COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 419.25 CE | ||||||||||
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Delta: 0.21
Vega: 0.16
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 1.7 | -2.15 | 25.57 | 867 | 43 | 255.5 | |||
| 20 Nov | 412.25 | 3.85 | 0.00 | 23.99 | 1,287 | -91 | 212 | |||
| 19 Nov | 412.25 | 3.85 | -0.65 | 23.99 | 1,287 | -91.5 | 212 | |||
| 18 Nov | 413.35 | 4.5 | 0.40 | 24.22 | 1,133.5 | 24 | 305.5 | |||
| 14 Nov | 409.75 | 4.1 | 0.05 | 22.09 | 995.5 | 44 | 282 | |||
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| 13 Nov | 406.90 | 4.05 | -2.60 | 24.16 | 460 | 88 | 237 | |||
| 12 Nov | 414.05 | 6.65 | -4.85 | 24.07 | 165 | 29.5 | 149.5 | |||
| 11 Nov | 421.55 | 11.5 | -1.70 | 24.96 | 89.5 | 16.5 | 119.5 | |||
| 8 Nov | 424.05 | 13.2 | -8.40 | 24.41 | 65.5 | 11.5 | 103.5 | |||
| 7 Nov | 435.35 | 21.6 | -1.55 | 23.16 | 9.5 | -7 | 92 | |||
| 6 Nov | 435.80 | 23.15 | 0.95 | 24.17 | 38.5 | -0.5 | 99.5 | |||
| 5 Nov | 434.90 | 22.2 | 25.00 | 183.5 | -28 | 101 | ||||
For Coal India Ltd - strike price 419.25 expiring on 28NOV2024
Delta for 419.25 CE is 0.21
Historical price for 419.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.7, which was -2.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by 86 which increased total open position to 511
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by -182 which decreased total open position to 424
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.85, which was -0.65 lower than the previous day. The implied volatity was 23.99, the open interest changed by -183 which decreased total open position to 424
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 4.5, which was 0.40 higher than the previous day. The implied volatity was 24.22, the open interest changed by 48 which increased total open position to 611
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 22.09, the open interest changed by 88 which increased total open position to 564
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.05, which was -2.60 lower than the previous day. The implied volatity was 24.16, the open interest changed by 176 which increased total open position to 474
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.65, which was -4.85 lower than the previous day. The implied volatity was 24.07, the open interest changed by 59 which increased total open position to 299
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 11.5, which was -1.70 lower than the previous day. The implied volatity was 24.96, the open interest changed by 33 which increased total open position to 239
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 13.2, which was -8.40 lower than the previous day. The implied volatity was 24.41, the open interest changed by 23 which increased total open position to 207
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 21.6, which was -1.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by -14 which decreased total open position to 184
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 23.15, which was 0.95 higher than the previous day. The implied volatity was 24.17, the open interest changed by -1 which decreased total open position to 199
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 22.2, which was lower than the previous day. The implied volatity was 25.00, the open interest changed by -56 which decreased total open position to 202
| COALINDIA 28NOV2024 419.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.17
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 13.85 | 3.60 | 26.80 | 240 | 19 | 184.5 |
| 20 Nov | 412.25 | 10.25 | 0.00 | 27.37 | 535 | 15.5 | 164.5 |
| 19 Nov | 412.25 | 10.25 | 0.60 | 27.37 | 535 | 14.5 | 164.5 |
| 18 Nov | 413.35 | 9.65 | -2.70 | 25.34 | 167.5 | 4 | 151 |
| 14 Nov | 409.75 | 12.35 | -1.75 | 25.43 | 89.5 | -23 | 147.5 |
| 13 Nov | 406.90 | 14.1 | 3.20 | 24.57 | 192 | -53.5 | 170.5 |
| 12 Nov | 414.05 | 10.9 | 4.15 | 25.78 | 238 | 8.5 | 228.5 |
| 11 Nov | 421.55 | 6.75 | -0.05 | 24.53 | 212 | 14.5 | 222 |
| 8 Nov | 424.05 | 6.8 | 3.50 | 24.78 | 240.5 | -41.5 | 207.5 |
| 7 Nov | 435.35 | 3.3 | 0.00 | 24.50 | 251 | -13 | 248 |
| 6 Nov | 435.80 | 3.3 | -1.40 | 24.88 | 353 | 0.5 | 259 |
| 5 Nov | 434.90 | 4.7 | 27.28 | 399 | -23.5 | 261.5 | |
For Coal India Ltd - strike price 419.25 expiring on 28NOV2024
Delta for 419.25 PE is -0.78
Historical price for 419.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 13.85, which was 3.60 higher than the previous day. The implied volatity was 26.80, the open interest changed by 38 which increased total open position to 369
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.25, which was 0.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 31 which increased total open position to 329
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.25, which was 0.60 higher than the previous day. The implied volatity was 27.37, the open interest changed by 29 which increased total open position to 329
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9.65, which was -2.70 lower than the previous day. The implied volatity was 25.34, the open interest changed by 8 which increased total open position to 302
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 12.35, which was -1.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by -46 which decreased total open position to 295
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 14.1, which was 3.20 higher than the previous day. The implied volatity was 24.57, the open interest changed by -107 which decreased total open position to 341
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 10.9, which was 4.15 higher than the previous day. The implied volatity was 25.78, the open interest changed by 17 which increased total open position to 457
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 6.75, which was -0.05 lower than the previous day. The implied volatity was 24.53, the open interest changed by 29 which increased total open position to 444
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 6.8, which was 3.50 higher than the previous day. The implied volatity was 24.78, the open interest changed by -83 which decreased total open position to 415
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 24.50, the open interest changed by -26 which decreased total open position to 496
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 3.3, which was -1.40 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 518
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was 27.28, the open interest changed by -47 which decreased total open position to 523
