COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2024 10:23 AM IST
| COALINDIA 26DEC2024 455 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.07
Theta: -0.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 410.50 | 0.4 | -0.15 | 28.57 | 80 | -24 | 770 | |||
| 11 Dec | 416.95 | 0.55 | 0.00 | 25.94 | 370 | 83 | 796 | |||
| 10 Dec | 414.05 | 0.55 | -0.10 | 25.85 | 411 | 118 | 711 | |||
| 9 Dec | 414.00 | 0.65 | -0.25 | 26.57 | 313 | 59 | 592 | |||
| 6 Dec | 417.15 | 0.9 | 0.00 | 24.27 | 186 | 10 | 532 | |||
|
|
||||||||||
| 5 Dec | 418.40 | 0.9 | -0.10 | 23.62 | 330 | -12 | 518 | |||
| 4 Dec | 416.65 | 1 | -0.30 | 23.98 | 554 | -10 | 529 | |||
| 3 Dec | 422.10 | 1.3 | -0.20 | 22.08 | 348 | 36 | 541 | |||
| 2 Dec | 421.70 | 1.5 | 0.05 | 22.83 | 335 | 12 | 506 | |||
| 29 Nov | 416.40 | 1.45 | -0.50 | 23.96 | 222 | 14 | 498 | |||
| 28 Nov | 415.20 | 1.95 | -0.30 | 25.59 | 463 | 154 | 485 | |||
| 27 Nov | 417.15 | 2.25 | 0.45 | 25.42 | 485 | 202 | 330 | |||
| 26 Nov | 411.50 | 1.8 | -0.90 | 26.58 | 86 | 5 | 128 | |||
| 25 Nov | 417.45 | 2.7 | 0.40 | 25.47 | 109 | 29 | 123 | |||
| 22 Nov | 414.05 | 2.3 | 0.35 | 25.38 | 56 | 9 | 103 | |||
| 21 Nov | 406.00 | 1.95 | -0.85 | 27.31 | 36 | 1 | 94 | |||
| 20 Nov | 412.25 | 2.8 | 0.00 | 26.67 | 51 | 15 | 93 | |||
| 19 Nov | 412.25 | 2.8 | 0.35 | 26.67 | 51 | 15 | 93 | |||
| 18 Nov | 413.35 | 2.45 | -0.10 | 24.65 | 29 | 17 | 78 | |||
| 14 Nov | 409.75 | 2.55 | 0.20 | 24.86 | 26 | 4 | 61 | |||
| 13 Nov | 406.90 | 2.35 | -0.90 | 25.15 | 132 | -11 | 57 | |||
| 12 Nov | 414.05 | 3.25 | -1.55 | 24.71 | 10 | 2 | 67 | |||
| 11 Nov | 421.55 | 4.8 | -0.70 | 23.98 | 148 | 16 | 62 | |||
| 8 Nov | 424.05 | 5.5 | -3.60 | 23.69 | 34 | 33 | 46 | |||
| 7 Nov | 435.35 | 9.1 | -9.60 | 22.97 | 13 | 12 | 12 | |||
| 6 Nov | 435.80 | 18.7 | -9.90 | 2.27 | 0 | 0 | 0 | |||
| 4 Nov | 443.30 | 28.6 | 28.60 | 1.04 | 0 | 0 | 0 | |||
| 1 Nov | 454.15 | 0 | - | 0 | 0 | 0 | ||||
For Coal India Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 CE is 0.04
Historical price for 455 CE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.57, the open interest changed by -24 which decreased total open position to 770
On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 83 which increased total open position to 796
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.85, the open interest changed by 118 which increased total open position to 711
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.57, the open interest changed by 59 which increased total open position to 592
On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by 10 which increased total open position to 532
On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 23.62, the open interest changed by -12 which decreased total open position to 518
On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 23.98, the open interest changed by -10 which decreased total open position to 529
On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 22.08, the open interest changed by 36 which increased total open position to 541
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 22.83, the open interest changed by 12 which increased total open position to 506
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 23.96, the open interest changed by 14 which increased total open position to 498
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 25.59, the open interest changed by 154 which increased total open position to 485
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 25.42, the open interest changed by 202 which increased total open position to 330
On 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 26.58, the open interest changed by 5 which increased total open position to 128
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 25.47, the open interest changed by 29 which increased total open position to 123
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was 25.38, the open interest changed by 9 which increased total open position to 103
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 94
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 26.67, the open interest changed by 15 which increased total open position to 93
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 26.67, the open interest changed by 15 which increased total open position to 93
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 24.65, the open interest changed by 17 which increased total open position to 78
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 24.86, the open interest changed by 4 which increased total open position to 61
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was 25.15, the open interest changed by -11 which decreased total open position to 57
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 3.25, which was -1.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by 2 which increased total open position to 67
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 23.98, the open interest changed by 16 which increased total open position to 62
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 5.5, which was -3.60 lower than the previous day. The implied volatity was 23.69, the open interest changed by 33 which increased total open position to 46
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 9.1, which was -9.60 lower than the previous day. The implied volatity was 22.97, the open interest changed by 12 which increased total open position to 12
