COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:13 AM IST
| COALINDIA 26DEC2024 429.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.25
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 412.85 | 2.45 | -1.45 | 23.27 | 259 | 17 | 2,050 | |||
| 11 Dec | 416.95 | 3.9 | 0.15 | 23.78 | 868 | 229 | 2,036 | |||
| 10 Dec | 414.05 | 3.75 | -0.05 | 23.82 | 505 | -44 | 1,811 | |||
| 9 Dec | 414.00 | 3.8 | -1.45 | 24.21 | 624 | 84 | 1,855 | |||
| 6 Dec | 417.15 | 5.25 | 0.10 | 22.99 | 349 | -2 | 1,771 | |||
| 5 Dec | 418.40 | 5.15 | -0.45 | 22.06 | 820 | 175 | 1,769 | |||
| 4 Dec | 416.65 | 5.6 | -1.45 | 23.24 | 883 | 170 | 1,598 | |||
| 3 Dec | 422.10 | 7.05 | -0.55 | 20.96 | 1,136 | 90 | 1,428 | |||
| 2 Dec | 421.70 | 7.6 | 0.95 | 22.36 | 2,363 | 1,182 | 1,338 | |||
| 29 Nov | 416.40 | 6.65 | -1.15 | 23.57 | 168 | 11 | 158 | |||
| 28 Nov | 415.20 | 7.8 | -0.95 | 25.66 | 401 | 63 | 148 | |||
| 27 Nov | 417.15 | 8.75 | 2.60 | 25.89 | 182 | 29 | 85 | |||
| 26 Nov | 411.50 | 6.15 | -2.35 | 24.95 | 69 | 21 | 57 | |||
| 25 Nov | 417.45 | 8.5 | 1.15 | 23.49 | 199 | 22 | 36 | |||
| 22 Nov | 414.05 | 7.35 | 2.65 | 23.73 | 1 | 0 | 14 | |||
| 21 Nov | 406.00 | 4.7 | -5.40 | 22.87 | 11 | 4 | 13 | |||
| 20 Nov | 412.25 | 10.1 | 0.00 | 29.75 | 1 | 1 | 8 | |||
| 19 Nov | 412.25 | 10.1 | 1.10 | 29.75 | 1 | 0 | 8 | |||
| 18 Nov | 413.35 | 9 | -11.80 | 25.86 | 1 | 0 | 7 | |||
| 14 Nov | 409.75 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 424.05 | 20.8 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 7 Nov | 435.35 | 20.8 | 1.50 | 22.26 | 7 | 3 | 4 | |||
| 6 Nov | 435.80 | 19.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 434.90 | 19.3 | 20.22 | 2 | 1 | 1 | ||||
For Coal India Ltd - strike price 429.25 expiring on 26DEC2024
Delta for 429.25 CE is 0.23
Historical price for 429.25 CE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 23.27, the open interest changed by 17 which increased total open position to 2050
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 3.9, which was 0.15 higher than the previous day. The implied volatity was 23.78, the open interest changed by 229 which increased total open position to 2036
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by -44 which decreased total open position to 1811
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 3.8, which was -1.45 lower than the previous day. The implied volatity was 24.21, the open interest changed by 84 which increased total open position to 1855
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 5.25, which was 0.10 higher than the previous day. The implied volatity was 22.99, the open interest changed by -2 which decreased total open position to 1771
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 22.06, the open interest changed by 175 which increased total open position to 1769
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 5.6, which was -1.45 lower than the previous day. The implied volatity was 23.24, the open interest changed by 170 which increased total open position to 1598
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 7.05, which was -0.55 lower than the previous day. The implied volatity was 20.96, the open interest changed by 90 which increased total open position to 1428
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 7.6, which was 0.95 higher than the previous day. The implied volatity was 22.36, the open interest changed by 1182 which increased total open position to 1338
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 6.65, which was -1.15 lower than the previous day. The implied volatity was 23.57, the open interest changed by 11 which increased total open position to 158
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 7.8, which was -0.95 lower than the previous day. The implied volatity was 25.66, the open interest changed by 63 which increased total open position to 148
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 8.75, which was 2.60 higher than the previous day. The implied volatity was 25.89, the open interest changed by 29 which increased total open position to 85
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 6.15, which was -2.35 lower than the previous day. The implied volatity was 24.95, the open interest changed by 21 which increased total open position to 57
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 8.5, which was 1.15 higher than the previous day. The implied volatity was 23.49, the open interest changed by 22 which increased total open position to 36
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 7.35, which was 2.65 higher than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 14
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.7, which was -5.40 lower than the previous day. The implied volatity was 22.87, the open interest changed by 4 which increased total open position to 13
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 8
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 10.1, which was 1.10 higher than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 8
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 9, which was -11.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 7
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 20.8, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 20.8, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 20.8, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 20.8, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 20.8, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 20.8, which was 1.50 higher than the previous day. The implied volatity was 22.26, the open interest changed by 3 which increased total open position to 4
