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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 440 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 -0.15 49.87 278 -126 1,272
19 Dec 391.95 0.3 -0.05 43.02 221 -78 1,401
18 Dec 395.80 0.35 -0.10 38.66 726 -170 1,476
17 Dec 402.90 0.45 -0.25 33.35 666 -84 1,657
16 Dec 410.45 0.7 0.00 28.37 539 7 1,740
13 Dec 410.30 0.7 0.00 24.23 2,234 -540 1,731
12 Dec 409.10 0.7 -0.85 25.43 5,029 -1,236 2,327
11 Dec 416.95 1.55 0.00 23.48 5,365 603 3,582
10 Dec 414.05 1.55 -0.20 23.69 3,040 1,578 2,986
9 Dec 414.00 1.75 -0.75 24.65 965 87 1,407
6 Dec 417.15 2.5 0.05 23.01 920 -58 1,320
5 Dec 418.40 2.45 -0.30 22.20 1,551 57 1,377
4 Dec 416.65 2.75 -0.70 23.10 2,018 56 1,321
3 Dec 422.10 3.45 -0.55 20.77 1,471 173 1,266
2 Dec 421.70 4 0.40 22.27 2,102 206 1,093
29 Nov 416.40 3.6 -0.85 23.45 2,204 -334 888
28 Nov 415.20 4.45 -0.65 25.27 2,820 470 1,234
27 Nov 417.15 5.1 1.65 25.37 2,156 416 764
26 Nov 411.50 3.45 -2.00 24.78 1,078 17 351
25 Nov 417.45 5.45 1.10 24.56 749 208 333
22 Nov 414.05 4.35 1.00 23.79 182 36 161
21 Nov 406.00 3.35 -1.45 25.21 130 34 124
20 Nov 412.25 4.8 0.00 24.82 75 23 90
19 Nov 412.25 4.8 -0.20 24.82 75 23 90
18 Nov 413.35 5 0.45 24.26 42 13 55
14 Nov 409.75 4.55 0.40 23.44 27 16 43
13 Nov 406.90 4.15 -1.65 23.71 28 20 26
12 Nov 414.05 5.8 -3.20 23.55 6 3 5
11 Nov 421.55 9 -15.95 24.14 2 1 1
8 Nov 424.05 24.95 0.00 2.22 0 0 0
7 Nov 435.35 24.95 0.00 - 0 0 0
6 Nov 435.80 24.95 -60.55 - 0 0 0
4 Nov 443.30 85.5 0.00 - 0 0 0
1 Nov 454.15 85.5 0.00 - 0 0 0
31 Oct 452.05 85.5 85.50 - 0 0 0
30 Oct 449.15 0 0.00 - 0 0 0
24 Oct 477.25 0 0.00 - 0 0 0
23 Oct 474.10 0 0.00 - 0 0 0
22 Oct 468.35 0 0.00 - 0 0 0
21 Oct 485.40 0 0.00 - 0 0 0
17 Oct 489.90 0 0.00 - 0 0 0
16 Oct 495.75 0 0.00 - 0 0 0
14 Oct 498.30 0 0.00 - 0 0 0
10 Oct 488.10 0 0.00 - 0 0 0
7 Oct 480.45 0 - 0 0 0


For Coal India Ltd - strike price 440 expiring on 26DEC2024

Delta for 440 CE is 0.02

Historical price for 440 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 49.87, the open interest changed by -126 which decreased total open position to 1272


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 43.02, the open interest changed by -78 which decreased total open position to 1401


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 38.66, the open interest changed by -170 which decreased total open position to 1476


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 33.35, the open interest changed by -84 which decreased total open position to 1657


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 28.37, the open interest changed by 7 which increased total open position to 1740


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 24.23, the open interest changed by -540 which decreased total open position to 1731


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 25.43, the open interest changed by -1236 which decreased total open position to 2327


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 603 which increased total open position to 3582


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.55, which was -0.20 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1578 which increased total open position to 2986


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 24.65, the open interest changed by 87 which increased total open position to 1407


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 23.01, the open interest changed by -58 which decreased total open position to 1320


