COALINDIA
Coal India Ltd
Historical option data for COALINDIA
14 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 424.25 CE | ||||||||||
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Delta: 0.26
Vega: 0.26
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 409.75 | 2.75 | 0.05 | 22.40 | 508 | 21 | 417 | |||
| 13 Nov | 406.90 | 2.7 | -2.15 | 24.00 | 344.5 | -27.5 | 396.5 | |||
| 12 Nov | 414.05 | 4.85 | -3.85 | 24.29 | 423.5 | 5.5 | 429.5 | |||
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| 11 Nov | 421.55 | 8.7 | -1.45 | 24.46 | 467 | 46 | 423 | |||
| 8 Nov | 424.05 | 10.15 | -7.65 | 23.68 | 466.5 | 51.5 | 377.5 | |||
| 7 Nov | 435.35 | 17.8 | -1.40 | 22.86 | 87.5 | -32.5 | 327 | |||
| 6 Nov | 435.80 | 19.2 | 0.90 | 23.47 | 190.5 | -31 | 360 | |||
| 5 Nov | 434.90 | 18.3 | 24.03 | 438.5 | -34 | 401 | ||||
For Coal India Ltd - strike price 424.25 expiring on 28NOV2024
Delta for 424.25 CE is 0.26
Historical price for 424.25 CE is as follows
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 22.40, the open interest changed by 42 which increased total open position to 834
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.7, which was -2.15 lower than the previous day. The implied volatity was 24.00, the open interest changed by -55 which decreased total open position to 793
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.85, which was -3.85 lower than the previous day. The implied volatity was 24.29, the open interest changed by 11 which increased total open position to 859
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 8.7, which was -1.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 92 which increased total open position to 846
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 10.15, which was -7.65 lower than the previous day. The implied volatity was 23.68, the open interest changed by 103 which increased total open position to 755
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 17.8, which was -1.40 lower than the previous day. The implied volatity was 22.86, the open interest changed by -65 which decreased total open position to 654
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 19.2, which was 0.90 higher than the previous day. The implied volatity was 23.47, the open interest changed by -62 which decreased total open position to 720
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was 24.03, the open interest changed by -68 which decreased total open position to 802
| COALINDIA 28NOV2024 424.25 PE | |||||||
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Delta: -0.72
Vega: 0.27
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 409.75 | 15.6 | -1.70 | 24.75 | 55 | -16 | 332 |
| 13 Nov | 406.90 | 17.3 | 3.35 | 22.77 | 111.5 | -42 | 348 |
| 12 Nov | 414.05 | 13.95 | 4.95 | 25.70 | 293 | -77 | 409 |
| 11 Nov | 421.55 | 9 | -0.20 | 24.24 | 391.5 | 3.5 | 486.5 |
| 8 Nov | 424.05 | 9.2 | 4.75 | 25.25 | 681.5 | -10.5 | 485 |
| 7 Nov | 435.35 | 4.45 | 0.05 | 23.96 | 301.5 | 3 | 497.5 |
| 6 Nov | 435.80 | 4.4 | -1.60 | 24.33 | 492.5 | -63.5 | 495 |
| 5 Nov | 434.90 | 6 | 26.70 | 871 | -16 | 558.5 | |
For Coal India Ltd - strike price 424.25 expiring on 28NOV2024
Delta for 424.25 PE is -0.72
Historical price for 424.25 PE is as follows
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 15.6, which was -1.70 lower than the previous day. The implied volatity was 24.75, the open interest changed by -32 which decreased total open position to 664
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 17.3, which was 3.35 higher than the previous day. The implied volatity was 22.77, the open interest changed by -84 which decreased total open position to 696
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 13.95, which was 4.95 higher than the previous day. The implied volatity was 25.70, the open interest changed by -154 which decreased total open position to 818
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 9, which was -0.20 lower than the previous day. The implied volatity was 24.24, the open interest changed by 7 which increased total open position to 973
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 9.2, which was 4.75 higher than the previous day. The implied volatity was 25.25, the open interest changed by -21 which decreased total open position to 970
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 4.45, which was 0.05 higher than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 995
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 4.4, which was -1.60 lower than the previous day. The implied volatity was 24.33, the open interest changed by -127 which decreased total open position to 990
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 26.70, the open interest changed by -32 which decreased total open position to 1117
