COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:03 AM IST
| COALINDIA 26DEC2024 420 CE | ||||||||||
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Delta: 0.41
Vega: 0.32
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 413.70 | 5.55 | -2.25 | 23.37 | 1,237 | 208 | 6,144 | |||
| 11 Dec | 416.95 | 7.8 | 0.35 | 25.09 | 8,269 | 618 | 5,945 | |||
| 10 Dec | 414.05 | 7.45 | 0.25 | 25.04 | 5,038 | 1,078 | 5,341 | |||
| 9 Dec | 414.00 | 7.2 | -2.10 | 24.85 | 3,399 | 744 | 4,263 | |||
| 6 Dec | 417.15 | 9.3 | 0.15 | 23.65 | 3,320 | 214 | 3,523 | |||
| 5 Dec | 418.40 | 9.15 | -0.55 | 22.57 | 4,966 | -110 | 3,306 | |||
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| 4 Dec | 416.65 | 9.7 | -2.00 | 24.07 | 5,412 | 311 | 3,417 | |||
| 3 Dec | 422.10 | 11.7 | -0.70 | 21.08 | 3,905 | 762 | 3,110 | |||
| 2 Dec | 421.70 | 12.4 | 1.90 | 23.07 | 8,559 | 27 | 2,363 | |||
| 29 Nov | 416.40 | 10.5 | -1.65 | 23.67 | 4,080 | -142 | 2,354 | |||
| 28 Nov | 415.20 | 12.15 | -1.00 | 26.71 | 7,825 | -11 | 2,514 | |||
| 27 Nov | 417.15 | 13.15 | 3.65 | 26.59 | 8,539 | 1,693 | 2,529 | |||
| 26 Nov | 411.50 | 9.5 | -3.70 | 25.05 | 1,367 | 404 | 837 | |||
| 25 Nov | 417.45 | 13.2 | 2.10 | 24.53 | 1,132 | 141 | 444 | |||
| 22 Nov | 414.05 | 11.1 | 2.95 | 23.90 | 498 | 27 | 330 | |||
| 21 Nov | 406.00 | 8.15 | -3.05 | 24.25 | 296 | 106 | 303 | |||
| 20 Nov | 412.25 | 11.2 | 0.00 | 24.55 | 317 | 74 | 196 | |||
| 19 Nov | 412.25 | 11.2 | -0.55 | 24.55 | 317 | 73 | 196 | |||
| 18 Nov | 413.35 | 11.75 | 1.05 | 24.22 | 103 | 25 | 122 | |||
| 14 Nov | 409.75 | 10.7 | 0.90 | 23.20 | 89 | 12 | 97 | |||
| 13 Nov | 406.90 | 9.8 | -3.20 | 23.45 | 109 | 54 | 85 | |||
| 12 Nov | 414.05 | 13 | -4.60 | 23.70 | 24 | 14 | 30 | |||
| 11 Nov | 421.55 | 17.6 | -3.00 | 23.54 | 17 | 14 | 17 | |||
| 8 Nov | 424.05 | 20.6 | -1.85 | 25.91 | 5 | 2 | 3 | |||
| 7 Nov | 435.35 | 22.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 435.80 | 22.45 | -78.65 | - | 1 | 0 | 0 | |||
| 4 Nov | 443.30 | 101.1 | 101.10 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 452.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 449.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.41
Historical price for 420 CE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 5.55, which was -2.25 lower than the previous day. The implied volatity was 23.37, the open interest changed by 208 which increased total open position to 6144
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 25.09, the open interest changed by 618 which increased total open position to 5945
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 7.45, which was 0.25 higher than the previous day. The implied volatity was 25.04, the open interest changed by 1078 which increased total open position to 5341
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 7.2, which was -2.10 lower than the previous day. The implied volatity was 24.85, the open interest changed by 744 which increased total open position to 4263
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 9.3, which was 0.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by 214 which increased total open position to 3523
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 9.15, which was -0.55 lower than the previous day. The implied volatity was 22.57, the open interest changed by -110 which decreased total open position to 3306
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 9.7, which was -2.00 lower than the previous day. The implied volatity was 24.07, the open interest changed by 311 which increased total open position to 3417
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 11.7, which was -0.70 lower than the previous day. The implied volatity was 21.08, the open interest changed by 762 which increased total open position to 3110
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 12.4, which was 1.90 higher than the previous day. The implied volatity was 23.07, the open interest changed by 27 which increased total open position to 2363
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 10.5, which was -1.65 lower than the previous day. The implied volatity was 23.67, the open interest changed by -142 which decreased total open position to 2354
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 12.15, which was -1.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by -11 which decreased total open position to 2514
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 13.15, which was 3.65 higher than the previous day. The implied volatity was 26.59, the open interest changed by 1693 which increased total open position to 2529
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 9.5, which was -3.70 lower than the previous day. The implied volatity was 25.05, the open interest changed by 404 which increased total open position to 837
