COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 425 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.12
Theta: -0.24
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.95 | -1.25 | 26.70 | 1,147 | -9 | 468.5 | |||
| 20 Nov | 412.25 | 2.2 | 0.00 | 24.36 | 1,588.5 | -2 | 477.5 | |||
| 19 Nov | 412.25 | 2.2 | -0.55 | 24.36 | 1,588.5 | -2 | 477.5 | |||
| 18 Nov | 413.35 | 2.75 | 0.15 | 24.49 | 851.5 | 4 | 479.5 | |||
| 14 Nov | 409.75 | 2.6 | 0.00 | 22.52 | 1,066.5 | 123 | 476 | |||
| 13 Nov | 406.90 | 2.6 | -1.95 | 24.25 | 1,613 | -5.5 | 354.5 | |||
| 12 Nov | 414.05 | 4.55 | -3.80 | 24.11 | 807.5 | 64 | 367 | |||
| 11 Nov | 421.55 | 8.35 | -1.60 | 24.48 | 883.5 | 78 | 305 | |||
| 8 Nov | 424.05 | 9.95 | -7.45 | 24.13 | 656 | 211.5 | 226 | |||
| 7 Nov | 435.35 | 17.4 | -1.20 | 23.22 | 8.5 | 4 | 14.5 | |||
| 6 Nov | 435.80 | 18.6 | -7.90 | 23.28 | 38 | 11 | 11 | |||
| 4 Nov | 443.30 | 26.5 | -7.40 | 29.97 | 36.5 | -0.5 | 200.5 | |||
| 1 Nov | 454.15 | 33.9 | 0.00 | 0.00 | 0 | 176 | 0 | |||
| 31 Oct | 452.05 | 33.9 | 1.55 | - | 194 | 176 | 201 | |||
| 30 Oct | 449.15 | 32.35 | 5.35 | - | 22 | 21 | 24 | |||
| 29 Oct | 445.55 | 27 | 0.10 | - | 3 | 2 | 4 | |||
| 28 Oct | 441.65 | 26.9 | -64.75 | - | 9 | 4 | 4 | |||
|
|
||||||||||
| 25 Oct | 461.10 | 91.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 477.25 | 91.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 91.65 | 91.65 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 485.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 492.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 489.90 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 425 expiring on 28NOV2024
Delta for 425 CE is 0.13
Historical price for 425 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.95, which was -1.25 lower than the previous day. The implied volatity was 26.70, the open interest changed by -18 which decreased total open position to 937
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by -4 which decreased total open position to 955
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 24.36, the open interest changed by -4 which decreased total open position to 955
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 2.75, which was 0.15 higher than the previous day. The implied volatity was 24.49, the open interest changed by 8 which increased total open position to 959
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by 246 which increased total open position to 952
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.6, which was -1.95 lower than the previous day. The implied volatity was 24.25, the open interest changed by -11 which decreased total open position to 709
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.55, which was -3.80 lower than the previous day. The implied volatity was 24.11, the open interest changed by 128 which increased total open position to 734
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 8.35, which was -1.60 lower than the previous day. The implied volatity was 24.48, the open interest changed by 156 which increased total open position to 610
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 9.95, which was -7.45 lower than the previous day. The implied volatity was 24.13, the open interest changed by 423 which increased total open position to 452
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 17.4, which was -1.20 lower than the previous day. The implied volatity was 23.22, the open interest changed by 8 which increased total open position to 29
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 18.6, which was -7.90 lower than the previous day. The implied volatity was 23.28, the open interest changed by 22 which increased total open position to 22
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 26.5, which was -7.40 lower than the previous day. The implied volatity was 29.97, the open interest changed by -1 which decreased total open position to 401
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 33.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 352 which increased total open position to 0
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 33.9, which was 1.55 higher 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 32.35, which was 5.35 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 27, which was 0.10 higher 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 26.9, which was -64.75 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 91.65, 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 91.65, 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 91.65, which was 91.65 higher 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 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 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 Oct COALINDIA was trading at 492.20. 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 Oct COALINDIA was trading at 489.90. 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 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.13