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 22.20, the open interest changed by 57 which increased total open position to 1377


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 23.10, the open interest changed by 56 which increased total open position to 1321


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 20.77, the open interest changed by 173 which increased total open position to 1266


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 4, which was 0.40 higher than the previous day. The implied volatity was 22.27, the open interest changed by 206 which increased total open position to 1093


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 23.45, the open interest changed by -334 which decreased total open position to 888


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 4.45, which was -0.65 lower than the previous day. The implied volatity was 25.27, the open interest changed by 470 which increased total open position to 1234


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 5.1, which was 1.65 higher than the previous day. The implied volatity was 25.37, the open interest changed by 416 which increased total open position to 764


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 3.45, which was -2.00 lower than the previous day. The implied volatity was 24.78, the open interest changed by 17 which increased total open position to 351


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 5.45, which was 1.10 higher than the previous day. The implied volatity was 24.56, the open interest changed by 208 which increased total open position to 333


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.35, which was 1.00 higher than the previous day. The implied volatity was 23.79, the open interest changed by 36 which increased total open position to 161


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 25.21, the open interest changed by 34 which increased total open position to 124


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 23 which increased total open position to 90


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.8, which was -0.20 lower than the previous day. The implied volatity was 24.82, the open interest changed by 23 which increased total open position to 90


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 5, which was 0.45 higher than the previous day. The implied volatity was 24.26, the open interest changed by 13 which increased total open position to 55


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 4.55, which was 0.40 higher than the previous day. The implied volatity was 23.44, the open interest changed by 16 which increased total open position to 43


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 4.15, which was -1.65 lower than the previous day. The implied volatity was 23.71, the open interest changed by 20 which increased total open position to 26


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 5.8, which was -3.20 lower than the previous day. The implied volatity was 23.55, the open interest changed by 3 which increased total open position to 5


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 9, which was -15.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 1 which increased total open position to 1


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 24.95, 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 24.95, which was -60.55 lower than the previous day. The implied volatity was -, 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 85.5, 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 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 85.5, 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 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 85.5, which was 85.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct COALINDIA was trading at 485.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct COALINDIA was trading at 489.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct COALINDIA was trading at 495.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct COALINDIA was trading at 498.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct COALINDIA was trading at 488.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct COALINDIA was trading at 480.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


COALINDIA 26DEC2024 440 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 52.45 5.50 - 23 -20 251
19 Dec 391.95 46.95 6.95 51.96 4 -3 272
18 Dec 395.80 40 3.00 - 8 0 283
17 Dec 402.90 37 7.35 35.20 8 -3 286
16 Dec 410.45 29.65 -0.35 33.79 6 -3 290
13 Dec 410.30 30 0.00 36.06 4 1 295
12 Dec 409.10 30 8.00 - 11 -8 294
11 Dec 416.95 22 -3.95 18.62 3 0 303
10 Dec 414.05 25.95 0.70 31.53 7 0 304
9 Dec 414.00 25.25 2.05 24.39 7 0 304
6 Dec 417.15 23.2 -0.10 26.31 23 -7 303
5 Dec 418.40 23.3 -1.50 26.30 241 31 310
4 Dec 416.65 24.8 5.00 29.06 34 7 278
3 Dec 422.10 19.8 -0.05 25.38 24 0 269
2 Dec 421.70 19.85 -5.90 24.00 52 22 266
29 Nov 416.40 25.75 1.45 28.59 73 46 244
28 Nov 415.20 24.3 0.40 24.50 108 65 199
27 Nov 417.15 23.9 -6.10 26.07 64 38 130
26 Nov 411.50 30 6.00 29.33 33 12 92
25 Nov 417.45 24 -2.45 27.40 111 51 77
22 Nov 414.05 26.45 -7.55 24.29 5 4 30
21 Nov 406.00 34 11.00 28.88 25 23 27
20 Nov 412.25 23 0.00 - 3 3 3
19 Nov 412.25 23 -7.00 - 3 2 3
18 Nov 413.35 30 0.00 0.00 0 0 0
14 Nov 409.75 30 0.00 0.00 0 1 0
13 Nov 406.90 30 4.40 20.19 2 1 1
12 Nov 414.05 25.6 0.00 - 0 0 0
11 Nov 421.55 25.6 0.00 - 0 0 0
8 Nov 424.05 25.6 0.00 - 0 0 0
7 Nov 435.35 25.6 0.00 0.32 0 0 0
6 Nov 435.80 25.6 22.60 0.57 0 0 0
4 Nov 443.30 3 0.00 0.00 0 0 0
1 Nov 454.15 3 0.00 0.00 0 0 0
31 Oct 452.05 3 0.00 - 0 0 0
30 Oct 449.15 3 0.00 - 0 0 0
24 Oct 477.25 3 0.00 - 0 0 0
23 Oct 474.10 3 0.00 - 0 0 0
22 Oct 468.35 3 0.00 - 0 2 0
21 Oct 485.40 3 0.00 - 2 0 6
17 Oct 489.90 3 0.00 - 2 0 6
16 Oct 495.75 3 0.00 - 4 2 4
14 Oct 498.30 3 3.00 - 4 2 2
10 Oct 488.10 0 0.00 - 0 0 0
7 Oct 480.45 0 - 0 0 0


