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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 445 CE
Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 0.1 -0.15 50.54 95 -16 1,133
19 Dec 391.95 0.25 -0.05 45.19 180 -75 1,150
18 Dec 395.80 0.3 -0.05 40.97 163 -18 1,227
17 Dec 402.90 0.35 -0.10 35.05 538 -82 1,247
16 Dec 410.45 0.45 -0.05 29.00 171 28 1,328
13 Dec 410.30 0.5 -0.05 25.40 779 -154 1,299
12 Dec 409.10 0.55 -0.50 26.95 669 -91 1,452
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
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 0.01

Historical price for 445 CE is as follows

On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 50.54, the open interest changed by -16 which decreased total open position to 1133


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 45.19, the open interest changed by -75 which decreased total open position to 1150


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 40.97, the open interest changed by -18 which decreased total open position to 1227


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.05, the open interest changed by -82 which decreased total open position to 1247


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.00, the open interest changed by 28 which increased total open position to 1328


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.40, the open interest changed by -154 which decreased total open position to 1299


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 26.95, the open interest changed by -91 which decreased total open position to 1452


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
Date Close Ltp Change IV Volume Change OI OI
20 Dec 382.00 30.7 0.00 0.00 0 0 0
19 Dec 391.95 30.7 0.00 0.00 0 0 0
18 Dec 395.80 30.7 0.00 0.00 0 0 0
17 Dec 402.90 30.7 0.00 0.00 0 0 0
16 Dec 410.45 30.7 0.00 0.00 0 0 0
13 Dec 410.30 30.7 0.00 0.00 0 0 0
12 Dec 409.10 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 20 Dec COALINDIA was trading at 382.00. 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 19 Dec COALINDIA was trading at 391.95. 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 18 Dec COALINDIA was trading at 395.80. 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 17 Dec COALINDIA was trading at 402.90. 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 16 Dec COALINDIA was trading at 410.45. 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 13 Dec COALINDIA was trading at 410.30. 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 12 Dec COALINDIA was trading at 409.10. 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