COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 469.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 406.00 | 0.1 | -0.15 | 44.56 | 16 | -5 | 100 | |||
| 20 Nov | 412.25 | 0.25 | 0.00 | 40.53 | 15 | -4.5 | 105 | |||
| 19 Nov | 412.25 | 0.25 | 0.00 | 40.53 | 15 | -4.5 | 105 | |||
| 18 Nov | 413.35 | 0.25 | 0.00 | 38.01 | 19.5 | -9.5 | 111.5 | |||
| 14 Nov | 409.75 | 0.25 | -0.15 | 33.40 | 171 | -78.5 | 123.5 | |||
| 13 Nov | 406.90 | 0.4 | -0.05 | 36.39 | 100 | -42 | 201.5 | |||
| 12 Nov | 414.05 | 0.45 | -0.15 | 32.60 | 166 | 48.5 | 241.5 | |||
| 11 Nov | 421.55 | 0.6 | -0.25 | 28.92 | 36 | 3.5 | 195 | |||
| 8 Nov | 424.05 | 0.85 | -0.70 | 27.71 | 135.5 | 25 | 191.5 | |||
| 7 Nov | 435.35 | 1.55 | -0.15 | 24.37 | 95.5 | -4.5 | 166.5 | |||
| 6 Nov | 435.80 | 1.7 | -0.10 | 23.68 | 149 | -12.5 | 172 | |||
| 5 Nov | 434.90 | 1.8 | 24.60 | 249.5 | 12 | 185.5 | ||||
For Coal India Ltd - strike price 469.25 expiring on 28NOV2024
Delta for 469.25 CE is 0.01
Historical price for 469.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 44.56, the open interest changed by -10 which decreased total open position to 200
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 40.53, the open interest changed by -9 which decreased total open position to 210
On 19 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 40.53, the open interest changed by -9 which decreased total open position to 210
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 38.01, the open interest changed by -19 which decreased total open position to 223
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.40, the open interest changed by -157 which decreased total open position to 247
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by -84 which decreased total open position to 403
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 32.60, the open interest changed by 97 which increased total open position to 483
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 7 which increased total open position to 390
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.85, which was -0.70 lower than the previous day. The implied volatity was 27.71, the open interest changed by 50 which increased total open position to 383
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 24.37, the open interest changed by -9 which decreased total open position to 333
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 23.68, the open interest changed by -25 which decreased total open position to 344
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 24.60, the open interest changed by 24 which increased total open position to 371
| COALINDIA 28NOV2024 469.25 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 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 412.25 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 412.25 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 413.35 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 421.55 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 424.05 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 32.5 | 0.55 | 24.10 | 1.5 | 0 | 54.5 |
| 6 Nov | 435.80 | 31.95 | -2.45 | 26.18 | 13.5 | -1.5 | 54.5 |
| 5 Nov | 434.90 | 34.4 | 29.14 | 12.5 | 7 | 55.5 | |
For Coal India Ltd - strike price 469.25 expiring on 28NOV2024
Delta for 469.25 PE is 0.00
Historical price for 469.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 32.5, 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 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 32.5, 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 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 32.5, 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 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 32.5, 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 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 32.5, 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 32.5, 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 32.5, 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 32.5, 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 32.5, 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 32.5, which was 0.55 higher than the previous day. The implied volatity was 24.10, the open interest changed by 0 which decreased total open position to 109
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 31.95, which was -2.45 lower than the previous day. The implied volatity was 26.18, the open interest changed by -3 which decreased total open position to 109
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was 29.14, the open interest changed by 14 which increased total open position to 111
