COFORGE
Coforge Limited
Historical option data for COFORGE
12 Dec 2024 11:00 AM IST
| COFORGE 26DEC2024 9200 CE | ||||||||||
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Delta: 0.61
Vega: 7.02
Theta: -7.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 9275.00 | 234.55 | 134.55 | 23.95 | 24,577 | 491 | 2,447 | |||
| 11 Dec | 8996.20 | 100 | -9.90 | 23.52 | 1,925 | 106 | 1,969 | |||
| 10 Dec | 9008.55 | 109.9 | 13.90 | 23.77 | 2,353 | 69 | 1,862 | |||
| 9 Dec | 8918.60 | 96 | 3.75 | 24.78 | 1,632 | 168 | 1,793 | |||
| 6 Dec | 8901.45 | 92.25 | 5.20 | 22.72 | 1,707 | 189 | 1,623 | |||
| 5 Dec | 8817.80 | 87.05 | 13.80 | 24.07 | 2,659 | 170 | 1,430 | |||
| 4 Dec | 8765.90 | 73.25 | 1.95 | 24.60 | 1,245 | -35 | 1,235 | |||
| 3 Dec | 8718.25 | 71.3 | -12.00 | 24.84 | 1,070 | -81 | 1,271 | |||
| 2 Dec | 8710.70 | 83.3 | -8.00 | 26.91 | 1,028 | 152 | 1,354 | |||
| 29 Nov | 8685.85 | 91.3 | 5.30 | 26.55 | 1,587 | 260 | 1,214 | |||
| 28 Nov | 8661.05 | 86 | -22.85 | 26.89 | 1,325 | 332 | 955 | |||
| 27 Nov | 8672.90 | 108.85 | 9.30 | 27.50 | 723 | 247 | 623 | |||
| 26 Nov | 8616.55 | 99.55 | -15.45 | 28.52 | 465 | 98 | 376 | |||
| 25 Nov | 8611.60 | 115 | 50.60 | 29.78 | 494 | 271 | 271 | |||
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| 22 Nov | 8327.50 | 64.4 | 29.56 | 11 | 9 | 9 | ||||
For Coforge Limited - strike price 9200 expiring on 26DEC2024
Delta for 9200 CE is 0.61
Historical price for 9200 CE is as follows
On 12 Dec COFORGE was trading at 9275.00. The strike last trading price was 234.55, which was 134.55 higher than the previous day. The implied volatity was 23.95, the open interest changed by 491 which increased total open position to 2447
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 100, which was -9.90 lower than the previous day. The implied volatity was 23.52, the open interest changed by 106 which increased total open position to 1969
On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 109.9, which was 13.90 higher than the previous day. The implied volatity was 23.77, the open interest changed by 69 which increased total open position to 1862
On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 96, which was 3.75 higher than the previous day. The implied volatity was 24.78, the open interest changed by 168 which increased total open position to 1793
On 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 92.25, which was 5.20 higher than the previous day. The implied volatity was 22.72, the open interest changed by 189 which increased total open position to 1623
On 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 87.05, which was 13.80 higher than the previous day. The implied volatity was 24.07, the open interest changed by 170 which increased total open position to 1430
On 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 73.25, which was 1.95 higher than the previous day. The implied volatity was 24.60, the open interest changed by -35 which decreased total open position to 1235
On 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 71.3, which was -12.00 lower than the previous day. The implied volatity was 24.84, the open interest changed by -81 which decreased total open position to 1271
On 2 Dec COFORGE was trading at 8710.70. The strike last trading price was 83.3, which was -8.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 152 which increased total open position to 1354
On 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 91.3, which was 5.30 higher than the previous day. The implied volatity was 26.55, the open interest changed by 260 which increased total open position to 1214
On 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 86, which was -22.85 lower than the previous day. The implied volatity was 26.89, the open interest changed by 332 which increased total open position to 955
On 27 Nov COFORGE was trading at 8672.90. The strike last trading price was 108.85, which was 9.30 higher than the previous day. The implied volatity was 27.50, the open interest changed by 247 which increased total open position to 623
On 26 Nov COFORGE was trading at 8616.55. The strike last trading price was 99.55, which was -15.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 98 which increased total open position to 376
On 25 Nov COFORGE was trading at 8611.60. The strike last trading price was 115, which was 50.60 higher than the previous day. The implied volatity was 29.78, the open interest changed by 271 which increased total open position to 271
On 22 Nov COFORGE was trading at 8327.50. The strike last trading price was 64.4, which was lower than the previous day. The implied volatity was 29.56, the open interest changed by 9 which increased total open position to 9
| COFORGE 26DEC2024 9200 PE | |||||||
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Delta: -0.40
Vega: 7.08
Theta: -5.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 9275.00 | 154 | -126.45 | 28.22 | 6,327 | 1,459 | 1,566 |
| 11 Dec | 8996.20 | 280.45 | -17.25 | 24.72 | 151 | 56 | 107 |
| 10 Dec | 9008.55 | 297.7 | -20.30 | 27.08 | 47 | 19 | 51 |
| 9 Dec | 8918.60 | 318 | -46.75 | 22.08 | 18 | 13 | 32 |
| 6 Dec | 8901.45 | 364.75 | -57.25 | 25.90 | 14 | 2 | 15 |
| 5 Dec | 8817.80 | 422 | -63.00 | 27.05 | 1 | 0 | 13 |
| 4 Dec | 8765.90 | 485 | -68.75 | 27.08 | 2 | 0 | 13 |
| 3 Dec | 8718.25 | 553.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 8710.70 | 553.75 | 0.00 | 0.00 | 0 | 5 | 0 |
| 29 Nov | 8685.85 | 553.75 | -70.25 | 27.90 | 9 | 4 | 12 |
| 28 Nov | 8661.05 | 624 | -1591.60 | 31.95 | 11 | 4 | 4 |
| 27 Nov | 8672.90 | 2215.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 8616.55 | 2215.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 8611.60 | 2215.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 8327.50 | 2215.6 | - | 0 | 0 | 0 | |
For Coforge Limited - strike price 9200 expiring on 26DEC2024
Delta for 9200 PE is -0.40
Historical price for 9200 PE is as follows
On 12 Dec COFORGE was trading at 9275.00. The strike last trading price was 154, which was -126.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1459 which increased total open position to 1566
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 280.45, which was -17.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by 56 which increased total open position to 107
On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 297.7, which was -20.30 lower than the previous day. The implied volatity was 27.08, the open interest changed by 19 which increased total open position to 51
On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 318, which was -46.75 lower than the previous day. The implied volatity was 22.08, the open interest changed by 13 which increased total open position to 32
On 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 364.75, which was -57.25 lower than the previous day. The implied volatity was 25.90, the open interest changed by 2 which increased total open position to 15
On 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 422, which was -63.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 13
On 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 485, which was -68.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 13
On 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 553.75, 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 2 Dec COFORGE was trading at 8710.70. The strike last trading price was 553.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 553.75, which was -70.25 lower than the previous day. The implied volatity was 27.90, the open interest changed by 4 which increased total open position to 12
On 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 624, which was -1591.60 lower than the previous day. The implied volatity was 31.95, the open interest changed by 4 which increased total open position to 4
On 27 Nov COFORGE was trading at 8672.90. The strike last trading price was 2215.6, 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 26 Nov COFORGE was trading at 8616.55. The strike last trading price was 2215.6, 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 25 Nov COFORGE was trading at 8611.60. The strike last trading price was 2215.6, 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 22 Nov COFORGE was trading at 8327.50. The strike last trading price was 2215.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
