COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
21 Nov 2024 04:12 PM IST
| COROMANDEL 28NOV2024 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.92
Theta: -2.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1768.00 | 17 | 2.50 | 28.35 | 1,128 | 11.5 | 236.5 | |||
| 20 Nov | 1764.60 | 14.5 | 0.00 | 25.90 | 1,034.5 | 65.5 | 226.5 | |||
| 19 Nov | 1764.60 | 14.5 | 7.50 | 25.90 | 1,034.5 | 67 | 226.5 | |||
| 18 Nov | 1721.10 | 7 | -1.35 | 26.02 | 251.5 | 24 | 158.5 | |||
| 14 Nov | 1715.95 | 8.35 | 0.50 | 26.29 | 168 | -2.5 | 135 | |||
| 13 Nov | 1684.95 | 7.85 | -6.60 | 28.27 | 187.5 | 3 | 138.5 | |||
| 12 Nov | 1730.50 | 14.45 | -5.20 | 24.94 | 263.5 | 4.5 | 136.5 | |||
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| 11 Nov | 1737.25 | 19.65 | -4.75 | 26.76 | 209 | -23.5 | 131.5 | |||
| 8 Nov | 1752.00 | 24.4 | -14.40 | 25.61 | 374.5 | 5 | 154.5 | |||
| 7 Nov | 1777.95 | 38.8 | 19.90 | 25.38 | 1,493.5 | 73 | 157.5 | |||
| 6 Nov | 1726.10 | 18.9 | 8.15 | 24.29 | 220 | 31.5 | 84.5 | |||
| 5 Nov | 1669.15 | 10.75 | 1.45 | 27.53 | 77.5 | -17.5 | 53 | |||
| 4 Nov | 1634.55 | 9.3 | -9.85 | 30.43 | 94.5 | 22 | 70.5 | |||
| 1 Nov | 1691.80 | 19.15 | 0.65 | 28.76 | 33 | 0.5 | 48.5 | |||
| 31 Oct | 1668.65 | 18.5 | 5.70 | - | 89 | 28 | 48 | |||
| 30 Oct | 1646.00 | 12.8 | 5.80 | - | 48 | 18 | 21 | |||
| 29 Oct | 1608.05 | 7 | -85.15 | - | 3 | 1 | 1 | |||
| 28 Oct | 1601.40 | 92.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1597.85 | 92.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1728.00 | 92.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 1634.15 | 92.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1644.20 | 92.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1662.90 | 92.15 | 92.15 | - | 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 1800 expiring on 28NOV2024
Delta for 1800 CE is 0.36
Historical price for 1800 CE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 17, which was 2.50 higher than the previous day. The implied volatity was 28.35, the open interest changed by 23 which increased total open position to 473
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 131 which increased total open position to 453
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 14.5, which was 7.50 higher than the previous day. The implied volatity was 25.90, the open interest changed by 134 which increased total open position to 453
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was 26.02, the open interest changed by 48 which increased total open position to 317
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 8.35, which was 0.50 higher than the previous day. The implied volatity was 26.29, the open interest changed by -5 which decreased total open position to 270
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 7.85, which was -6.60 lower than the previous day. The implied volatity was 28.27, the open interest changed by 6 which increased total open position to 277
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 14.45, which was -5.20 lower than the previous day. The implied volatity was 24.94, the open interest changed by 9 which increased total open position to 273
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 19.65, which was -4.75 lower than the previous day. The implied volatity was 26.76, the open interest changed by -47 which decreased total open position to 263
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 24.4, which was -14.40 lower than the previous day. The implied volatity was 25.61, the open interest changed by 10 which increased total open position to 309
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 38.8, which was 19.90 higher than the previous day. The implied volatity was 25.38, the open interest changed by 146 which increased total open position to 315
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 18.9, which was 8.15 higher than the previous day. The implied volatity was 24.29, the open interest changed by 63 which increased total open position to 169
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 10.75, which was 1.45 higher than the previous day. The implied volatity was 27.53, the open interest changed by -35 which decreased total open position to 106
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 9.3, which was -9.85 lower than the previous day. The implied volatity was 30.43, the open interest changed by 44 which increased total open position to 141
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 19.15, which was 0.65 higher than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 97
On 31 Oct COROMANDEL was trading at 1668.65. The strike last trading price was 18.5, which was 5.70 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 12.8, which was 5.80 higher 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 7, which was -85.15 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 92.15, 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 92.15, 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 1 Oct COROMANDEL was trading at 1728.00. The strike last trading price was 92.15, 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 26 Sept COROMANDEL was trading at 1634.15. The strike last trading price was 92.15, 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 Sept COROMANDEL was trading at 1644.20. The strike last trading price was 92.15, 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 24 Sept COROMANDEL was trading at 1662.90. The strike last trading price was 92.15, which was 92.15 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 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.93
Theta: -1.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1768.00 | 43.9 | -13.10 | 29.81 | 37 | 12.5 | 30.5 |
| 20 Nov | 1764.60 | 57 | 0.00 | 32.80 | 17 | 3.5 | 18 |
| 19 Nov | 1764.60 | 57 | -28.00 | 32.80 | 17 | 3.5 | 18 |
| 18 Nov | 1721.10 | 85 | -31.00 | 31.91 | 1 | 0.5 | 14.5 |
| 14 Nov | 1715.95 | 116 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1684.95 | 116 | 40.30 | 34.24 | 2 | -0.5 | 13.5 |
| 12 Nov | 1730.50 | 75.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1737.25 | 75.7 | 7.65 | 29.30 | 9 | -0.5 | 13.5 |
| 8 Nov | 1752.00 | 68.05 | 10.75 | 26.36 | 41.5 | 2 | 14.5 |
| 7 Nov | 1777.95 | 57.3 | -77.60 | 30.72 | 36 | 12.5 | 12.5 |
| 6 Nov | 1726.10 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1669.15 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1634.55 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1668.65 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1646.00 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1608.05 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1601.40 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1597.85 | 134.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 134.9 | 134.90 | - | 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 1800 expiring on 28NOV2024
Delta for 1800 PE is -0.63
Historical price for 1800 PE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 43.9, which was -13.10 lower than the previous day. The implied volatity was 29.81, the open interest changed by 25 which increased total open position to 61
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 32.80, the open interest changed by 7 which increased total open position to 36
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 57, which was -28.00 lower than the previous day. The implied volatity was 32.80, the open interest changed by 7 which increased total open position to 36
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 85, which was -31.00 lower than the previous day. The implied volatity was 31.91, the open interest changed by 1 which increased total open position to 29
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 116, 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 116, which was 40.30 higher than the previous day. The implied volatity was 34.24, the open interest changed by -1 which decreased total open position to 27
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 75.7, 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 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 75.7, which was 7.65 higher than the previous day. The implied volatity was 29.30, the open interest changed by -1 which decreased total open position to 27
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 68.05, which was 10.75 higher than the previous day. The implied volatity was 26.36, the open interest changed by 4 which increased total open position to 29
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 57.3, which was -77.60 lower than the previous day. The implied volatity was 30.72, the open interest changed by 25 which increased total open position to 25
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, 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 134.9, which was 134.90 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
