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[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

410.6 -6.35 (-1.52%)

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Historical option data for COALINDIA

12 Dec 2024 10:23 AM IST
COALINDIA 26DEC2024 450 CE
Delta: 0.05
Vega: 0.09
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 410.50 0.5 -0.30 27.16 310 67 3,222
11 Dec 416.95 0.8 0.00 25.33 947 184 3,155
10 Dec 414.05 0.8 -0.05 25.33 1,179 248 2,931
9 Dec 414.00 0.85 -0.45 25.54 1,310 15 2,686
6 Dec 417.15 1.3 0.00 23.99 1,013 179 2,670
5 Dec 418.40 1.3 -0.15 23.34 1,771 89 2,491
4 Dec 416.65 1.45 -0.35 23.85 1,556 167 2,410
3 Dec 422.10 1.8 -0.30 21.59 1,679 68 2,243
2 Dec 421.70 2.1 0.05 22.60 1,334 288 2,179
29 Nov 416.40 2.05 -0.50 24.03 1,802 185 1,894
28 Nov 415.20 2.55 -0.40 25.33 2,188 457 1,708
27 Nov 417.15 2.95 0.80 25.26 2,241 607 1,241
26 Nov 411.50 2.15 -1.15 25.68 560 154 635
25 Nov 417.45 3.3 0.40 24.79 1,046 220 481
22 Nov 414.05 2.9 0.65 24.99 377 147 408
21 Nov 406.00 2.25 -1.15 26.35 366 101 261
20 Nov 412.25 3.4 0.00 26.22 99 21 158
19 Nov 412.25 3.4 0.00 26.22 99 19 158
18 Nov 413.35 3.4 0.15 25.27 82 3 139
14 Nov 409.75 3.25 0.50 24.83 127 11 134
13 Nov 406.90 2.75 -1.05 24.42 261 -23 123
12 Nov 414.05 3.8 -2.10 23.91 187 47 148
11 Nov 421.55 5.9 -1.25 23.87 86 47 102
8 Nov 424.05 7.15 -4.40 24.39 47 39 55
7 Nov 435.35 11.55 -0.50 23.98 10 7 16
6 Nov 435.80 12.05 -6.15 23.59 16 8 8
4 Nov 443.30 18.2 -3.80 27.40 9 4 6
1 Nov 454.15 22 0.00 0.00 0 0 0
31 Oct 452.05 22 0.00 - 0 0 0
30 Oct 449.15 22 22.00 - 0 2 0
24 Oct 477.25 0 0.00 - 0 0 0
23 Oct 474.10 0 0.00 - 0 0 0
22 Oct 468.35 0 0.00 - 0 0 0
18 Oct 492.20 0 0.00 - 0 0 0
16 Oct 495.75 0 0.00 - 0 0 0
15 Oct 494.45 0 0.00 - 0 0 0
11 Oct 492.95 0 0.00 - 0 0 0
10 Oct 488.10 0 0.00 - 0 0 0
8 Oct 491.85 0 0.00 - 0 0 0
7 Oct 480.45 0 0.00 - 0 0 0
4 Oct 497.20 0 - 0 0 0


For Coal India Ltd - strike price 450 expiring on 26DEC2024

Delta for 450 CE is 0.05

Historical price for 450 CE is as follows

On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 27.16, the open interest changed by 67 which increased total open position to 3222


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 25.33, the open interest changed by 184 which increased total open position to 3155


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by 248 which increased total open position to 2931


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 25.54, the open interest changed by 15 which increased total open position to 2686


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by 179 which increased total open position to 2670


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 23.34, the open interest changed by 89 which increased total open position to 2491


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 23.85, the open interest changed by 167 which increased total open position to 2410


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 21.59, the open interest changed by 68 which increased total open position to 2243


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 22.60, the open interest changed by 288 which increased total open position to 2179


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 24.03, the open interest changed by 185 which increased total open position to 1894


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 25.33, the open interest changed by 457 which increased total open position to 1708


