COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 434.25 CE | ||||||||||
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Delta: 0.15
Vega: 0.18
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 410.50 | 1.45 | -1.05 | 24.49 | 224 | 54 | 465 | |||
| 11 Dec | 416.95 | 2.5 | 0.00 | 23.25 | 382 | 29 | 407 | |||
| 10 Dec | 414.05 | 2.5 | -0.10 | 23.61 | 378 | 19 | 394 | |||
| 9 Dec | 414.00 | 2.6 | -1.15 | 24.11 | 312 | 47 | 377 | |||
| 6 Dec | 417.15 | 3.75 | 0.00 | 22.93 | 316 | 66 | 334 | |||
| 5 Dec | 418.40 | 3.75 | -0.35 | 22.28 | 441 | 14 | 265 | |||
| 4 Dec | 416.65 | 4.1 | -1.00 | 23.22 | 459 | 45 | 247 | |||
| 3 Dec | 422.10 | 5.1 | -0.55 | 20.80 | 280 | 10 | 197 | |||
| 2 Dec | 421.70 | 5.65 | 0.70 | 22.15 | 448 | 19 | 188 | |||
| 29 Nov | 416.40 | 4.95 | -1.15 | 23.25 | 296 | 18 | 170 | |||
| 28 Nov | 415.20 | 6.1 | -0.65 | 25.54 | 435 | 75 | 154 | |||
| 27 Nov | 417.15 | 6.75 | 1.95 | 25.34 | 70 | 18 | 78 | |||
| 26 Nov | 411.50 | 4.8 | -1.80 | 25.01 | 17 | 2 | 61 | |||
| 25 Nov | 417.45 | 6.6 | -0.90 | 23.27 | 80 | 25 | 58 | |||
| 22 Nov | 414.05 | 7.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 406.00 | 7.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 20 Nov | 412.25 | 7.5 | 0.00 | 27.14 | 1 | -1 | 34 | |||
| 19 Nov | 412.25 | 7.5 | 1.40 | 27.14 | 1 | 0 | 34 | |||
| 18 Nov | 413.35 | 6.1 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 409.75 | 6.1 | 0.80 | 23.76 | 4 | 3 | 34 | |||
| 13 Nov | 406.90 | 5.3 | -2.70 | 23.37 | 9 | -2 | 32 | |||
| 12 Nov | 414.05 | 8 | -4.00 | 24.63 | 2 | 0 | 33 | |||
| 11 Nov | 421.55 | 12 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 8 Nov | 424.05 | 12 | -6.80 | 23.40 | 31 | 15 | 33 | |||
| 7 Nov | 435.35 | 18.8 | -0.20 | 23.74 | 9 | -3 | 19 | |||
| 6 Nov | 435.80 | 19 | -0.75 | 22.52 | 30 | 14 | 22 | |||
| 5 Nov | 434.90 | 19.75 | 25.26 | 6 | 1 | 8 | ||||
For Coal India Ltd - strike price 434.25 expiring on 26DEC2024
Delta for 434.25 CE is 0.15
Historical price for 434.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 54 which increased total open position to 465
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 23.25, the open interest changed by 29 which increased total open position to 407
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 23.61, the open interest changed by 19 which increased total open position to 394
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 24.11, the open interest changed by 47 which increased total open position to 377
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 22.93, the open interest changed by 66 which increased total open position to 334
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 22.28, the open interest changed by 14 which increased total open position to 265
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 4.1, which was -1.00 lower than the previous day. The implied volatity was 23.22, the open interest changed by 45 which increased total open position to 247
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 20.80, the open interest changed by 10 which increased total open position to 197
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 5.65, which was 0.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by 19 which increased total open position to 188
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 4.95, which was -1.15 lower than the previous day. The implied volatity was 23.25, the open interest changed by 18 which increased total open position to 170
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 6.1, which was -0.65 lower than the previous day. The implied volatity was 25.54, the open interest changed by 75 which increased total open position to 154
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 6.75, which was 1.95 higher than the previous day. The implied volatity was 25.34, the open interest changed by 18 which increased total open position to 78
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 4.8, which was -1.80 lower than the previous day. The implied volatity was 25.01, the open interest changed by 2 which increased total open position to 61
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 6.6, which was -0.90 lower than the previous day. The implied volatity was 23.27, the open interest changed by 25 which increased total open position to 58
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 7.5, 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 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 27.14, the open interest changed by -1 which decreased total open position to 34
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 7.5, which was 1.40 higher than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 34
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.1, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.1, which was 0.80 higher than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 34
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.3, which was -2.70 lower than the previous day. The implied volatity was 23.37, the open interest changed by -2 which decreased total open position to 32
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 8, which was -4.00 lower than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 33
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 12, which was -6.80 lower than the previous day. The implied volatity was 23.40, the open interest changed by 15 which increased total open position to 33
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 18.8, which was -0.20 lower than the previous day. The implied volatity was 23.74, the open interest changed by -3 which decreased total open position to 19