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 19.3, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 19.3, which was lower than the previous day. The implied volatity was 20.22, the open interest changed by 1 which increased total open position to 1
| COALINDIA 26DEC2024 429.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 412.85 | 14.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 416.95 | 14.3 | -1.00 | 23.15 | 23 | 2 | 269 |
| 10 Dec | 414.05 | 15.3 | -3.30 | 22.73 | 12 | 2 | 265 |
| 9 Dec | 414.00 | 18.6 | 3.25 | 30.36 | 7 | -1 | 263 |
| 6 Dec | 417.15 | 15.35 | 0.20 | 25.84 | 73 | 38 | 263 |
| 5 Dec | 418.40 | 15.15 | -0.55 | 24.89 | 26 | 7 | 226 |
| 4 Dec | 416.65 | 15.7 | 3.10 | 24.88 | 261 | 4 | 220 |
| 3 Dec | 422.10 | 12.6 | -0.20 | 24.65 | 247 | 14 | 213 |
| 2 Dec | 421.70 | 12.8 | -4.55 | 23.91 | 149 | 37 | 199 |
| 29 Nov | 416.40 | 17.35 | 0.15 | 26.15 | 52 | 4 | 161 |
| 28 Nov | 415.20 | 17.2 | 0.50 | 25.51 | 184 | 62 | 157 |
| 27 Nov | 417.15 | 16.7 | -4.40 | 26.10 | 101 | 43 | 92 |
| 26 Nov | 411.50 | 21.1 | 4.10 | 26.61 | 60 | 18 | 48 |
| 25 Nov | 417.45 | 17 | -3.00 | 27.30 | 111 | 28 | 30 |
| 22 Nov | 414.05 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 20 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 413.35 | 20 | -2.85 | 24.74 | 1 | 0 | 1 |
| 14 Nov | 409.75 | 22.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 22.85 | 12.15 | 22.53 | 1 | 0 | 1 |
| 12 Nov | 414.05 | 10.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 10.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 10.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 435.35 | 10.7 | -2.45 | 25.49 | 3 | 2 | 2 |
| 6 Nov | 435.80 | 13.15 | -8.50 | 30.10 | 2 | 1 | 1 |
| 5 Nov | 434.90 | 21.65 | 2.23 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 429.25 expiring on 26DEC2024
Delta for 429.25 PE is 0.00
Historical price for 429.25 PE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 14.3, 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 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 14.3, which was -1.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by 2 which increased total open position to 269
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 15.3, which was -3.30 lower than the previous day. The implied volatity was 22.73, the open interest changed by 2 which increased total open position to 265
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 18.6, which was 3.25 higher than the previous day. The implied volatity was 30.36, the open interest changed by -1 which decreased total open position to 263
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 15.35, which was 0.20 higher than the previous day. The implied volatity was 25.84, the open interest changed by 38 which increased total open position to 263
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 15.15, which was -0.55 lower than the previous day. The implied volatity was 24.89, the open interest changed by 7 which increased total open position to 226
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 15.7, which was 3.10 higher than the previous day. The implied volatity was 24.88, the open interest changed by 4 which increased total open position to 220
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 12.6, which was -0.20 lower than the previous day. The implied volatity was 24.65, the open interest changed by 14 which increased total open position to 213
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 12.8, which was -4.55 lower than the previous day. The implied volatity was 23.91, the open interest changed by 37 which increased total open position to 199
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 17.35, which was 0.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by 4 which increased total open position to 161
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 17.2, which was 0.50 higher than the previous day. The implied volatity was 25.51, the open interest changed by 62 which increased total open position to 157
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 16.7, which was -4.40 lower than the previous day. The implied volatity was 26.10, the open interest changed by 43 which increased total open position to 92
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 21.1, which was 4.10 higher than the previous day. The implied volatity was 26.61, the open interest changed by 18 which increased total open position to 48
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 17, which was -3.00 lower than the previous day. The implied volatity was 27.30, the open interest changed by 28 which increased total open position to 30
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 20, 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 20, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 20, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 20, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 20, which was -2.85 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 1
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 22.85, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 22.85, which was 12.15 higher than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 1
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 10.7, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 10.7, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 10.7, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 10.7, which was -2.45 lower than the previous day. The implied volatity was 25.49, the open interest changed by 2 which increased total open position to 2
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 13.15, which was -8.50 lower than the previous day. The implied volatity was 30.10, the open interest changed by 1 which increased total open position to 1
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