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 13.2, which was 2.10 higher than the previous day. The implied volatity was 24.53, the open interest changed by 141 which increased total open position to 444
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.1, which was 2.95 higher than the previous day. The implied volatity was 23.90, the open interest changed by 27 which increased total open position to 330
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 8.15, which was -3.05 lower than the previous day. The implied volatity was 24.25, the open interest changed by 106 which increased total open position to 303
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 24.55, the open interest changed by 74 which increased total open position to 196
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 11.2, which was -0.55 lower than the previous day. The implied volatity was 24.55, the open interest changed by 73 which increased total open position to 196
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 11.75, which was 1.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by 25 which increased total open position to 122
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 10.7, which was 0.90 higher than the previous day. The implied volatity was 23.20, the open interest changed by 12 which increased total open position to 97
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 9.8, which was -3.20 lower than the previous day. The implied volatity was 23.45, the open interest changed by 54 which increased total open position to 85
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 13, which was -4.60 lower than the previous day. The implied volatity was 23.70, the open interest changed by 14 which increased total open position to 30
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 17.6, which was -3.00 lower than the previous day. The implied volatity was 23.54, the open interest changed by 14 which increased total open position to 17
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 20.6, which was -1.85 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 3
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 22.45, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 22.45, which was -78.65 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 101.1, which was 101.10 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 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 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 30 Oct COALINDIA was trading at 449.15. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 26DEC2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.32
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 413.70 | 11 | 2.20 | 25.83 | 528 | 65 | 2,568 |
| 11 Dec | 416.95 | 8.8 | -0.95 | 23.97 | 1,341 | 340 | 2,502 |
| 10 Dec | 414.05 | 9.75 | -1.40 | 23.99 | 1,027 | 119 | 2,160 |
| 9 Dec | 414.00 | 11.15 | 1.25 | 25.71 | 1,762 | 194 | 2,051 |
| 6 Dec | 417.15 | 9.9 | -0.20 | 25.56 | 1,338 | 70 | 1,862 |
| 5 Dec | 418.40 | 10.1 | -0.45 | 25.59 | 2,344 | -171 | 1,787 |
| 4 Dec | 416.65 | 10.55 | 2.45 | 25.47 | 3,015 | 162 | 1,949 |
| 3 Dec | 422.10 | 8.1 | -0.30 | 24.95 | 2,354 | 77 | 1,788 |
| 2 Dec | 421.70 | 8.4 | -3.40 | 24.62 | 2,821 | 85 | 1,725 |
| 29 Nov | 416.40 | 11.8 | -0.70 | 25.65 | 1,088 | 193 | 1,637 |
| 28 Nov | 415.20 | 12.5 | 0.10 | 26.84 | 2,989 | 556 | 1,443 |
| 27 Nov | 417.15 | 12.4 | -3.55 | 27.82 | 1,871 | 476 | 860 |
| 26 Nov | 411.50 | 15.95 | 4.80 | 28.02 | 493 | 70 | 384 |
| 25 Nov | 417.45 | 11.15 | -3.35 | 25.46 | 645 | 165 | 311 |
| 22 Nov | 414.05 | 14.5 | -4.50 | 26.66 | 26 | 6 | 152 |
| 21 Nov | 406.00 | 19 | 3.20 | 27.05 | 14 | 2 | 145 |
| 20 Nov | 412.25 | 15.8 | 0.00 | 26.53 | 81 | 57 | 141 |
| 19 Nov | 412.25 | 15.8 | 1.00 | 26.53 | 81 | 55 | 141 |
| 18 Nov | 413.35 | 14.8 | -1.40 | 25.44 | 38 | 18 | 83 |
| 14 Nov | 409.75 | 16.2 | -0.50 | 24.48 | 9 | 5 | 61 |
| 13 Nov | 406.90 | 16.7 | 2.00 | 22.39 | 29 | 1 | 56 |
| 12 Nov | 414.05 | 14.7 | 3.60 | 24.54 | 30 | 22 | 54 |
| 11 Nov | 421.55 | 11.1 | 0.10 | 24.56 | 34 | 27 | 32 |
| 8 Nov | 424.05 | 11 | 5.30 | 24.87 | 4 | 3 | 4 |
| 7 Nov | 435.35 | 5.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 435.80 | 5.7 | -1.30 | 22.58 | 1 | 0 | 0 |
| 4 Nov | 443.30 | 7 | 0.00 | 5.39 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 7 | 0.00 | 7.04 | 0 | 0 | 0 |
| 31 Oct | 452.05 | 7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 449.15 | 7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 468.35 | 7 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -0.58
Historical price for 420 PE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 11, which was 2.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by 65 which increased total open position to 2568
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 8.8, which was -0.95 lower than the previous day. The implied volatity was 23.97, the open interest changed by 340 which increased total open position to 2502
