COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 439.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.14
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.50 | 0.95 | -0.75 | 24.75 | 243 | 75 | 618 | |||
| 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 | |||
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| 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 0.10
Historical price for 439.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 75 which increased total open position to 618
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.09
Theta: 0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 27.2 | 5.90 | 19.70 | 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 -0.95
Historical price for 439.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 27.2, which was 5.90 higher than the previous day. The implied volatity was 19.70, 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
