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

1768 3.40 (0.19%)

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Historical option data for COROMANDEL

21 Nov 2024 04:12 PM IST
COROMANDEL 28NOV2024 1760 CE
Delta: 0.60
Vega: 0.95
Theta: -2.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1768.00 33.05 5.80 25.88 390.5 -10 52.5
20 Nov 1764.60 27.25 0.00 22.70 419.5 11 62.5
19 Nov 1764.60 27.25 11.25 22.70 419.5 11 62.5
18 Nov 1721.10 16 -2.80 26.07 231 15 51
14 Nov 1715.95 18.8 4.40 27.43 41 4.5 36
13 Nov 1684.95 14.4 -12.70 27.17 70 -9 32
12 Nov 1730.50 27.1 -6.85 24.72 244 -1 41.5
11 Nov 1737.25 33.95 -8.15 26.64 210 1 42
8 Nov 1752.00 42.1 -17.60 26.61 105.5 -4 39.5
7 Nov 1777.95 59.7 29.65 25.36 586 33.5 42.5
6 Nov 1726.10 30.05 13.45 22.76 15 8.5 9.5
5 Nov 1669.15 16.6 -92.65 25.93 2.5 1.5 1.5
4 Nov 1634.55 109.25 0.00 6.61 0 0 0
1 Nov 1691.80 109.25 0.00 3.50 0 0 0
31 Oct 1668.65 109.25 0.00 - 0 0 0
30 Oct 1646.00 109.25 0.00 - 0 0 0
29 Oct 1608.05 109.25 0.00 - 0 0 0
28 Oct 1601.40 109.25 0.00 - 0 0 0
25 Oct 1597.85 109.25 0.00 - 0 0 0
3 Oct 1669.30 109.25 0.00 - 0 0 0
1 Oct 1728.00 109.25 0.00 - 0 0 0
30 Sept 1674.65 109.25 0.00 - 0 0 0
26 Sept 1634.15 109.25 0.00 - 0 0 0
25 Sept 1644.20 109.25 0.00 - 0 0 0
24 Sept 1662.90 109.25 109.25 - 0 0 0
23 Sept 1672.45 0 0.00 - 0 0 0
20 Sept 1659.15 0 0.00 - 0 0 0
19 Sept 1674.40 0 0.00 - 0 0 0
18 Sept 1730.00 0 0.00 - 0 0 0
17 Sept 1715.15 0 0.00 - 0 0 0
16 Sept 1705.10 0 0.00 - 0 0 0
13 Sept 1694.40 0 0.00 - 0 0 0
12 Sept 1692.35 0 0.00 - 0 0 0
11 Sept 1697.55 0 0.00 - 0 0 0
10 Sept 1706.35 0 0.00 - 0 0 0
9 Sept 1706.95 0 0.00 - 0 0 0
6 Sept 1691.15 0 0.00 - 0 0 0
5 Sept 1720.10 0 0.00 - 0 0 0
4 Sept 1723.60 0 0.00 - 0 0 0
3 Sept 1732.20 0 0.00 - 0 0 0
2 Sept 1743.35 0 - 0 0 0


For Coromandel Interntl. Ltd - strike price 1760 expiring on 28NOV2024

Delta for 1760 CE is 0.60

Historical price for 1760 CE is as follows

On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 33.05, which was 5.80 higher than the previous day. The implied volatity was 25.88, the open interest changed by -20 which decreased total open position to 105


On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 27.25, which was 0.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by 22 which increased total open position to 125


On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 27.25, which was 11.25 higher than the previous day. The implied volatity was 22.70, the open interest changed by 22 which increased total open position to 125


On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 16, which was -2.80 lower than the previous day. The implied volatity was 26.07, the open interest changed by 30 which increased total open position to 102


On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 18.8, which was 4.40 higher than the previous day. The implied volatity was 27.43, the open interest changed by 9 which increased total open position to 72


On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 14.4, which was -12.70 lower than the previous day. The implied volatity was 27.17, the open interest changed by -18 which decreased total open position to 64


