COALINDIA
Coal India Ltd
Historical option data for COALINDIA
14 Nov 2024 09:23 AM IST
| COALINDIA 28NOV2024 434.25 CE | ||||||||||
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Delta: 0.16
Vega: 0.20
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 411.70 | 1.7 | 0.35 | 24.82 | 45.5 | 5 | 748 | |||
| 13 Nov | 406.90 | 1.35 | -1.15 | 25.45 | 455 | -74.5 | 742 | |||
| 12 Nov | 414.05 | 2.5 | -2.20 | 25.09 | 477 | -4 | 823 | |||
| 11 Nov | 421.55 | 4.7 | -1.20 | 24.29 | 781 | 86.5 | 827.5 | |||
| 8 Nov | 424.05 | 5.9 | -5.35 | 23.81 | 988 | 88.5 | 740 | |||
| 7 Nov | 435.35 | 11.25 | -1.10 | 22.25 | 554.5 | -93.5 | 651 | |||
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| 6 Nov | 435.80 | 12.35 | 0.35 | 22.46 | 1,161 | -30 | 759 | |||
| 5 Nov | 434.90 | 12 | 23.57 | 1,727 | -20 | 790.5 | ||||
For Coal India Ltd - strike price 434.25 expiring on 28NOV2024
Delta for 434.25 CE is 0.16
Historical price for 434.25 CE is as follows
On 14 Nov COALINDIA was trading at 411.70. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 1496
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 25.45, the open interest changed by -149 which decreased total open position to 1484
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.5, which was -2.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by -8 which decreased total open position to 1646
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 4.7, which was -1.20 lower than the previous day. The implied volatity was 24.29, the open interest changed by 173 which increased total open position to 1655
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 5.9, which was -5.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by 177 which increased total open position to 1480
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 11.25, which was -1.10 lower than the previous day. The implied volatity was 22.25, the open interest changed by -187 which decreased total open position to 1302
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 12.35, which was 0.35 higher than the previous day. The implied volatity was 22.46, the open interest changed by -60 which decreased total open position to 1518
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 23.57, the open interest changed by -40 which decreased total open position to 1581
| COALINDIA 28NOV2024 434.25 PE | |||||||
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Delta: -0.76
Vega: 0.25
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 411.70 | 24.9 | -2.10 | 34.16 | 8 | 4 | 517.5 |
| 13 Nov | 406.90 | 27 | 5.45 | 29.51 | 46 | -21.5 | 513.5 |
| 12 Nov | 414.05 | 21.55 | 6.75 | 26.86 | 53 | -5 | 533.5 |
| 11 Nov | 421.55 | 14.8 | 0.30 | 23.59 | 119.5 | -0.5 | 538.5 |
| 8 Nov | 424.05 | 14.5 | 6.65 | 24.40 | 370 | -63 | 539 |
| 7 Nov | 435.35 | 7.85 | 0.45 | 23.20 | 336.5 | -48.5 | 602.5 |
| 6 Nov | 435.80 | 7.4 | -2.05 | 22.96 | 655.5 | -25 | 653 |
| 5 Nov | 434.90 | 9.45 | 25.49 | 795.5 | 52.5 | 684 | |
For Coal India Ltd - strike price 434.25 expiring on 28NOV2024
Delta for 434.25 PE is -0.76
Historical price for 434.25 PE is as follows
On 14 Nov COALINDIA was trading at 411.70. The strike last trading price was 24.9, which was -2.10 lower than the previous day. The implied volatity was 34.16, the open interest changed by 8 which increased total open position to 1035
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 27, which was 5.45 higher than the previous day. The implied volatity was 29.51, the open interest changed by -43 which decreased total open position to 1027
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 21.55, which was 6.75 higher than the previous day. The implied volatity was 26.86, the open interest changed by -10 which decreased total open position to 1067
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 14.8, which was 0.30 higher than the previous day. The implied volatity was 23.59, the open interest changed by -1 which decreased total open position to 1077
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 14.5, which was 6.65 higher than the previous day. The implied volatity was 24.40, the open interest changed by -126 which decreased total open position to 1078
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 7.85, which was 0.45 higher than the previous day. The implied volatity was 23.20, the open interest changed by -97 which decreased total open position to 1205
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 7.4, which was -2.05 lower than the previous day. The implied volatity was 22.96, the open interest changed by -50 which decreased total open position to 1306
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was 25.49, the open interest changed by 105 which increased total open position to 1368
