COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 445 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 | -0.40 | 25.85 | 297 | 4 | 1,547 | |||
| 11 Dec | 416.95 | 1.05 | 0.00 | 24.04 | 631 | 7 | 1,543 | |||
| 10 Dec | 414.05 | 1.05 | -0.10 | 24.13 | 514 | -53 | 1,535 | |||
| 9 Dec | 414.00 | 1.15 | -0.60 | 24.66 | 378 | 80 | 1,588 | |||
| 6 Dec | 417.15 | 1.75 | 0.05 | 23.25 | 404 | 204 | 1,507 | |||
| 5 Dec | 418.40 | 1.7 | -0.25 | 22.40 | 670 | -2 | 1,307 | |||
| 4 Dec | 416.65 | 1.95 | -0.55 | 23.26 | 668 | 93 | 1,315 | |||
| 3 Dec | 422.10 | 2.5 | -0.35 | 21.17 | 548 | 104 | 1,222 | |||
| 2 Dec | 421.70 | 2.85 | 0.20 | 22.21 | 1,656 | 842 | 1,125 | |||
| 29 Nov | 416.40 | 2.65 | -0.75 | 23.49 | 391 | 77 | 287 | |||
| 28 Nov | 415.20 | 3.4 | -0.50 | 25.32 | 332 | 82 | 210 | |||
| 27 Nov | 417.15 | 3.9 | 1.10 | 25.29 | 189 | 52 | 128 | |||
| 26 Nov | 411.50 | 2.8 | -1.20 | 25.59 | 49 | 35 | 76 | |||
| 25 Nov | 417.45 | 4 | 0.70 | 23.99 | 54 | 34 | 38 | |||
| 22 Nov | 414.05 | 3.3 | -1.90 | 23.30 | 4 | 1 | 5 | |||
| 21 Nov | 406.00 | 5.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 20 Nov | 412.25 | 5.2 | 0.00 | 28.79 | 4 | 4 | 3 | |||
| 19 Nov | 412.25 | 5.2 | -17.50 | 28.79 | 4 | 3 | 3 | |||
| 18 Nov | 413.35 | 22.7 | 0.00 | 5.81 | 0 | 0 | 0 | |||
| 14 Nov | 409.75 | 22.7 | 0.00 | 6.02 | 0 | 0 | 0 | |||
| 13 Nov | 406.90 | 22.7 | 0.00 | 6.47 | 0 | 0 | 0 | |||
| 12 Nov | 414.05 | 22.7 | 0.00 | 5.20 | 0 | 0 | 0 | |||
| 11 Nov | 421.55 | 22.7 | 0.00 | 3.54 | 0 | 0 | 0 | |||
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| 8 Nov | 424.05 | 22.7 | 0.00 | 3.07 | 0 | 0 | 0 | |||
| 7 Nov | 435.35 | 22.7 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 6 Nov | 435.80 | 22.7 | -10.95 | 0.50 | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 33.65 | 33.65 | - | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 CE is 0.07
Historical price for 445 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 25.85, the open interest changed by 4 which increased total open position to 1547
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 7 which increased total open position to 1543
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 24.13, the open interest changed by -53 which decreased total open position to 1535
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 24.66, the open interest changed by 80 which increased total open position to 1588
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 23.25, the open interest changed by 204 which increased total open position to 1507
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 22.40, the open interest changed by -2 which decreased total open position to 1307
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 93 which increased total open position to 1315
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 21.17, the open interest changed by 104 which increased total open position to 1222
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 22.21, the open interest changed by 842 which increased total open position to 1125
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 23.49, the open interest changed by 77 which increased total open position to 287
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 25.32, the open interest changed by 82 which increased total open position to 210
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 3.9, which was 1.10 higher than the previous day. The implied volatity was 25.29, the open interest changed by 52 which increased total open position to 128
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 2.8, which was -1.20 lower than the previous day. The implied volatity was 25.59, the open interest changed by 35 which increased total open position to 76
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 23.99, the open interest changed by 34 which increased total open position to 38
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.3, which was -1.90 lower than the previous day. The implied volatity was 23.30, the open interest changed by 1 which increased total open position to 5
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 4 which increased total open position to 3
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 5.2, which was -17.50 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 3
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 22.7, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 22.7, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 22.7, which was 0.00 lower than the previous day. The implied volatity was 5.20, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 22.7, which was -10.95 lower than the previous day. The implied volatity was 0.50, 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 33.65, which was 33.65 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26DEC2024 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 416.95 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 414.05 | 30.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 414.00 | 30.7 | -2.30 | 29.91 | 3 | 0 | 318 |
| 6 Dec | 417.15 | 33 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 418.40 | 33 | 5.30 | 44.02 | 5 | 1 | 317 |
| 4 Dec | 416.65 | 27.7 | 3.70 | 25.64 | 30 | 1 | 318 |
| 3 Dec | 422.10 | 24 | 0.50 | 26.85 | 4 | -1 | 317 |
| 2 Dec | 421.70 | 23.5 | -7.90 | 23.66 | 15 | 8 | 317 |
| 29 Nov | 416.40 | 31.4 | 3.00 | 33.67 | 5 | 2 | 308 |
| 28 Nov | 415.20 | 28.4 | 0.30 | 25.02 | 41 | 31 | 305 |
| 27 Nov | 417.15 | 28.1 | 4.05 | 27.25 | 310 | 272 | 273 |
| 26 Nov | 411.50 | 24.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 417.45 | 24.05 | -4.25 | 17.48 | 1 | 0 | 0 |
| 22 Nov | 414.05 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 406.00 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 412.25 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 412.25 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 413.35 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 409.75 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 406.90 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.05 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 421.55 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 424.05 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 435.35 | 28.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 435.80 | 28.3 | 6.65 | - | 0 | 0 | 0 |
| 4 Nov | 443.30 | 21.65 | 21.65 | 0.98 | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 3.58 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 PE is 0.00
Historical price for 445 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 30.7, 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 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 30.7, 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 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 30.7, 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 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 30.7, which was -2.30 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 318
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 33, which was 5.30 higher than the previous day. The implied volatity was 44.02, the open interest changed by 1 which increased total open position to 317
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 27.7, which was 3.70 higher than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 318
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 24, which was 0.50 higher than the previous day. The implied volatity was 26.85, the open interest changed by -1 which decreased total open position to 317
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 23.5, which was -7.90 lower than the previous day. The implied volatity was 23.66, the open interest changed by 8 which increased total open position to 317
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 31.4, which was 3.00 higher than the previous day. The implied volatity was 33.67, the open interest changed by 2 which increased total open position to 308
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 28.4, which was 0.30 higher than the previous day. The implied volatity was 25.02, the open interest changed by 31 which increased total open position to 305
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 28.1, which was 4.05 higher than the previous day. The implied volatity was 27.25, the open interest changed by 272 which increased total open position to 273
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 24.05, 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 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 24.05, which was -4.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 0
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 28.3, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 28.3, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 28.3, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 28.3, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 28.3, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 28.3, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 28.3, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 28.3, 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 28.3, 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 28.3, 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 28.3, 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 28.3, which was 6.65 higher 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 21.65, which was 21.65 higher than the previous day. The implied volatity was 0.98, 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 0, which was lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
