COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1780 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 | 58.25 | -12.45 | - | 22 | -2 | 177 | |||
| 19 Dec | 1845.50 | 70.7 | 4.70 | 27.20 | 147 | -25 | 179 | |||
| 18 Dec | 1830.85 | 66 | 16.00 | 26.57 | 336 | -63 | 203 | |||
| 17 Dec | 1817.15 | 50 | -12.00 | 29.66 | 1,726 | 90 | 266 | |||
| 16 Dec | 1819.25 | 62 | 27.90 | 31.06 | 1,010 | -92 | 177 | |||
| 13 Dec | 1777.65 | 34.1 | -6.80 | 22.23 | 460 | 18 | 274 | |||
| 12 Dec | 1778.60 | 40.9 | 4.45 | 26.18 | 655 | -15 | 258 | |||
| 11 Dec | 1768.85 | 36.45 | -8.00 | 27.07 | 291 | 88 | 274 | |||
| 10 Dec | 1780.35 | 44.45 | 4.50 | 28.63 | 312 | -72 | 186 | |||
| 9 Dec | 1769.80 | 39.95 | 2.45 | 29.34 | 234 | 5 | 256 | |||
| 6 Dec | 1762.40 | 37.5 | -4.00 | 25.92 | 289 | -7 | 249 | |||
| 5 Dec | 1769.00 | 41.5 | 0.35 | 25.05 | 167 | 41 | 255 | |||
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| 4 Dec | 1757.95 | 41.15 | -8.55 | 28.61 | 479 | 23 | 215 | |||
| 3 Dec | 1777.50 | 49.7 | -2.60 | 26.05 | 454 | 62 | 196 | |||
| 2 Dec | 1775.85 | 52.3 | -7.55 | 27.75 | 305 | 8 | 135 | |||
| 29 Nov | 1789.00 | 59.85 | 5.95 | 26.47 | 473 | 25 | 114 | |||
| 28 Nov | 1755.75 | 53.9 | 0.75 | 27.99 | 167 | 73 | 88 | |||
| 27 Nov | 1758.80 | 53.15 | -3.85 | 28.74 | 8 | 0 | 12 | |||
| 26 Nov | 1767.60 | 57 | -25.15 | 28.18 | 50 | 7 | 13 | |||
| 25 Nov | 1795.45 | 82.15 | 1.25 | 31.04 | 4 | 2 | 5 | |||
| 22 Nov | 1806.45 | 80.9 | 18.90 | 25.07 | 11 | 0 | 3 | |||
| 21 Nov | 1768.00 | 62 | 14.10 | 26.54 | 4 | 2 | 2 | |||
| 20 Nov | 1764.60 | 47.9 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 19 Nov | 1764.60 | 47.9 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 18 Nov | 1721.10 | 47.9 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 14 Nov | 1715.95 | 47.9 | 0.00 | 2.48 | 0 | 0 | 0 | |||
| 13 Nov | 1684.95 | 47.9 | 0.00 | 3.32 | 0 | 0 | 0 | |||
| 12 Nov | 1730.50 | 47.9 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 11 Nov | 1737.25 | 47.9 | 0.00 | 0.92 | 0 | 0 | 0 | |||
| 8 Nov | 1752.00 | 47.9 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 7 Nov | 1777.95 | 47.9 | 47.90 | - | 0 | 0 | 0 | |||
| 6 Nov | 1726.10 | 0 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 1 Nov | 1691.80 | 0 | 3.25 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 58.25, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 177
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 70.7, which was 4.70 higher than the previous day. The implied volatity was 27.20, the open interest changed by -25 which decreased total open position to 179
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 66, which was 16.00 higher than the previous day. The implied volatity was 26.57, the open interest changed by -63 which decreased total open position to 203
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 50, which was -12.00 lower than the previous day. The implied volatity was 29.66, the open interest changed by 90 which increased total open position to 266
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 62, which was 27.90 higher than the previous day. The implied volatity was 31.06, the open interest changed by -92 which decreased total open position to 177
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 34.1, which was -6.80 lower than the previous day. The implied volatity was 22.23, the open interest changed by 18 which increased total open position to 274
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 40.9, which was 4.45 higher than the previous day. The implied volatity was 26.18, the open interest changed by -15 which decreased total open position to 258
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 36.45, which was -8.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by 88 which increased total open position to 274
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 44.45, which was 4.50 higher than the previous day. The implied volatity was 28.63, the open interest changed by -72 which decreased total open position to 186
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 39.95, which was 2.45 higher than the previous day. The implied volatity was 29.34, the open interest changed by 5 which increased total open position to 256
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 37.5, which was -4.00 lower than the previous day. The implied volatity was 25.92, the open interest changed by -7 which decreased total open position to 249
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 41.5, which was 0.35 higher than the previous day. The implied volatity was 25.05, the open interest changed by 41 which increased total open position to 255
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 41.15, which was -8.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 23 which increased total open position to 215
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 49.7, which was -2.60 lower than the previous day. The implied volatity was 26.05, the open interest changed by 62 which increased total open position to 196
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 52.3, which was -7.55 lower than the previous day. The implied volatity was 27.75, the open interest changed by 8 which increased total open position to 135
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 59.85, which was 5.95 higher than the previous day. The implied volatity was 26.47, the open interest changed by 25 which increased total open position to 114
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 53.9, which was 0.75 higher than the previous day. The implied volatity was 27.99, the open interest changed by 73 which increased total open position to 88
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 53.15, which was -3.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 12
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 57, which was -25.15 lower than the previous day. The implied volatity was 28.18, the open interest changed by 7 which increased total open position to 13
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 82.15, which was 1.25 higher than the previous day. The implied volatity was 31.04, the open interest changed by 2 which increased total open position to 5
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 80.9, which was 18.90 higher than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 3
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 62, which was 14.10 higher than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 2
