COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 444.25 CE | ||||||||||
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Delta: 0.07
Vega: 0.11
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.50 | 0.65 | -0.50 | 25.57 | 89 | -5 | 306 | |||
| 11 Dec | 416.95 | 1.15 | 0.05 | 24.17 | 600 | -13 | 312 | |||
| 10 Dec | 414.05 | 1.1 | -0.15 | 23.98 | 465 | 1 | 324 | |||
| 9 Dec | 414.00 | 1.25 | -0.60 | 24.79 | 244 | 48 | 322 | |||
| 6 Dec | 417.15 | 1.85 | 0.05 | 23.22 | 189 | -26 | 273 | |||
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| 5 Dec | 418.40 | 1.8 | -0.30 | 22.38 | 475 | 81 | 303 | |||
| 4 Dec | 416.65 | 2.1 | -0.50 | 23.40 | 315 | 22 | 223 | |||
| 3 Dec | 422.10 | 2.6 | -0.30 | 21.06 | 152 | 18 | 202 | |||
| 2 Dec | 421.70 | 2.9 | 0.20 | 21.90 | 177 | 59 | 184 | |||
| 29 Nov | 416.40 | 2.7 | -0.85 | 23.23 | 121 | 28 | 127 | |||
| 28 Nov | 415.20 | 3.55 | -0.45 | 25.24 | 118 | 13 | 98 | |||
| 27 Nov | 417.15 | 4 | 1.25 | 25.12 | 36 | 8 | 85 | |||
| 26 Nov | 411.50 | 2.75 | -1.60 | 24.93 | 20 | -1 | 77 | |||
| 25 Nov | 417.45 | 4.35 | 0.80 | 24.46 | 51 | 22 | 78 | |||
| 22 Nov | 414.05 | 3.55 | 0.95 | 24.01 | 9 | 2 | 58 | |||
| 21 Nov | 406.00 | 2.6 | -1.85 | 24.98 | 14 | 0 | 49 | |||
| 20 Nov | 412.25 | 4.45 | 0.00 | 25.94 | 14 | 5 | 50 | |||
| 19 Nov | 412.25 | 4.45 | 0.55 | 25.94 | 14 | 6 | 50 | |||
| 18 Nov | 413.35 | 3.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 3.9 | 0.45 | 23.95 | 1 | 0 | 44 | |||
| 13 Nov | 406.90 | 3.45 | -1.50 | 23.91 | 37 | -1 | 45 | |||
| 12 Nov | 414.05 | 4.95 | -3.05 | 23.90 | 23 | 6 | 47 | |||
| 11 Nov | 421.55 | 8 | -0.15 | 24.82 | 5 | -4 | 41 | |||
| 8 Nov | 424.05 | 8.15 | -4.85 | 23.15 | 15 | 10 | 45 | |||
| 7 Nov | 435.35 | 13 | -1.00 | 22.47 | 2 | 1 | 34 | |||
| 6 Nov | 435.80 | 14 | 0.80 | 22.83 | 18 | 9 | 35 | |||
| 5 Nov | 434.90 | 13.2 | 22.72 | 28 | 20 | 25 | ||||
For Coal India Ltd - strike price 444.25 expiring on 26DEC2024
Delta for 444.25 CE is 0.07
Historical price for 444.25 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 25.57, the open interest changed by -5 which decreased total open position to 306
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 24.17, the open interest changed by -13 which decreased total open position to 312
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 1 which increased total open position to 324
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 24.79, the open interest changed by 48 which increased total open position to 322
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 23.22, the open interest changed by -26 which decreased total open position to 273
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 22.38, the open interest changed by 81 which increased total open position to 303
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 23.40, the open interest changed by 22 which increased total open position to 223
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 21.06, the open interest changed by 18 which increased total open position to 202
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 21.90, the open interest changed by 59 which increased total open position to 184
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 28 which increased total open position to 127
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by 13 which increased total open position to 98
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 4, which was 1.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by 8 which increased total open position to 85
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 2.75, which was -1.60 lower than the previous day. The implied volatity was 24.93, the open interest changed by -1 which decreased total open position to 77
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 4.35, which was 0.80 higher than the previous day. The implied volatity was 24.46, the open interest changed by 22 which increased total open position to 78
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.55, which was 0.95 higher than the previous day. The implied volatity was 24.01, the open interest changed by 2 which increased total open position to 58
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.6, which was -1.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 49
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 5 which increased total open position to 50
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 4.45, which was 0.55 higher than the previous day. The implied volatity was 25.94, the open interest changed by 6 which increased total open position to 50
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 3.9, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 23.95, the open interest changed by 0 which decreased total open position to 44
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 3.45, which was -1.50 lower than the previous day. The implied volatity was 23.91, the open interest changed by -1 which decreased total open position to 45
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 4.95, which was -3.05 lower than the previous day. The implied volatity was 23.90, the open interest changed by 6 which increased total open position to 47
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 8, which was -0.15 lower than the previous day. The implied volatity was 24.82, the open interest changed by -4 which decreased total open position to 41
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 8.15, which was -4.85 lower than the previous day. The implied volatity was 23.15, the open interest changed by 10 which increased total open position to 45
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 13, which was -1.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 34
