COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:03 AM IST
| COALINDIA 26DEC2024 424.25 CE | ||||||||||
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Delta: 0.33
Vega: 0.30
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 413.70 | 4 | -1.70 | 23.14 | 222 | 65 | 1,158 | |||
| 11 Dec | 416.95 | 5.7 | 0.15 | 24.17 | 621 | 65 | 1,094 | |||
| 10 Dec | 414.05 | 5.55 | 0.10 | 24.46 | 551 | -14 | 1,042 | |||
| 9 Dec | 414.00 | 5.45 | -1.85 | 24.54 | 711 | 119 | 1,052 | |||
| 6 Dec | 417.15 | 7.3 | 0.15 | 23.46 | 839 | 55 | 934 | |||
| 5 Dec | 418.40 | 7.15 | -0.50 | 22.39 | 1,500 | 41 | 878 | |||
| 4 Dec | 416.65 | 7.65 | -1.70 | 23.70 | 1,627 | 72 | 835 | |||
| 3 Dec | 422.10 | 9.35 | -0.70 | 21.02 | 1,343 | 180 | 763 | |||
| 2 Dec | 421.70 | 10.05 | 1.55 | 22.80 | 1,072 | 89 | 578 | |||
| 29 Nov | 416.40 | 8.5 | -1.50 | 23.45 | 516 | 36 | 488 | |||
| 28 Nov | 415.20 | 10 | -0.95 | 26.20 | 1,358 | 269 | 455 | |||
| 27 Nov | 417.15 | 10.95 | 3.15 | 26.17 | 623 | 101 | 185 | |||
| 26 Nov | 411.50 | 7.8 | -3.35 | 24.94 | 186 | 40 | 83 | |||
| 25 Nov | 417.45 | 11.15 | 2.40 | 24.56 | 159 | 33 | 40 | |||
| 22 Nov | 414.05 | 8.75 | 2.15 | 22.83 | 2 | 1 | 8 | |||
| 21 Nov | 406.00 | 6.6 | -5.65 | 24.00 | 3 | 2 | 6 | |||
| 20 Nov | 412.25 | 12.25 | 0.00 | 29.59 | 2 | 1 | 3 | |||
| 19 Nov | 412.25 | 12.25 | 2.65 | 29.59 | 2 | 0 | 3 | |||
| 18 Nov | 413.35 | 9.6 | 0.55 | 23.56 | 1 | 0 | 3 | |||
| 14 Nov | 409.75 | 9.05 | -2.55 | 23.26 | 1 | 0 | 2 | |||
| 13 Nov | 406.90 | 11.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 12 Nov | 414.05 | 11.6 | -4.95 | 24.53 | 1 | 0 | 1 | |||
| 11 Nov | 421.55 | 16.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 424.05 | 16.55 | -68.95 | 23.07 | 2 | 1 | 1 | |||
| 7 Nov | 435.35 | 85.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 85.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.90 | 85.5 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 424.25 expiring on 26DEC2024
Delta for 424.25 CE is 0.33
Historical price for 424.25 CE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 4, which was -1.70 lower than the previous day. The implied volatity was 23.14, the open interest changed by 65 which increased total open position to 1158
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 65 which increased total open position to 1094
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 5.55, which was 0.10 higher than the previous day. The implied volatity was 24.46, the open interest changed by -14 which decreased total open position to 1042
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 5.45, which was -1.85 lower than the previous day. The implied volatity was 24.54, the open interest changed by 119 which increased total open position to 1052
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 7.3, which was 0.15 higher than the previous day. The implied volatity was 23.46, the open interest changed by 55 which increased total open position to 934
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 7.15, which was -0.50 lower than the previous day. The implied volatity was 22.39, the open interest changed by 41 which increased total open position to 878
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 7.65, which was -1.70 lower than the previous day. The implied volatity was 23.70, the open interest changed by 72 which increased total open position to 835
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 9.35, which was -0.70 lower than the previous day. The implied volatity was 21.02, the open interest changed by 180 which increased total open position to 763
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 10.05, which was 1.55 higher than the previous day. The implied volatity was 22.80, the open interest changed by 89 which increased total open position to 578
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was 23.45, the open interest changed by 36 which increased total open position to 488
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 10, which was -0.95 lower than the previous day. The implied volatity was 26.20, the open interest changed by 269 which increased total open position to 455
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 10.95, which was 3.15 higher than the previous day. The implied volatity was 26.17, the open interest changed by 101 which increased total open position to 185
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 7.8, which was -3.35 lower than the previous day. The implied volatity was 24.94, the open interest changed by 40 which increased total open position to 83
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 11.15, which was 2.40 higher than the previous day. The implied volatity was 24.56, the open interest changed by 33 which increased total open position to 40
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 8.75, which was 2.15 higher than the previous day. The implied volatity was 22.83, the open interest changed by 1 which increased total open position to 8
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 6.6, which was -5.65 lower than the previous day. The implied volatity was 24.00, the open interest changed by 2 which increased total open position to 6
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by 1 which increased total open position to 3
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 12.25, which was 2.65 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 3
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9.6, which was 0.55 higher than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 3
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 9.05, which was -2.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 2
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 11.6, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 11.6, which was -4.95 lower than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 1
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 16.55, 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 16.55, which was -68.95 lower than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 1