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 47.9, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 2.02, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 47.9, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 47.9, which was 47.90 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 3.25, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1780 PE | |||||||
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Delta: -0.15
Vega: 0.55
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 4.7 | -2.55 | 25.67 | 577 | -19 | 226 |
| 19 Dec | 1845.50 | 7.25 | -6.30 | 28.67 | 847 | 11 | 245 |
| 18 Dec | 1830.85 | 13.55 | -8.90 | 32.93 | 1,238 | 36 | 234 |
| 17 Dec | 1817.15 | 22.45 | 4.65 | 31.40 | 1,011 | 39 | 201 |
| 16 Dec | 1819.25 | 17.8 | -12.65 | 29.57 | 598 | 0 | 161 |
| 13 Dec | 1777.65 | 30.45 | -0.75 | 25.74 | 140 | 7 | 165 |
| 12 Dec | 1778.60 | 31.2 | -9.80 | 25.50 | 253 | 16 | 164 |
| 11 Dec | 1768.85 | 41 | 2.45 | 26.97 | 112 | 24 | 149 |
| 10 Dec | 1780.35 | 38.55 | -8.45 | 27.34 | 104 | -2 | 126 |
| 9 Dec | 1769.80 | 47 | 0.35 | 27.60 | 35 | -11 | 129 |
| 6 Dec | 1762.40 | 46.65 | 3.15 | 24.87 | 43 | 11 | 139 |
| 5 Dec | 1769.00 | 43.5 | -16.75 | 25.17 | 33 | 5 | 128 |
| 4 Dec | 1757.95 | 60.25 | 14.90 | 29.66 | 160 | 17 | 124 |
| 3 Dec | 1777.50 | 45.35 | 1.10 | 27.43 | 73 | 15 | 104 |
| 2 Dec | 1775.85 | 44.25 | -1.55 | 25.54 | 24 | 6 | 88 |
| 29 Nov | 1789.00 | 45.8 | -93.70 | 27.94 | 165 | 71 | 71 |
| 28 Nov | 1755.75 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 139.5 | 0.00 | 0.02 | 0 | 0 | 0 |
| 25 Nov | 1795.45 | 139.5 | 0.00 | 1.82 | 0 | 0 | 0 |
| 22 Nov | 1806.45 | 139.5 | 0.00 | 2.42 | 0 | 0 | 0 |
| 21 Nov | 1768.00 | 139.5 | 0.00 | 0.31 | 0 | 0 | 0 |
| 20 Nov | 1764.60 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1764.60 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1721.10 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1715.95 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1684.95 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1730.50 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1737.25 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1752.00 | 139.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 139.5 | 0.00 | 1.06 | 0 | 0 | 0 |
| 6 Nov | 1726.10 | 139.5 | 139.50 | - | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 0 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.15
Historical price for 1780 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 4.7, which was -2.55 lower than the previous day. The implied volatity was 25.67, the open interest changed by -19 which decreased total open position to 226
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 7.25, which was -6.30 lower than the previous day. The implied volatity was 28.67, the open interest changed by 11 which increased total open position to 245
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 13.55, which was -8.90 lower than the previous day. The implied volatity was 32.93, the open interest changed by 36 which increased total open position to 234
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 22.45, which was 4.65 higher than the previous day. The implied volatity was 31.40, the open interest changed by 39 which increased total open position to 201
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 17.8, which was -12.65 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 161
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 30.45, which was -0.75 lower than the previous day. The implied volatity was 25.74, the open interest changed by 7 which increased total open position to 165
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 31.2, which was -9.80 lower than the previous day. The implied volatity was 25.50, the open interest changed by 16 which increased total open position to 164
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 41, which was 2.45 higher than the previous day. The implied volatity was 26.97, the open interest changed by 24 which increased total open position to 149
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 38.55, which was -8.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by -2 which decreased total open position to 126
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 47, which was 0.35 higher than the previous day. The implied volatity was 27.60, the open interest changed by -11 which decreased total open position to 129
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 46.65, which was 3.15 higher than the previous day. The implied volatity was 24.87, the open interest changed by 11 which increased total open position to 139
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 43.5, which was -16.75 lower than the previous day. The implied volatity was 25.17, the open interest changed by 5 which increased total open position to 128
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 60.25, which was 14.90 higher than the previous day. The implied volatity was 29.66, the open interest changed by 17 which increased total open position to 124
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 45.35, which was 1.10 higher than the previous day. The implied volatity was 27.43, the open interest changed by 15 which increased total open position to 104
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 44.25, which was -1.55 lower than the previous day. The implied volatity was 25.54, the open interest changed by 6 which increased total open position to 88
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 45.8, which was -93.70 lower than the previous day. The implied volatity was 27.94, the open interest changed by 71 which increased total open position to 71
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 139.5, 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 139.5, 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 139.5, 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 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 139.5, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 139.5, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 139.5, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, which was 0.00 lower than the previous day. The implied volatity was 1.06, 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 139.5, which was 139.50 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