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 14, which was 0.80 higher than the previous day. The implied volatity was 22.83, the open interest changed by 9 which increased total open position to 35
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 22.72, the open interest changed by 20 which increased total open position to 25
| COALINDIA 26DEC2024 444.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 27.35 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Dec | 416.95 | 27.35 | -1.15 | 27.40 | 4 | 1 | 169 |
| 10 Dec | 414.05 | 28.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 414.00 | 28.5 | 2.65 | 21.38 | 4 | 0 | 168 |
| 6 Dec | 417.15 | 25.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 418.40 | 25.85 | -0.45 | 23.19 | 1 | 0 | 167 |
| 4 Dec | 416.65 | 26.3 | 3.45 | 22.69 | 12 | -1 | 166 |
| 3 Dec | 422.10 | 22.85 | -0.25 | 25.05 | 6 | 0 | 165 |
| 2 Dec | 421.70 | 23.1 | -6.40 | 24.20 | 5 | 1 | 164 |
| 29 Nov | 416.40 | 29.5 | 0.00 | 0.00 | 0 | 13 | 0 |
| 28 Nov | 415.20 | 29.5 | 2.20 | 29.79 | 38 | 13 | 163 |
| 27 Nov | 417.15 | 27.3 | -3.70 | 26.65 | 113 | 62 | 150 |
| 26 Nov | 411.50 | 31 | 5.35 | 21.94 | 10 | 5 | 87 |
| 25 Nov | 417.45 | 25.65 | -4.35 | 23.84 | 27 | 6 | 81 |
| 22 Nov | 414.05 | 30 | -7.80 | 25.03 | 1 | 0 | 75 |
| 21 Nov | 406.00 | 37.8 | 6.80 | 29.98 | 72 | 51 | 57 |
| 20 Nov | 412.25 | 31 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 31 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Nov | 413.35 | 31 | -4.00 | 25.19 | 2 | 0 | 8 |
| 14 Nov | 409.75 | 35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 406.90 | 35 | 6.00 | 24.18 | 1 | 0 | 7 |
| 12 Nov | 414.05 | 29 | 4.10 | 21.27 | 1 | 0 | 6 |
| 11 Nov | 421.55 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 24.9 | 6.90 | 26.24 | 1 | 0 | 6 |
| 7 Nov | 435.35 | 18 | 0.00 | 25.88 | 1 | 0 | 5 |
| 6 Nov | 435.80 | 18 | -0.45 | 26.70 | 1 | 0 | 4 |
| 5 Nov | 434.90 | 18.45 | 25.76 | 4 | 3 | 3 | |
For Coal India Ltd - strike price 444.25 expiring on 26DEC2024
Delta for 444.25 PE is 0.00
Historical price for 444.25 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 27.35, 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 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 27.35, which was -1.15 lower than the previous day. The implied volatity was 27.40, the open interest changed by 1 which increased total open position to 169
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 28.5, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 28.5, which was 2.65 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 168
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 25.85, 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 Dec COALINDIA was trading at 418.40. The strike last trading price was 25.85, which was -0.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 167
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 26.3, which was 3.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by -1 which decreased total open position to 166
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 22.85, which was -0.25 lower than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 165
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 23.1, which was -6.40 lower than the previous day. The implied volatity was 24.20, the open interest changed by 1 which increased total open position to 164
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 29.5, which was 2.20 higher than the previous day. The implied volatity was 29.79, the open interest changed by 13 which increased total open position to 163
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 27.3, which was -3.70 lower than the previous day. The implied volatity was 26.65, the open interest changed by 62 which increased total open position to 150
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 31, which was 5.35 higher than the previous day. The implied volatity was 21.94, the open interest changed by 5 which increased total open position to 87
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 25.65, which was -4.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 6 which increased total open position to 81
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 30, which was -7.80 lower than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 75
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 37.8, which was 6.80 higher than the previous day. The implied volatity was 29.98, the open interest changed by 51 which increased total open position to 57
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 31, 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 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 31, which was -4.00 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 8
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 35, which was 6.00 higher than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 7
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 29, which was 4.10 higher than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 6
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 24.9, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 24.9, which was 6.90 higher than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 6
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 5
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 18, which was -0.45 lower than the previous day. The implied volatity was 26.70, the open interest changed by 0 which decreased total open position to 4
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was 25.76, the open interest changed by 3 which increased total open position to 3
