COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:13 AM IST
| COALINDIA 26DEC2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.24
Theta: -0.22
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 412.85 | 2.35 | -1.35 | 23.41 | 2,030 | 208 | 4,121 | |||
| 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 0.22
Historical price for 430 CE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 2.35, which was -1.35 lower than the previous day. The implied volatity was 23.41, the open interest changed by 208 which increased total open position to 4121
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: -0.75
Vega: 0.26
Theta: -0.16
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 412.85 | 18.7 | 4.10 | 26.88 | 26 | 1 | 939 |
| 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 -0.75
Historical price for 430 PE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 18.7, which was 4.10 higher than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 939
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
