COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 123.3 | -25.55 | - | 12 | -5 | 79 | |||
| 19 Dec | 1845.50 | 148.85 | 13.85 | 44.21 | 14 | -1 | 85 | |||
| 18 Dec | 1830.85 | 135 | 15.20 | - | 107 | 5 | 86 | |||
| 17 Dec | 1817.15 | 119.8 | -12.20 | 41.97 | 27 | -2 | 80 | |||
| 16 Dec | 1819.25 | 132 | 45.10 | 41.26 | 36 | 2 | 62 | |||
| 13 Dec | 1777.65 | 86.9 | -7.65 | - | 21 | 1 | 61 | |||
| 12 Dec | 1778.60 | 94.55 | 1.55 | 24.40 | 11 | -1 | 60 | |||
| 11 Dec | 1768.85 | 93 | -2.00 | 32.98 | 26 | -1 | 61 | |||
| 10 Dec | 1780.35 | 95 | 10.00 | 27.64 | 9 | 6 | 61 | |||
| 9 Dec | 1769.80 | 85 | 1.35 | 27.48 | 8 | 0 | 55 | |||
| 6 Dec | 1762.40 | 83.65 | -6.35 | 25.05 | 25 | -1 | 50 | |||
| 5 Dec | 1769.00 | 90 | 6.00 | 23.91 | 38 | -4 | 50 | |||
| 4 Dec | 1757.95 | 84 | -12.00 | 27.54 | 27 | 2 | 55 | |||
| 3 Dec | 1777.50 | 96 | -4.00 | 22.13 | 14 | 2 | 55 | |||
| 2 Dec | 1775.85 | 100 | -14.45 | 26.47 | 9 | 0 | 50 | |||
| 29 Nov | 1789.00 | 114.45 | 16.45 | 28.14 | 10 | 0 | 50 | |||
| 28 Nov | 1755.75 | 98 | 3.00 | 25.99 | 22 | 6 | 49 | |||
| 27 Nov | 1758.80 | 95 | -10.00 | 26.56 | 15 | 0 | 43 | |||
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| 26 Nov | 1767.60 | 105 | -48.00 | 28.65 | 16 | 7 | 44 | |||
| 25 Nov | 1795.45 | 153 | 25.35 | 42.16 | 22 | 6 | 38 | |||
| 22 Nov | 1806.45 | 127.65 | 17.65 | 14.85 | 15 | 3 | 35 | |||
| 21 Nov | 1768.00 | 110 | 21.00 | 26.21 | 19 | 11 | 32 | |||
| 20 Nov | 1764.60 | 89 | 0.00 | 18.49 | 10 | 6 | 21 | |||
| 19 Nov | 1764.60 | 89 | 4.05 | 18.49 | 10 | 6 | 21 | |||
| 18 Nov | 1721.10 | 84.95 | 6.95 | 29.04 | 20 | 14 | 14 | |||
| 14 Nov | 1715.95 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1684.95 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1730.50 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1737.25 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1752.00 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1777.95 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1726.10 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1669.15 | 78 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 4 Nov | 1634.55 | 78 | 78.00 | 1.60 | 0 | 0 | 0 | |||
| 1 Nov | 1691.80 | 0 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 123.3, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 79
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 148.85, which was 13.85 higher than the previous day. The implied volatity was 44.21, the open interest changed by -1 which decreased total open position to 85
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 135, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 86
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 119.8, which was -12.20 lower than the previous day. The implied volatity was 41.97, the open interest changed by -2 which decreased total open position to 80
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 132, which was 45.10 higher than the previous day. The implied volatity was 41.26, the open interest changed by 2 which increased total open position to 62
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 86.9, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 61
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 94.55, which was 1.55 higher than the previous day. The implied volatity was 24.40, the open interest changed by -1 which decreased total open position to 60
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 93, which was -2.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by -1 which decreased total open position to 61
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 95, which was 10.00 higher than the previous day. The implied volatity was 27.64, the open interest changed by 6 which increased total open position to 61
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 85, which was 1.35 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 55
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 83.65, which was -6.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 50
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 90, which was 6.00 higher than the previous day. The implied volatity was 23.91, the open interest changed by -4 which decreased total open position to 50
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 84, which was -12.00 lower than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 55
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 96, which was -4.00 lower than the previous day. The implied volatity was 22.13, the open interest changed by 2 which increased total open position to 55
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 100, which was -14.45 lower than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 50
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 114.45, which was 16.45 higher than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 50
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 98, which was 3.00 higher than the previous day. The implied volatity was 25.99, the open interest changed by 6 which increased total open position to 49
