Historical option data for COCHINSHIP
27 May 2026 04:10 PM IST
| COCHINSHIP 30-Jun-2026 (33d) 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.02
Theta: -1.01
Gamma: 0.00252
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 1523.90 | 61 | -6 (-8.96%) | 33.78 | 401 | 124 | 241 | |||||||||
| 26 May | 1526.20 | 68.55 | 3.55 (5.46%) | 37.12 | 123 | 43 | 116 | |||||||||
| 25 May | 1529.00 | 66.3 | -0.7 (-1.04%) | 34.3 | 77 | 50 | 73 | |||||||||
| 22 May | 1532.10 | 65.25 | 3.25 (5.24%) | 32.79 | 39 | 11 | 24 | |||||||||
| 21 May | 1531.00 | 61.95 | 1.95 (3.25%) | 30.9 | 22 | 8 | 13 | |||||||||
| 20 May | 1507.80 | 60.1 | 0.1 (0.17%) | 36.03 | 6 | 2 | 4 | |||||||||
| 19 May | 1489.60 | 60 | -9 (-13.04%) | 36.36 | 2 | 1 | 2 | |||||||||
| 18 May | 1513.50 | 69 | -177 (-71.95%) | 36.22 | 1 | 1 | 1 | |||||||||
| 15 May | 1594.50 | 0 | -246.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1645.20 | 0 | -246.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1653.10 | 0 | -246.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1616.10 | 0 | -246.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Cochin Shipyard Limited - strike price 1540 expiring on 30JUN2026
Delta for 1540 CE is 0.51
Historical price for 1540 CE is as follows
On 27 May COCHINSHIP was trading at 1523.90. The strike last trading price was 61, which was -6 lower than the previous day. The implied volatity was 33.78, the open interest changed by 124 which increased total open position to 241
On 26 May COCHINSHIP was trading at 1526.20. The strike last trading price was 68.55, which was 3.55 higher than the previous day. The implied volatity was 37.12, the open interest changed by 43 which increased total open position to 116
On 25 May COCHINSHIP was trading at 1529.00. The strike last trading price was 66.3, which was -0.7 lower than the previous day. The implied volatity was 34.3, the open interest changed by 50 which increased total open position to 73
On 22 May COCHINSHIP was trading at 1532.10. The strike last trading price was 65.25, which was 3.25 higher than the previous day. The implied volatity was 32.79, the open interest changed by 11 which increased total open position to 24
On 21 May COCHINSHIP was trading at 1531.00. The strike last trading price was 61.95, which was 1.95 higher than the previous day. The implied volatity was 30.9, the open interest changed by 8 which increased total open position to 13
On 20 May COCHINSHIP was trading at 1507.80. The strike last trading price was 60.1, which was 0.1 higher than the previous day. The implied volatity was 36.03, the open interest changed by 2 which increased total open position to 4
On 19 May COCHINSHIP was trading at 1489.60. The strike last trading price was 60, which was -9 lower than the previous day. The implied volatity was 36.36, the open interest changed by 1 which increased total open position to 2
On 18 May COCHINSHIP was trading at 1513.50. The strike last trading price was 69, which was -177 lower than the previous day. The implied volatity was 36.22, the open interest changed by 1 which increased total open position to 1
On 15 May COCHINSHIP was trading at 1594.50. The strike last trading price was 0, which was -246.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May COCHINSHIP was trading at 1645.20. The strike last trading price was 0, which was -246.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May COCHINSHIP was trading at 1653.10. The strike last trading price was 0, which was -246.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May COCHINSHIP was trading at 1616.10. The strike last trading price was 0, which was -246.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| COCHINSHIP 30-Jun-2026 (33d) 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.02
Theta: -0.97
Gamma: 0.00209
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 1523.90 | 80.8 | 8.05 (11.07%) | 40.78 | 73 | 29 | 86 |
| 26 May | 1526.20 | 72.75 | -6.55 (-8.26%) | 37.24 | 42 | 23 | 56 |
| 25 May | 1529.00 | 81 | -0.95 (-1.16%) | 41.28 | 25 | 14 | 31 |
| 22 May | 1532.10 | 83 | 2.45 (3.04%) | 41.33 | 17 | 9 | 17 |
| 21 May | 1531.00 | 80.55 | 5.35 (7.11%) | 39.56 | 16 | 8 | 8 |
| 20 May | 1507.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1489.60 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1513.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1594.50 | 0 | -75.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1645.20 | 0 | -75.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1653.10 | 0 | -75.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1616.10 | 0 | -75.2 (-100.00%) | 0 | 0 | 0 | 0 |
For Cochin Shipyard Limited - strike price 1540 expiring on 30JUN2026
Delta for 1540 PE is -0.49
Historical price for 1540 PE is as follows
On 27 May COCHINSHIP was trading at 1523.90. The strike last trading price was 80.8, which was 8.05 higher than the previous day. The implied volatity was 40.78, the open interest changed by 29 which increased total open position to 86
On 26 May COCHINSHIP was trading at 1526.20. The strike last trading price was 72.75, which was -6.55 lower than the previous day. The implied volatity was 37.24, the open interest changed by 23 which increased total open position to 56
On 25 May COCHINSHIP was trading at 1529.00. The strike last trading price was 81, which was -0.95 lower than the previous day. The implied volatity was 41.28, the open interest changed by 14 which increased total open position to 31
On 22 May COCHINSHIP was trading at 1532.10. The strike last trading price was 83, which was 2.45 higher than the previous day. The implied volatity was 41.33, the open interest changed by 9 which increased total open position to 17
On 21 May COCHINSHIP was trading at 1531.00. The strike last trading price was 80.55, which was 5.35 higher than the previous day. The implied volatity was 39.56, the open interest changed by 8 which increased total open position to 8
On 20 May COCHINSHIP was trading at 1507.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May COCHINSHIP was trading at 1489.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May COCHINSHIP was trading at 1513.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May COCHINSHIP was trading at 1594.50. The strike last trading price was 0, which was -75.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May COCHINSHIP was trading at 1645.20. The strike last trading price was 0, which was -75.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May COCHINSHIP was trading at 1653.10. The strike last trading price was 0, which was -75.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May COCHINSHIP was trading at 1616.10. The strike last trading price was 0, which was -75.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
