COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 429.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.09
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.7 | -0.85 | 28.48 | 535.5 | -27 | 301.5 | |||
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| 20 Nov | 412.25 | 1.55 | 0.00 | 25.10 | 503.5 | -4.5 | 331.5 | |||
| 19 Nov | 412.25 | 1.55 | -0.30 | 25.10 | 503.5 | -1.5 | 331.5 | |||
| 18 Nov | 413.35 | 1.85 | 0.05 | 24.70 | 292 | -9.5 | 332.5 | |||
| 14 Nov | 409.75 | 1.8 | -0.15 | 22.75 | 428 | -46 | 343.5 | |||
| 13 Nov | 406.90 | 1.95 | -1.45 | 24.90 | 282.5 | -3.5 | 390 | |||
| 12 Nov | 414.05 | 3.4 | -3.05 | 24.31 | 408.5 | 113 | 411.5 | |||
| 11 Nov | 421.55 | 6.45 | -1.45 | 24.27 | 304 | 12.5 | 298 | |||
| 8 Nov | 424.05 | 7.9 | -6.50 | 23.94 | 466 | 98 | 283.5 | |||
| 7 Nov | 435.35 | 14.4 | -1.10 | 22.72 | 164 | -16.5 | 185.5 | |||
| 6 Nov | 435.80 | 15.5 | 0.50 | 22.70 | 243.5 | -28 | 203 | |||
| 5 Nov | 434.90 | 15 | 23.87 | 949 | 16 | 233.5 | ||||
For Coal India Ltd - strike price 429.25 expiring on 28NOV2024
Delta for 429.25 CE is 0.09
Historical price for 429.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 28.48, the open interest changed by -54 which decreased total open position to 603
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 25.10, the open interest changed by -9 which decreased total open position to 663
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 25.10, the open interest changed by -3 which decreased total open position to 663
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 24.70, the open interest changed by -19 which decreased total open position to 665
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by -92 which decreased total open position to 687
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 24.90, the open interest changed by -7 which decreased total open position to 780
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.4, which was -3.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 226 which increased total open position to 823
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 6.45, which was -1.45 lower than the previous day. The implied volatity was 24.27, the open interest changed by 25 which increased total open position to 596
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 7.9, which was -6.50 lower than the previous day. The implied volatity was 23.94, the open interest changed by 196 which increased total open position to 567
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 14.4, which was -1.10 lower than the previous day. The implied volatity was 22.72, the open interest changed by -33 which decreased total open position to 371
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 15.5, which was 0.50 higher than the previous day. The implied volatity was 22.70, the open interest changed by -56 which decreased total open position to 406
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 15, which was lower than the previous day. The implied volatity was 23.87, the open interest changed by 32 which increased total open position to 467
| COALINDIA 28NOV2024 429.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.11
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 22.85 | 5.10 | 30.68 | 44.5 | -12.5 | 143 |
| 20 Nov | 412.25 | 17.75 | 0.00 | 28.76 | 52.5 | -6 | 156.5 |
| 19 Nov | 412.25 | 17.75 | 1.05 | 28.76 | 52.5 | -5 | 156.5 |
| 18 Nov | 413.35 | 16.7 | -3.25 | 24.83 | 28.5 | -12 | 161.5 |
| 14 Nov | 409.75 | 19.95 | -1.15 | 26.88 | 71.5 | -34 | 174 |
| 13 Nov | 406.90 | 21.1 | 3.90 | 21.20 | 90 | -19 | 208.5 |
| 12 Nov | 414.05 | 17.2 | 5.50 | 24.93 | 148 | -16 | 257.5 |
| 11 Nov | 421.55 | 11.7 | 0.35 | 23.98 | 177.5 | -9.5 | 274 |
| 8 Nov | 424.05 | 11.35 | 5.45 | 24.06 | 556.5 | -30.5 | 284 |
| 7 Nov | 435.35 | 5.9 | 0.10 | 23.41 | 226.5 | 4 | 316 |
| 6 Nov | 435.80 | 5.8 | -1.75 | 23.80 | 467 | -68.5 | 313 |
| 5 Nov | 434.90 | 7.55 | 26.05 | 833 | 53.5 | 381 | |
For Coal India Ltd - strike price 429.25 expiring on 28NOV2024
Delta for 429.25 PE is -0.89
Historical price for 429.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 22.85, which was 5.10 higher than the previous day. The implied volatity was 30.68, the open interest changed by -25 which decreased total open position to 286
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by -12 which decreased total open position to 313
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 17.75, which was 1.05 higher than the previous day. The implied volatity was 28.76, the open interest changed by -10 which decreased total open position to 313
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 16.7, which was -3.25 lower than the previous day. The implied volatity was 24.83, the open interest changed by -24 which decreased total open position to 323
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 19.95, which was -1.15 lower than the previous day. The implied volatity was 26.88, the open interest changed by -68 which decreased total open position to 348
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 21.1, which was 3.90 higher than the previous day. The implied volatity was 21.20, the open interest changed by -38 which decreased total open position to 417
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 17.2, which was 5.50 higher than the previous day. The implied volatity was 24.93, the open interest changed by -32 which decreased total open position to 515
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 11.7, which was 0.35 higher than the previous day. The implied volatity was 23.98, the open interest changed by -19 which decreased total open position to 548
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 11.35, which was 5.45 higher than the previous day. The implied volatity was 24.06, the open interest changed by -61 which decreased total open position to 568
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 5.9, which was 0.10 higher than the previous day. The implied volatity was 23.41, the open interest changed by 8 which increased total open position to 632
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 5.8, which was -1.75 lower than the previous day. The implied volatity was 23.80, the open interest changed by -137 which decreased total open position to 626
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was 26.05, the open interest changed by 107 which increased total open position to 762
