COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Nov 2024 04:12 PM IST
| COALINDIA 28NOV2024 494.25 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 406.00 | 0.15 | 0.00 | - | 22.5 | -6 | 196.5 | |||
| 20 Nov | 412.25 | 0.15 | 0.00 | 50.64 | 31.5 | -9 | 203 | |||
| 19 Nov | 412.25 | 0.15 | 0.05 | 50.64 | 31.5 | -8.5 | 203 | |||
| 18 Nov | 413.35 | 0.1 | -0.10 | 44.94 | 7 | -1 | 211.5 | |||
| 14 Nov | 409.75 | 0.2 | 0.00 | 42.83 | 57.5 | -5 | 213.5 | |||
| 13 Nov | 406.90 | 0.2 | -0.05 | 42.68 | 30.5 | -0.5 | 220 | |||
| 12 Nov | 414.05 | 0.25 | -0.05 | 39.66 | 15 | -4.5 | 221.5 | |||
| 11 Nov | 421.55 | 0.3 | -0.15 | 35.66 | 31.5 | -7.5 | 228.5 | |||
| 8 Nov | 424.05 | 0.45 | -0.05 | 34.25 | 19 | -12.5 | 236.5 | |||
| 7 Nov | 435.35 | 0.5 | -0.15 | 28.58 | 30.5 | 0 | 248.5 | |||
| 6 Nov | 435.80 | 0.65 | -0.10 | 28.75 | 42.5 | 8 | 248 | |||
|
|
||||||||||
| 5 Nov | 434.90 | 0.75 | 29.76 | 35 | -6 | 240 | ||||
For Coal India Ltd - strike price 494.25 expiring on 28NOV2024
Delta for 494.25 CE is -
Historical price for 494.25 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 -, the open interest changed by -12 which decreased total open position to 393
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 50.64, the open interest changed by -18 which decreased total open position to 406
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 50.64, the open interest changed by -17 which decreased total open position to 406
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 44.94, the open interest changed by -2 which decreased total open position to 423
On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 42.83, the open interest changed by -10 which decreased total open position to 427
On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.68, the open interest changed by -1 which decreased total open position to 440
On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.66, the open interest changed by -9 which decreased total open position to 443
On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.66, the open interest changed by -15 which decreased total open position to 457
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.25, the open interest changed by -25 which decreased total open position to 473
On 7 Nov COALINDIA was trading at 435.35. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 497
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 28.75, the open interest changed by 16 which increased total open position to 496
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 29.76, the open interest changed by -12 which decreased total open position to 480
| COALINDIA 28NOV2024 494.25 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 | 75.15 | 0.00 | 0.00 | 0 | -3 | 0 |
| 20 Nov | 412.25 | 75.15 | 0.00 | - | 3 | -3 | 81 |
| 19 Nov | 412.25 | 75.15 | 3.75 | - | 3 | -1 | 81 |
| 18 Nov | 413.35 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 409.75 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 406.90 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 414.05 | 71.4 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 11 Nov | 421.55 | 71.4 | 16.30 | 47.30 | 1 | -0.5 | 82 |
| 8 Nov | 424.05 | 55.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 435.35 | 55.1 | 0.00 | - | 2 | 0 | 82.5 |
| 6 Nov | 435.80 | 55.1 | -6.90 | 28.48 | 5.5 | 5 | 82.5 |
| 5 Nov | 434.90 | 62 | 52.16 | 1.5 | 0 | 77 | |
For Coal India Ltd - strike price 494.25 expiring on 28NOV2024
Delta for 494.25 PE is 0.00
Historical price for 494.25 PE is as follows
On 21 Nov COALINDIA was trading at 406.00. The strike last trading price was 75.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 75.15, 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 162
On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 75.15, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 162
On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 71.4, 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 71.4, 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 71.4, 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 71.4, 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 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 71.4, which was 16.30 higher than the previous day. The implied volatity was 47.30, the open interest changed by -1 which decreased total open position to 164
On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 55.1, 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 55.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 6 Nov COALINDIA was trading at 435.80. The strike last trading price was 55.1, which was -6.90 lower than the previous day. The implied volatity was 28.48, the open interest changed by 10 which increased total open position to 165
On 5 Nov COALINDIA was trading at 434.90. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 52.16, the open interest changed by 0 which decreased total open position to 154
