COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 425 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.27
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 410.50 | 3.05 | -2.40 | 23.90 | 785 | 69 | 1,997 | |||
| 11 Dec | 416.95 | 5.45 | 0.20 | 24.26 | 2,134 | 58 | 1,930 | |||
| 10 Dec | 414.05 | 5.25 | 0.05 | 24.36 | 1,803 | 26 | 1,885 | |||
| 9 Dec | 414.00 | 5.2 | -1.70 | 24.56 | 1,329 | 114 | 1,861 | |||
| 6 Dec | 417.15 | 6.9 | 0.05 | 23.22 | 1,715 | 253 | 1,747 | |||
| 5 Dec | 418.40 | 6.85 | -0.50 | 22.41 | 2,517 | 11 | 1,490 | |||
| 4 Dec | 416.65 | 7.35 | -1.60 | 23.71 | 3,187 | 201 | 1,490 | |||
| 3 Dec | 422.10 | 8.95 | -0.65 | 20.90 | 2,071 | 283 | 1,279 | |||
| 2 Dec | 421.70 | 9.6 | 1.30 | 22.60 | 2,705 | 40 | 992 | |||
| 29 Nov | 416.40 | 8.3 | -1.50 | 23.69 | 1,753 | 109 | 948 | |||
| 28 Nov | 415.20 | 9.8 | -0.75 | 26.45 | 2,195 | 187 | 845 | |||
| 27 Nov | 417.15 | 10.55 | 2.95 | 26.02 | 1,535 | 163 | 657 | |||
| 26 Nov | 411.50 | 7.6 | -3.20 | 25.09 | 504 | 163 | 495 | |||
| 25 Nov | 417.45 | 10.8 | 1.70 | 24.55 | 921 | 196 | 331 | |||
| 22 Nov | 414.05 | 9.1 | 2.65 | 24.13 | 91 | 27 | 162 | |||
| 21 Nov | 406.00 | 6.45 | -2.35 | 24.18 | 160 | 80 | 133 | |||
| 20 Nov | 412.25 | 8.8 | 0.00 | 23.83 | 36 | 2 | 52 | |||
| 19 Nov | 412.25 | 8.8 | -0.40 | 23.83 | 36 | 1 | 52 | |||
| 18 Nov | 413.35 | 9.2 | 0.20 | 23.36 | 55 | 24 | 51 | |||
| 14 Nov | 409.75 | 9 | 1.00 | 23.68 | 9 | 2 | 26 | |||
| 13 Nov | 406.90 | 8 | -2.90 | 23.48 | 31 | 18 | 21 | |||
| 12 Nov | 414.05 | 10.9 | -5.00 | 23.84 | 2 | 0 | 2 | |||
| 11 Nov | 421.55 | 15.9 | -16.70 | 25.06 | 2 | 1 | 1 | |||
| 8 Nov | 424.05 | 32.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 32.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 32.6 | -12.85 | - | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 45.45 | 45.45 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 CE is 0.27
Historical price for 425 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 3.05, which was -2.40 lower than the previous day. The implied volatity was 23.90, the open interest changed by 69 which increased total open position to 1997
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 5.45, which was 0.20 higher than the previous day. The implied volatity was 24.26, the open interest changed by 58 which increased total open position to 1930
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 5.25, which was 0.05 higher than the previous day. The implied volatity was 24.36, the open interest changed by 26 which increased total open position to 1885
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 5.2, which was -1.70 lower than the previous day. The implied volatity was 24.56, the open interest changed by 114 which increased total open position to 1861
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 6.9, which was 0.05 higher than the previous day. The implied volatity was 23.22, the open interest changed by 253 which increased total open position to 1747
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 6.85, which was -0.50 lower than the previous day. The implied volatity was 22.41, the open interest changed by 11 which increased total open position to 1490
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 7.35, which was -1.60 lower than the previous day. The implied volatity was 23.71, the open interest changed by 201 which increased total open position to 1490
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 8.95, which was -0.65 lower than the previous day. The implied volatity was 20.90, the open interest changed by 283 which increased total open position to 1279
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 9.6, which was 1.30 higher than the previous day. The implied volatity was 22.60, the open interest changed by 40 which increased total open position to 992
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 8.3, which was -1.50 lower than the previous day. The implied volatity was 23.69, the open interest changed by 109 which increased total open position to 948
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 9.8, which was -0.75 lower than the previous day. The implied volatity was 26.45, the open interest changed by 187 which increased total open position to 845
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 10.55, which was 2.95 higher than the previous day. The implied volatity was 26.02, the open interest changed by 163 which increased total open position to 657
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 7.6, which was -3.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by 163 which increased total open position to 495
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 10.8, which was 1.70 higher than the previous day. The implied volatity was 24.55, the open interest changed by 196 which increased total open position to 331
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 9.1, which was 2.65 higher than the previous day. The implied volatity was 24.13, the open interest changed by 27 which increased total open position to 162
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 6.45, which was -2.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by 80 which increased total open position to 133
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 2 which increased total open position to 52
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 8.8, which was -0.40 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 52
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9.2, which was 0.20 higher than the previous day. The implied volatity was 23.36, the open interest changed by 24 which increased total open position to 51
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 9, which was 1.00 higher than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 26
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 8, which was -2.90 lower than the previous day. The implied volatity was 23.48, the open interest changed by 18 which increased total open position to 21
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 10.9, which was -5.00 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 2
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 15.9, which was -16.70 lower than the previous day. The implied volatity was 25.06, the open interest changed by 1 which increased total open position to 1