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 95, which was -10.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 43
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 105, which was -48.00 lower than the previous day. The implied volatity was 28.65, the open interest changed by 7 which increased total open position to 44
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 153, which was 25.35 higher than the previous day. The implied volatity was 42.16, the open interest changed by 6 which increased total open position to 38
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 127.65, which was 17.65 higher than the previous day. The implied volatity was 14.85, the open interest changed by 3 which increased total open position to 35
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 110, which was 21.00 higher than the previous day. The implied volatity was 26.21, the open interest changed by 11 which increased total open position to 32
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 6 which increased total open position to 21
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 89, which was 4.05 higher than the previous day. The implied volatity was 18.49, the open interest changed by 6 which increased total open position to 21
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 84.95, which was 6.95 higher than the previous day. The implied volatity was 29.04, the open interest changed by 14 which increased total open position to 14
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 78, 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 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 78, 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 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 78, 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 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 78, 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 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 78, 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 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 78, 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 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 78, 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 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 78, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 78, which was 78.00 higher than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1700 PE | |||||||
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Delta: -0.04
Vega: 0.22
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 1.6 | -1.00 | 37.00 | 283 | -60 | 229 |
| 19 Dec | 1845.50 | 2.6 | -0.85 | 38.58 | 417 | -30 | 288 |
| 18 Dec | 1830.85 | 3.45 | -3.75 | 37.21 | 1,042 | -171 | 319 |
| 17 Dec | 1817.15 | 7.2 | 3.50 | 36.77 | 1,596 | 322 | 491 |
| 16 Dec | 1819.25 | 3.7 | -3.60 | 31.18 | 491 | -56 | 176 |
| 13 Dec | 1777.65 | 7.3 | -1.95 | 26.81 | 254 | 13 | 232 |
| 12 Dec | 1778.60 | 9.25 | -3.35 | 28.20 | 220 | -3 | 218 |
| 11 Dec | 1768.85 | 12.6 | 0.65 | 28.02 | 88 | -20 | 220 |
| 10 Dec | 1780.35 | 11.95 | -4.65 | 28.21 | 231 | 39 | 238 |
| 9 Dec | 1769.80 | 16.6 | 0.90 | 28.78 | 398 | 17 | 200 |
| 6 Dec | 1762.40 | 15.7 | 0.90 | 25.62 | 50 | 5 | 179 |
| 5 Dec | 1769.00 | 14.8 | -10.60 | 25.96 | 204 | 3 | 169 |
| 4 Dec | 1757.95 | 25.4 | 9.35 | 29.99 | 366 | 7 | 165 |
| 3 Dec | 1777.50 | 16.05 | -1.00 | 27.19 | 106 | 2 | 156 |
| 2 Dec | 1775.85 | 17.05 | -1.85 | 26.90 | 107 | 3 | 154 |
| 29 Nov | 1789.00 | 18.9 | -6.10 | 28.64 | 158 | 6 | 147 |
| 28 Nov | 1755.75 | 25 | -1.15 | 29.11 | 91 | 7 | 142 |
| 27 Nov | 1758.80 | 26.15 | -2.90 | 28.24 | 114 | 7 | 134 |
| 26 Nov | 1767.60 | 29.05 | 4.55 | 30.78 | 223 | 9 | 127 |
| 25 Nov | 1795.45 | 24.5 | 3.50 | 32.63 | 408 | 101 | 118 |
| 22 Nov | 1806.45 | 21 | -8.60 | 30.85 | 67 | 37 | 54 |
| 21 Nov | 1768.00 | 29.6 | -0.40 | 30.00 | 24 | 5 | 17 |
| 20 Nov | 1764.60 | 30 | 0.00 | 27.67 | 11 | 7 | 8 |
| 19 Nov | 1764.60 | 30 | -9.90 | 27.67 | 11 | 3 | 8 |
| 18 Nov | 1721.10 | 39.9 | -50.55 | 26.16 | 6 | 4 | 4 |
| 14 Nov | 1715.95 | 90.45 | 0.00 | 1.37 | 0 | 0 | 0 |
| 13 Nov | 1684.95 | 90.45 | 0.00 | 0.53 | 0 | 0 | 0 |
| 12 Nov | 1730.50 | 90.45 | 0.00 | 2.55 | 0 | 0 | 0 |
| 11 Nov | 1737.25 | 90.45 | 0.00 | 2.81 | 0 | 0 | 0 |
| 8 Nov | 1752.00 | 90.45 | 0.00 | 3.16 | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 90.45 | 0.00 | 4.22 | 0 | 0 | 0 |
| 6 Nov | 1726.10 | 90.45 | 0.00 | 2.43 | 0 | 0 | 0 |
| 5 Nov | 1669.15 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1634.55 | 90.45 | 90.45 | - | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 0 | 0.10 | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.04
Historical price for 1700 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 37.00, the open interest changed by -60 which decreased total open position to 229
