COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:33 AM IST
| COALINDIA 26DEC2024 440 CE | ||||||||||
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Delta: 0.09
Vega: 0.13
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.60 | 0.8 | -0.75 | 24.38 | 1,116 | 37 | 3,600 | |||
| 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 | |||
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| 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 0.09
Historical price for 440 CE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by 37 which increased total open position to 3600
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 | |||||||
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Delta: -0.95
Vega: 0.08
Theta: 0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.60 | 28.35 | 6.35 | 19.82 | 3 | -2 | 300 |
| 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 -0.95
Historical price for 440 PE is as follows
On 12 Dec COALINDIA was trading at 410.60. The strike last trading price was 28.35, which was 6.35 higher than the previous day. The implied volatity was 19.82, the open interest changed by -2 which decreased total open position to 300
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