Theta: -0.15
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 18.8 | 4.55 | 28.05 | 38.5 | -8 | 81 |
| 20 Nov | 412.25 | 14.25 | 0.00 | 24.94 | 133 | -7.5 | 89 |
| 19 Nov | 412.25 | 14.25 | 0.90 | 24.94 | 133 | -7.5 | 89 |
| 18 Nov | 413.35 | 13.35 | -3.25 | 24.54 | 40.5 | -18.5 | 96.5 |
| 14 Nov | 409.75 | 16.6 | -1.30 | 26.41 | 30 | -11.5 | 115 |
| 13 Nov | 406.90 | 17.9 | 3.45 | 22.79 | 108 | -20 | 125.5 |
| 12 Nov | 414.05 | 14.45 | 5.05 | 25.71 | 273 | -24.5 | 145.5 |
| 11 Nov | 421.55 | 9.4 | -0.15 | 24.27 | 403.5 | -3.5 | 170.5 |
| 8 Nov | 424.05 | 9.55 | 4.90 | 25.20 | 1,191 | 137 | 173.5 |
| 7 Nov | 435.35 | 4.65 | 0.10 | 23.89 | 211.5 | 8.5 | 38 |
| 6 Nov | 435.80 | 4.55 | -1.55 | 24.14 | 183 | 29 | 29 |
| 4 Nov | 443.30 | 6.1 | 1.90 | 32.26 | 463.5 | 33 | 162.5 |
| 1 Nov | 454.15 | 4.2 | 0.05 | 32.25 | 41.5 | 31 | 131 |
| 31 Oct | 452.05 | 4.15 | -0.60 | - | 85 | 5 | 100 |
| 30 Oct | 449.15 | 4.75 | -1.35 | - | 37 | 4 | 93 |
| 29 Oct | 445.55 | 6.1 | -2.35 | - | 140 | 62 | 90 |
| 28 Oct | 441.65 | 8.45 | 3.65 | - | 69 | 27 | 27 |
| 25 Oct | 461.10 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 477.25 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 474.10 | 4.8 | 4.80 | - | 0 | 0 | 0 |
| 22 Oct | 468.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 485.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 492.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 489.90 | 0 | - | 0 | 0 | 0 | |
For Coal India Ltd - strike price 425 expiring on 28NOV2024
Delta for 425 PE is -0.86
Historical price for 425 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 18.8, which was 4.55 higher than the previous day. The implied volatity was 28.05, the open interest changed by -16 which decreased total open position to 162
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by -15 which decreased total open position to 178
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 14.25, which was 0.90 higher than the previous day. The implied volatity was 24.94, the open interest changed by -15 which decreased total open position to 178
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 13.35, which was -3.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by -37 which decreased total open position to 193
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 16.6, which was -1.30 lower than the previous day. The implied volatity was 26.41, the open interest changed by -23 which decreased total open position to 230
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 17.9, which was 3.45 higher than the previous day. The implied volatity was 22.79, the open interest changed by -40 which decreased total open position to 251
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 14.45, which was 5.05 higher than the previous day. The implied volatity was 25.71, the open interest changed by -49 which decreased total open position to 291
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 9.4, which was -0.15 lower than the previous day. The implied volatity was 24.27, the open interest changed by -7 which decreased total open position to 341
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 9.55, which was 4.90 higher than the previous day. The implied volatity was 25.20, the open interest changed by 274 which increased total open position to 347
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 4.65, which was 0.10 higher than the previous day. The implied volatity was 23.89, the open interest changed by 17 which increased total open position to 76
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 4.55, which was -1.55 lower than the previous day. The implied volatity was 24.14, the open interest changed by 58 which increased total open position to 58
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 6.1, which was 1.90 higher than the previous day. The implied volatity was 32.26, the open interest changed by 66 which increased total open position to 325
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 32.25, the open interest changed by 62 which increased total open position to 262
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 4.15, which was -0.60 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 4.75, which was -1.35 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 6.1, which was -2.35 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 8.45, which was 3.65 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 4.8, 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 4.8, 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 4.8, 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 22 Oct COALINDIA was trading at 468.35. 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 21 Oct COALINDIA was trading at 485.40. 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 Oct COALINDIA was trading at 492.20. 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 Oct COALINDIA was trading at 489.90. 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
