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[--[65.84.65.76]--]
COROMANDEL
Coromandel Interntl. Ltd

1839.3 -6.20 (-0.34%)

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Historical option data for COROMANDEL

20 Dec 2024 04:12 PM IST
COROMANDEL 26DEC2024 1740 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1839.30 94.75 -6.85 - 5 -1 32
19 Dec 1845.50 101.6 4.00 - 4 -3 33
18 Dec 1830.85 97.6 0.95 13.76 9 -4 36
17 Dec 1817.15 96.65 3.20 49.82 24 2 39
16 Dec 1819.25 93.45 34.60 33.34 35 -9 39
13 Dec 1777.65 58.85 -7.15 21.54 50 4 48
12 Dec 1778.60 66 -0.65 26.72 15 14 44
11 Dec 1768.85 66.65 0.00 0.00 0 4 0
10 Dec 1780.35 66.65 9.15 28.04 20 4 30
9 Dec 1769.80 57.5 -1.40 27.04 56 12 26
6 Dec 1762.40 58.9 -0.15 26.33 5 4 14
5 Dec 1769.00 59.05 -2.45 22.11 3 0 9
4 Dec 1757.95 61.5 -10.20 29.02 5 0 4
3 Dec 1777.50 71.7 0.00 0.00 0 1 0
2 Dec 1775.85 71.7 -10.85 26.00 2 1 4
29 Nov 1789.00 82.55 20.95 25.82 4 3 3
28 Nov 1755.75 61.6 0.00 - 0 0 0
27 Nov 1758.80 61.6 0.00 - 0 0 0
26 Nov 1767.60 61.6 0.00 - 0 0 0
25 Nov 1795.45 61.6 0.00 - 0 0 0
22 Nov 1806.45 61.6 0.00 - 0 0 0
21 Nov 1768.00 61.6 0.00 - 0 0 0
20 Nov 1764.60 61.6 0.00 - 0 0 0
19 Nov 1764.60 61.6 0.00 - 0 0 0
18 Nov 1721.10 61.6 0.00 0.02 0 0 0
14 Nov 1715.95 61.6 0.00 0.64 0 0 0
13 Nov 1684.95 61.6 0.00 1.45 0 0 0
12 Nov 1730.50 61.6 0.00 - 0 0 0
11 Nov 1737.25 61.6 0.00 - 0 0 0
8 Nov 1752.00 61.6 0.00 - 0 0 0
7 Nov 1777.95 61.6 0.00 - 0 0 0
6 Nov 1726.10 61.6 0.00 - 0 0 0
5 Nov 1669.15 61.6 61.60 3.01 0 0 0
1 Nov 1691.80 0 1.63 0 0 0


For Coromandel Interntl. Ltd - strike price 1740 expiring on 26DEC2024

Delta for 1740 CE is -

Historical price for 1740 CE is as follows

On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 94.75, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32


On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 101.6, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 33


On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 97.6, which was 0.95 higher than the previous day. The implied volatity was 13.76, the open interest changed by -4 which decreased total open position to 36


On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 96.65, which was 3.20 higher than the previous day. The implied volatity was 49.82, the open interest changed by 2 which increased total open position to 39


On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 93.45, which was 34.60 higher than the previous day. The implied volatity was 33.34, the open interest changed by -9 which decreased total open position to 39


On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 58.85, which was -7.15 lower than the previous day. The implied volatity was 21.54, the open interest changed by 4 which increased total open position to 48


On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 66, which was -0.65 lower than the previous day. The implied volatity was 26.72, the open interest changed by 14 which increased total open position to 44


On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 66.65, which was 9.15 higher than the previous day. The implied volatity was 28.04, the open interest changed by 4 which increased total open position to 30


On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 57.5, which was -1.40 lower than the previous day. The implied volatity was 27.04, the open interest changed by 12 which increased total open position to 26


On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 58.9, which was -0.15 lower than the previous day. The implied volatity was 26.33, the open interest changed by 4 which increased total open position to 14


On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 59.05, which was -2.45 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 9


On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 61.5, which was -10.20 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 4


On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 71.7, 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 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 71.7, which was -10.85 lower than the previous day. The implied volatity was 26.00, the open interest changed by 1 which increased total open position to 4


On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 82.55, which was 20.95 higher than the previous day. The implied volatity was 25.82, the open interest changed by 3 which increased total open position to 3


On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 61.6, 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 COROMANDEL was trading at 1758.80. The strike last trading price was 61.6, 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 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 61.6, 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 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 61.6, 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 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 61.6, 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 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 61.6, 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 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 61.6, 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 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 61.6, 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 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 61.6, which was 0.00 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 61.6, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 61.6, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, which was 61.60 higher than the previous day. The implied volatity was 3.01, 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 1.63, the open interest changed by 0 which decreased total open position to 0


