COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 454.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
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 | 39.46 | 183 | -91.5 | 765.5 | |||
| 20 Nov | 412.25 | 0.35 | 0.00 | 33.64 | 119.5 | 19.5 | 857 | |||
| 19 Nov | 412.25 | 0.35 | -0.10 | 33.64 | 119.5 | 19.5 | 857 | |||
| 18 Nov | 413.35 | 0.45 | 0.00 | 32.99 | 61 | -1 | 838.5 | |||
| 14 Nov | 409.75 | 0.45 | -0.10 | 29.30 | 205 | 3 | 841.5 | |||
| 13 Nov | 406.90 | 0.55 | -0.30 | 31.06 | 258.5 | 27.5 | 838.5 | |||
| 12 Nov | 414.05 | 0.85 | -0.50 | 29.15 | 314.5 | 0 | 822.5 | |||
| 11 Nov | 421.55 | 1.35 | -0.40 | 26.38 | 279.5 | -33 | 823 | |||
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| 8 Nov | 424.05 | 1.75 | -1.80 | 25.04 | 1,141.5 | -17.5 | 858 | |||
| 7 Nov | 435.35 | 3.55 | -0.35 | 22.40 | 805.5 | 6.5 | 876.5 | |||
| 6 Nov | 435.80 | 3.9 | -0.15 | 21.85 | 800.5 | 2.5 | 871 | |||
| 5 Nov | 434.90 | 4.05 | 23.12 | 795 | -11 | 863.5 | ||||
For Coal India Ltd - strike price 454.25 expiring on 28NOV2024
Delta for 454.25 CE is 0.02
Historical price for 454.25 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 39.46, the open interest changed by -183 which decreased total open position to 1531
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 33.64, the open interest changed by 39 which increased total open position to 1714
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 33.64, the open interest changed by 39 which increased total open position to 1714
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 32.99, the open interest changed by -2 which decreased total open position to 1677
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 29.30, the open interest changed by 6 which increased total open position to 1683
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 31.06, the open interest changed by 55 which increased total open position to 1677
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 1645
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 26.38, the open interest changed by -66 which decreased total open position to 1646
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.75, which was -1.80 lower than the previous day. The implied volatity was 25.04, the open interest changed by -35 which decreased total open position to 1716
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 22.40, the open interest changed by 13 which increased total open position to 1753
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 3.9, which was -0.15 lower than the previous day. The implied volatity was 21.85, the open interest changed by 5 which increased total open position to 1742
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was 23.12, the open interest changed by -22 which decreased total open position to 1727
| COALINDIA 28NOV2024 454.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.09
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 48 | 7.00 | 55.08 | 14 | -3 | 281.5 |
| 20 Nov | 412.25 | 41 | 0.00 | 36.30 | 6 | -1 | 285.5 |
| 19 Nov | 412.25 | 41 | 0.30 | 36.30 | 6 | 0 | 285.5 |
| 18 Nov | 413.35 | 40.7 | -3.45 | 38.71 | 7.5 | -3.5 | 285.5 |
| 14 Nov | 409.75 | 44.15 | 1.25 | 42.00 | 5.5 | -3 | 289 |
| 13 Nov | 406.90 | 42.9 | 2.90 | - | 8.5 | -2 | 292.5 |
| 12 Nov | 414.05 | 40 | 8.35 | 33.58 | 5 | -2 | 295 |
| 11 Nov | 421.55 | 31.65 | 1.75 | 26.72 | 21 | -11.5 | 297 |
| 8 Nov | 424.05 | 29.9 | 9.60 | 24.50 | 24.5 | -9.5 | 308.5 |
| 7 Nov | 435.35 | 20.3 | 1.20 | 24.31 | 21.5 | -7 | 318 |
| 6 Nov | 435.80 | 19.1 | -2.50 | 23.17 | 49.5 | -14.5 | 325 |
| 5 Nov | 434.90 | 21.6 | 25.97 | 56 | -21 | 340 | |
For Coal India Ltd - strike price 454.25 expiring on 28NOV2024
Delta for 454.25 PE is -0.92
Historical price for 454.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 48, which was 7.00 higher than the previous day. The implied volatity was 55.08, the open interest changed by -6 which decreased total open position to 563
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 36.30, the open interest changed by -2 which decreased total open position to 571
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 41, which was 0.30 higher than the previous day. The implied volatity was 36.30, the open interest changed by 0 which decreased total open position to 571
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 40.7, which was -3.45 lower than the previous day. The implied volatity was 38.71, the open interest changed by -7 which decreased total open position to 571
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 44.15, which was 1.25 higher than the previous day. The implied volatity was 42.00, the open interest changed by -6 which decreased total open position to 578
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 42.9, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 585
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 40, which was 8.35 higher than the previous day. The implied volatity was 33.58, the open interest changed by -4 which decreased total open position to 590
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 31.65, which was 1.75 higher than the previous day. The implied volatity was 26.72, the open interest changed by -23 which decreased total open position to 594
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 29.9, which was 9.60 higher than the previous day. The implied volatity was 24.50, the open interest changed by -19 which decreased total open position to 617
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 20.3, which was 1.20 higher than the previous day. The implied volatity was 24.31, the open interest changed by -14 which decreased total open position to 636
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 19.1, which was -2.50 lower than the previous day. The implied volatity was 23.17, the open interest changed by -29 which decreased total open position to 650
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 21.6, which was lower than the previous day. The implied volatity was 25.97, the open interest changed by -42 which decreased total open position to 680
