COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.09
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.65 | -0.85 | 28.63 | 926.5 | -41 | 1,102 | |||
| 20 Nov | 412.25 | 1.5 | 0.00 | 25.64 | 1,192 | 11 | 1,150 | |||
| 19 Nov | 412.25 | 1.5 | -0.30 | 25.64 | 1,192 | 18 | 1,150 | |||
| 18 Nov | 413.35 | 1.8 | 0.05 | 25.17 | 939 | 138.5 | 1,133.5 | |||
| 14 Nov | 409.75 | 1.75 | -0.05 | 23.11 | 1,262.5 | 277.5 | 995.5 | |||
| 13 Nov | 406.90 | 1.8 | -1.40 | 24.76 | 2,269.5 | -16 | 719.5 | |||
| 12 Nov | 414.05 | 3.2 | -2.95 | 24.26 | 1,597.5 | 296.5 | 740 | |||
| 11 Nov | 421.55 | 6.15 | -1.45 | 24.24 | 1,683 | 87 | 444.5 | |||
| 8 Nov | 424.05 | 7.6 | -6.25 | 23.99 | 1,389 | 246.5 | 360.5 | |||
| 7 Nov | 435.35 | 13.85 | -1.15 | 22.52 | 394.5 | 18.5 | 110.5 | |||
| 6 Nov | 435.80 | 15 | -7.55 | 22.65 | 616 | 94 | 94 | |||
| 4 Nov | 443.30 | 22.55 | -7.60 | 28.77 | 215.5 | 55 | 106 | |||
| 1 Nov | 454.15 | 30.15 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 31 Oct | 452.05 | 30.15 | 1.70 | - | 26 | 12 | 50 | |||
| 30 Oct | 449.15 | 28.45 | 1.75 | - | 34 | 6 | 38 | |||
| 29 Oct | 445.55 | 26.7 | 2.30 | - | 43 | 12 | 32 | |||
| 28 Oct | 441.65 | 24.4 | -63.10 | - | 63 | 20 | 20 | |||
| 25 Oct | 461.10 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 477.25 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 474.10 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 468.35 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 485.40 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 492.20 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 489.90 | 87.5 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 CE is 0.09
Historical price for 430 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 28.63, the open interest changed by -82 which decreased total open position to 2204
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 22 which increased total open position to 2300
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 25.64, the open interest changed by 36 which increased total open position to 2300
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by 277 which increased total open position to 2267
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 23.11, the open interest changed by 555 which increased total open position to 1991
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1.8, which was -1.40 lower than the previous day. The implied volatity was 24.76, the open interest changed by -32 which decreased total open position to 1439
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.2, which was -2.95 lower than the previous day. The implied volatity was 24.26, the open interest changed by 593 which increased total open position to 1480
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 6.15, which was -1.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 174 which increased total open position to 889
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 7.6, which was -6.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by 493 which increased total open position to 721
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 13.85, which was -1.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 37 which increased total open position to 221
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 15, which was -7.55 lower than the previous day. The implied volatity was 22.65, the open interest changed by 188 which increased total open position to 188
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 22.55, which was -7.60 lower than the previous day. The implied volatity was 28.77, the open interest changed by 110 which increased total open position to 212
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 30.15, which was 1.70 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 28.45, which was 1.75 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 26.7, which was 2.30 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 24.4, which was -63.10 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 87.5, 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 87.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COALINDIA 28NOV2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.11
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 23.65 | 4.85 | 31.89 | 31 | -5.5 | 99.5 |
| 20 Nov | 412.25 | 18.8 | 0.00 | 27.87 | 71.5 | -9.5 | 105.5 |
| 19 Nov | 412.25 | 18.8 | 0.90 | 27.87 | 71.5 | -9 | 105.5 |
| 18 Nov | 413.35 | 17.9 | -2.25 | 27.87 | 40 | -19 | 117.5 |