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 38.58, the open interest changed by -30 which decreased total open position to 288
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 3.45, which was -3.75 lower than the previous day. The implied volatity was 37.21, the open interest changed by -171 which decreased total open position to 319
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 7.2, which was 3.50 higher than the previous day. The implied volatity was 36.77, the open interest changed by 322 which increased total open position to 491
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 3.7, which was -3.60 lower than the previous day. The implied volatity was 31.18, the open interest changed by -56 which decreased total open position to 176
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 7.3, which was -1.95 lower than the previous day. The implied volatity was 26.81, the open interest changed by 13 which increased total open position to 232
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 9.25, which was -3.35 lower than the previous day. The implied volatity was 28.20, the open interest changed by -3 which decreased total open position to 218
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 12.6, which was 0.65 higher than the previous day. The implied volatity was 28.02, the open interest changed by -20 which decreased total open position to 220
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 11.95, which was -4.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by 39 which increased total open position to 238
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 16.6, which was 0.90 higher than the previous day. The implied volatity was 28.78, the open interest changed by 17 which increased total open position to 200
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 15.7, which was 0.90 higher than the previous day. The implied volatity was 25.62, the open interest changed by 5 which increased total open position to 179
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 14.8, which was -10.60 lower than the previous day. The implied volatity was 25.96, the open interest changed by 3 which increased total open position to 169
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 25.4, which was 9.35 higher than the previous day. The implied volatity was 29.99, the open interest changed by 7 which increased total open position to 165
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 16.05, which was -1.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 2 which increased total open position to 156
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 17.05, which was -1.85 lower than the previous day. The implied volatity was 26.90, the open interest changed by 3 which increased total open position to 154
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 18.9, which was -6.10 lower than the previous day. The implied volatity was 28.64, the open interest changed by 6 which increased total open position to 147
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 25, which was -1.15 lower than the previous day. The implied volatity was 29.11, the open interest changed by 7 which increased total open position to 142
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 26.15, which was -2.90 lower than the previous day. The implied volatity was 28.24, the open interest changed by 7 which increased total open position to 134
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 29.05, which was 4.55 higher than the previous day. The implied volatity was 30.78, the open interest changed by 9 which increased total open position to 127
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 24.5, which was 3.50 higher than the previous day. The implied volatity was 32.63, the open interest changed by 101 which increased total open position to 118
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 21, which was -8.60 lower than the previous day. The implied volatity was 30.85, the open interest changed by 37 which increased total open position to 54
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 29.6, which was -0.40 lower than the previous day. The implied volatity was 30.00, the open interest changed by 5 which increased total open position to 17
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by 7 which increased total open position to 8
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 30, which was -9.90 lower than the previous day. The implied volatity was 27.67, the open interest changed by 3 which increased total open position to 8
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 39.9, which was -50.55 lower than the previous day. The implied volatity was 26.16, the open interest changed by 4 which increased total open position to 4
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 90.45, 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 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 90.45, which was 90.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