On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 27.1, which was -6.85 lower than the previous day. The implied volatity was 24.72, the open interest changed by -2 which decreased total open position to 83


On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 33.95, which was -8.15 lower than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 84


On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 42.1, which was -17.60 lower than the previous day. The implied volatity was 26.61, the open interest changed by -8 which decreased total open position to 79


On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 59.7, which was 29.65 higher than the previous day. The implied volatity was 25.36, the open interest changed by 67 which increased total open position to 85


On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 30.05, which was 13.45 higher than the previous day. The implied volatity was 22.76, the open interest changed by 17 which increased total open position to 19


On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 16.6, which was -92.65 lower than the previous day. The implied volatity was 25.93, the open interest changed by 3 which increased total open position to 3


On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 109.25, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 109.25, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0


On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 109.25, 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 109.25, 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 109.25, 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 109.25, 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 109.25, 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 109.25, 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 109.25, 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 109.25, 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 26 Sept COROMANDEL was trading at 1634.15. The strike last trading price was 109.25, 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 Sept COROMANDEL was trading at 1644.20. The strike last trading price was 109.25, 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 24 Sept COROMANDEL was trading at 1662.90. The strike last trading price was 109.25, which was 109.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept COROMANDEL was trading at 1672.45. The strike last trading price was 0, 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 20 Sept COROMANDEL was trading at 1659.15. The strike last trading price was 0, 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 19 Sept COROMANDEL was trading at 1674.40. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1730.00. The strike last trading price was 0, 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 17 Sept COROMANDEL was trading at 1715.15. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1705.10. The strike last trading price was 0, 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 13 Sept COROMANDEL was trading at 1694.40. The strike last trading price was 0, 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 12 Sept COROMANDEL was trading at 1692.35. The strike last trading price was 0, 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 11 Sept COROMANDEL was trading at 1697.55. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1706.35. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1706.95. The strike last trading price was 0, 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 6 Sept COROMANDEL was trading at 1691.15. The strike last trading price was 0, 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 5 Sept COROMANDEL was trading at 1720.10. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1723.60. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1732.20. The strike last trading price was 0, 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 2 Sept COROMANDEL was trading at 1743.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


COROMANDEL 28NOV2024 1760 PE
Delta: -0.41
Vega: 0.95
Theta: -1.75
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1768.00 21.35 -11.15 28.68 147.5 2 38
20 Nov 1764.60 32.5 0.00 31.47 115 18 36.5
19 Nov 1764.60 32.5 -19.50 31.47 115 18.5 36.5
18 Nov 1721.10 52 -0.05 28.15 10.5 0 18.5
14 Nov 1715.95 52.05 0.00 0.00 0 0 0
13 Nov 1684.95 52.05 0.00 0.00 0 2.5 0
12 Nov 1730.50 52.05 1.65 28.61 24 2.5 18.5
11 Nov 1737.25 50.4 5.90 29.08 31.5 -0.5 16
8 Nov 1752.00 44.5 9.55 26.40 112 -1 16.5
7 Nov 1777.95 34.95 -77.80 28.79 47 17 17
6 Nov 1726.10 112.75 0.00 - 0 0 0
5 Nov 1669.15 112.75 0.00 - 0 0 0
4 Nov 1634.55 112.75 0.00 - 0 0 0
1 Nov 1691.80 112.75 0.00 - 0 0 0
31 Oct 1668.65 112.75 0.00 - 0 0 0
30 Oct 1646.00 112.75 0.00 - 0 0 0
29 Oct 1608.05 112.75 0.00 - 0 0 0
28 Oct 1601.40 112.75 0.00 - 0 0 0
25 Oct 1597.85 112.75 0.00 - 0 0 0
3 Oct 1669.30 112.75 0.00 - 0 0 0
1 Oct 1728.00 112.75 0.00 - 0 0 0
30 Sept 1674.65 112.75 112.75 - 0 0 0
26 Sept 1634.15 0 0.00 - 0 0 0
25 Sept 1644.20 0 0.00 - 0 0 0
24 Sept 1662.90 0 0.00 - 0 0 0
23 Sept 1672.45 0 0.00 - 0 0 0
20 Sept 1659.15 0 0.00 - 0 0 0
19 Sept 1674.40 0 0.00 - 0 0 0
18 Sept 1730.00 0 0.00 - 0 0 0
17 Sept 1715.15 0 0.00 - 0 0 0
16 Sept 1705.10 0 0.00 - 0 0 0
13 Sept 1694.40 0 0.00 - 0 0 0
12 Sept 1692.35 0 0.00 - 0 0 0
11 Sept 1697.55 0 0.00 - 0 0 0
10 Sept 1706.35 0 0.00 - 0 0 0
9 Sept 1706.95 0 0.00 - 0 0 0
6 Sept 1691.15 0 0.00 - 0 0 0
5 Sept 1720.10 0 0.00 - 0 0 0
4 Sept 1723.60 0 0.00 - 0 0 0
3 Sept 1732.20 0 0.00 - 0 0 0
2 Sept 1743.35 0 - 0 0 0


