COFORGE
Coforge Limited
Historical option data for COFORGE
12 Dec 2024 10:50 AM IST
| COFORGE 26DEC2024 9600 CE | ||||||||||
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Delta: 0.30
Vega: 6.33
Theta: -6.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 9288.25 | 87.3 | 59.40 | 26.24 | 10,106 | 673 | 2,139 | |||
| 11 Dec | 8996.20 | 27.9 | -4.05 | 25.63 | 1,467 | 124 | 1,474 | |||
| 10 Dec | 9008.55 | 31.95 | 2.90 | 25.58 | 971 | 93 | 1,351 | |||
| 9 Dec | 8918.60 | 29.05 | -1.55 | 26.50 | 977 | -45 | 1,258 | |||
| 6 Dec | 8901.45 | 30.6 | 1.55 | 25.06 | 919 | -3 | 1,298 | |||
| 5 Dec | 8817.80 | 29.05 | 5.90 | 25.89 | 1,613 | -102 | 1,284 | |||
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| 4 Dec | 8765.90 | 23.15 | -1.05 | 25.92 | 753 | 111 | 1,392 | |||
| 3 Dec | 8718.25 | 24.2 | -6.80 | 26.42 | 1,025 | 131 | 1,287 | |||
| 2 Dec | 8710.70 | 31 | -7.00 | 28.24 | 1,811 | 322 | 1,157 | |||
| 29 Nov | 8685.85 | 38 | 3.35 | 28.25 | 1,699 | 624 | 839 | |||
| 28 Nov | 8661.05 | 34.65 | -12.00 | 28.18 | 327 | 101 | 212 | |||
| 27 Nov | 8672.90 | 46.65 | 28.71 | 242 | 105 | 105 | ||||
For Coforge Limited - strike price 9600 expiring on 26DEC2024
Delta for 9600 CE is 0.30
Historical price for 9600 CE is as follows
On 12 Dec COFORGE was trading at 9288.25. The strike last trading price was 87.3, which was 59.40 higher than the previous day. The implied volatity was 26.24, the open interest changed by 673 which increased total open position to 2139
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 27.9, which was -4.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 124 which increased total open position to 1474
On 10 Dec COFORGE was trading at 9008.55. The strike last trading price was 31.95, which was 2.90 higher than the previous day. The implied volatity was 25.58, the open interest changed by 93 which increased total open position to 1351
On 9 Dec COFORGE was trading at 8918.60. The strike last trading price was 29.05, which was -1.55 lower than the previous day. The implied volatity was 26.50, the open interest changed by -45 which decreased total open position to 1258
On 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 30.6, which was 1.55 higher than the previous day. The implied volatity was 25.06, the open interest changed by -3 which decreased total open position to 1298
On 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 29.05, which was 5.90 higher than the previous day. The implied volatity was 25.89, the open interest changed by -102 which decreased total open position to 1284
On 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 23.15, which was -1.05 lower than the previous day. The implied volatity was 25.92, the open interest changed by 111 which increased total open position to 1392
On 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 24.2, which was -6.80 lower than the previous day. The implied volatity was 26.42, the open interest changed by 131 which increased total open position to 1287
On 2 Dec COFORGE was trading at 8710.70. The strike last trading price was 31, which was -7.00 lower than the previous day. The implied volatity was 28.24, the open interest changed by 322 which increased total open position to 1157
On 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 38, which was 3.35 higher than the previous day. The implied volatity was 28.25, the open interest changed by 624 which increased total open position to 839
On 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 34.65, which was -12.00 lower than the previous day. The implied volatity was 28.18, the open interest changed by 101 which increased total open position to 212
On 27 Nov COFORGE was trading at 8672.90. The strike last trading price was 46.65, which was lower than the previous day. The implied volatity was 28.71, the open interest changed by 105 which increased total open position to 105
| COFORGE 26DEC2024 9600 PE | |||||||
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Delta: -0.67
Vega: 6.60
Theta: -5.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 9288.25 | 389.15 | -2198.00 | 30.55 | 9 | 6 | 6 |
| 11 Dec | 8996.20 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 9008.55 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 8918.60 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 8901.45 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8817.80 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8765.90 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 8718.25 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 8710.70 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 8685.85 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 8661.05 | 2587.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 8672.90 | 2587.15 | - | 0 | 0 | 0 | |
For Coforge Limited - strike price 9600 expiring on 26DEC2024
Delta for 9600 PE is -0.67
Historical price for 9600 PE is as follows
On 12 Dec COFORGE was trading at 9288.25. The strike last trading price was 389.15, which was -2198.00 lower than the previous day. The implied volatity was 30.55, the open interest changed by 6 which increased total open position to 6
On 11 Dec COFORGE was trading at 8996.20. The strike last trading price was 2587.15, 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 2587.15, 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 2587.15, 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 6 Dec COFORGE was trading at 8901.45. The strike last trading price was 2587.15, 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 5 Dec COFORGE was trading at 8817.80. The strike last trading price was 2587.15, 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 4 Dec COFORGE was trading at 8765.90. The strike last trading price was 2587.15, 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 3 Dec COFORGE was trading at 8718.25. The strike last trading price was 2587.15, 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 2 Dec COFORGE was trading at 8710.70. The strike last trading price was 2587.15, 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 29 Nov COFORGE was trading at 8685.85. The strike last trading price was 2587.15, 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 28 Nov COFORGE was trading at 8661.05. The strike last trading price was 2587.15, 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 2587.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
