COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 464.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.15 | -0.10 | 44.03 | 172 | -80.5 | 891.5 | |||
| 20 Nov | 412.25 | 0.25 | 0.00 | 37.66 | 112 | -12 | 972 | |||
| 19 Nov | 412.25 | 0.25 | -0.10 | 37.66 | 112 | -12 | 972 | |||
| 18 Nov | 413.35 | 0.35 | 0.00 | 37.34 | 95.5 | -8.5 | 983.5 | |||
| 14 Nov | 409.75 | 0.35 | -0.05 | 32.91 | 110.5 | -15.5 | 987 | |||
| 13 Nov | 406.90 | 0.4 | -0.10 | 34.10 | 169 | -31.5 | 996 | |||
| 12 Nov | 414.05 | 0.5 | -0.25 | 30.88 | 257.5 | -25 | 1,032 | |||
| 11 Nov | 421.55 | 0.75 | -0.30 | 27.83 | 265 | -38 | 1,057.5 | |||
| 8 Nov | 424.05 | 1.05 | -0.90 | 26.68 | 325.5 | -114.5 | 1,097.5 | |||
| 7 Nov | 435.35 | 1.95 | -0.25 | 23.35 | 303.5 | 21 | 1,213.5 | |||
|
|
||||||||||
| 6 Nov | 435.80 | 2.2 | -0.10 | 23.04 | 1,410.5 | -44.5 | 1,193 | |||
| 5 Nov | 434.90 | 2.3 | 23.87 | 711.5 | 74 | 1,238.5 | ||||
For Coal India Ltd - strike price 464.25 expiring on 28NOV2024
Delta for 464.25 CE is 0.02
Historical price for 464.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 44.03, the open interest changed by -161 which decreased total open position to 1783
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.66, the open interest changed by -24 which decreased total open position to 1944
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.66, the open interest changed by -24 which decreased total open position to 1944
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 37.34, the open interest changed by -17 which decreased total open position to 1967
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.91, the open interest changed by -31 which decreased total open position to 1974
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 34.10, the open interest changed by -63 which decreased total open position to 1992
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.88, the open interest changed by -50 which decreased total open position to 2064
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 27.83, the open interest changed by -76 which decreased total open position to 2115
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 26.68, the open interest changed by -229 which decreased total open position to 2195
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 23.35, the open interest changed by 42 which increased total open position to 2427
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 23.04, the open interest changed by -89 which decreased total open position to 2386
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 23.87, the open interest changed by 148 which increased total open position to 2477
| COALINDIA 28NOV2024 464.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.08
Theta: -0.24
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 58 | 12.00 | 63.41 | 5 | -3 | 575.5 |
| 20 Nov | 412.25 | 46 | 0.00 | - | 3.5 | -3 | 579.5 |
| 19 Nov | 412.25 | 46 | -4.00 | - | 3.5 | -2 | 579.5 |
| 18 Nov | 413.35 | 50 | -3.75 | 35.73 | 11 | -1 | 589.5 |
| 14 Nov | 409.75 | 53.75 | -2.55 | 45.91 | 9.5 | -1.5 | 591.5 |
| 13 Nov | 406.90 | 56.3 | 14.65 | 45.32 | 17.5 | -11.5 | 593.5 |
| 12 Nov | 414.05 | 41.65 | 1.25 | - | 0.5 | 0 | 606.5 |
| 11 Nov | 421.55 | 40.4 | 1.40 | 21.76 | 13 | -7 | 606 |
| 8 Nov | 424.05 | 39 | 10.85 | 24.90 | 6.5 | -4.5 | 613 |
| 7 Nov | 435.35 | 28.15 | -0.50 | 23.99 | 6 | 0 | 617.5 |
| 6 Nov | 435.80 | 28.65 | -1.10 | 28.85 | 30.5 | 1.5 | 618 |
| 5 Nov | 434.90 | 29.75 | 27.33 | 28 | -2 | 616.5 | |
For Coal India Ltd - strike price 464.25 expiring on 28NOV2024
Delta for 464.25 PE is -0.93
Historical price for 464.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 58, which was 12.00 higher than the previous day. The implied volatity was 63.41, the open interest changed by -6 which decreased total open position to 1151
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1159
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 46, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1159
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 50, which was -3.75 lower than the previous day. The implied volatity was 35.73, the open interest changed by -2 which decreased total open position to 1179
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 53.75, which was -2.55 lower than the previous day. The implied volatity was 45.91, the open interest changed by -3 which decreased total open position to 1183
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 56.3, which was 14.65 higher than the previous day. The implied volatity was 45.32, the open interest changed by -23 which decreased total open position to 1187
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 41.65, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1213
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 40.4, which was 1.40 higher than the previous day. The implied volatity was 21.76, the open interest changed by -14 which decreased total open position to 1212
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 39, which was 10.85 higher than the previous day. The implied volatity was 24.90, the open interest changed by -9 which decreased total open position to 1226
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 28.15, which was -0.50 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 1235
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 28.65, which was -1.10 lower than the previous day. The implied volatity was 28.85, the open interest changed by 3 which increased total open position to 1236
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was 27.33, the open interest changed by -4 which decreased total open position to 1233