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 32.6, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 32.6, 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 32.6, which was -12.85 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 45.45, which was 45.45 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.28
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 16.5 | 4.90 | 26.95 | 85 | -6 | 581 |
| 11 Dec | 416.95 | 11.6 | -0.90 | 23.62 | 217 | 60 | 586 |
| 10 Dec | 414.05 | 12.5 | -1.65 | 23.17 | 136 | 10 | 529 |
| 9 Dec | 414.00 | 14.15 | 1.40 | 25.53 | 171 | 25 | 519 |
| 6 Dec | 417.15 | 12.75 | 0.05 | 25.88 | 248 | 7 | 493 |
| 5 Dec | 418.40 | 12.7 | -0.40 | 25.30 | 449 | -61 | 484 |
| 4 Dec | 416.65 | 13.1 | 2.75 | 24.97 | 783 | 73 | 546 |
| 3 Dec | 422.10 | 10.35 | -0.10 | 24.73 | 617 | 83 | 469 |
| 2 Dec | 421.70 | 10.45 | -4.00 | 23.84 | 358 | 36 | 385 |
| 29 Nov | 416.40 | 14.45 | -0.45 | 25.44 | 217 | 42 | 349 |
| 28 Nov | 415.20 | 14.9 | 0.25 | 26.12 | 516 | 72 | 307 |
| 27 Nov | 417.15 | 14.65 | -4.60 | 27.01 | 334 | 117 | 235 |
| 26 Nov | 411.50 | 19.25 | 5.55 | 28.68 | 152 | 19 | 117 |
| 25 Nov | 417.45 | 13.7 | -8.30 | 25.46 | 326 | 89 | 97 |
| 22 Nov | 414.05 | 22 | 0.00 | 0.00 | 0 | 3 | 0 |
| 21 Nov | 406.00 | 22 | 7.50 | 26.57 | 6 | 2 | 7 |
| 20 Nov | 412.25 | 14.5 | 0.00 | 18.00 | 6 | 4 | 4 |
| 19 Nov | 412.25 | 14.5 | -5.10 | 18.00 | 6 | 3 | 4 |
| 18 Nov | 413.35 | 19.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 19.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 406.90 | 19.6 | 1.20 | 21.54 | 1 | 0 | 0 |
| 12 Nov | 414.05 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 421.55 | 18.4 | 0.00 | 0.51 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 18.4 | 0.00 | 0.81 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 18.4 | 0.00 | 3.15 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 18.4 | 4.70 | 3.36 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 13.7 | 13.70 | 4.51 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 6.87 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 PE is -0.71
Historical price for 425 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 16.5, which was 4.90 higher than the previous day. The implied volatity was 26.95, the open interest changed by -6 which decreased total open position to 581
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 11.6, which was -0.90 lower than the previous day. The implied volatity was 23.62, the open interest changed by 60 which increased total open position to 586
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 12.5, which was -1.65 lower than the previous day. The implied volatity was 23.17, the open interest changed by 10 which increased total open position to 529
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 14.15, which was 1.40 higher than the previous day. The implied volatity was 25.53, the open interest changed by 25 which increased total open position to 519
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 12.75, which was 0.05 higher than the previous day. The implied volatity was 25.88, the open interest changed by 7 which increased total open position to 493
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 12.7, which was -0.40 lower than the previous day. The implied volatity was 25.30, the open interest changed by -61 which decreased total open position to 484
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 13.1, which was 2.75 higher than the previous day. The implied volatity was 24.97, the open interest changed by 73 which increased total open position to 546
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 10.35, which was -0.10 lower than the previous day. The implied volatity was 24.73, the open interest changed by 83 which increased total open position to 469
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 10.45, which was -4.00 lower than the previous day. The implied volatity was 23.84, the open interest changed by 36 which increased total open position to 385
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 14.45, which was -0.45 lower than the previous day. The implied volatity was 25.44, the open interest changed by 42 which increased total open position to 349
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 14.9, which was 0.25 higher than the previous day. The implied volatity was 26.12, the open interest changed by 72 which increased total open position to 307
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 14.65, which was -4.60 lower than the previous day. The implied volatity was 27.01, the open interest changed by 117 which increased total open position to 235
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 19.25, which was 5.55 higher than the previous day. The implied volatity was 28.68, the open interest changed by 19 which increased total open position to 117
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 13.7, which was -8.30 lower than the previous day. The implied volatity was 25.46, the open interest changed by 89 which increased total open position to 97
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 22, which was 7.50 higher than the previous day. The implied volatity was 26.57, the open interest changed by 2 which increased total open position to 7
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 18.00, the open interest changed by 4 which increased total open position to 4
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.5, which was -5.10 lower than the previous day. The implied volatity was 18.00, the open interest changed by 3 which increased total open position to 4
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 19.6, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 19.6, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 19.6, which was 1.20 higher than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 18.4, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 3.15, 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 18.4, which was 4.70 higher than the previous day. The implied volatity was 3.36, 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 13.7, which was 13.70 higher than the previous day. The implied volatity was 4.51, 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 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
