COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
21 Nov 2024 04:12 PM IST
| COROMANDEL 28NOV2024 1700 CE | ||||||||||
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Delta: 0.86
Vega: 0.55
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1768.00 | 79.5 | 8.00 | 29.26 | 44 | -8.5 | 75 | |||
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| 20 Nov | 1764.60 | 71.5 | 0.00 | 26.44 | 118 | -13 | 84 | |||
| 19 Nov | 1764.60 | 71.5 | 28.50 | 26.44 | 118 | -12.5 | 84 | |||
| 18 Nov | 1721.10 | 43 | 0.25 | 24.92 | 218.5 | -2 | 96.5 | |||
| 14 Nov | 1715.95 | 42.75 | 8.15 | 26.31 | 511 | -10 | 98.5 | |||
| 13 Nov | 1684.95 | 34.6 | -21.10 | 26.42 | 255.5 | 21.5 | 109 | |||
| 12 Nov | 1730.50 | 55.7 | -8.45 | 22.03 | 9 | 2.5 | 87.5 | |||
| 11 Nov | 1737.25 | 64.15 | -10.85 | 24.33 | 58 | 1.5 | 85 | |||
| 8 Nov | 1752.00 | 75 | -24.35 | 25.10 | 29 | 3.5 | 84.5 | |||
| 7 Nov | 1777.95 | 99.35 | 38.35 | 23.40 | 271 | -13 | 81 | |||
| 6 Nov | 1726.10 | 61 | 22.70 | 22.18 | 526.5 | -59.5 | 94.5 | |||
| 5 Nov | 1669.15 | 38.3 | 7.70 | 27.07 | 227.5 | -38.5 | 155.5 | |||
| 4 Nov | 1634.55 | 30.6 | -24.10 | 29.72 | 675.5 | -18 | 194 | |||
| 1 Nov | 1691.80 | 54.7 | 5.70 | 28.97 | 722.5 | 24 | 216 | |||
| 31 Oct | 1668.65 | 49 | 15.95 | - | 1,392 | 128 | 194 | |||
| 30 Oct | 1646.00 | 33.05 | 11.55 | - | 195 | 34 | 68 | |||
| 29 Oct | 1608.05 | 21.5 | 0.65 | - | 31 | 10 | 35 | |||
| 28 Oct | 1601.40 | 20.85 | -3.05 | - | 19 | 7 | 25 | |||
| 25 Oct | 1597.85 | 23.9 | -41.85 | - | 28 | 18 | 18 | |||
| 21 Oct | 1605.25 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1621.10 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1628.10 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1631.40 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1626.10 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1628.05 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1610.55 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1619.90 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1669.30 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1728.00 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1674.65 | 65.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1657.00 | 65.75 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.86
Historical price for 1700 CE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 79.5, which was 8.00 higher than the previous day. The implied volatity was 29.26, the open interest changed by -17 which decreased total open position to 150
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 71.5, which was 0.00 lower than the previous day. The implied volatity was 26.44, the open interest changed by -26 which decreased total open position to 168
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 71.5, which was 28.50 higher than the previous day. The implied volatity was 26.44, the open interest changed by -25 which decreased total open position to 168
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 43, which was 0.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by -4 which decreased total open position to 193
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 42.75, which was 8.15 higher than the previous day. The implied volatity was 26.31, the open interest changed by -20 which decreased total open position to 197
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 34.6, which was -21.10 lower than the previous day. The implied volatity was 26.42, the open interest changed by 43 which increased total open position to 218
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 55.7, which was -8.45 lower than the previous day. The implied volatity was 22.03, the open interest changed by 5 which increased total open position to 175
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 64.15, which was -10.85 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 170
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 75, which was -24.35 lower than the previous day. The implied volatity was 25.10, the open interest changed by 7 which increased total open position to 169
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 99.35, which was 38.35 higher than the previous day. The implied volatity was 23.40, the open interest changed by -26 which decreased total open position to 162
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 61, which was 22.70 higher than the previous day. The implied volatity was 22.18, the open interest changed by -119 which decreased total open position to 189
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 38.3, which was 7.70 higher than the previous day. The implied volatity was 27.07, the open interest changed by -77 which decreased total open position to 311
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 30.6, which was -24.10 lower than the previous day. The implied volatity was 29.72, the open interest changed by -36 which decreased total open position to 388
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 54.7, which was 5.70 higher than the previous day. The implied volatity was 28.97, the open interest changed by 48 which increased total open position to 432
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 49, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct COROMANDEL was trading at 1646.00. The strike last trading price was 33.05, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct COROMANDEL was trading at 1608.05. The strike last trading price was 21.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct COROMANDEL was trading at 1601.40. The strike last trading price was 20.85, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COROMANDEL was trading at 1597.85. The strike last trading price was 23.9, which was -41.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct COROMANDEL was trading at 1605.25. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct COROMANDEL was trading at 1621.10. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct COROMANDEL was trading at 1628.10. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct COROMANDEL was trading at 1631.40. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct COROMANDEL was trading at 1626.10. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct COROMANDEL was trading at 1628.05. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct COROMANDEL was trading at 1610.55. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct COROMANDEL was trading at 1619.90. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct COROMANDEL was trading at 1669.30. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct COROMANDEL was trading at 1728.00. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept COROMANDEL was trading at 1674.65. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept COROMANDEL was trading at 1657.00. The strike last trading price was 65.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COROMANDEL 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.59
