COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 459.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.2 | -0.15 | 42.74 | 15.5 | -5 | 342.5 | |||
| 20 Nov | 412.25 | 0.35 | 0.00 | 37.11 | 9.5 | -0.5 | 347 | |||
| 19 Nov | 412.25 | 0.35 | 0.00 | 37.11 | 9.5 | -1 | 347 | |||
| 18 Nov | 413.35 | 0.35 | -0.05 | 34.42 | 3.5 | 0.5 | 348 | |||
| 14 Nov | 409.75 | 0.4 | -0.05 | 31.21 | 39 | -16.5 | 347 | |||
|
|
||||||||||
| 13 Nov | 406.90 | 0.45 | -0.20 | 32.35 | 77.5 | -17.5 | 364.5 | |||
| 12 Nov | 414.05 | 0.65 | -0.40 | 30.02 | 30 | -3.5 | 382 | |||
| 11 Nov | 421.55 | 1.05 | -0.35 | 27.41 | 66 | -11 | 386 | |||
| 8 Nov | 424.05 | 1.4 | -1.25 | 26.12 | 194.5 | -15 | 399.5 | |||
| 7 Nov | 435.35 | 2.65 | -0.25 | 22.92 | 137.5 | -5.5 | 415 | |||
| 6 Nov | 435.80 | 2.9 | -0.20 | 22.27 | 201.5 | 5.5 | 422.5 | |||
| 5 Nov | 434.90 | 3.1 | 23.61 | 266 | 34.5 | 416.5 | ||||
For Coal India Ltd - strike price 459.25 expiring on 28NOV2024
Delta for 459.25 CE is 0.02
Historical price for 459.25 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 42.74, the open interest changed by -10 which decreased total open position to 685
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 37.11, the open interest changed by -1 which decreased total open position to 694
On 19 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 37.11, the open interest changed by -2 which decreased total open position to 694
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.42, the open interest changed by 1 which increased total open position to 696
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by -33 which decreased total open position to 694
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 32.35, the open interest changed by -35 which decreased total open position to 729
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 30.02, the open interest changed by -7 which decreased total open position to 764
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 27.41, the open interest changed by -22 which decreased total open position to 772
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.4, which was -1.25 lower than the previous day. The implied volatity was 26.12, the open interest changed by -30 which decreased total open position to 799
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 22.92, the open interest changed by -11 which decreased total open position to 830
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 22.27, the open interest changed by 11 which increased total open position to 845
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 23.61, the open interest changed by 69 which increased total open position to 833
| COALINDIA 28NOV2024 459.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 46.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 46.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 46.45 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 18 Nov | 413.35 | 46.45 | -3.55 | 51.83 | 0.5 | 0 | 56 |
| 14 Nov | 409.75 | 50 | 5.15 | 50.28 | 0.5 | 0 | 56.5 |
| 13 Nov | 406.90 | 44.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 414.05 | 44.85 | 7.85 | 35.65 | 1 | -0.5 | 57 |
| 11 Nov | 421.55 | 37 | 1.30 | 31.70 | 1 | 0 | 58.5 |
| 8 Nov | 424.05 | 35.7 | 13.40 | 31.02 | 5.5 | -1 | 58.5 |
| 7 Nov | 435.35 | 22.3 | -1.15 | 17.56 | 0.5 | 0 | 60 |
| 6 Nov | 435.80 | 23.45 | -4.50 | 24.90 | 11.5 | -1.5 | 60 |
| 5 Nov | 434.90 | 27.95 | 33.20 | 0.5 | 0 | 61.5 | |
For Coal India Ltd - strike price 459.25 expiring on 28NOV2024
Delta for 459.25 PE is 0.00
Historical price for 459.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 46.45, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 46.45, 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 Nov COALINDIA was trading at 412.25. The strike last trading price was 46.45, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 46.45, which was -3.55 lower than the previous day. The implied volatity was 51.83, the open interest changed by 0 which decreased total open position to 112
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 50, which was 5.15 higher than the previous day. The implied volatity was 50.28, the open interest changed by 0 which decreased total open position to 113
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 44.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 44.85, which was 7.85 higher than the previous day. The implied volatity was 35.65, the open interest changed by -1 which decreased total open position to 114
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 37, which was 1.30 higher than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 117
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 35.7, which was 13.40 higher than the previous day. The implied volatity was 31.02, the open interest changed by -2 which decreased total open position to 117
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 22.3, which was -1.15 lower than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 120
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 23.45, which was -4.50 lower than the previous day. The implied volatity was 24.90, the open interest changed by -3 which decreased total open position to 120
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 123
