COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
21 Nov 2024 04:12 PM IST
| COROMANDEL 28NOV2024 1780 CE | ||||||||||
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Delta: 0.47
Vega: 0.98
Theta: -2.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1768.00 | 23.15 | 4.35 | 26.38 | 1,023 | 72 | 149 | |||
| 20 Nov | 1764.60 | 18.8 | 0.00 | 23.33 | 329 | 6 | 76 | |||
| 19 Nov | 1764.60 | 18.8 | 7.70 | 23.33 | 329 | 5 | 76 | |||
| 18 Nov | 1721.10 | 11.1 | -1.40 | 26.69 | 56.5 | -4 | 71 | |||
| 14 Nov | 1715.95 | 12.5 | 1.35 | 26.54 | 41 | -0.5 | 75.5 | |||
| 13 Nov | 1684.95 | 11.15 | -7.50 | 28.21 | 63.5 | 6.5 | 76 | |||
| 12 Nov | 1730.50 | 18.65 | -6.35 | 23.80 | 53.5 | -14 | 72 | |||
| 11 Nov | 1737.25 | 25 | -7.95 | 25.95 | 74.5 | 4 | 87.5 | |||
| 8 Nov | 1752.00 | 32.95 | -16.35 | 26.38 | 233.5 | -0.5 | 83.5 | |||
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| 7 Nov | 1777.95 | 49.3 | 25.30 | 25.83 | 624 | 62 | 83.5 | |||
| 6 Nov | 1726.10 | 24 | 11.25 | 23.62 | 13 | 6.5 | 21 | |||
| 5 Nov | 1669.15 | 12.75 | -0.15 | 26.24 | 13 | 1.5 | 14.5 | |||
| 4 Nov | 1634.55 | 12.9 | -13.20 | 31.08 | 7 | 2.5 | 13 | |||
| 1 Nov | 1691.80 | 26.1 | 11.10 | 30.00 | 12.5 | 1.5 | 2.5 | |||
| 31 Oct | 1668.65 | 15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1646.00 | 15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1608.05 | 15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1601.40 | 15 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 1597.85 | 15 | -24.90 | - | 1 | 0 | 0 | |||
| 1 Oct | 1728.00 | 39.9 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.47
Historical price for 1780 CE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 23.15, which was 4.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by 144 which increased total open position to 298
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 12 which increased total open position to 152
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 18.8, which was 7.70 higher than the previous day. The implied volatity was 23.33, the open interest changed by 10 which increased total open position to 152
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 11.1, which was -1.40 lower than the previous day. The implied volatity was 26.69, the open interest changed by -8 which decreased total open position to 142
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 12.5, which was 1.35 higher than the previous day. The implied volatity was 26.54, the open interest changed by -1 which decreased total open position to 151
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 11.15, which was -7.50 lower than the previous day. The implied volatity was 28.21, the open interest changed by 13 which increased total open position to 152
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 18.65, which was -6.35 lower than the previous day. The implied volatity was 23.80, the open interest changed by -28 which decreased total open position to 144
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 25, which was -7.95 lower than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 175
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 32.95, which was -16.35 lower than the previous day. The implied volatity was 26.38, the open interest changed by -1 which decreased total open position to 167
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 49.3, which was 25.30 higher than the previous day. The implied volatity was 25.83, the open interest changed by 124 which increased total open position to 167
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 24, which was 11.25 higher than the previous day. The implied volatity was 23.62, the open interest changed by 13 which increased total open position to 42
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 12.75, which was -0.15 lower than the previous day. The implied volatity was 26.24, the open interest changed by 3 which increased total open position to 29
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 12.9, which was -13.20 lower than the previous day. The implied volatity was 31.08, the open interest changed by 5 which increased total open position to 26
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 26.1, which was 11.10 higher than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 5
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 15, 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 15, 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 15, 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 15, 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 15, which was -24.90 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 39.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| COROMANDEL 28NOV2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.98
Theta: -1.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1768.00 | 31.75 | -11.25 | 29.46 | 80.5 | 12 | 45 |
| 20 Nov | 1764.60 | 43 | 0.00 | 31.30 | 57.5 | 6 | 33 |
| 19 Nov | 1764.60 | 43 | -54.00 | 31.30 | 57.5 | 6 | 33 |
| 18 Nov | 1721.10 | 97 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1715.95 | 97 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 1684.95 | 97 | 25.15 | 31.20 | 4.5 | -1.5 | 27.5 |
| 12 Nov | 1730.50 | 71.85 | 9.05 | 33.99 | 5 | 0.5 | 28.5 |
| 11 Nov | 1737.25 | 62.8 | 6.15 | 29.47 | 29.5 | 0.5 | 28 |
| 8 Nov | 1752.00 | 56.65 | 10.15 | 27.05 | 54.5 | -1 | 27.5 |
| 7 Nov | 1777.95 | 46.5 | -116.95 | 30.36 | 145 | 29.5 | 29.5 |
| 6 Nov | 1726.10 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1669.15 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1634.55 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1668.65 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1646.00 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1608.05 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1601.40 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1597.85 | 163.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 163.45 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.52
Historical price for 1780 PE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 31.75, which was -11.25 lower than the previous day. The implied volatity was 29.46, the open interest changed by 24 which increased total open position to 90
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 12 which increased total open position to 66
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 43, which was -54.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 12 which increased total open position to 66
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 97, 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 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 97, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 97, which was 25.15 higher than the previous day. The implied volatity was 31.20, the open interest changed by -3 which decreased total open position to 55
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 71.85, which was 9.05 higher than the previous day. The implied volatity was 33.99, the open interest changed by 1 which increased total open position to 57
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 62.8, which was 6.15 higher than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 56
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 56.65, which was 10.15 higher than the previous day. The implied volatity was 27.05, the open interest changed by -2 which decreased total open position to 55
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 46.5, which was -116.95 lower than the previous day. The implied volatity was 30.36, the open interest changed by 59 which increased total open position to 59
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, 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 163.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
