COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
14 Nov 2024 04:12 PM IST
| COROMANDEL 28NOV2024 1740 CE | ||||||||||
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Delta: 0.40
Vega: 1.29
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1715.95 | 25.55 | 6.15 | 27.38 | 69 | -0.5 | 48.5 | |||
| 13 Nov | 1684.95 | 19.4 | -14.40 | 26.72 | 78.5 | 0.5 | 48.5 | |||
| 12 Nov | 1730.50 | 33.8 | -8.40 | 23.18 | 94.5 | 3.5 | 55.5 | |||
| 11 Nov | 1737.25 | 42.2 | -7.95 | 25.81 | 194.5 | 10.5 | 52 | |||
| 8 Nov | 1752.00 | 50.15 | -20.10 | 25.25 | 51.5 | -3 | 41 | |||
| 7 Nov | 1777.95 | 70.25 | 30.20 | 23.97 | 461.5 | 3 | 44.5 | |||
| 6 Nov | 1726.10 | 40.05 | 17.20 | 23.36 | 105 | 8.5 | 41.5 | |||
| 5 Nov | 1669.15 | 22.85 | 3.95 | 26.51 | 25.5 | 6.5 | 33 | |||
| 4 Nov | 1634.55 | 18.9 | -17.10 | 29.54 | 31.5 | 6 | 26.5 | |||
| 1 Nov | 1691.80 | 36 | 2.50 | 28.21 | 6 | -2.5 | 19.5 | |||
| 31 Oct | 1668.65 | 33.5 | 10.65 | - | 23 | 7 | 22 | |||
| 30 Oct | 1646.00 | 22.85 | -28.70 | - | 19 | 15 | 15 | |||
| 29 Oct | 1608.05 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1601.40 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1597.85 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1669.30 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 1728.00 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1674.65 | 51.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1657.00 | 51.55 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.40
Historical price for 1740 CE is as follows
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 25.55, which was 6.15 higher than the previous day. The implied volatity was 27.38, the open interest changed by -1 which decreased total open position to 97
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 19.4, which was -14.40 lower than the previous day. The implied volatity was 26.72, the open interest changed by 1 which increased total open position to 97
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 33.8, which was -8.40 lower than the previous day. The implied volatity was 23.18, the open interest changed by 7 which increased total open position to 111
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 42.2, which was -7.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 21 which increased total open position to 104
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 50.15, which was -20.10 lower than the previous day. The implied volatity was 25.25, the open interest changed by -6 which decreased total open position to 82
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 70.25, which was 30.20 higher than the previous day. The implied volatity was 23.97, the open interest changed by 6 which increased total open position to 89
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 40.05, which was 17.20 higher than the previous day. The implied volatity was 23.36, the open interest changed by 17 which increased total open position to 83
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 22.85, which was 3.95 higher than the previous day. The implied volatity was 26.51, the open interest changed by 13 which increased total open position to 66
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 18.9, which was -17.10 lower than the previous day. The implied volatity was 29.54, the open interest changed by 12 which increased total open position to 53
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 36, which was 2.50 higher than the previous day. The implied volatity was 28.21, the open interest changed by -5 which decreased total open position to 39
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 33.5, which was 10.65 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 22.85, which was -28.70 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 51.55, 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 28 Oct COROMANDEL was trading at 1601.40. The strike last trading price was 51.55, 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 25 Oct COROMANDEL was trading at 1597.85. The strike last trading price was 51.55, 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 51.55, 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 51.55, 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 51.55, 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 51.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COROMANDEL 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 1.28
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1715.95 | 47.55 | -18.25 | 24.87 | 4.5 | -1 | 19.5 |
| 13 Nov | 1684.95 | 65.8 | 22.80 | 29.46 | 24 | -1.5 | 20.5 |
| 12 Nov | 1730.50 | 43 | 4.90 | 29.89 | 22.5 | -1 | 27 |
| 11 Nov | 1737.25 | 38.1 | 3.20 | 27.81 | 81 | 7 | 28.5 |
| 8 Nov | 1752.00 | 34.9 | 6.40 | 26.44 | 64.5 | -13.5 | 21.5 |
| 7 Nov | 1777.95 | 28.5 | -26.90 | 29.56 | 85.5 | 32 | 34.5 |
| 6 Nov | 1726.10 | 55.4 | -36.45 | 32.99 | 1.5 | 0 | 1 |
| 5 Nov | 1669.15 | 91.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1634.55 | 91.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 91.85 | -18.15 | 38.17 | 0.5 | 0 | 1 |
| 31 Oct | 1668.65 | 110 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 1646.00 | 110 | -25.65 | - | 1 | 0 | 0 |
| 29 Oct | 1608.05 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1601.40 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1597.85 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1669.30 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1674.65 | 135.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1657.00 | 135.65 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.61
Historical price for 1740 PE is as follows
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 47.55, which was -18.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by -2 which decreased total open position to 39
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 65.8, which was 22.80 higher than the previous day. The implied volatity was 29.46, the open interest changed by -3 which decreased total open position to 41
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 43, which was 4.90 higher than the previous day. The implied volatity was 29.89, the open interest changed by -2 which decreased total open position to 54
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 38.1, which was 3.20 higher than the previous day. The implied volatity was 27.81, the open interest changed by 14 which increased total open position to 57
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 34.9, which was 6.40 higher than the previous day. The implied volatity was 26.44, the open interest changed by -27 which decreased total open position to 43
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 28.5, which was -26.90 lower than the previous day. The implied volatity was 29.56, the open interest changed by 64 which increased total open position to 69
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 55.4, which was -36.45 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 2
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 91.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 91.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 91.85, which was -18.15 lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 2
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 110, 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 Oct COROMANDEL was trading at 1646.00. The strike last trading price was 110, which was -25.65 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 135.65, 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 28 Oct COROMANDEL was trading at 1601.40. The strike last trading price was 135.65, 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 25 Oct COROMANDEL was trading at 1597.85. The strike last trading price was 135.65, 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 135.65, 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 135.65, 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 135.65, 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 135.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
