COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 484.25 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 406.00 | 0.1 | 0.00 | - | 173 | -119.5 | 947 | |||
| 20 Nov | 412.25 | 0.1 | 0.00 | 43.04 | 105.5 | -63 | 1,068.5 | |||
| 19 Nov | 412.25 | 0.1 | -0.10 | 43.04 | 105.5 | -61 | 1,068.5 | |||
| 18 Nov | 413.35 | 0.2 | -0.05 | 44.38 | 110 | -59 | 1,129.5 | |||
| 14 Nov | 409.75 | 0.25 | 0.00 | 40.02 | 61 | -32.5 | 1,189.5 | |||
| 13 Nov | 406.90 | 0.25 | -0.05 | 40.02 | 467.5 | -321.5 | 1,222 | |||
| 12 Nov | 414.05 | 0.3 | -0.10 | 36.73 | 216.5 | -106 | 1,544.5 | |||
| 11 Nov | 421.55 | 0.4 | -0.10 | 33.24 | 223.5 | -52.5 | 1,660 | |||
| 8 Nov | 424.05 | 0.5 | -0.30 | 30.98 | 600 | -259.5 | 1,712.5 | |||
| 7 Nov | 435.35 | 0.8 | -0.15 | 27.16 | 339.5 | -48.5 | 1,971.5 | |||
| 6 Nov | 435.80 | 0.95 | -0.10 | 26.91 | 520 | 51 | 2,020 | |||
| 5 Nov | 434.90 | 1.05 | 27.82 | 508.5 | 46.5 | 1,974 | ||||
For Coal India Ltd - strike price 484.25 expiring on 28NOV2024
Delta for 484.25 CE is -
Historical price for 484.25 CE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -239 which decreased total open position to 1894
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.04, the open interest changed by -126 which decreased total open position to 2137
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 43.04, the open interest changed by -122 which decreased total open position to 2137
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 44.38, the open interest changed by -118 which decreased total open position to 2259
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 40.02, the open interest changed by -65 which decreased total open position to 2379
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.02, the open interest changed by -643 which decreased total open position to 2444
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 36.73, the open interest changed by -212 which decreased total open position to 3089
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.24, the open interest changed by -105 which decreased total open position to 3320
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 30.98, the open interest changed by -519 which decreased total open position to 3425
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.16, the open interest changed by -97 which decreased total open position to 3943
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 102 which increased total open position to 4040
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was 27.82, the open interest changed by 93 which increased total open position to 3948
| COALINDIA 28NOV2024 484.25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 406.00 | 78.55 | 7.55 | - | 11 | -6.5 | 681.5 |
| 20 Nov | 412.25 | 71 | 0.00 | 56.38 | 15 | -12 | 689 |
| 19 Nov | 412.25 | 71 | 1.00 | 56.38 | 15 | -11 | 689 |
| 18 Nov | 413.35 | 70 | -0.45 | 47.79 | 5 | -3.5 | 700.5 |
| 14 Nov | 409.75 | 70.45 | -3.55 | - | 7 | -3 | 704 |
| 13 Nov | 406.90 | 74 | 13.70 | - | 12 | -8 | 706.5 |
| 12 Nov | 414.05 | 60.3 | 0.80 | - | 1 | 0 | 715.5 |
| 11 Nov | 421.55 | 59.5 | 1.15 | - | 2.5 | -1 | 716.5 |
| 8 Nov | 424.05 | 58.35 | 10.65 | 27.47 | 4 | -3 | 718 |
| 7 Nov | 435.35 | 47.7 | -2.40 | 33.04 | 5 | -3 | 722 |
| 6 Nov | 435.80 | 50.1 | -2.10 | 45.90 | 1.5 | -0.5 | 726 |
| 5 Nov | 434.90 | 52.2 | 47.14 | 6 | -1 | 728.5 | |
For Coal India Ltd - strike price 484.25 expiring on 28NOV2024
Delta for 484.25 PE is -
Historical price for 484.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 78.55, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 1363
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 71, which was 0.00 lower than the previous day. The implied volatity was 56.38, the open interest changed by -24 which decreased total open position to 1378
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 71, which was 1.00 higher than the previous day. The implied volatity was 56.38, the open interest changed by -22 which decreased total open position to 1378
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 70, which was -0.45 lower than the previous day. The implied volatity was 47.79, the open interest changed by -7 which decreased total open position to 1401
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 70.45, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 1408
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 74, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 1413
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 60.3, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1431
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 59.5, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1433
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 58.35, which was 10.65 higher than the previous day. The implied volatity was 27.47, the open interest changed by -6 which decreased total open position to 1436
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 47.7, which was -2.40 lower than the previous day. The implied volatity was 33.04, the open interest changed by -6 which decreased total open position to 1444
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 50.1, which was -2.10 lower than the previous day. The implied volatity was 45.90, the open interest changed by -1 which decreased total open position to 1452
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 52.2, which was lower than the previous day. The implied volatity was 47.14, the open interest changed by -2 which decreased total open position to 1457
