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[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

382 -9.95 (-2.54%)

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Historical option data for COALINDIA

20 Dec 2024 04:12 PM IST
COALINDIA 26DEC2024 430 CE
Delta: 0.02
Vega: 0.02
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 0.15 -0.20 42.75 2,356 -249 3,650
19 Dec 391.95 0.35 -0.20 36.66 1,411 -94 3,906
18 Dec 395.80 0.55 -0.30 34.59 2,256 -203 4,000
17 Dec 402.90 0.85 -0.55 30.48 1,514 29 4,203
16 Dec 410.45 1.4 -0.05 25.62 1,471 49 4,172
13 Dec 410.30 1.45 0.05 21.95 4,237 -67 4,124
12 Dec 409.10 1.4 -2.30 23.40 5,143 277 4,190
11 Dec 416.95 3.7 0.10 23.83 4,096 1,054 3,918
10 Dec 414.05 3.6 0.00 24.00 3,800 31 2,867
9 Dec 414.00 3.6 -1.45 24.20 2,678 455 2,839
6 Dec 417.15 5.05 0.10 23.12 2,015 187 2,382
5 Dec 418.40 4.95 -0.50 22.19 2,904 36 2,194
4 Dec 416.65 5.45 -1.20 23.49 3,307 410 2,159
3 Dec 422.10 6.65 -0.65 20.73 3,074 319 1,749
2 Dec 421.70 7.3 0.95 22.37 2,946 60 1,426
29 Nov 416.40 6.35 -1.20 23.47 2,518 -81 1,360
28 Nov 415.20 7.55 -0.75 25.70 3,655 235 1,444
27 Nov 417.15 8.3 2.40 25.52 2,596 232 1,209
26 Nov 411.50 5.9 -2.80 24.89 941 396 979
25 Nov 417.45 8.7 1.70 24.52 1,046 126 580
22 Nov 414.05 7 1.85 23.53 203 27 481
21 Nov 406.00 5.15 -2.30 24.39 1,550 94 455
20 Nov 412.25 7.45 0.00 24.62 655 165 358
19 Nov 412.25 7.45 -0.20 24.62 655 162 358
18 Nov 413.35 7.65 0.65 23.86 111 18 196
14 Nov 409.75 7 0.55 23.09 116 5 185
13 Nov 406.90 6.45 -2.30 23.48 139 44 181
12 Nov 414.05 8.75 -3.75 23.40 160 111 137
11 Nov 421.55 12.5 -1.50 23.32 20 7 25
8 Nov 424.05 14 -8.00 23.54 20 16 17
7 Nov 435.35 22 -7.90 25.13 1 0 0
6 Nov 435.80 29.9 -63.25 - 0 0 0
4 Nov 443.30 93.15 93.15 - 0 0 0
1 Nov 454.15 0 0.00 - 0 0 0
31 Oct 452.05 0 0.00 - 0 0 0
30 Oct 449.15 0 0.00 - 0 0 0
24 Oct 477.25 0 0.00 - 0 0 0
23 Oct 474.10 0 0.00 - 0 0 0
22 Oct 468.35 0 - 0 0 0


For Coal India Ltd - strike price 430 expiring on 26DEC2024

Delta for 430 CE is 0.02

Historical price for 430 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 42.75, the open interest changed by -249 which decreased total open position to 3650


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 36.66, the open interest changed by -94 which decreased total open position to 3906


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 34.59, the open interest changed by -203 which decreased total open position to 4000


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 30.48, the open interest changed by 29 which increased total open position to 4203


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by 49 which increased total open position to 4172


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 21.95, the open interest changed by -67 which decreased total open position to 4124


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 1.4, which was -2.30 lower than the previous day. The implied volatity was 23.40, the open interest changed by 277 which increased total open position to 4190


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 23.83, the open interest changed by 1054 which increased total open position to 3918


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 24.00, the open interest changed by 31 which increased total open position to 2867


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 3.6, which was -1.45 lower than the previous day. The implied volatity was 24.20, the open interest changed by 455 which increased total open position to 2839


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 23.12, the open interest changed by 187 which increased total open position to 2382


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 4.95, which was -0.50 lower than the previous day. The implied volatity was 22.19, the open interest changed by 36 which increased total open position to 2194


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 5.45, which was -1.20 lower than the previous day. The implied volatity was 23.49, the open interest changed by 410 which increased total open position to 2159


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 6.65, which was -0.65 lower than the previous day. The implied volatity was 20.73, the open interest changed by 319 which increased total open position to 1749


