COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
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 | 1.65 | -1.90 | 26.17 | 1,999 | -50.5 | 565.5 | |||
| 20 Nov | 412.25 | 3.55 | 0.00 | 24.18 | 3,310 | -46 | 618 | |||
| 19 Nov | 412.25 | 3.55 | -0.65 | 24.18 | 3,310 | -44 | 618 | |||
| 18 Nov | 413.35 | 4.2 | 0.40 | 24.12 | 2,603.5 | 47.5 | 662.5 | |||
| 14 Nov | 409.75 | 3.8 | 0.15 | 21.90 | 2,204 | 143 | 615 | |||
| 13 Nov | 406.90 | 3.65 | -2.65 | 23.55 | 1,826 | 99 | 463.5 | |||
| 12 Nov | 414.05 | 6.3 | -4.80 | 23.95 | 1,072.5 | 94.5 | 365.5 | |||
| 11 Nov | 421.55 | 11.1 | -1.65 | 25.02 | 881 | 150 | 271.5 | |||
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| 8 Nov | 424.05 | 12.75 | -8.35 | 24.38 | 409.5 | 112.5 | 121.5 | |||
| 7 Nov | 435.35 | 21.1 | -1.30 | 23.41 | 13.5 | 1.5 | 9 | |||
| 6 Nov | 435.80 | 22.4 | -7.75 | 23.61 | 17 | 7 | 7 | |||
| 4 Nov | 443.30 | 30.15 | -8.25 | 29.73 | 117.5 | 39.5 | 115.5 | |||
| 1 Nov | 454.15 | 38.4 | 0.00 | 0.00 | 0 | 19 | 0 | |||
| 31 Oct | 452.05 | 38.4 | -0.40 | - | 58 | 19 | 76 | |||
| 30 Oct | 449.15 | 38.8 | 4.80 | - | 25 | -3 | 57 | |||
| 29 Oct | 445.55 | 34 | -0.40 | - | 34 | 13 | 59 | |||
| 28 Oct | 441.65 | 34.4 | -42.50 | - | 58 | 43 | 43 | |||
| 25 Oct | 461.10 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 477.25 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 485.40 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 492.20 | 76.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 489.90 | 76.9 | 76.90 | - | 0 | 1 | 0 | |||
| 23 Sept | 500.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 490.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 477.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 487.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 488.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 493.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 490.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 495.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 483.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 491.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 484.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 488.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 519.60 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 CE is 0.20
Historical price for 420 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.65, which was -1.90 lower than the previous day. The implied volatity was 26.17, the open interest changed by -101 which decreased total open position to 1131
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by -92 which decreased total open position to 1236
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.55, which was -0.65 lower than the previous day. The implied volatity was 24.18, the open interest changed by -88 which decreased total open position to 1236
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 4.2, which was 0.40 higher than the previous day. The implied volatity was 24.12, the open interest changed by 95 which increased total open position to 1325
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 21.90, the open interest changed by 286 which increased total open position to 1230
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 3.65, which was -2.65 lower than the previous day. The implied volatity was 23.55, the open interest changed by 198 which increased total open position to 927
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.3, which was -4.80 lower than the previous day. The implied volatity was 23.95, the open interest changed by 189 which increased total open position to 731
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 11.1, which was -1.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by 300 which increased total open position to 543
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 12.75, which was -8.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 225 which increased total open position to 243
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 21.1, which was -1.30 lower than the previous day. The implied volatity was 23.41, the open interest changed by 3 which increased total open position to 18
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 22.4, which was -7.75 lower than the previous day. The implied volatity was 23.61, the open interest changed by 14 which increased total open position to 14
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 30.15, which was -8.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by 79 which increased total open position to 231
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 38.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 38.4, which was -0.40 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 38.8, which was 4.80 higher 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 34, which was -0.40 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 34.4, which was -42.50 lower 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 76.9, 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 76.9, 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 76.9, 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 76.9, 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 21 Oct COALINDIA was trading at 485.40. The strike last trading price was 76.9, 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 18 Oct COALINDIA was trading at 492.20. The strike last trading price was 76.9, 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 76.9, which was 76.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept COALINDIA was trading at 500.60. 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 20 Sept COALINDIA was trading at 490.95. 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 19 Sept COALINDIA was trading at 477.95. 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 18 Sept COALINDIA was trading at 487.10. 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 17 Sept COALINDIA was trading at 488.50. 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 16 Sept COALINDIA was trading at 493.25. 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 13 Sept COALINDIA was trading at 490.25. 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 12 Sept COALINDIA was trading at 495.65. 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 11 Sept COALINDIA was trading at 483.95. 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 10 Sept COALINDIA was trading at 491.10. 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 9 Sept COALINDIA was trading at 484.45. 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 6 Sept COALINDIA was trading at 488.55. 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 3 Sept COALINDIA was trading at 519.60. 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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.17
