COLPAL
Colgate Palmolive Ltd.
Historical option data for COLPAL
14 Nov 2024 04:11 PM IST
| COLPAL 28NOV2024 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 1.76
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2708.95 | 19.8 | -27.80 | 22.83 | 1,337 | 233 | 553 | |||
| 13 Nov | 2762.90 | 47.6 | -8.95 | 26.30 | 1,093 | 176 | 320.5 | |||
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| 12 Nov | 2789.30 | 56.55 | -48.45 | 24.07 | 373.5 | 75 | 133 | |||
| 11 Nov | 2872.65 | 105 | -7.00 | 23.77 | 259.5 | 26.5 | 58.5 | |||
| 8 Nov | 2870.90 | 112 | -40.00 | 22.71 | 48.5 | 25.5 | 32 | |||
| 7 Nov | 2911.95 | 152 | -48.00 | 27.18 | 8.5 | 3.5 | 6.5 | |||
| 6 Nov | 2973.95 | 200 | -0.30 | 17.79 | 1 | 0 | 2.5 | |||
| 5 Nov | 2981.65 | 200.3 | -23.70 | - | 0.5 | 0 | 2 | |||
| 4 Nov | 2984.60 | 224 | -637.15 | 31.56 | 2 | 1.5 | 1.5 | |||
| 1 Nov | 3066.00 | 861.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3062.50 | 861.15 | - | 0 | 0 | 0 | ||||
For Colgate Palmolive Ltd. - strike price 2800 expiring on 28NOV2024
Delta for 2800 CE is 0.27
Historical price for 2800 CE is as follows
On 14 Nov COLPAL was trading at 2708.95. The strike last trading price was 19.8, which was -27.80 lower than the previous day. The implied volatity was 22.83, the open interest changed by 466 which increased total open position to 1106
On 13 Nov COLPAL was trading at 2762.90. The strike last trading price was 47.6, which was -8.95 lower than the previous day. The implied volatity was 26.30, the open interest changed by 352 which increased total open position to 641
On 12 Nov COLPAL was trading at 2789.30. The strike last trading price was 56.55, which was -48.45 lower than the previous day. The implied volatity was 24.07, the open interest changed by 150 which increased total open position to 266
On 11 Nov COLPAL was trading at 2872.65. The strike last trading price was 105, which was -7.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 53 which increased total open position to 117
On 8 Nov COLPAL was trading at 2870.90. The strike last trading price was 112, which was -40.00 lower than the previous day. The implied volatity was 22.71, the open interest changed by 51 which increased total open position to 64
On 7 Nov COLPAL was trading at 2911.95. The strike last trading price was 152, which was -48.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by 7 which increased total open position to 13
On 6 Nov COLPAL was trading at 2973.95. The strike last trading price was 200, which was -0.30 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 5
On 5 Nov COLPAL was trading at 2981.65. The strike last trading price was 200.3, which was -23.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Nov COLPAL was trading at 2984.60. The strike last trading price was 224, which was -637.15 lower than the previous day. The implied volatity was 31.56, the open interest changed by 3 which increased total open position to 3
On 1 Nov COLPAL was trading at 3066.00. The strike last trading price was 861.15, 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 31 Oct COLPAL was trading at 3062.50. The strike last trading price was 861.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COLPAL 28NOV2024 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 1.76
Theta: -0.84
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2708.95 | 96.6 | 34.40 | 22.56 | 354.5 | 15 | 389 |
| 13 Nov | 2762.90 | 62.2 | 1.20 | 21.81 | 1,154 | -22 | 374.5 |
| 12 Nov | 2789.30 | 61 | 34.10 | 26.41 | 707 | 64 | 396 |
| 11 Nov | 2872.65 | 26.9 | -4.10 | 23.72 | 319 | 6.5 | 331 |
| 8 Nov | 2870.90 | 31 | 7.10 | 24.60 | 477.5 | 11.5 | 327.5 |
| 7 Nov | 2911.95 | 23.9 | 11.65 | 25.30 | 361.5 | 29 | 316 |
| 6 Nov | 2973.95 | 12.25 | -3.45 | 25.29 | 275 | 0 | 287.5 |
| 5 Nov | 2981.65 | 15.7 | -4.05 | 27.41 | 3,763.5 | 114.5 | 287.5 |
| 4 Nov | 2984.60 | 19.75 | 3.75 | 28.63 | 166 | 39.5 | 171 |
| 1 Nov | 3066.00 | 16 | -1.85 | 31.70 | 21 | 5.5 | 131.5 |
| 31 Oct | 3062.50 | 17.85 | - | 258 | 125 | 125 | |
For Colgate Palmolive Ltd. - strike price 2800 expiring on 28NOV2024
Delta for 2800 PE is -0.73
Historical price for 2800 PE is as follows
On 14 Nov COLPAL was trading at 2708.95. The strike last trading price was 96.6, which was 34.40 higher than the previous day. The implied volatity was 22.56, the open interest changed by 30 which increased total open position to 778
On 13 Nov COLPAL was trading at 2762.90. The strike last trading price was 62.2, which was 1.20 higher than the previous day. The implied volatity was 21.81, the open interest changed by -44 which decreased total open position to 749
On 12 Nov COLPAL was trading at 2789.30. The strike last trading price was 61, which was 34.10 higher than the previous day. The implied volatity was 26.41, the open interest changed by 128 which increased total open position to 792
On 11 Nov COLPAL was trading at 2872.65. The strike last trading price was 26.9, which was -4.10 lower than the previous day. The implied volatity was 23.72, the open interest changed by 13 which increased total open position to 662
On 8 Nov COLPAL was trading at 2870.90. The strike last trading price was 31, which was 7.10 higher than the previous day. The implied volatity was 24.60, the open interest changed by 23 which increased total open position to 655
On 7 Nov COLPAL was trading at 2911.95. The strike last trading price was 23.9, which was 11.65 higher than the previous day. The implied volatity was 25.30, the open interest changed by 58 which increased total open position to 632
On 6 Nov COLPAL was trading at 2973.95. The strike last trading price was 12.25, which was -3.45 lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 575
On 5 Nov COLPAL was trading at 2981.65. The strike last trading price was 15.7, which was -4.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 229 which increased total open position to 575
On 4 Nov COLPAL was trading at 2984.60. The strike last trading price was 19.75, which was 3.75 higher than the previous day. The implied volatity was 28.63, the open interest changed by 79 which increased total open position to 342
On 1 Nov COLPAL was trading at 3066.00. The strike last trading price was 16, which was -1.85 lower than the previous day. The implied volatity was 31.70, the open interest changed by 11 which increased total open position to 263
On 31 Oct COLPAL was trading at 3062.50. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