For Coromandel Interntl. Ltd - strike price 1760 expiring on 28NOV2024

Delta for 1760 PE is -0.41

Historical price for 1760 PE is as follows

On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 21.35, which was -11.15 lower than the previous day. The implied volatity was 28.68, the open interest changed by 4 which increased total open position to 76


On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by 36 which increased total open position to 73


On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 32.5, which was -19.50 lower than the previous day. The implied volatity was 31.47, the open interest changed by 37 which increased total open position to 73


On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 52, which was -0.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 37


On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 52.05, 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 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 52.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 52.05, which was 1.65 higher than the previous day. The implied volatity was 28.61, the open interest changed by 5 which increased total open position to 37


On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 50.4, which was 5.90 higher than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 32


On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 44.5, which was 9.55 higher than the previous day. The implied volatity was 26.40, the open interest changed by -2 which decreased total open position to 33


On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 34.95, which was -77.80 lower than the previous day. The implied volatity was 28.79, the open interest changed by 34 which increased total open position to 34


On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 112.75, 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 112.75, 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 112.75, 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 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 112.75, 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 COROMANDEL was trading at 1668.65. The strike last trading price was 112.75, 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 Oct COROMANDEL was trading at 1646.00. The strike last trading price was 112.75, 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 29 Oct COROMANDEL was trading at 1608.05. The strike last trading price was 112.75, 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 28 Oct COROMANDEL was trading at 1601.40. The strike last trading price was 112.75, 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 25 Oct COROMANDEL was trading at 1597.85. The strike last trading price was 112.75, 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 112.75, 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 112.75, 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 112.75, which was 112.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept COROMANDEL was trading at 1634.15. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1644.20. The strike last trading price was 0, 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 24 Sept COROMANDEL was trading at 1662.90. The strike last trading price was 0, 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 23 Sept COROMANDEL was trading at 1672.45. The strike last trading price was 0, 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 20 Sept COROMANDEL was trading at 1659.15. The strike last trading price was 0, 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 19 Sept COROMANDEL was trading at 1674.40. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1730.00. The strike last trading price was 0, 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 17 Sept COROMANDEL was trading at 1715.15. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1705.10. The strike last trading price was 0, 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 13 Sept COROMANDEL was trading at 1694.40. The strike last trading price was 0, 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 12 Sept COROMANDEL was trading at 1692.35. The strike last trading price was 0, 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 11 Sept COROMANDEL was trading at 1697.55. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1706.35. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1706.95. The strike last trading price was 0, 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 6 Sept COROMANDEL was trading at 1691.15. The strike last trading price was 0, 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 5 Sept COROMANDEL was trading at 1720.10. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1723.60. The strike last trading price was 0, 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 Sept COROMANDEL was trading at 1732.20. The strike last trading price was 0, 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 2 Sept COROMANDEL was trading at 1743.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to