day. The implied volatity was 21.23, the open interest changed by -15 which decreased total open position to 378
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 12.75, which was 1.95 higher than the previous day. The implied volatity was 22.89, the open interest changed by -48 which decreased total open position to 393
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 10.8, which was -1.80 lower than the previous day. The implied volatity was 23.53, the open interest changed by 109 which increased total open position to 435
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 12.6, which was -0.85 lower than the previous day. The implied volatity was 26.90, the open interest changed by 137 which increased total open position to 326
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 13.45, which was 3.65 higher than the previous day. The implied volatity was 26.43, the open interest changed by 104 which increased total open position to 190
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 9.8, which was -3.80 lower than the previous day. The implied volatity was 25.02, the open interest changed by 57 which increased total open position to 86
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 13.6, which was 2.60 higher than the previous day. The implied volatity was 24.55, the open interest changed by 26 which increased total open position to 31
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 11, which was 2.15 higher than the previous day. The implied volatity was 23.11, the open interest changed by 9 which increased total open position to 14
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 8.85, which was -6.00 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 3
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.85, which was 0.00 lower than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 2
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.85, which was -9.20 lower than the previous day. The implied volatity was 31.26, the open interest changed by 1 which increased total open position to 2
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 24.05, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 24.05, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 24.05, 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 24.05, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 24.05, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 24.05, which was -15.20 lower than the previous day. The implied volatity was 31.14, 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 39.25, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 39.25, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 39.25, 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 419.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.31
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.60 | 12.6 | 4.30 | 26.01 | 352 | 50 | 579 |
| 11 Dec | 416.95 | 8.3 | -1.10 | 23.65 | 584 | 95 | 532 |
| 10 Dec | 414.05 | 9.4 | -1.20 | 24.17 | 332 | 23 | 440 |
| 9 Dec | 414.00 | 10.6 | 1.00 | 25.35 | 499 | 35 | 419 |
| 6 Dec | 417.15 | 9.6 | 0.00 | 25.76 | 451 | 13 | 384 |
| 5 Dec | 418.40 | 9.6 | -0.50 | 25.28 | 641 | 22 | 372 |
| 4 Dec | 416.65 | 10.1 | 2.25 | 25.31 | 598 | -24 | 350 |
| 3 Dec | 422.10 | 7.85 | -0.25 | 25.12 | 368 | -10 | 373 |
| 2 Dec | 421.70 | 8.1 | -3.40 | 24.68 | 712 | 52 | 383 |
| 29 Nov | 416.40 | 11.5 | -0.75 | 25.84 | 302 | 67 | 325 |
| 28 Nov | 415.20 | 12.25 | 0.30 | 27.13 | 634 | 84 | 256 |
| 27 Nov | 417.15 | 11.95 | -3.60 | 27.64 | 636 | 94 | 171 |
| 26 Nov | 411.50 | 15.55 | 4.10 | 28.08 | 272 | 41 | 77 |
| 25 Nov | 417.45 | 11.45 | -0.35 | 26.82 | 81 | 32 | 35 |
| 22 Nov | 414.05 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 11.8 | 0.95 | 20.16 | 1 | 0 | 3 |
| 11 Nov | 421.55 | 10.85 | -6.55 | 24.62 | 3 | 2 | 2 |
| 8 Nov | 424.05 | 17.4 | 0.00 | 1.98 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 17.4 | 0.00 | 4.23 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 17.4 | 0.00 | 4.44 | 0 | 0 | 0 |
| 5 Nov | 434.90 | 17.4 | 4.08 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 419.25 expiring on 26DEC2024
Delta for 419.25 PE is -0.62
Historical price for 419.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 12.6, which was 4.30 higher than the previous day. The implied volatity was 26.01, the open interest changed by 50 which increased total open position to 579
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 8.3, which was -1.10 lower than the previous day. The implied volatity was 23.65, the open interest changed by 95 which increased total open position to 532
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 9.4, which was -1.20 lower than the previous day. The implied volatity was 24.17, the open interest changed by 23 which increased total open position to 440
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 10.6, which was 1.00 higher than the previous day. The implied volatity was 25.35, the open interest changed by 35 which increased total open position to 419
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 13 which increased total open position to 384
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 9.6, which was -0.50 lower than the previous day. The implied volatity was 25.28, the open interest changed by 22 which increased total open position to 372
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 10.1, which was 2.25 higher than the previous day. The implied volatity was 25.31, the open interest changed by -24 which decreased total open position to 350
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 7.85, which was -0.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by -10 which decreased total open position to 373
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 8.1, which was -3.40 lower than the previous day. The implied volatity was 24.68, the open interest changed by 52 which increased total open position to 383
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 11.5, which was -0.75 lower than the previous day. The implied volatity was 25.84, the open interest changed by 67 which increased total open position to 325
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 12.25, which was 0.30 higher than the previous day. The implied volatity was 27.13, the open interest changed by 84 which increased total open position to 256
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 11.95, which was -3.60 lower than the previous day. The implied volatity was 27.64, the open interest changed by 94 which increased total open position to 171
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 15.55, which was 4.10 higher than the previous day. The implied volatity was 28.08, the open interest changed by 41 which increased total open position to 77
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 11.45, which was -0.35 lower than the previous day. The implied volatity was 26.82, the open interest changed by 32 which increased total open position to 35
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.8, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 11.8, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 11.8, 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 11.8, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 11.8, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 11.8, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 11.8, 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 11.8, which was 0.95 higher than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 3
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 10.85, which was -6.55 lower than the previous day. The implied volatity was 24.62, the open interest changed by 2 which increased total open position to 2
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 17.4, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 17.4, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 17.4, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
