COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 439.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.06
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.4 | -0.35 | 33.10 | 184 | -45 | 557 | |||
| 20 Nov | 412.25 | 0.75 | 0.00 | 28.09 | 434 | -15.5 | 602 | |||
| 19 Nov | 412.25 | 0.75 | -0.15 | 28.09 | 434 | -15.5 | 602 | |||
| 18 Nov | 413.35 | 0.9 | 0.00 | 27.35 | 325 | -7 | 618.5 | |||
| 14 Nov | 409.75 | 0.9 | -0.10 | 24.81 | 214 | 5 | 624.5 | |||
| 13 Nov | 406.90 | 1 | -0.80 | 26.51 | 372.5 | -24 | 618 | |||
| 12 Nov | 414.05 | 1.8 | -1.55 | 25.70 | 384.5 | 11.5 | 649 | |||
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| 11 Nov | 421.55 | 3.35 | -1.00 | 24.37 | 1,209.5 | -93 | 638 | |||
| 8 Nov | 424.05 | 4.35 | -4.30 | 23.86 | 651.5 | 132 | 729.5 | |||
| 7 Nov | 435.35 | 8.65 | -0.85 | 22.11 | 976 | 11.5 | 598 | |||
| 6 Nov | 435.80 | 9.5 | 0.15 | 21.99 | 1,065 | 47.5 | 617 | |||
| 5 Nov | 434.90 | 9.35 | 23.21 | 1,081 | 7 | 569.5 | ||||
For Coal India Ltd - strike price 439.25 expiring on 28NOV2024
Delta for 439.25 CE is 0.05
Historical price for 439.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 33.10, the open interest changed by -90 which decreased total open position to 1114
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by -31 which decreased total open position to 1204
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 28.09, the open interest changed by -31 which decreased total open position to 1204
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 27.35, the open interest changed by -14 which decreased total open position to 1237
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 24.81, the open interest changed by 10 which increased total open position to 1249
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 26.51, the open interest changed by -48 which decreased total open position to 1236
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.8, which was -1.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 23 which increased total open position to 1298
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 3.35, which was -1.00 lower than the previous day. The implied volatity was 24.37, the open interest changed by -186 which decreased total open position to 1276
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 4.35, which was -4.30 lower than the previous day. The implied volatity was 23.86, the open interest changed by 264 which increased total open position to 1459
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 8.65, which was -0.85 lower than the previous day. The implied volatity was 22.11, the open interest changed by 23 which increased total open position to 1196
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 9.5, which was 0.15 higher than the previous day. The implied volatity was 21.99, the open interest changed by 95 which increased total open position to 1234
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was 23.21, the open interest changed by 14 which increased total open position to 1139
| COALINDIA 28NOV2024 439.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.12
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 33.6 | 7.00 | 47.19 | 17 | -6.5 | 131.5 |
| 20 Nov | 412.25 | 26.6 | 0.00 | 30.97 | 21 | -8.5 | 138.5 |
| 19 Nov | 412.25 | 26.6 | 0.50 | 30.97 | 21 | -8 | 138.5 |
| 18 Nov | 413.35 | 26.1 | -5.00 | 30.36 | 20 | -8 | 147 |
| 14 Nov | 409.75 | 31.1 | -0.05 | 40.29 | 1 | -0.5 | 155.5 |
| 13 Nov | 406.90 | 31.15 | 5.50 | 28.48 | 11 | -6 | 156 |
| 12 Nov | 414.05 | 25.65 | 7.40 | 26.97 | 18 | -9.5 | 161.5 |
| 11 Nov | 421.55 | 18.25 | 0.95 | 22.96 | 14.5 | -1.5 | 179 |
| 8 Nov | 424.05 | 17.3 | 7.20 | 22.69 | 73 | -0.5 | 181 |
| 7 Nov | 435.35 | 10.1 | 0.55 | 22.76 | 289.5 | -20.5 | 182.5 |
| 6 Nov | 435.80 | 9.55 | -2.20 | 22.55 | 311.5 | 7.5 | 202 |
| 5 Nov | 434.90 | 11.75 | 25.07 | 216 | 17 | 196 | |
For Coal India Ltd - strike price 439.25 expiring on 28NOV2024
Delta for 439.25 PE is -0.87
Historical price for 439.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 33.6, which was 7.00 higher than the previous day. The implied volatity was 47.19, the open interest changed by -13 which decreased total open position to 263
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 26.6, which was 0.00 lower than the previous day. The implied volatity was 30.97, the open interest changed by -17 which decreased total open position to 277
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 26.6, which was 0.50 higher than the previous day. The implied volatity was 30.97, the open interest changed by -16 which decreased total open position to 277
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 26.1, which was -5.00 lower than the previous day. The implied volatity was 30.36, the open interest changed by -16 which decreased total open position to 294
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 31.1, which was -0.05 lower than the previous day. The implied volatity was 40.29, the open interest changed by -1 which decreased total open position to 311
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 31.15, which was 5.50 higher than the previous day. The implied volatity was 28.48, the open interest changed by -12 which decreased total open position to 312
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 25.65, which was 7.40 higher than the previous day. The implied volatity was 26.97, the open interest changed by -19 which decreased total open position to 323
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 18.25, which was 0.95 higher than the previous day. The implied volatity was 22.96, the open interest changed by -3 which decreased total open position to 358
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 17.3, which was 7.20 higher than the previous day. The implied volatity was 22.69, the open interest changed by -1 which decreased total open position to 362
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 10.1, which was 0.55 higher than the previous day. The implied volatity was 22.76, the open interest changed by -41 which decreased total open position to 365
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 9.55, which was -2.20 lower than the previous day. The implied volatity was 22.55, the open interest changed by 15 which increased total open position to 404
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was 25.07, the open interest changed by 34 which increased total open position to 392