| 14 Nov | 409.75 | 20.15 | -2.85 | 25.16 | 32.5 | -3.5 | 137 |
| 13 Nov | 406.90 | 23 | 5.45 | 27.34 | 33.5 | 0.5 | 140.5 |
| 12 Nov | 414.05 | 17.55 | 5.40 | 24.19 | 140 | -13.5 | 144.5 |
| 11 Nov | 421.55 | 12.15 | 0.25 | 23.95 | 220 | 12.5 | 158.5 |
| 8 Nov | 424.05 | 11.9 | 5.65 | 24.37 | 858 | 36.5 | 146 |
| 7 Nov | 435.35 | 6.25 | 0.35 | 23.59 | 384.5 | 30.5 | 112.5 |
| 6 Nov | 435.80 | 5.9 | -1.55 | 23.38 | 512 | 84 | 84 |
| 4 Nov | 443.30 | 7.45 | 2.25 | 31.72 | 1,243 | 98 | 517 |
| 1 Nov | 454.15 | 5.2 | 0.00 | 31.87 | 37.5 | 4.5 | 418.5 |
| 31 Oct | 452.05 | 5.2 | -0.60 | - | 629 | 81 | 413 |
| 30 Oct | 449.15 | 5.8 | -1.55 | - | 284 | -4 | 330 |
| 29 Oct | 445.55 | 7.35 | -2.45 | - | 321 | -18 | 334 |
| 28 Oct | 441.65 | 9.8 | 3.10 | - | 1,266 | 163 | 350 |
| 25 Oct | 461.10 | 6.7 | 3.80 | - | 219 | 83 | 187 |
| 24 Oct | 477.25 | 2.9 | -0.80 | - | 106 | 58 | 103 |
| 23 Oct | 474.10 | 3.7 | -0.85 | - | 101 | 33 | 47 |
| 22 Oct | 468.35 | 4.55 | 2.65 | - | 13 | 9 | 13 |
| 21 Oct | 485.40 | 1.9 | 0.05 | - | 3 | 0 | 4 |
| 18 Oct | 492.20 | 1.85 | 0.05 | - | 3 | 0 | 4 |
| 17 Oct | 489.90 | 1.8 | - | 42 | 3 | 3 | |
For Coal India Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.89
Historical price for 430 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 23.65, which was 4.85 higher than the previous day. The implied volatity was 31.89, the open interest changed by -11 which decreased total open position to 199
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by -19 which decreased total open position to 211
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.8, which was 0.90 higher than the previous day. The implied volatity was 27.87, the open interest changed by -18 which decreased total open position to 211
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 17.9, which was -2.25 lower than the previous day. The implied volatity was 27.87, the open interest changed by -38 which decreased total open position to 235
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 20.15, which was -2.85 lower than the previous day. The implied volatity was 25.16, the open interest changed by -7 which decreased total open position to 274
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 23, which was 5.45 higher than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 281
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 17.55, which was 5.40 higher than the previous day. The implied volatity was 24.19, the open interest changed by -27 which decreased total open position to 289
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 12.15, which was 0.25 higher than the previous day. The implied volatity was 23.95, the open interest changed by 25 which increased total open position to 317
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 11.9, which was 5.65 higher than the previous day. The implied volatity was 24.37, the open interest changed by 73 which increased total open position to 292
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 6.25, which was 0.35 higher than the previous day. The implied volatity was 23.59, the open interest changed by 61 which increased total open position to 225
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 5.9, which was -1.55 lower than the previous day. The implied volatity was 23.38, the open interest changed by 168 which increased total open position to 168
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 7.45, which was 2.25 higher than the previous day. The implied volatity was 31.72, the open interest changed by 196 which increased total open position to 1034
On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 9 which increased total open position to 837
On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 5.2, 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 5.8, which was -1.55 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 7.35, which was -2.45 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 9.8, which was 3.10 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 6.7, which was 3.80 higher 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 2.9, which was -0.80 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 3.7, which was -0.85 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 4.55, which was 2.65 higher 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 1.9, which was 0.05 higher 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 1.85, which was 0.05 higher 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 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