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 2.95, which was 0.80 higher than the previous day. The implied volatity was 25.26, the open interest changed by 607 which increased total open position to 1241


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 25.68, the open interest changed by 154 which increased total open position to 635


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 3.3, which was 0.40 higher than the previous day. The implied volatity was 24.79, the open interest changed by 220 which increased total open position to 481


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 24.99, the open interest changed by 147 which increased total open position to 408


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 26.35, the open interest changed by 101 which increased total open position to 261


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 21 which increased total open position to 158


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 19 which increased total open position to 158


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was 25.27, the open interest changed by 3 which increased total open position to 139


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 3.25, which was 0.50 higher than the previous day. The implied volatity was 24.83, the open interest changed by 11 which increased total open position to 134


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.75, which was -1.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by -23 which decreased total open position to 123


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.8, which was -2.10 lower than the previous day. The implied volatity was 23.91, the open interest changed by 47 which increased total open position to 148


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 23.87, the open interest changed by 47 which increased total open position to 102


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 7.15, which was -4.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by 39 which increased total open position to 55


On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 11.55, which was -0.50 lower than the previous day. The implied volatity was 23.98, the open interest changed by 7 which increased total open position to 16


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 12.05, which was -6.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8 which increased total open position to 8


On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 18.2, which was -3.80 lower than the previous day. The implied volatity was 27.40, the open interest changed by 4 which increased total open position to 6


On 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 22, 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 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 22, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct COALINDIA was trading at 492.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct COALINDIA was trading at 495.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct COALINDIA was trading at 494.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct COALINDIA was trading at 492.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct COALINDIA was trading at 488.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct COALINDIA was trading at 491.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct COALINDIA was trading at 480.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct COALINDIA was trading at 497.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


COALINDIA 26DEC2024 450 PE
Delta: -0.90
Vega: 0.14
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 410.50 38.65 7.15 33.23 10 0 1,153
11 Dec 416.95 31.5 -2.50 19.78 10 -5 1,154
10 Dec 414.05 34 -0.60 29.71 9 0 1,159
9 Dec 414.00 34.6 4.05 27.19 41 8 1,159
6 Dec 417.15 30.55 -0.60 21.47 25 1 1,151
5 Dec 418.40 31.15 -1.15 24.72 15 -2 1,151
4 Dec 416.65 32.3 3.65 27.17 36 -19 1,152
3 Dec 422.10 28.65 0.75 29.23 32 0 1,170
2 Dec 421.70 27.9 -4.95 24.90 57 -12 1,171
29 Nov 416.40 32.85 0.40 26.26 257 131 1,184
28 Nov 415.20 32.45 0.35 24.77 712 543 1,052
27 Nov 417.15 32.1 -6.80 27.43 360 282 505
26 Nov 411.50 38.9 7.05 32.09 119 80 223
25 Nov 417.45 31.85 -4.05 28.41 94 99 142
22 Nov 414.05 35.9 -6.80 28.65 34 33 76
21 Nov 406.00 42.7 4.75 30.45 28 25 42
20 Nov 412.25 37.95 0.00 29.69 13 8 19
19 Nov 412.25 37.95 1.75 29.69 13 10 19
18 Nov 413.35 36.2 15.70 27.17 5 1 9
14 Nov 409.75 20.5 0.00 0.00 0 0 0
13 Nov 406.90 20.5 0.00 0.00 0 0 0
12 Nov 414.05 20.5 0.00 0.00 0 0 0
11 Nov 421.55 20.5 0.00 0.00 0 0 0
8 Nov 424.05 20.5 0.00 0.00 0 0 0
7 Nov 435.35 20.5 -0.65 24.77 2 1 9
6 Nov 435.80 21.15 7.55 26.75 17 6 6
4 Nov 443.30 13.6 0.00 - 0 0 0
1 Nov 454.15 13.6 0.00 1.99 0 0 0
31 Oct 452.05 13.6 0.00 - 0 0 0
30 Oct 449.15 13.6 0.00 - 0 0 0
24 Oct 477.25 13.6 0.00 - 0 0 0
23 Oct 474.10 13.6 0.00 - 0 0 0
22 Oct 468.35 13.6 0.00 - 0 0 0
18 Oct 492.20 13.6 0.00 - 0 0 0
16 Oct 495.75 13.6 0.00 - 0 0 0
15 Oct 494.45 13.6 0.00 - 0 0 0
11 Oct 492.95 13.6 0.00 - 0 0 0
10 Oct 488.10 13.6 0.00 - 0 0 0
8 Oct 491.85 13.6 0.00 - 0 0 0
7 Oct 480.45 13.6 0.00 - 0 0 0
4 Oct 497.20 13.6 - 0 0 0