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 7.3, which was 0.95 higher than the previous day. The implied volatity was 22.37, the open interest changed by 60 which increased total open position to 1426


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 6.35, which was -1.20 lower than the previous day. The implied volatity was 23.47, the open interest changed by -81 which decreased total open position to 1360


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 7.55, which was -0.75 lower than the previous day. The implied volatity was 25.70, the open interest changed by 235 which increased total open position to 1444


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 8.3, which was 2.40 higher than the previous day. The implied volatity was 25.52, the open interest changed by 232 which increased total open position to 1209


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 5.9, which was -2.80 lower than the previous day. The implied volatity was 24.89, the open interest changed by 396 which increased total open position to 979


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 8.7, which was 1.70 higher than the previous day. The implied volatity was 24.52, the open interest changed by 126 which increased total open position to 580


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 7, which was 1.85 higher than the previous day. The implied volatity was 23.53, the open interest changed by 27 which increased total open position to 481


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 5.15, which was -2.30 lower than the previous day. The implied volatity was 24.39, the open interest changed by 94 which increased total open position to 455


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 24.62, the open interest changed by 165 which increased total open position to 358


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.45, which was -0.20 lower than the previous day. The implied volatity was 24.62, the open interest changed by 162 which increased total open position to 358


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 7.65, which was 0.65 higher than the previous day. The implied volatity was 23.86, the open interest changed by 18 which increased total open position to 196


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 7, which was 0.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by 5 which increased total open position to 185


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 6.45, which was -2.30 lower than the previous day. The implied volatity was 23.48, the open interest changed by 44 which increased total open position to 181


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 8.75, which was -3.75 lower than the previous day. The implied volatity was 23.40, the open interest changed by 111 which increased total open position to 137


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 12.5, which was -1.50 lower than the previous day. The implied volatity was 23.32, the open interest changed by 7 which increased total open position to 25


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 14, which was -8.00 lower than the previous day. The implied volatity was 23.54, the open interest changed by 16 which increased total open position to 17


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 22, which was -7.90 lower than the previous day. The implied volatity was 25.13, 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 29.9, which was -63.25 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 93.15, which was 93.15 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 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 31 Oct COALINDIA was trading at 452.05. 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 30 Oct COALINDIA was trading at 449.15. 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 24 Oct COALINDIA was trading at 477.25. 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 23 Oct COALINDIA was trading at 474.10. 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 22 Oct COALINDIA was trading at 468.35. 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 26DEC2024 430 PE
Delta: -0.97
Vega: 0.04
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 46.6 10.25 47.89 17 -9 813
19 Dec 391.95 36.35 3.20 32.44 27 -19 824
18 Dec 395.80 33.15 5.85 32.22 39 -28 843
17 Dec 402.90 27.3 8.30 30.56 31 -17 872
16 Dec 410.45 19 0.20 20.58 53 -5 889
13 Dec 410.30 18.8 -3.20 21.83 99 -23 904
12 Dec 409.10 22 7.40 24.18 126 -9 929
11 Dec 416.95 14.6 -1.25 22.33 201 37 939
10 Dec 414.05 15.85 -1.70 22.73 112 3 902
9 Dec 414.00 17.55 1.90 25.35 159 25 900
6 Dec 417.15 15.65 0.00 25.32 451 115 873
5 Dec 418.40 15.65 -0.60 24.92 332 -19 758
4 Dec 416.65 16.25 3.20 25.03 580 113 776
3 Dec 422.10 13.05 -0.15 24.69 551 10 660
2 Dec 421.70 13.2 -4.25 23.82 520 39 648
29 Nov 416.40 17.45 -0.55 25.27 1,288 192 611
28 Nov 415.20 18 0.45 26.24 299 115 417
27 Nov 417.15 17.55 -5.00 26.95 328 98 299
26 Nov 411.50 22.55 6.10 28.78 106 50 201
25 Nov 417.45 16.45 -4.15 25.22 315 119 151
22 Nov 414.05 20.6 -5.45 27.06 27 19 51
21 Nov 406.00 26.05 8.05 27.84 22 14 32
20 Nov 412.25 18 0.00 18.49 3 1 17
19 Nov 412.25 18 -2.50 18.49 3 0 17
18 Nov 413.35 20.5 0.50 24.96 10 8 15
14 Nov 409.75 20 0.00 0.00 0 0 0
13 Nov 406.90 20 0.00 0.00 0 3 0
12 Nov 414.05 20 3.90 23.67 4 2 6
11 Nov 421.55 16.1 0.00 0.00 0 4 0
8 Nov 424.05 16.1 -4.55 25.53 4 3 3
7 Nov 435.35 20.65 0.00 2.19 0 0 0
6 Nov 435.80 20.65 9.35 2.42 0 0 0
4 Nov 443.30 11.3 3.50 29.93 2 1 3
1 Nov 454.15 7.8 0.00 0.00 0 2 0
31 Oct 452.05 7.8 -1.05 - 2 0 0
30 Oct 449.15 8.85 0.00 - 0 0 0
24 Oct 477.25 8.85 8.85 - 0 0 0
23 Oct 474.10 0 0.00 - 0 0 0
22 Oct 468.35 0 - 0 0 0