For Coal India Ltd - strike price 440 expiring on 26DEC2024

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 52.45, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 251


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 46.95, which was 6.95 higher than the previous day. The implied volatity was 51.96, the open interest changed by -3 which decreased total open position to 272


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 40, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 283


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 37, which was 7.35 higher than the previous day. The implied volatity was 35.20, the open interest changed by -3 which decreased total open position to 286


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 29.65, which was -0.35 lower than the previous day. The implied volatity was 33.79, the open interest changed by -3 which decreased total open position to 290


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 295


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 30, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 294


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 22, which was -3.95 lower than the previous day. The implied volatity was 18.62, the open interest changed by 0 which decreased total open position to 303


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 25.95, which was 0.70 higher than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 304


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 25.25, which was 2.05 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 304


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 23.2, which was -0.10 lower than the previous day. The implied volatity was 26.31, the open interest changed by -7 which decreased total open position to 303


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 23.3, which was -1.50 lower than the previous day. The implied volatity was 26.30, the open interest changed by 31 which increased total open position to 310


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 24.8, which was 5.00 higher than the previous day. The implied volatity was 29.06, the open interest changed by 7 which increased total open position to 278


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 19.8, which was -0.05 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 269


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 19.85, which was -5.90 lower than the previous day. The implied volatity was 24.00, the open interest changed by 22 which increased total open position to 266


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 25.75, which was 1.45 higher than the previous day. The implied volatity was 28.59, the open interest changed by 46 which increased total open position to 244


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 24.3, which was 0.40 higher than the previous day. The implied volatity was 24.50, the open interest changed by 65 which increased total open position to 199


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 23.9, which was -6.10 lower than the previous day. The implied volatity was 26.07, the open interest changed by 38 which increased total open position to 130


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 30, which was 6.00 higher than the previous day. The implied volatity was 29.33, the open interest changed by 12 which increased total open position to 92


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 24, which was -2.45 lower than the previous day. The implied volatity was 27.40, the open interest changed by 51 which increased total open position to 77


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 26.45, which was -7.55 lower than the previous day. The implied volatity was 24.29, the open interest changed by 4 which increased total open position to 30


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 34, which was 11.00 higher than the previous day. The implied volatity was 28.88, the open interest changed by 23 which increased total open position to 27


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 -, the open interest changed by 3 which increased total open position to 3


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 23, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 30, 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 30, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 30, which was 4.40 higher than the previous day. The implied volatity was 20.19, the open interest changed by 1 which increased total open position to 1


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 25.6, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 25.6, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 25.6, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 25.6, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 25.6, which was 22.60 higher than the previous day. The implied volatity was 0.57, 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 3, 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 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 3, 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 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct COALINDIA was trading at 485.40. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct COALINDIA was trading at 489.90. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct COALINDIA was trading at 495.75. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct COALINDIA was trading at 498.30. The strike last trading price was 3, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct COALINDIA was trading at 488.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct COALINDIA was trading at 480.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to