COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 449.25 CE | ||||||||||
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Delta: 0.03
Vega: 0.03
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.2 | -0.15 | 36.10 | 93.5 | -2 | 1,008.5 | |||
| 20 Nov | 412.25 | 0.35 | 0.00 | 30.41 | 113.5 | 2.5 | 1,014.5 | |||
| 19 Nov | 412.25 | 0.35 | -0.15 | 30.41 | 113.5 | 6.5 | 1,014.5 | |||
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| 18 Nov | 413.35 | 0.5 | -0.05 | 30.45 | 121 | 1.5 | 1,008 | |||
| 14 Nov | 409.75 | 0.55 | 0.00 | 27.76 | 65 | -4.5 | 1,007 | |||
| 13 Nov | 406.90 | 0.55 | -0.40 | 28.44 | 207 | -25.5 | 1,011 | |||
| 12 Nov | 414.05 | 0.95 | -0.80 | 27.11 | 207 | -5.5 | 1,045.5 | |||
| 11 Nov | 421.55 | 1.75 | -0.60 | 25.34 | 216 | -8.5 | 1,054 | |||
| 8 Nov | 424.05 | 2.35 | -2.40 | 24.49 | 708.5 | -35 | 1,062.5 | |||
| 7 Nov | 435.35 | 4.75 | -0.50 | 21.96 | 488.5 | 19 | 1,105 | |||
| 6 Nov | 435.80 | 5.25 | -0.10 | 21.56 | 601 | 10.5 | 1,087 | |||
| 5 Nov | 434.90 | 5.35 | 22.85 | 1,125.5 | 387 | 1,076.5 | ||||
For Coal India Ltd - strike price 449.25 expiring on 28NOV2024
Delta for 449.25 CE is 0.03
Historical price for 449.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.10, the open interest changed by -4 which decreased total open position to 2017
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 30.41, the open interest changed by 5 which increased total open position to 2029
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.41, the open interest changed by 13 which increased total open position to 2029
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 30.45, the open interest changed by 3 which increased total open position to 2016
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by -9 which decreased total open position to 2014
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 28.44, the open interest changed by -51 which decreased total open position to 2022
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 27.11, the open interest changed by -11 which decreased total open position to 2091
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 25.34, the open interest changed by -17 which decreased total open position to 2108
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 2.35, which was -2.40 lower than the previous day. The implied volatity was 24.49, the open interest changed by -70 which decreased total open position to 2125
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 4.75, which was -0.50 lower than the previous day. The implied volatity was 21.96, the open interest changed by 38 which increased total open position to 2210
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 21.56, the open interest changed by 21 which increased total open position to 2174
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was 22.85, the open interest changed by 774 which increased total open position to 2153
| COALINDIA 28NOV2024 449.25 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 39.95 | 8.10 | - | 0.5 | 0 | 87 |
| 20 Nov | 412.25 | 31.85 | 0.00 | - | 4.5 | 0 | 87 |
| 19 Nov | 412.25 | 31.85 | -4.00 | - | 4.5 | 0 | 87 |
| 18 Nov | 413.35 | 35.85 | -7.75 | 36.38 | 3.5 | -1 | 87 |
| 14 Nov | 409.75 | 43.6 | 4.35 | 58.90 | 1 | 0 | 88 |
| 13 Nov | 406.90 | 39.25 | 11.95 | - | 0.5 | 0 | 88.5 |
| 12 Nov | 414.05 | 27.3 | 0.00 | 0.00 | 0 | -9 | 0 |
| 11 Nov | 421.55 | 27.3 | 2.00 | 26.65 | 11.5 | -9 | 88.5 |
| 8 Nov | 424.05 | 25.3 | 7.85 | 23.14 | 15 | -3 | 98 |
| 7 Nov | 435.35 | 17.45 | 1.85 | 26.08 | 13.5 | 2 | 100.5 |
| 6 Nov | 435.80 | 15.6 | -2.10 | 23.06 | 41 | -6 | 98.5 |
| 5 Nov | 434.90 | 17.7 | 24.90 | 66.5 | -14.5 | 105 | |
For Coal India Ltd - strike price 449.25 expiring on 28NOV2024
Delta for 449.25 PE is -
Historical price for 449.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 39.95, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 31.85, 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 174
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 31.85, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 35.85, which was -7.75 lower than the previous day. The implied volatity was 36.38, the open interest changed by -2 which decreased total open position to 174
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 43.6, which was 4.35 higher than the previous day. The implied volatity was 58.90, the open interest changed by 0 which decreased total open position to 176
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 39.25, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 27.3, which was 2.00 higher than the previous day. The implied volatity was 26.65, the open interest changed by -18 which decreased total open position to 177
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 25.3, which was 7.85 higher than the previous day. The implied volatity was 23.14, the open interest changed by -6 which decreased total open position to 196
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 17.45, which was 1.85 higher than the previous day. The implied volatity was 26.08, the open interest changed by 4 which increased total open position to 201
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 15.6, which was -2.10 lower than the previous day. The implied volatity was 23.06, the open interest changed by -12 which decreased total open position to 197
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 17.7, which was lower than the previous day. The implied volatity was 24.90, the open interest changed by -29 which decreased total open position to 210
