COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 474.25 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 | 0.00 | 50.05 | 58.5 | -27 | 308.5 | |||
| 20 Nov | 412.25 | 0.15 | 0.00 | 40.19 | 5.5 | -4 | 336.5 | |||
| 19 Nov | 412.25 | 0.15 | -0.10 | 40.19 | 5.5 | -3 | 336.5 | |||
| 18 Nov | 413.35 | 0.25 | 0.00 | 40.68 | 16.5 | -6 | 339.5 | |||
| 14 Nov | 409.75 | 0.25 | 0.00 | 35.67 | 59 | -40 | 346 | |||
| 13 Nov | 406.90 | 0.25 | -0.20 | 35.84 | 189 | -114 | 386 | |||
| 12 Nov | 414.05 | 0.45 | -0.10 | 34.87 | 40.5 | -13.5 | 499 | |||
| 11 Nov | 421.55 | 0.55 | -0.15 | 30.73 | 106.5 | 26 | 512 | |||
|
|
||||||||||
| 8 Nov | 424.05 | 0.7 | -0.50 | 28.77 | 88 | -17 | 486 | |||
| 7 Nov | 435.35 | 1.2 | -0.15 | 25.13 | 91.5 | -3.5 | 502 | |||
| 6 Nov | 435.80 | 1.35 | -0.05 | 24.60 | 224.5 | -2.5 | 505 | |||
| 5 Nov | 434.90 | 1.4 | 25.25 | 246 | 31.5 | 511 | ||||
For Coal India Ltd - strike price 474.25 expiring on 28NOV2024
Delta for 474.25 CE is 0.02
Historical price for 474.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 50.05, the open interest changed by -54 which decreased total open position to 617
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.19, the open interest changed by -8 which decreased total open position to 673
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 40.19, the open interest changed by -6 which decreased total open position to 673
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 40.68, the open interest changed by -12 which decreased total open position to 679
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.67, the open interest changed by -80 which decreased total open position to 692
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 35.84, the open interest changed by -228 which decreased total open position to 772
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.87, the open interest changed by -27 which decreased total open position to 998
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 30.73, the open interest changed by 52 which increased total open position to 1024
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 28.77, the open interest changed by -34 which decreased total open position to 972
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 25.13, the open interest changed by -7 which decreased total open position to 1004
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 24.60, the open interest changed by -5 which decreased total open position to 1010
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 25.25, the open interest changed by 63 which increased total open position to 1022
| COALINDIA 28NOV2024 474.25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 68.5 | 16.50 | - | 40 | -8.5 | 226.5 |
| 20 Nov | 412.25 | 52 | 0.00 | - | 0.5 | -0.5 | 235.5 |
| 19 Nov | 412.25 | 52 | -3.50 | - | 0.5 | 0 | 235.5 |
| 18 Nov | 413.35 | 55.5 | -7.75 | - | 2.5 | -2 | 235.5 |
| 14 Nov | 409.75 | 63.25 | -2.50 | 47.97 | 8 | -5.5 | 237.5 |
| 13 Nov | 406.90 | 65.75 | 11.35 | 46.48 | 0.5 | 0 | 243 |
| 12 Nov | 414.05 | 54.4 | 4.30 | - | 0.5 | 0 | 243 |
| 11 Nov | 421.55 | 50.1 | 3.10 | 23.37 | 0.5 | 0 | 243 |
| 8 Nov | 424.05 | 47 | 14.00 | - | 1 | 0 | 243 |
| 7 Nov | 435.35 | 33 | -3.00 | - | 1 | -0.5 | 243.5 |
| 6 Nov | 435.80 | 36 | -2.05 | 24.84 | 12 | -4 | 244.5 |
| 5 Nov | 434.90 | 38.05 | 26.57 | 14.5 | -10 | 249 | |
For Coal India Ltd - strike price 474.25 expiring on 28NOV2024
Delta for 474.25 PE is -
Historical price for 474.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 68.5, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 453
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 471
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 52, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 471
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 55.5, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 471
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 63.25, which was -2.50 lower than the previous day. The implied volatity was 47.97, the open interest changed by -11 which decreased total open position to 475
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 65.75, which was 11.35 higher than the previous day. The implied volatity was 46.48, the open interest changed by 0 which decreased total open position to 486
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 54.4, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 486
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 50.1, which was 3.10 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 486
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 47, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 486
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 33, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 487
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 36, which was -2.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by -8 which decreased total open position to 489
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 38.05, which was lower than the previous day. The implied volatity was 26.57, the open interest changed by -20 which decreased total open position to 498