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 14.6 | 3.85 | 27.74 | 197 | 2.5 | 156 |
| 20 Nov | 412.25 | 10.75 | 0.00 | 25.46 | 973.5 | 29 | 154.5 |
| 19 Nov | 412.25 | 10.75 | 0.45 | 25.46 | 973.5 | 30 | 154.5 |
| 18 Nov | 413.35 | 10.3 | -2.20 | 26.04 | 299.5 | -11 | 124.5 |
| 14 Nov | 409.75 | 12.5 | -1.60 | 24.30 | 172.5 | -10.5 | 136.5 |
| 13 Nov | 406.90 | 14.1 | 2.90 | 22.75 | 1,007.5 | -87.5 | 147 |
| 12 Nov | 414.05 | 11.2 | 4.20 | 25.38 | 821 | -17.5 | 237 |
| 11 Nov | 421.55 | 7 | -0.30 | 24.32 | 1,122.5 | 49 | 257 |
| 8 Nov | 424.05 | 7.3 | 3.85 | 25.28 | 1,138.5 | 139.5 | 210.5 |
| 7 Nov | 435.35 | 3.45 | 0.05 | 24.40 | 357 | 26.5 | 71 |
| 6 Nov | 435.80 | 3.4 | -1.60 | 24.64 | 194.5 | 46.5 | 46.5 |
| 4 Nov | 443.30 | 5 | 1.40 | 32.92 | 1,121 | -2 | 475 |
| 1 Nov | 454.15 | 3.6 | 0.05 | 33.43 | 140.5 | 25 | 476 |
| 31 Oct | 452.05 | 3.55 | -0.35 | - | 484 | 55 | 456 |
| 30 Oct | 449.15 | 3.9 | -1.00 | - | 404 | 15 | 402 |
| 29 Oct | 445.55 | 4.9 | -2.00 | - | 480 | 152 | 387 |
| 28 Oct | 441.65 | 6.9 | 2.20 | - | 929 | 124 | 234 |
| 25 Oct | 461.10 | 4.7 | 2.70 | - | 310 | 57 | 110 |
| 24 Oct | 477.25 | 2 | -0.55 | - | 61 | -14 | 53 |
| 23 Oct | 474.10 | 2.55 | -0.65 | - | 115 | -11 | 78 |
| 22 Oct | 468.35 | 3.2 | 1.95 | - | 294 | 81 | 89 |
| 21 Oct | 485.40 | 1.25 | -0.35 | - | 24 | 4 | 7 |
| 18 Oct | 492.20 | 1.6 | 0.60 | - | 1 | 0 | 3 |
| 17 Oct | 489.90 | 1 | 1.00 | - | 12 | 3 | 3 |
| 23 Sept | 500.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 490.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 477.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 487.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 488.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 493.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 490.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 495.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 483.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 491.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 484.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 488.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 519.60 | 0 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 PE is -0.78
Historical price for 420 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 14.6, which was 3.85 higher than the previous day. The implied volatity was 27.74, the open interest changed by 5 which increased total open position to 312
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 25.46, the open interest changed by 58 which increased total open position to 309
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.75, which was 0.45 higher than the previous day. The implied volatity was 25.46, the open interest changed by 60 which increased total open position to 309
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 10.3, which was -2.20 lower than the previous day. The implied volatity was 26.04, the open interest changed by -22 which decreased total open position to 249
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 12.5, which was -1.60 lower than the previous day. The implied volatity was 24.30, the open interest changed by -21 which decreased total open position to 273
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 14.1, which was 2.90 higher than the previous day. The implied volatity was 22.75, the open interest changed by -175 which decreased total open position to 294
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.2, which was 4.20 higher than the previous day. The implied volatity was 25.38, the open interest changed by -35 which decreased total open position to 474
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 7, which was -0.30 lower than the previous day. The implied volatity was 24.32, the open interest changed by 98 which increased total open position to 514
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 7.3, which was 3.85 higher than the previous day. The implied volatity was 25.28, the open interest changed by 279 which increased total open position to 421
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 24.40, the open interest changed by 53 which increased total open position to 142
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 3.4, which was -1.60 lower than the previous day. The implied volatity was 24.64, the open interest changed by 93 which increased total open position to 93
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 5, which was 1.40 higher than the previous day. The implied volatity was 32.92, the open interest changed by -4 which decreased total open position to 950
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 33.43, the open interest changed by 50 which increased total open position to 952
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 3.55, which was -0.35 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 3.9, which was -1.00 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 4.9, which was -2.00 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 6.9, which was 2.20 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 4.7, which was 2.70 higher 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 2, which was -0.55 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 2.55, which was -0.65 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 3.2, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct COALINDIA was trading at 485.40. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct COALINDIA was trading at 492.20. The strike last trading price was 1.6, which was 0.60 higher 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 1, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept COALINDIA was trading at 500.60. 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 20 Sept COALINDIA was trading at 490.95. 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 19 Sept COALINDIA was trading at 477.95. 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 18 Sept COALINDIA was trading at 487.10. 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 17 Sept COALINDIA was trading at 488.50. 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 16 Sept COALINDIA was trading at 493.25. 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 13 Sept COALINDIA was trading at 490.25. 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 12 Sept COALINDIA was trading at 495.65. 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 11 Sept COALINDIA was trading at 483.95. 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 10 Sept COALINDIA was trading at 491.10. 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 9 Sept COALINDIA was trading at 484.45. 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 6 Sept COALINDIA was trading at 488.55. 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 3 Sept COALINDIA was trading at 519.60. 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