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 18.7, which was -9.90 lower than the previous day. The implied volatity was 2.27, 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 28.6, which was 28.60 higher than the previous day. The implied volatity was 1.04, 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 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 410.50 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 416.95 | 40 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 414.05 | 40 | 7.80 | 38.29 | 1 | 0 | 335 |
| 9 Dec | 414.00 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 417.15 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 418.40 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 416.65 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 422.10 | 32.2 | -3.30 | 27.50 | 1 | 0 | 335 |
| 2 Dec | 421.70 | 35.5 | -5.25 | 36.21 | 15 | 9 | 331 |
| 29 Nov | 416.40 | 40.75 | 4.05 | 38.19 | 19 | 17 | 321 |
| 28 Nov | 415.20 | 36.7 | 1.10 | 24.47 | 361 | 290 | 303 |
| 27 Nov | 417.15 | 35.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 411.50 | 35.6 | 0.00 | 0.00 | 0 | 8 | 0 |
| 25 Nov | 417.45 | 35.6 | 1.10 | 27.66 | 10 | 6 | 11 |
| 22 Nov | 414.05 | 34.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 406.00 | 34.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 20 Nov | 412.25 | 34.5 | 0.00 | - | 4 | 3 | 3 |
| 19 Nov | 412.25 | 34.5 | -5.00 | - | 4 | 1 | 3 |
| 18 Nov | 413.35 | 39.5 | 0.10 | 25.36 | 2 | 1 | 2 |
| 14 Nov | 409.75 | 39.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 39.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 414.05 | 39.4 | 5.20 | 25.24 | 1 | 0 | 0 |
| 11 Nov | 421.55 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 424.05 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 435.35 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 435.80 | 34.2 | 7.70 | - | 0 | 0 | 0 |
| 4 Nov | 443.30 | 26.5 | 26.50 | - | 0 | 0 | 0 |
| 1 Nov | 454.15 | 0 | 1.88 | 0 | 0 | 0 | |
For Coal India Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 PE is 0.00
Historical price for 455 PE is as follows
On 12 Dec COALINDIA was trading at 410.50. The strike last trading price was 40, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 40, which was 7.80 higher than the previous day. The implied volatity was 38.29, the open interest changed by 0 which decreased total open position to 335
On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 32.2, 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 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 32.2, 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 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 32.2, 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 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 32.2, 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 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 32.2, which was -3.30 lower than the previous day. The implied volatity was 27.50, the open interest changed by 0 which decreased total open position to 335
On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 35.5, which was -5.25 lower than the previous day. The implied volatity was 36.21, the open interest changed by 9 which increased total open position to 331
On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 40.75, which was 4.05 higher than the previous day. The implied volatity was 38.19, the open interest changed by 17 which increased total open position to 321
On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 36.7, which was 1.10 higher than the previous day. The implied volatity was 24.47, the open interest changed by 290 which increased total open position to 303
On 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 35.6, 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 26 Nov COALINDIA was trading at 411.50. The strike last trading price was 35.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 25 Nov COALINDIA was trading at 417.45. The strike last trading price was 35.6, which was 1.10 higher than the previous day. The implied volatity was 27.66, the open interest changed by 6 which increased total open position to 11
On 22 Nov COALINDIA was trading at 414.05. The strike last trading price was 34.5, 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 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 34.5, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 39.5, which was 0.10 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 2
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 39.4, 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 39.4, 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 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 39.4, which was 5.20 higher than the previous day. The implied volatity was 25.24, 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 34.2, 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 34.2, 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 34.2, 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 34.2, which was 7.70 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 26.5, which was 26.50 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 1.88, the open interest changed by 0 which decreased total open position to 0
