COFORGE
Coforge Limited
Historical option data for COFORGE
12 Dec 2024 11:00 AM IST
| COFORGE 26DEC2024 9400 CE | ||||||||||
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Delta: 0.43
Vega: 7.19
Theta: -7.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 9275.00 | 141.3 | 88.80 | 24.85 | 13,745 | 345 | 1,609 | |||
| 11 Dec | 8996.20 | 52.5 | -6.90 | 24.35 | 1,039 | 2 | 1,275 | |||
| 10 Dec | 9008.55 | 59.4 | 9.10 | 24.49 | 2,081 | -174 | 1,275 | |||
| 9 Dec | 8918.60 | 50.3 | -1.20 | 25.01 | 1,176 | 78 | 1,455 | |||
| 6 Dec | 8901.45 | 51.5 | 2.00 | 23.56 | 1,644 | 149 | 1,378 | |||
| 5 Dec | 8817.80 | 49.5 | 9.50 | 24.76 | 1,594 | 280 | 1,226 | |||
| 4 Dec | 8765.90 | 40 | 0.00 | 24.91 | 437 | 6 | 944 | |||
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| 3 Dec | 8718.25 | 40 | -9.15 | 25.26 | 779 | 151 | 944 | |||
| 2 Dec | 8710.70 | 49.15 | -8.85 | 27.18 | 709 | 104 | 793 | |||
| 29 Nov | 8685.85 | 58 | 3.00 | 27.22 | 679 | 255 | 689 | |||
| 28 Nov | 8661.05 | 55 | -16.70 | 27.54 | 561 | 258 | 432 | |||
| 27 Nov | 8672.90 | 71.7 | 28.10 | 271 | 169 | 169 | ||||
For Coforge Limited - strike price 9400 expiring on 26DEC2024
Delta for 9400 CE is 0.43
Historical price for 9400 CE is as follows
On 12 Dec COFORGE was trading at 9275.00. The strike last trading price was 141.3, which was 88.80 higher than the previous day. The implied volatity was 24.85, the open interest changed by 345 which increased total open position to 1609
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 52.5, which was -6.90 lower than the previous day. The implied volatity was 24.35, the open interest changed by 2 which increased total open position to 1275
On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 59.4, which was 9.10 higher than the previous day. The implied volatity was 24.49, the open interest changed by -174 which decreased total open position to 1275
On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 50.3, which was -1.20 lower than the previous day. The implied volatity was 25.01, the open interest changed by 78 which increased total open position to 1455
On 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 51.5, which was 2.00 higher than the previous day. The implied volatity was 23.56, the open interest changed by 149 which increased total open position to 1378
On 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 49.5, which was 9.50 higher than the previous day. The implied volatity was 24.76, the open interest changed by 280 which increased total open position to 1226
On 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by 6 which increased total open position to 944
On 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 40, which was -9.15 lower than the previous day. The implied volatity was 25.26, the open interest changed by 151 which increased total open position to 944
On 2 Dec COFORGE was trading at 8710.70. The strike last trading price was 49.15, which was -8.85 lower than the previous day. The implied volatity was 27.18, the open interest changed by 104 which increased total open position to 793
On 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 58, which was 3.00 higher than the previous day. The implied volatity was 27.22, the open interest changed by 255 which increased total open position to 689
On 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 55, which was -16.70 lower than the previous day. The implied volatity was 27.54, the open interest changed by 258 which increased total open position to 432
On 27 Nov COFORGE was trading at 8672.90. The strike last trading price was 71.7, which was lower than the previous day. The implied volatity was 28.10, the open interest changed by 169 which increased total open position to 169
| COFORGE 26DEC2024 9400 PE | |||||||
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Delta: -0.56
Vega: 7.23
Theta: -5.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 9275.00 | 258.8 | -199.20 | 28.87 | 829 | 160 | 203 |
| 11 Dec | 8996.20 | 458 | 0.00 | 0.00 | 0 | 36 | 0 |
| 10 Dec | 9008.55 | 458 | -32.90 | 30.36 | 53 | 28 | 35 |
| 9 Dec | 8918.60 | 490.9 | -78.30 | 25.24 | 3 | 2 | 6 |
| 6 Dec | 8901.45 | 569.2 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 8817.80 | 569.2 | -138.80 | 26.10 | 4 | 2 | 3 |
| 4 Dec | 8765.90 | 708 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 8718.25 | 708 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 8710.70 | 708 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 8685.85 | 708 | -1637.65 | 27.10 | 1 | 0 | 0 |
| 28 Nov | 8661.05 | 2345.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 8672.90 | 2345.65 | - | 0 | 0 | 0 | |
For Coforge Limited - strike price 9400 expiring on 26DEC2024
Delta for 9400 PE is -0.56
Historical price for 9400 PE is as follows
On 12 Dec COFORGE was trading at 9275.00. The strike last trading price was 258.8, which was -199.20 lower than the previous day. The implied volatity was 28.87, the open interest changed by 160 which increased total open position to 203
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 458, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 458, which was -32.90 lower than the previous day. The implied volatity was 30.36, the open interest changed by 28 which increased total open position to 35
On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 490.9, which was -78.30 lower than the previous day. The implied volatity was 25.24, the open interest changed by 2 which increased total open position to 6
On 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 569.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 569.2, which was -138.80 lower than the previous day. The implied volatity was 26.10, the open interest changed by 2 which increased total open position to 3
On 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 708, 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 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 708, 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 708, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 708, which was -1637.65 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 0
On 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 2345.65, 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 27 Nov COFORGE was trading at 8672.90. The strike last trading price was 2345.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
