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[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

382 -9.95 (-2.54%)

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Historical option data for COALINDIA

20 Dec 2024 04:12 PM IST
COALINDIA 26DEC2024 439.25 CE
Delta: 0.02
Vega: 0.02
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 0.15 -0.20 49.35 48 9 472
19 Dec 391.95 0.35 0.00 0.00 0 1 0
18 Dec 395.80 0.35 -0.10 38.14 62 -1 461
17 Dec 402.90 0.45 -0.20 32.84 205 -33 462
16 Dec 410.45 0.65 -0.05 27.34 241 -19 496
13 Dec 410.30 0.7 -0.05 23.75 767 99 514
12 Dec 409.10 0.75 -0.95 25.39 726 -117 426
11 Dec 416.95 1.7 0.05 23.68 570 22 543
10 Dec 414.05 1.65 -0.15 23.66 372 45 538
9 Dec 414.00 1.8 -0.90 24.38 318 48 499
6 Dec 417.15 2.7 0.10 23.21 201 14 450
5 Dec 418.40 2.6 -0.40 22.23 433 -11 434
4 Dec 416.65 3 -0.65 23.43 775 309 444
3 Dec 422.10 3.65 -0.50 20.84 219 32 133
2 Dec 421.70 4.15 0.50 22.15 159 16 101
29 Nov 416.40 3.65 -1.10 23.12 81 22 87
28 Nov 415.20 4.75 -0.50 25.58 68 22 65
27 Nov 417.15 5.25 1.50 25.26 31 7 43
26 Nov 411.50 3.75 -1.95 25.22 29 6 36
25 Nov 417.45 5.7 -1.20 24.67 62 27 30
22 Nov 414.05 6.9 0.00 0.00 0 0 0
21 Nov 406.00 6.9 0.00 0.00 0 3 0
20 Nov 412.25 6.9 0.00 29.24 3 3 1
19 Nov 412.25 6.9 -21.70 29.24 3 1 1
18 Nov 413.35 28.6 0.00 4.69 0 0 0
14 Nov 409.75 28.6 0.00 4.98 0 0 0
13 Nov 406.90 28.6 0.00 5.38 0 0 0
12 Nov 414.05 28.6 0.00 4.14 0 0 0
11 Nov 421.55 28.6 0.00 2.43 0 0 0
8 Nov 424.05 28.6 0.00 1.99 0 0 0
7 Nov 435.35 28.6 0.00 - 0 0 0
6 Nov 435.80 28.6 0.00 - 0 0 0
5 Nov 434.90 28.6 - 0 0 0


For Coal India Ltd - strike price 439.25 expiring on 26DEC2024

Delta for 439.25 CE is 0.02

Historical price for 439.25 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 49.35, the open interest changed by 9 which increased total open position to 472


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.35, 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 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 38.14, the open interest changed by -1 which decreased total open position to 461


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 32.84, the open interest changed by -33 which decreased total open position to 462


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 27.34, the open interest changed by -19 which decreased total open position to 496


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 23.75, the open interest changed by 99 which increased total open position to 514


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.75, which was -0.95 lower than the previous day. The implied volatity was 25.39, the open interest changed by -117 which decreased total open position to 426


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 23.68, the open interest changed by 22 which increased total open position to 543


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 23.66, the open interest changed by 45 which increased total open position to 538


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 24.38, the open interest changed by 48 which increased total open position to 499


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 2.7, which was 0.10 higher than the previous day. The implied volatity was 23.21, the open interest changed by 14 which increased total open position to 450


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 22.23, the open interest changed by -11 which decreased total open position to 434


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 23.43, the open interest changed by 309 which increased total open position to 444


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 3.65, which was -0.50 lower than the previous day. The implied volatity was 20.84, the open interest changed by 32 which increased total open position to 133


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 4.15, which was 0.50 higher than the previous day. The implied volatity was 22.15, the open interest changed by 16 which increased total open position to 101


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 3.65, which was -1.10 lower than the previous day. The implied volatity was 23.12, the open interest changed by 22 which increased total open position to 87


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 4.75, which was -0.50 lower than the previous day. The implied volatity was 25.58, the open interest changed by 22 which increased total open position to 65


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 5.25, which was 1.50 higher than the previous day. The implied volatity was 25.26, the open interest changed by 7 which increased total open position to 43


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 3.75, which was -1.95 lower than the previous day. The implied volatity was 25.22, the open interest changed by 6 which increased total open position to 36


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 5.7, which was -1.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 27 which increased total open position to 30


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 6.9, 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 6.9, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by 3 which increased total open position to 1


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 6.9, which was -21.70 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 1


