COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 444.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.05
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.3 | -0.25 | 35.02 | 221.5 | -34.5 | 902 | |||
| 20 Nov | 412.25 | 0.55 | 0.00 | 29.75 | 222.5 | -15.5 | 940 | |||
| 19 Nov | 412.25 | 0.55 | -0.20 | 29.75 | 222.5 | -12 | 940 | |||
| 18 Nov | 413.35 | 0.75 | 0.00 | 29.75 | 344 | -39.5 | 970 | |||
| 14 Nov | 409.75 | 0.75 | -0.05 | 26.76 | 427.5 | 91.5 | 1,015.5 | |||
| 13 Nov | 406.90 | 0.8 | -0.60 | 28.00 | 352 | -20.5 | 925 | |||
| 12 Nov | 414.05 | 1.4 | -1.05 | 26.94 | 339.5 | 20.5 | 948 | |||
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| 11 Nov | 421.55 | 2.45 | -0.80 | 24.92 | 545 | 16 | 928 | |||
| 8 Nov | 424.05 | 3.25 | -3.20 | 24.28 | 1,114 | 76 | 915 | |||
| 7 Nov | 435.35 | 6.45 | -0.70 | 21.92 | 1,108.5 | -37 | 843 | |||
| 6 Nov | 435.80 | 7.15 | 0.10 | 21.73 | 1,211.5 | -52 | 878.5 | |||
| 5 Nov | 434.90 | 7.05 | 22.77 | 1,683 | 50 | 932 | ||||
For Coal India Ltd - strike price 444.25 expiring on 28NOV2024
Delta for 444.25 CE is 0.04
Historical price for 444.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 35.02, the open interest changed by -69 which decreased total open position to 1804
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by -31 which decreased total open position to 1880
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 29.75, the open interest changed by -24 which decreased total open position to 1880
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by -79 which decreased total open position to 1940
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by 183 which increased total open position to 2031
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 28.00, the open interest changed by -41 which decreased total open position to 1850
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 1.4, which was -1.05 lower than the previous day. The implied volatity was 26.94, the open interest changed by 41 which increased total open position to 1896
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 2.45, which was -0.80 lower than the previous day. The implied volatity was 24.92, the open interest changed by 32 which increased total open position to 1856
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 3.25, which was -3.20 lower than the previous day. The implied volatity was 24.28, the open interest changed by 152 which increased total open position to 1830
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 6.45, which was -0.70 lower than the previous day. The implied volatity was 21.92, the open interest changed by -74 which decreased total open position to 1686
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 7.15, which was 0.10 higher than the previous day. The implied volatity was 21.73, the open interest changed by -104 which decreased total open position to 1757
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was 22.77, the open interest changed by 100 which increased total open position to 1864
| COALINDIA 28NOV2024 444.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.02
Theta: 0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 37 | 9.25 | 29.41 | 82 | -10.5 | 318.5 |
| 20 Nov | 412.25 | 27.75 | 0.00 | - | 25 | -10.5 | 329 |
| 19 Nov | 412.25 | 27.75 | -2.55 | - | 25 | -10.5 | 329 |
| 18 Nov | 413.35 | 30.3 | -3.35 | 27.29 | 42 | -14 | 340 |
| 14 Nov | 409.75 | 33.65 | -1.35 | 32.08 | 20.5 | -5.5 | 354.5 |
| 13 Nov | 406.90 | 35 | 5.20 | 20.72 | 32.5 | -25 | 360 |
| 12 Nov | 414.05 | 29.8 | 7.20 | 26.03 | 22 | -12.5 | 385.5 |
| 11 Nov | 421.55 | 22.6 | 1.45 | 24.39 | 21 | -1.5 | 398 |
| 8 Nov | 424.05 | 21.15 | 8.15 | 22.88 | 83 | -11.5 | 400.5 |
| 7 Nov | 435.35 | 13 | 0.80 | 22.91 | 156 | 1.5 | 410.5 |
| 6 Nov | 435.80 | 12.2 | -2.60 | 22.37 | 132.5 | -18 | 409.5 |
| 5 Nov | 434.90 | 14.8 | 25.57 | 250.5 | 1.5 | 426 | |
For Coal India Ltd - strike price 444.25 expiring on 28NOV2024
Delta for 444.25 PE is -0.98
Historical price for 444.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 37, which was 9.25 higher than the previous day. The implied volatity was 29.41, the open interest changed by -21 which decreased total open position to 637
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 658
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 27.75, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 658
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 30.3, which was -3.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by -28 which decreased total open position to 680
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 33.65, which was -1.35 lower than the previous day. The implied volatity was 32.08, the open interest changed by -11 which decreased total open position to 709
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 35, which was 5.20 higher than the previous day. The implied volatity was 20.72, the open interest changed by -50 which decreased total open position to 720
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 29.8, which was 7.20 higher than the previous day. The implied volatity was 26.03, the open interest changed by -25 which decreased total open position to 771
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 22.6, which was 1.45 higher than the previous day. The implied volatity was 24.39, the open interest changed by -3 which decreased total open position to 796
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 21.15, which was 8.15 higher than the previous day. The implied volatity was 22.88, the open interest changed by -23 which decreased total open position to 801
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 13, which was 0.80 higher than the previous day. The implied volatity was 22.91, the open interest changed by 3 which increased total open position to 821
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 12.2, which was -2.60 lower than the previous day. The implied volatity was 22.37, the open interest changed by -36 which decreased total open position to 819
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was 25.57, the open interest changed by 3 which increased total open position to 852