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 9.75, which was -1.40 lower than the previous day. The implied volatity was 23.99, the open interest changed by 119 which increased total open position to 2160
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 11.15, which was 1.25 higher than the previous day. The implied volatity was 25.71, the open interest changed by 194 which increased total open position to 2051
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 9.9, which was -0.20 lower than the previous day. The implied volatity was 25.56, the open interest changed by 70 which increased total open position to 1862
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 10.1, which was -0.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by -171 which decreased total open position to 1787
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 10.55, which was 2.45 higher than the previous day. The implied volatity was 25.47, the open interest changed by 162 which increased total open position to 1949
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 8.1, which was -0.30 lower than the previous day. The implied volatity was 24.95, the open interest changed by 77 which increased total open position to 1788
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 8.4, which was -3.40 lower than the previous day. The implied volatity was 24.62, the open interest changed by 85 which increased total open position to 1725
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 11.8, which was -0.70 lower than the previous day. The implied volatity was 25.65, the open interest changed by 193 which increased total open position to 1637
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 12.5, which was 0.10 higher than the previous day. The implied volatity was 26.84, the open interest changed by 556 which increased total open position to 1443
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 12.4, which was -3.55 lower than the previous day. The implied volatity was 27.82, the open interest changed by 476 which increased total open position to 860
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 15.95, which was 4.80 higher than the previous day. The implied volatity was 28.02, the open interest changed by 70 which increased total open position to 384
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 11.15, which was -3.35 lower than the previous day. The implied volatity was 25.46, the open interest changed by 165 which increased total open position to 311
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 14.5, which was -4.50 lower than the previous day. The implied volatity was 26.66, the open interest changed by 6 which increased total open position to 152
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 19, which was 3.20 higher than the previous day. The implied volatity was 27.05, the open interest changed by 2 which increased total open position to 145
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 57 which increased total open position to 141
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 15.8, which was 1.00 higher than the previous day. The implied volatity was 26.53, the open interest changed by 55 which increased total open position to 141
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 14.8, which was -1.40 lower than the previous day. The implied volatity was 25.44, the open interest changed by 18 which increased total open position to 83
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 16.2, which was -0.50 lower than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 61
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 16.7, which was 2.00 higher than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 56
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 14.7, which was 3.60 higher than the previous day. The implied volatity was 24.54, the open interest changed by 22 which increased total open position to 54
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 11.1, which was 0.10 higher than the previous day. The implied volatity was 24.56, the open interest changed by 27 which increased total open position to 32
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 11, which was 5.30 higher than the previous day. The implied volatity was 24.87, the open interest changed by 3 which increased total open position to 4
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 5.7, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 5.7, which was -1.30 lower than the previous day. The implied volatity was 22.58, 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 7, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 7, which was 0.00 lower than the previous day. The implied volatity was 7.04, 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 7, 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 7, 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 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
