COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:13 AM IST
| COALINDIA 26DEC2024 435 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.19
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 412.85 | 1.5 | -0.95 | 23.47 | 183 | 16 | 1,319 | |||
| 11 Dec | 416.95 | 2.45 | 0.10 | 23.67 | 762 | 68 | 1,310 | |||
| 10 Dec | 414.05 | 2.35 | -0.10 | 23.61 | 834 | 100 | 1,232 | |||
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| 9 Dec | 414.00 | 2.45 | -1.10 | 24.09 | 2,349 | -312 | 1,135 | |||
| 6 Dec | 417.15 | 3.55 | 0.05 | 22.90 | 618 | 91 | 1,451 | |||
| 5 Dec | 418.40 | 3.5 | -0.35 | 22.10 | 1,446 | 464 | 1,358 | |||
| 4 Dec | 416.65 | 3.85 | -1.00 | 23.06 | 1,892 | 102 | 895 | |||
| 3 Dec | 422.10 | 4.85 | -0.55 | 20.74 | 834 | -19 | 794 | |||
| 2 Dec | 421.70 | 5.4 | 0.60 | 22.15 | 1,087 | 56 | 817 | |||
| 29 Nov | 416.40 | 4.8 | -1.05 | 23.39 | 1,273 | 247 | 770 | |||
| 28 Nov | 415.20 | 5.85 | -0.75 | 25.48 | 653 | 136 | 524 | |||
| 27 Nov | 417.15 | 6.6 | 2.05 | 25.55 | 957 | 245 | 388 | |||
| 26 Nov | 411.50 | 4.55 | -2.05 | 24.84 | 763 | 29 | 144 | |||
| 25 Nov | 417.45 | 6.6 | 1.40 | 23.81 | 229 | 74 | 115 | |||
| 22 Nov | 414.05 | 5.2 | 1.00 | 22.86 | 41 | 14 | 55 | |||
| 21 Nov | 406.00 | 4.2 | -1.70 | 24.91 | 13 | 5 | 41 | |||
| 20 Nov | 412.25 | 5.9 | 0.00 | 24.48 | 21 | 8 | 35 | |||
| 19 Nov | 412.25 | 5.9 | -0.60 | 24.48 | 21 | 7 | 35 | |||
| 18 Nov | 413.35 | 6.5 | 0.45 | 24.67 | 11 | 7 | 27 | |||
| 14 Nov | 409.75 | 6.05 | 0.95 | 24.13 | 11 | -2 | 20 | |||
| 13 Nov | 406.90 | 5.1 | -1.40 | 23.27 | 3 | 0 | 22 | |||
| 12 Nov | 414.05 | 6.5 | -4.00 | 22.21 | 11 | 2 | 22 | |||
| 11 Nov | 421.55 | 10.5 | -3.50 | 23.55 | 6 | 3 | 20 | |||
| 8 Nov | 424.05 | 14 | -3.80 | 27.50 | 3 | 2 | 16 | |||
| 7 Nov | 435.35 | 17.8 | -2.15 | 22.89 | 6 | 4 | 13 | |||
| 6 Nov | 435.80 | 19.95 | -19.30 | 24.81 | 11 | 8 | 8 | |||
| 4 Nov | 443.30 | 39.25 | 39.25 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 CE is 0.15
Historical price for 435 CE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 23.47, the open interest changed by 16 which increased total open position to 1319
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 2.45, which was 0.10 higher than the previous day. The implied volatity was 23.67, the open interest changed by 68 which increased total open position to 1310
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 23.61, the open interest changed by 100 which increased total open position to 1232
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 24.09, the open interest changed by -312 which decreased total open position to 1135
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 22.90, the open interest changed by 91 which increased total open position to 1451
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 22.10, the open interest changed by 464 which increased total open position to 1358
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 3.85, which was -1.00 lower than the previous day. The implied volatity was 23.06, the open interest changed by 102 which increased total open position to 895
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 4.85, which was -0.55 lower than the previous day. The implied volatity was 20.74, the open interest changed by -19 which decreased total open position to 794
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 5.4, which was 0.60 higher than the previous day. The implied volatity was 22.15, the open interest changed by 56 which increased total open position to 817
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 23.39, the open interest changed by 247 which increased total open position to 770
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 25.48, the open interest changed by 136 which increased total open position to 524
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 6.6, which was 2.05 higher than the previous day. The implied volatity was 25.55, the open interest changed by 245 which increased total open position to 388
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 4.55, which was -2.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 29 which increased total open position to 144
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 6.6, which was 1.40 higher than the previous day. The implied volatity was 23.81, the open interest changed by 74 which increased total open position to 115
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 5.2, which was 1.00 higher than the previous day. The implied volatity was 22.86, the open interest changed by 14 which increased total open position to 55
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 4.2, which was -1.70 lower than the previous day. The implied volatity was 24.91, the open interest changed by 5 which increased total open position to 41
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by 8 which increased total open position to 35
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.9, which was -0.60 lower than the previous day. The implied volatity was 24.48, the open interest changed by 7 which increased total open position to 35
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 24.67, the open interest changed by 7 which increased total open position to 27
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 6.05, which was 0.95 higher than the previous day. The implied volatity was 24.13, the open interest changed by -2 which decreased total open position to 20
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 5.1, which was -1.40 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 22
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.5, which was -4.00 lower than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 22
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 10.5, which was -3.50 lower than the previous day. The implied volatity was 23.55, the open interest changed by 3 which increased total open position to 20