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1768.00 | 6.6 | -4.45 | 31.64 | 324 | 16 | 142 |
| 20 Nov | 1764.60 | 11.05 | 0.00 | 31.35 | 167.5 | 21.5 | 127.5 |
| 19 Nov | 1764.60 | 11.05 | -12.80 | 31.35 | 167.5 | 23 | 127.5 |
| 18 Nov | 1721.10 | 23.85 | -2.85 | 31.33 | 109.5 | 13 | 104 |
| 14 Nov | 1715.95 | 26.7 | -14.40 | 25.21 | 150 | 2.5 | 92 |
| 13 Nov | 1684.95 | 41.1 | 17.50 | 28.89 | 236 | 10.5 | 89.5 |
| 12 Nov | 1730.50 | 23.6 | 1.75 | 28.40 | 95 | 8 | 84.5 |
| 11 Nov | 1737.25 | 21.85 | 2.35 | 27.84 | 249.5 | 2 | 77 |
| 8 Nov | 1752.00 | 19.5 | 3.35 | 26.15 | 168 | -19.5 | 75.5 |
| 7 Nov | 1777.95 | 16.15 | -10.90 | 29.17 | 296.5 | 41.5 | 98 |
| 6 Nov | 1726.10 | 27.05 | -31.50 | 26.56 | 85.5 | 20.5 | 57.5 |
| 5 Nov | 1669.15 | 58.55 | -24.05 | 29.99 | 22.5 | 1 | 37.5 |
| 4 Nov | 1634.55 | 82.6 | 23.20 | 32.93 | 50 | 5 | 36.5 |
| 1 Nov | 1691.80 | 59.4 | -8.10 | 33.44 | 12.5 | 4 | 32 |
| 31 Oct | 1668.65 | 67.5 | -50.50 | - | 15 | 9 | 29 |
| 30 Oct | 1646.00 | 118 | 0.00 | - | 0 | 4 | 0 |
| 29 Oct | 1608.05 | 118 | 16.00 | - | 4 | 3 | 19 |
| 28 Oct | 1601.40 | 102 | -9.00 | - | 1 | 4 | 15 |
| 25 Oct | 1597.85 | 111 | 0.70 | - | 15 | 11 | 11 |
| 21 Oct | 1605.25 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1621.10 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1628.10 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1631.40 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1626.10 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1628.05 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1610.55 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1619.90 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1669.30 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1674.65 | 110.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1657.00 | 110.3 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.16
Historical price for 1700 PE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 6.6, which was -4.45 lower than the previous day. The implied volatity was 31.64, the open interest changed by 32 which increased total open position to 284
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 31.35, the open interest changed by 43 which increased total open position to 255
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 11.05, which was -12.80 lower than the previous day. The implied volatity was 31.35, the open interest changed by 46 which increased total open position to 255
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 23.85, which was -2.85 lower than the previous day. The implied volatity was 31.33, the open interest changed by 26 which increased total open position to 208
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 26.7, which was -14.40 lower than the previous day. The implied volatity was 25.21, the open interest changed by 5 which increased total open position to 184
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 41.1, which was 17.50 higher than the previous day. The implied volatity was 28.89, the open interest changed by 21 which increased total open position to 179
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 23.6, which was 1.75 higher than the previous day. The implied volatity was 28.40, the open interest changed by 16 which increased total open position to 169
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 21.85, which was 2.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 4 which increased total open position to 154
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 19.5, which was 3.35 higher than the previous day. The implied volatity was 26.15, the open interest changed by -39 which decreased total open position to 151
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 16.15, which was -10.90 lower than the previous day. The implied volatity was 29.17, the open interest changed by 83 which increased total open position to 196
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 27.05, which was -31.50 lower than the previous day. The implied volatity was 26.56, the open interest changed by 41 which increased total open position to 115
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 58.55, which was -24.05 lower than the previous day. The implied volatity was 29.99, the open interest changed by 2 which increased total open position to 75
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 82.6, which was 23.20 higher than the previous day. The implied volatity was 32.93, the open interest changed by 10 which increased total open position to 73
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 59.4, which was -8.10 lower than the previous day. The implied volatity was 33.44, the open interest changed by 8 which increased total open position to 64
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 67.5, which was -50.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct COROMANDEL was trading at 1646.00. The strike last trading price was 118, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct COROMANDEL was trading at 1608.05. The strike last trading price was 118, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct COROMANDEL was trading at 1601.40. The strike last trading price was 102, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct COROMANDEL was trading at 1597.85. The strike last trading price was 111, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct COROMANDEL was trading at 1605.25. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct COROMANDEL was trading at 1621.10. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct COROMANDEL was trading at 1628.10. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct COROMANDEL was trading at 1631.40. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct COROMANDEL was trading at 1626.10. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct COROMANDEL was trading at 1628.05. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct COROMANDEL was trading at 1610.55. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct COROMANDEL was trading at 1619.90. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct COROMANDEL was trading at 1669.30. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct COROMANDEL was trading at 1728.00. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept COROMANDEL was trading at 1674.65. The strike last trading price was 110.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept COROMANDEL was trading at 1657.00. The strike last trading price was 110.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