COROMANDEL 26DEC2024 1740 PE
Delta: -0.08
Vega: 0.34
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1839.30 2.6 -1.40 31.37 831 40 222
19 Dec 1845.50 4 -2.90 33.21 575 -50 183
18 Dec 1830.85 6.9 -5.65 34.96 872 -50 233
17 Dec 1817.15 12.55 4.20 33.75 1,195 78 263
16 Dec 1819.25 8.35 -7.55 30.07 832 55 185
13 Dec 1777.65 15.9 -3.25 26.31 290 -11 129
12 Dec 1778.60 19.15 -4.95 28.18 109 10 138
11 Dec 1768.85 24.1 1.40 27.69 44 13 120
10 Dec 1780.35 22.7 -6.25 27.94 57 -5 109
9 Dec 1769.80 28.95 1.00 28.14 215 45 114
6 Dec 1762.40 27.95 2.55 25.03 46 -5 70
5 Dec 1769.00 25.4 -14.60 24.90 106 16 88
4 Dec 1757.95 40 12.95 29.59 135 23 71
3 Dec 1777.50 27.05 -0.95 26.60 26 -3 49
2 Dec 1775.85 28 -2.20 26.07 29 4 43
29 Nov 1789.00 30.2 -6.15 28.27 88 33 39
28 Nov 1755.75 36.35 -77.25 27.65 12 5 5
27 Nov 1758.80 113.6 0.00 1.86 0 0 0
26 Nov 1767.60 113.6 0.00 2.26 0 0 0
25 Nov 1795.45 113.6 0.00 3.95 0 0 0
22 Nov 1806.45 113.6 0.00 4.43 0 0 0
21 Nov 1768.00 113.6 0.00 2.49 0 0 0
20 Nov 1764.60 113.6 0.00 1.85 0 0 0
19 Nov 1764.60 113.6 0.00 1.85 0 0 0
18 Nov 1721.10 113.6 0.00 - 0 0 0
14 Nov 1715.95 113.6 0.00 - 0 0 0
13 Nov 1684.95 113.6 0.00 - 0 0 0
12 Nov 1730.50 113.6 0.00 0.72 0 0 0
11 Nov 1737.25 113.6 0.00 0.96 0 0 0
8 Nov 1752.00 113.6 0.00 1.38 0 0 0
7 Nov 1777.95 113.6 0.00 2.80 0 0 0
6 Nov 1726.10 113.6 0.00 0.57 0 0 0
5 Nov 1669.15 113.6 113.60 - 0 0 0
1 Nov 1691.80 0 - 0 0 0


For Coromandel Interntl. Ltd - strike price 1740 expiring on 26DEC2024

Delta for 1740 PE is -0.08

Historical price for 1740 PE is as follows

On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 31.37, the open interest changed by 40 which increased total open position to 222


On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 4, which was -2.90 lower than the previous day. The implied volatity was 33.21, the open interest changed by -50 which decreased total open position to 183


On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 6.9, which was -5.65 lower than the previous day. The implied volatity was 34.96, the open interest changed by -50 which decreased total open position to 233


On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 12.55, which was 4.20 higher than the previous day. The implied volatity was 33.75, the open interest changed by 78 which increased total open position to 263


On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 8.35, which was -7.55 lower than the previous day. The implied volatity was 30.07, the open interest changed by 55 which increased total open position to 185


On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 15.9, which was -3.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by -11 which decreased total open position to 129


On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 19.15, which was -4.95 lower than the previous day. The implied volatity was 28.18, the open interest changed by 10 which increased total open position to 138


On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 24.1, which was 1.40 higher than the previous day. The implied volatity was 27.69, the open interest changed by 13 which increased total open position to 120


On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 22.7, which was -6.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by -5 which decreased total open position to 109


On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 28.95, which was 1.00 higher than the previous day. The implied volatity was 28.14, the open interest changed by 45 which increased total open position to 114


On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 27.95, which was 2.55 higher than the previous day. The implied volatity was 25.03, the open interest changed by -5 which decreased total open position to 70


On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 25.4, which was -14.60 lower than the previous day. The implied volatity was 24.90, the open interest changed by 16 which increased total open position to 88


On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 40, which was 12.95 higher than the previous day. The implied volatity was 29.59, the open interest changed by 23 which increased total open position to 71


On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 27.05, which was -0.95 lower than the previous day. The implied volatity was 26.60, the open interest changed by -3 which decreased total open position to 49


On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 28, which was -2.20 lower than the previous day. The implied volatity was 26.07, the open interest changed by 4 which increased total open position to 43


On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 30.2, which was -6.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 33 which increased total open position to 39


On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 36.35, which was -77.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 5 which increased total open position to 5


On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0


On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 113.6, 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 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 113.6, 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 113.6, 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 113.6, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 113.6, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 113.6, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 113.6, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 113.6, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 113.6, which was 113.60 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 -, the open interest changed by 0 which decreased total open position to 0