For Coal India Ltd - strike price 450 expiring on 26DEC2024

Delta for 450 PE is -0.90

Historical price for 450 PE is as follows

On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 38.65, which was 7.15 higher than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 1153


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 31.5, which was -2.50 lower than the previous day. The implied volatity was 19.78, the open interest changed by -5 which decreased total open position to 1154


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 34, which was -0.60 lower than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 1159


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 34.6, which was 4.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by 8 which increased total open position to 1159


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 30.55, which was -0.60 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 1151


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 31.15, which was -1.15 lower than the previous day. The implied volatity was 24.72, the open interest changed by -2 which decreased total open position to 1151


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 32.3, which was 3.65 higher than the previous day. The implied volatity was 27.17, the open interest changed by -19 which decreased total open position to 1152


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 28.65, which was 0.75 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 1170


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 27.9, which was -4.95 lower than the previous day. The implied volatity was 24.90, the open interest changed by -12 which decreased total open position to 1171


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 32.85, which was 0.40 higher than the previous day. The implied volatity was 26.26, the open interest changed by 131 which increased total open position to 1184


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 32.45, which was 0.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by 543 which increased total open position to 1052


On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 32.1, which was -6.80 lower than the previous day. The implied volatity was 27.43, the open interest changed by 282 which increased total open position to 505


On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 38.9, which was 7.05 higher than the previous day. The implied volatity was 32.09, the open interest changed by 80 which increased total open position to 223


On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 31.85, which was -4.05 lower than the previous day. The implied volatity was 28.41, the open interest changed by 99 which increased total open position to 142


On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 35.9, which was -6.80 lower than the previous day. The implied volatity was 28.65, the open interest changed by 33 which increased total open position to 76


On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 42.7, which was 4.75 higher than the previous day. The implied volatity was 30.45, the open interest changed by 25 which increased total open position to 42


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 37.95, which was 0.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by 8 which increased total open position to 19


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 37.95, which was 1.75 higher than the previous day. The implied volatity was 29.69, the open interest changed by 10 which increased total open position to 19


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 36.2, which was 15.70 higher than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 9


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 20.5, 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 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 20.5, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 20.5, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 20.5, 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 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 20.5, 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 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 20.5, which was -0.65 lower than the previous day. The implied volatity was 24.77, the open interest changed by 1 which increased total open position to 9


On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 21.15, which was 7.55 higher than the previous day. The implied volatity was 26.75, the open interest changed by 6 which increased total open position to 6


On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 13.6, 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 1 Nov COALINDIA was trading at 454.15. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 31 Oct COALINDIA was trading at 452.05. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct COALINDIA was trading at 449.15. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct COALINDIA was trading at 477.25. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct COALINDIA was trading at 474.10. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct COALINDIA was trading at 468.35. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct COALINDIA was trading at 492.20. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct COALINDIA was trading at 495.75. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct COALINDIA was trading at 494.45. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct COALINDIA was trading at 492.95. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct COALINDIA was trading at 488.10. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct COALINDIA was trading at 491.85. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct COALINDIA was trading at 480.45. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct COALINDIA was trading at 497.20. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to