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[--[65.84.65.76]--]
COFORGE
Coforge Limited

9370.45 -286.65 (-2.97%)

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Historical option data for COFORGE

20 Dec 2024 04:10 PM IST
COFORGE 26DEC2024 10000 CE
Delta: 0.07
Vega: 1.56
Theta: -4.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 9370.45 10.7 -35.85 30.92 10,253 89 1,641
19 Dec 9657.10 46.55 27.20 29.08 14,419 54 1,561
18 Dec 9471.35 19.35 -3.65 27.41 4,119 -187 1,513
17 Dec 9402.95 23 8.55 29.58 3,170 63 1,715
16 Dec 9284.70 14.45 -4.30 29.36 2,429 80 1,673
13 Dec 9300.75 18.75 -2.30 26.32 6,775 -159 1,597
12 Dec 9195.95 21.05 11.15 29.74 17,380 1,254 1,768
11 Dec 8996.20 9.9 -2.00 29.41 1,171 98 516
10 Dec 9008.55 11.9 0.15 29.32 1,819 271 420
9 Dec 8918.60 11.75 30.29 498 148 148


For Coforge Limited - strike price 10000 expiring on 26DEC2024

Delta for 10000 CE is 0.07

Historical price for 10000 CE is as follows

On 20 Dec COFORGE was trading at 9370.45. The strike last trading price was 10.7, which was -35.85 lower than the previous day. The implied volatity was 30.92, the open interest changed by 89 which increased total open position to 1641


On 19 Dec COFORGE was trading at 9657.10. The strike last trading price was 46.55, which was 27.20 higher than the previous day. The implied volatity was 29.08, the open interest changed by 54 which increased total open position to 1561


On 18 Dec COFORGE was trading at 9471.35. The strike last trading price was 19.35, which was -3.65 lower than the previous day. The implied volatity was 27.41, the open interest changed by -187 which decreased total open position to 1513


On 17 Dec COFORGE was trading at 9402.95. The strike last trading price was 23, which was 8.55 higher than the previous day. The implied volatity was 29.58, the open interest changed by 63 which increased total open position to 1715


On 16 Dec COFORGE was trading at 9284.70. The strike last trading price was 14.45, which was -4.30 lower than the previous day. The implied volatity was 29.36, the open interest changed by 80 which increased total open position to 1673


On 13 Dec COFORGE was trading at 9300.75. The strike last trading price was 18.75, which was -2.30 lower than the previous day. The implied volatity was 26.32, the open interest changed by -159 which decreased total open position to 1597


On 12 Dec COFORGE was trading at 9195.95. The strike last trading price was 21.05, which was 11.15 higher than the previous day. The implied volatity was 29.74, the open interest changed by 1254 which increased total open position to 1768


On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 9.9, which was -2.00 lower than the previous day. The implied volatity was 29.41, the open interest changed by 98 which increased total open position to 516


On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 11.9, which was 0.15 higher than the previous day. The implied volatity was 29.32, the open interest changed by 271 which increased total open position to 420


On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was 30.29, the open interest changed by 148 which increased total open position to 148


COFORGE 26DEC2024 10000 PE
Delta: -0.92
Vega: 1.81
Theta: -2.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 9370.45 599 209.00 33.13 23 -4 14
19 Dec 9657.10 390 -170.05 34.55 30 12 18
18 Dec 9471.35 560.05 -69.95 39.85 2 0 4
17 Dec 9402.95 630 -2336.45 42.63 5 3 3
16 Dec 9284.70 2966.45 0.00 - 0 0 0
13 Dec 9300.75 2966.45 0.00 - 0 0 0
12 Dec 9195.95 2966.45 0.00 - 0 0 0
11 Dec 8996.20 2966.45 0.00 - 0 0 0
10 Dec 9008.55 2966.45 0.00 - 0 0 0
9 Dec 8918.60 2966.45 - 0 0 0


For Coforge Limited - strike price 10000 expiring on 26DEC2024

Delta for 10000 PE is -0.92

Historical price for 10000 PE is as follows

On 20 Dec COFORGE was trading at 9370.45. The strike last trading price was 599, which was 209.00 higher than the previous day. The implied volatity was 33.13, the open interest changed by -4 which decreased total open position to 14


On 19 Dec COFORGE was trading at 9657.10. The strike last trading price was 390, which was -170.05 lower than the previous day. The implied volatity was 34.55, the open interest changed by 12 which increased total open position to 18


On 18 Dec COFORGE was trading at 9471.35. The strike last trading price was 560.05, which was -69.95 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 4


On 17 Dec COFORGE was trading at 9402.95. The strike last trading price was 630, which was -2336.45 lower than the previous day. The implied volatity was 42.63, the open interest changed by 3 which increased total open position to 3


On 16 Dec COFORGE was trading at 9284.70. The strike last trading price was 2966.45, 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 0


On 13 Dec COFORGE was trading at 9300.75. The strike last trading price was 2966.45, 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 0


On 12 Dec COFORGE was trading at 9195.95. The strike last trading price was 2966.45, 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 0


On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 2966.45, 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 0


On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 2966.45, 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 0


On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 2966.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0