For Coal India Ltd - strike price 430 expiring on 26DEC2024

Delta for 430 PE is -0.97

Historical price for 430 PE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 46.6, which was 10.25 higher than the previous day. The implied volatity was 47.89, the open interest changed by -9 which decreased total open position to 813


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 36.35, which was 3.20 higher than the previous day. The implied volatity was 32.44, the open interest changed by -19 which decreased total open position to 824


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 33.15, which was 5.85 higher than the previous day. The implied volatity was 32.22, the open interest changed by -28 which decreased total open position to 843


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 27.3, which was 8.30 higher than the previous day. The implied volatity was 30.56, the open interest changed by -17 which decreased total open position to 872


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 19, which was 0.20 higher than the previous day. The implied volatity was 20.58, the open interest changed by -5 which decreased total open position to 889


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 18.8, which was -3.20 lower than the previous day. The implied volatity was 21.83, the open interest changed by -23 which decreased total open position to 904


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 22, which was 7.40 higher than the previous day. The implied volatity was 24.18, the open interest changed by -9 which decreased total open position to 929


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 14.6, which was -1.25 lower than the previous day. The implied volatity was 22.33, the open interest changed by 37 which increased total open position to 939


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 15.85, which was -1.70 lower than the previous day. The implied volatity was 22.73, the open interest changed by 3 which increased total open position to 902


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 17.55, which was 1.90 higher than the previous day. The implied volatity was 25.35, the open interest changed by 25 which increased total open position to 900


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 115 which increased total open position to 873


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 15.65, which was -0.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by -19 which decreased total open position to 758


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 16.25, which was 3.20 higher than the previous day. The implied volatity was 25.03, the open interest changed by 113 which increased total open position to 776


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 13.05, which was -0.15 lower than the previous day. The implied volatity was 24.69, the open interest changed by 10 which increased total open position to 660


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 13.2, which was -4.25 lower than the previous day. The implied volatity was 23.82, the open interest changed by 39 which increased total open position to 648


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 17.45, which was -0.55 lower than the previous day. The implied volatity was 25.27, the open interest changed by 192 which increased total open position to 611


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 18, which was 0.45 higher than the previous day. The implied volatity was 26.24, the open interest changed by 115 which increased total open position to 417


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 17.55, which was -5.00 lower than the previous day. The implied volatity was 26.95, the open interest changed by 98 which increased total open position to 299


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 22.55, which was 6.10 higher than the previous day. The implied volatity was 28.78, the open interest changed by 50 which increased total open position to 201


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 16.45, which was -4.15 lower than the previous day. The implied volatity was 25.22, the open interest changed by 119 which increased total open position to 151


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 20.6, which was -5.45 lower than the previous day. The implied volatity was 27.06, the open interest changed by 19 which increased total open position to 51


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 26.05, which was 8.05 higher than the previous day. The implied volatity was 27.84, the open interest changed by 14 which increased total open position to 32


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 17


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 18, which was -2.50 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 17


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 20.5, which was 0.50 higher than the previous day. The implied volatity was 24.96, the open interest changed by 8 which increased total open position to 15


On 14 Nov COALINDIA was trading at 409.75. 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 13 Nov COALINDIA was trading at 406.90. 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 3 which increased total open position to 0


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 20, which was 3.90 higher than the previous day. The implied volatity was 23.67, the open interest changed by 2 which increased total open position to 6


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 16.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 16.1, which was -4.55 lower than the previous day. The implied volatity was 25.53, the open interest changed by 3 which increased total open position to 3


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 20.65, which was 9.35 higher than the previous day. The implied volatity was 2.42, 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 11.3, which was 3.50 higher than the previous day. The implied volatity was 29.93, the open interest changed by 1 which increased total open position to 3


On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 7.8, which was -1.05 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 8.85, 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 8.85, which was 8.85 higher 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 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 22 Oct COALINDIA was trading at 468.35. 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