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 28.6, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 28.6, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 28.6, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 28.6, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 28.6, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 28.6, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 28.6, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 28.6, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 28.6, 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 439.25 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 27.2 0.00 0.00 0 0 0
19 Dec 391.95 27.2 0.00 0.00 0 0 0
18 Dec 395.80 27.2 0.00 0.00 0 0 0
17 Dec 402.90 27.2 0.00 0.00 0 0 0
16 Dec 410.45 27.2 0.00 0.00 0 0 0
13 Dec 410.30 27.2 0.00 0.00 0 2 0
12 Dec 409.10 27.2 5.90 - 2 0 194
11 Dec 416.95 21.3 -4.00 18.47 6 0 192
10 Dec 414.05 25.3 -0.10 31.31 6 -2 193
9 Dec 414.00 25.4 2.90 27.78 4 -1 196
6 Dec 417.15 22.5 -0.10 25.92 2 -1 197
5 Dec 418.40 22.6 -0.25 25.91 283 141 197
4 Dec 416.65 22.85 3.40 24.84 3 0 57
3 Dec 422.10 19.45 0.60 25.85 6 -3 57
2 Dec 421.70 18.85 -5.90 22.77 18 5 60
29 Nov 416.40 24.75 0.60 27.42 29 5 54
28 Nov 415.20 24.15 0.50 25.60 52 22 48
27 Nov 417.15 23.65 -5.35 26.79 9 7 26
26 Nov 411.50 29 6.30 28.21 15 7 18
25 Nov 417.45 22.7 -11.80 26.02 15 10 10
22 Nov 414.05 34.5 0.00 0.00 0 0 0
21 Nov 406.00 34.5 0.00 0.00 0 0 0
20 Nov 412.25 34.5 0.00 0.00 0 0 0
19 Nov 412.25 34.5 0.00 0.00 0 0 0
18 Nov 413.35 34.5 0.00 0.00 0 -1 0
14 Nov 409.75 34.5 13.50 35.56 1 0 1
13 Nov 406.90 21 0.00 0.00 0 0 0
12 Nov 414.05 21 0.00 0.00 0 0 0
11 Nov 421.55 21 0.00 0.00 0 0 0
8 Nov 424.05 21 0.00 0.00 0 0 0
7 Nov 435.35 21 0.00 0.00 0 0 0
6 Nov 435.80 21 0.00 0.00 0 1 0
5 Nov 434.90 21 33.80 2 1 1


For Coal India Ltd - strike price 439.25 expiring on 26DEC2024

Delta for 439.25 PE is 0.00

Historical price for 439.25 PE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 27.2, 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 Dec COALINDIA was trading at 391.95. The strike last trading price was 27.2, 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 Dec COALINDIA was trading at 395.80. The strike last trading price was 27.2, 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 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 27.2, 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 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 27.2, 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 Dec COALINDIA was trading at 410.30. The strike last trading price was 27.2, 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 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 27.2, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 194


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 21.3, which was -4.00 lower than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 192


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 25.3, which was -0.10 lower than the previous day. The implied volatity was 31.31, 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 25.4, which was 2.90 higher than the previous day. The implied volatity was 27.78, the open interest changed by -1 which decreased total open position to 196


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 22.5, which was -0.10 lower than the previous day. The implied volatity was 25.92, the open interest changed by -1 which decreased total open position to 197


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 22.6, which was -0.25 lower than the previous day. The implied volatity was 25.91, the open interest changed by 141 which increased total open position to 197


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 22.85, which was 3.40 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 57


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 19.45, which was 0.60 higher than the previous day. The implied volatity was 25.85, the open interest changed by -3 which decreased total open position to 57


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 18.85, which was -5.90 lower than the previous day. The implied volatity was 22.77, the open interest changed by 5 which increased total open position to 60


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 24.75, which was 0.60 higher than the previous day. The implied volatity was 27.42, the open interest changed by 5 which increased total open position to 54


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 24.15, which was 0.50 higher than the previous day. The implied volatity was 25.60, the open interest changed by 22 which increased total open position to 48


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 23.65, which was -5.35 lower than the previous day. The implied volatity was 26.79, the open interest changed by 7 which increased total open position to 26


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 29, which was 6.30 higher than the previous day. The implied volatity was 28.21, the open interest changed by 7 which increased total open position to 18


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 22.7, which was -11.80 lower than the previous day. The implied volatity was 26.02, the open interest changed by 10 which increased total open position to 10


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 34.5, 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 34.5, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 34.5, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 34.5, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 34.5, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 34.5, which was 13.50 higher than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 1


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 21, 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 21, 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 21, 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 21, 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 21, 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 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 21, 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 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 21, which was lower than the previous day. The implied volatity was 33.80, the open interest changed by 1 which increased total open position to 1