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 85.5, 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 85.5, 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 85.5, 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 424.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.30
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 413.70 | 13.8 | 2.70 | 26.31 | 31 | 5 | 516 |
| 11 Dec | 416.95 | 11.1 | -1.05 | 23.52 | 180 | 14 | 511 |
| 10 Dec | 414.05 | 12.15 | -1.45 | 23.57 | 130 | -34 | 494 |
| 9 Dec | 414.00 | 13.6 | 1.55 | 25.34 | 121 | 3 | 529 |
| 6 Dec | 417.15 | 12.05 | -0.10 | 25.19 | 227 | 8 | 527 |
| 5 Dec | 418.40 | 12.15 | -0.65 | 25.00 | 435 | -33 | 520 |
| 4 Dec | 416.65 | 12.8 | 2.80 | 25.31 | 537 | 6 | 552 |
| 3 Dec | 422.10 | 10 | -0.10 | 24.73 | 542 | 106 | 544 |
| 2 Dec | 421.70 | 10.1 | -4.00 | 23.91 | 483 | 45 | 439 |
| 29 Nov | 416.40 | 14.1 | -0.25 | 25.63 | 238 | 21 | 392 |
| 28 Nov | 415.20 | 14.35 | 0.05 | 25.86 | 627 | 183 | 370 |
| 27 Nov | 417.15 | 14.3 | -4.35 | 27.15 | 238 | 78 | 187 |
| 26 Nov | 411.50 | 18.65 | 5.35 | 28.39 | 126 | 43 | 107 |
| 25 Nov | 417.45 | 13.3 | -9.20 | 25.46 | 103 | 27 | 64 |
| 22 Nov | 414.05 | 22.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 22.5 | 8.30 | 28.68 | 1 | 0 | 37 |
| 20 Nov | 412.25 | 14.2 | 0.00 | 19.14 | 2 | 1 | 37 |
| 19 Nov | 412.25 | 14.2 | -1.30 | 19.14 | 2 | 1 | 37 |
| 18 Nov | 413.35 | 15.5 | -5.40 | 22.21 | 2 | 0 | 36 |
| 14 Nov | 409.75 | 20.9 | 0.00 | 0.00 | 0 | 6 | 0 |
| 13 Nov | 406.90 | 20.9 | 0.55 | 25.28 | 10 | 5 | 35 |
| 12 Nov | 414.05 | 20.35 | 7.05 | 30.37 | 2 | 1 | 30 |
| 11 Nov | 421.55 | 13.3 | 0.50 | 24.93 | 8 | 0 | 27 |
| 8 Nov | 424.05 | 12.8 | 9.80 | 24.75 | 24 | 18 | 26 |
| 7 Nov | 435.35 | 3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 3 | 0.00 | 0.00 | 0 | 8 | 0 |
| 5 Nov | 434.90 | 3 | 0.00 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 424.25 expiring on 26DEC2024
Delta for 424.25 PE is -0.65
Historical price for 424.25 PE is as follows
On 12 Dec COALINDIA was trading at 413.70. The strike last trading price was 13.8, which was 2.70 higher than the previous day. The implied volatity was 26.31, the open interest changed by 5 which increased total open position to 516
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 11.1, which was -1.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 14 which increased total open position to 511
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 12.15, which was -1.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by -34 which decreased total open position to 494
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 13.6, which was 1.55 higher than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 529
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 12.05, which was -0.10 lower than the previous day. The implied volatity was 25.19, the open interest changed by 8 which increased total open position to 527
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 12.15, which was -0.65 lower than the previous day. The implied volatity was 25.00, the open interest changed by -33 which decreased total open position to 520
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 12.8, which was 2.80 higher than the previous day. The implied volatity was 25.31, the open interest changed by 6 which increased total open position to 552
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 10, which was -0.10 lower than the previous day. The implied volatity was 24.73, the open interest changed by 106 which increased total open position to 544
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 10.1, which was -4.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by 45 which increased total open position to 439
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 14.1, which was -0.25 lower than the previous day. The implied volatity was 25.63, the open interest changed by 21 which increased total open position to 392
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 14.35, which was 0.05 higher than the previous day. The implied volatity was 25.86, the open interest changed by 183 which increased total open position to 370
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 14.3, which was -4.35 lower than the previous day. The implied volatity was 27.15, the open interest changed by 78 which increased total open position to 187
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 18.65, which was 5.35 higher than the previous day. The implied volatity was 28.39, the open interest changed by 43 which increased total open position to 107
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 13.3, which was -9.20 lower than the previous day. The implied volatity was 25.46, the open interest changed by 27 which increased total open position to 64
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 22.5, 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 22.5, which was 8.30 higher than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 37
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was 19.14, the open interest changed by 1 which increased total open position to 37
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.2, which was -1.30 lower than the previous day. The implied volatity was 19.14, the open interest changed by 1 which increased total open position to 37
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 15.5, which was -5.40 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 36
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 20.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 20.9, which was 0.55 higher than the previous day. The implied volatity was 25.28, the open interest changed by 5 which increased total open position to 35
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 20.35, which was 7.05 higher than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 30
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 13.3, which was 0.50 higher than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 27
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 12.8, which was 9.80 higher than the previous day. The implied volatity was 24.75, the open interest changed by 18 which increased total open position to 26
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 3, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