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 14, which was -3.80 lower than the previous day. The implied volatity was 27.50, the open interest changed by 2 which increased total open position to 16
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 17.8, which was -2.15 lower than the previous day. The implied volatity was 22.89, the open interest changed by 4 which increased total open position to 13
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 19.95, which was -19.30 lower than the previous day. The implied volatity was 24.81, the open interest changed by 8 which increased total open position to 8
On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 39.25, which was 39.25 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.21
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 412.85 | 22.35 | 3.45 | 25.42 | 1 | 0 | 524 |
| 11 Dec | 416.95 | 18.9 | -0.60 | 24.20 | 3 | 0 | 524 |
| 10 Dec | 414.05 | 19.5 | -3.00 | 21.76 | 2 | -1 | 523 |
| 9 Dec | 414.00 | 22.5 | 4.85 | 29.49 | 4 | 1 | 523 |
| 6 Dec | 417.15 | 17.65 | -2.65 | 20.76 | 12 | 4 | 522 |
| 5 Dec | 418.40 | 20.3 | 0.75 | 28.32 | 38 | -6 | 518 |
| 4 Dec | 416.65 | 19.55 | 3.35 | 24.55 | 156 | 52 | 524 |
| 3 Dec | 422.10 | 16.2 | -0.25 | 24.87 | 153 | 63 | 471 |
| 2 Dec | 421.70 | 16.45 | -6.55 | 24.14 | 145 | 59 | 407 |
| 29 Nov | 416.40 | 23 | 1.85 | 30.54 | 20 | -3 | 347 |
| 28 Nov | 415.20 | 21.15 | 1.15 | 25.78 | 200 | 65 | 349 |
| 27 Nov | 417.15 | 20 | -6.10 | 25.18 | 330 | 237 | 264 |
| 26 Nov | 411.50 | 26.1 | 5.40 | 28.88 | 16 | 4 | 27 |
| 25 Nov | 417.45 | 20.7 | -2.30 | 27.59 | 30 | 22 | 23 |
| 22 Nov | 414.05 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 23 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 414.05 | 23 | -0.05 | 23.10 | 1 | 0 | 0 |
| 11 Nov | 421.55 | 23.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 424.05 | 23.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 435.35 | 23.05 | 0.00 | 1.22 | 0 | 0 | 0 |
| 6 Nov | 435.80 | 23.05 | 5.65 | 1.47 | 0 | 0 | 0 |
| 4 Nov | 443.30 | 17.4 | 17.40 | 2.72 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 5.25 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 PE is -0.83
Historical price for 435 PE is as follows
On 12 Dec COALINDIA was trading at 412.85. The strike last trading price was 22.35, which was 3.45 higher than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 524
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 18.9, which was -0.60 lower than the previous day. The implied volatity was 24.20, the open interest changed by 0 which decreased total open position to 524
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 19.5, which was -3.00 lower than the previous day. The implied volatity was 21.76, the open interest changed by -1 which decreased total open position to 523
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 22.5, which was 4.85 higher than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 523
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 17.65, which was -2.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 4 which increased total open position to 522
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 20.3, which was 0.75 higher than the previous day. The implied volatity was 28.32, the open interest changed by -6 which decreased total open position to 518
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 19.55, which was 3.35 higher than the previous day. The implied volatity was 24.55, the open interest changed by 52 which increased total open position to 524
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 16.2, which was -0.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by 63 which increased total open position to 471
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 16.45, which was -6.55 lower than the previous day. The implied volatity was 24.14, the open interest changed by 59 which increased total open position to 407
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 23, which was 1.85 higher than the previous day. The implied volatity was 30.54, the open interest changed by -3 which decreased total open position to 347
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 21.15, which was 1.15 higher than the previous day. The implied volatity was 25.78, the open interest changed by 65 which increased total open position to 349
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 20, which was -6.10 lower than the previous day. The implied volatity was 25.18, the open interest changed by 237 which increased total open position to 264
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 26.1, which was 5.40 higher than the previous day. The implied volatity was 28.88, the open interest changed by 4 which increased total open position to 27
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 20.7, which was -2.30 lower than the previous day. The implied volatity was 27.59, the open interest changed by 22 which increased total open position to 23
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 23, 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 23, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 23, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 23, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 23, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 23, 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 23, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 23, which was -0.05 lower than the previous day. The implied volatity was 23.10, 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 23.05, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 23.05, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 23.05, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 23.05, which was 5.65 higher than the previous day. The implied volatity was 1.47, 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 17.4, which was 17.40 higher than the previous day. The implied volatity was 2.72, 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 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