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 19, which was -0.75 lower than the previous day. The implied volatity was 22.52, the open interest changed by 14 which increased total open position to 22
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was 25.26, the open interest changed by 1 which increased total open position to 8
| COALINDIA 26DEC2024 434.25 PE | |||||||
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Delta: -0.83
Vega: 0.21
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 24 | 6.35 | 27.22 | 16 | 4 | 196 |
| 11 Dec | 416.95 | 17.65 | -1.35 | 21.56 | 8 | -1 | 192 |
| 10 Dec | 414.05 | 19 | -2.35 | 22.22 | 3 | -2 | 193 |
| 9 Dec | 414.00 | 21.35 | 3.50 | 27.46 | 5 | 0 | 194 |
| 6 Dec | 417.15 | 17.85 | -0.75 | 23.15 | 21 | 0 | 196 |
| 5 Dec | 418.40 | 18.6 | -1.70 | 25.02 | 34 | -9 | 197 |
| 4 Dec | 416.65 | 20.3 | 4.60 | 28.13 | 52 | 5 | 206 |
| 3 Dec | 422.10 | 15.7 | -0.10 | 24.75 | 61 | 20 | 200 |
| 2 Dec | 421.70 | 15.8 | -6.65 | 23.75 | 34 | 1 | 181 |
| 29 Nov | 416.40 | 22.45 | 1.75 | 30.43 | 12 | -6 | 180 |
| 28 Nov | 415.20 | 20.7 | 0.55 | 25.95 | 170 | 44 | 186 |
| 27 Nov | 417.15 | 20.15 | -5.25 | 26.68 | 200 | 89 | 142 |
| 26 Nov | 411.50 | 25.4 | 5.25 | 28.50 | 55 | 25 | 52 |
| 25 Nov | 417.45 | 20.15 | -2.65 | 27.45 | 33 | 7 | 27 |
| 22 Nov | 414.05 | 22.8 | 4.30 | 25.69 | 1 | 0 | 20 |
| 21 Nov | 406.00 | 18.5 | 0.00 | 0.00 | 0 | 15 | 0 |
| 20 Nov | 412.25 | 18.5 | 0.00 | 12.36 | 19 | 15 | 19 |
| 19 Nov | 412.25 | 18.5 | -8.50 | 12.36 | 19 | 14 | 19 |
| 18 Nov | 413.35 | 27 | 0.00 | 0.00 | 0 | 3 | 0 |
| 14 Nov | 409.75 | 27 | 13.00 | 27.88 | 4 | 0 | 2 |
| 13 Nov | 406.90 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 435.80 | 14 | -1.75 | 27.99 | 2 | 0 | 1 |
| 5 Nov | 434.90 | 15.75 | 29.32 | 1 | 0 | 0 | |
For Coal India Ltd - strike price 434.25 expiring on 26DEC2024
Delta for 434.25 PE is -0.83
Historical price for 434.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 24, which was 6.35 higher than the previous day. The implied volatity was 27.22, the open interest changed by 4 which increased total open position to 196
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 17.65, which was -1.35 lower than the previous day. The implied volatity was 21.56, the open interest changed by -1 which decreased total open position to 192
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 19, which was -2.35 lower than the previous day. The implied volatity was 22.22, the open interest changed by -2 which decreased total open position to 193
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 21.35, which was 3.50 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 194
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 17.85, which was -0.75 lower than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 196
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 18.6, which was -1.70 lower than the previous day. The implied volatity was 25.02, the open interest changed by -9 which decreased total open position to 197
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 20.3, which was 4.60 higher than the previous day. The implied volatity was 28.13, the open interest changed by 5 which increased total open position to 206
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 15.7, which was -0.10 lower than the previous day. The implied volatity was 24.75, the open interest changed by 20 which increased total open position to 200
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 15.8, which was -6.65 lower than the previous day. The implied volatity was 23.75, the open interest changed by 1 which increased total open position to 181
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 22.45, which was 1.75 higher than the previous day. The implied volatity was 30.43, the open interest changed by -6 which decreased total open position to 180
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 20.7, which was 0.55 higher than the previous day. The implied volatity was 25.95, the open interest changed by 44 which increased total open position to 186
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 20.15, which was -5.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by 89 which increased total open position to 142
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 25.4, which was 5.25 higher than the previous day. The implied volatity was 28.50, the open interest changed by 25 which increased total open position to 52
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 20.15, which was -2.65 lower than the previous day. The implied volatity was 27.45, the open interest changed by 7 which increased total open position to 27
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 22.8, which was 4.30 higher than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 20
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 12.36, the open interest changed by 15 which increased total open position to 19
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.5, which was -8.50 lower than the previous day. The implied volatity was 12.36, the open interest changed by 14 which increased total open position to 19
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 27, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 27, which was 13.00 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 2
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 14, 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 14, 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 14, 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 14, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 14, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 14, which was -1.75 lower than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 1
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 0
