COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1820 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 | 19.9 | -20.70 | - | 409 | -20 | 218 | |||
| 19 Dec | 1845.50 | 40.6 | -2.25 | 26.31 | 1,288 | -144 | 236 | |||
| 18 Dec | 1830.85 | 42.85 | 13.15 | 30.84 | 3,900 | -53 | 386 | |||
| 17 Dec | 1817.15 | 29.7 | -9.30 | 30.61 | 5,466 | -136 | 444 | |||
| 16 Dec | 1819.25 | 39 | 21.10 | 31.37 | 4,221 | 442 | 579 | |||
| 13 Dec | 1777.65 | 17.9 | -5.10 | 23.02 | 150 | -8 | 137 | |||
| 12 Dec | 1778.60 | 23 | 2.75 | 25.96 | 204 | 13 | 146 | |||
| 11 Dec | 1768.85 | 20.25 | -7.05 | 26.59 | 44 | -10 | 132 | |||
| 10 Dec | 1780.35 | 27.3 | 3.15 | 28.60 | 160 | -18 | 142 | |||
| 9 Dec | 1769.80 | 24.15 | 2.85 | 29.00 | 172 | -10 | 157 | |||
| 6 Dec | 1762.40 | 21.3 | -3.90 | 25.11 | 78 | -9 | 167 | |||
| 5 Dec | 1769.00 | 25.2 | -2.65 | 25.01 | 140 | 0 | 176 | |||
| 4 Dec | 1757.95 | 27.85 | -4.45 | 29.50 | 576 | 79 | 167 | |||
| 3 Dec | 1777.50 | 32.3 | -3.70 | 26.17 | 152 | -8 | 87 | |||
| 2 Dec | 1775.85 | 36 | -5.50 | 28.34 | 167 | 36 | 95 | |||
| 29 Nov | 1789.00 | 41.5 | 4.00 | 26.77 | 223 | 34 | 55 | |||
| 28 Nov | 1755.75 | 37.5 | 0.50 | 28.21 | 41 | 9 | 21 | |||
| 27 Nov | 1758.80 | 37 | -8.85 | 28.77 | 18 | 1 | 11 | |||
| 26 Nov | 1767.60 | 45.85 | 9.05 | 31.18 | 15 | 11 | 11 | |||
| 25 Nov | 1795.45 | 36.8 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 22 Nov | 1806.45 | 36.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 1730.50 | 36.8 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 11 Nov | 1737.25 | 36.8 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 8 Nov | 1752.00 | 36.8 | 0.00 | 1.96 | 0 | 0 | 0 | |||
| 7 Nov | 1777.95 | 36.8 | 36.80 | 0.74 | 0 | 0 | 0 | |||
| 6 Nov | 1726.10 | 0 | 3.32 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is -
Historical price for 1820 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 19.9, which was -20.70 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 218
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 40.6, which was -2.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by -144 which decreased total open position to 236
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 42.85, which was 13.15 higher than the previous day. The implied volatity was 30.84, the open interest changed by -53 which decreased total open position to 386
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 29.7, which was -9.30 lower than the previous day. The implied volatity was 30.61, the open interest changed by -136 which decreased total open position to 444
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 39, which was 21.10 higher than the previous day. The implied volatity was 31.37, the open interest changed by 442 which increased total open position to 579
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 17.9, which was -5.10 lower than the previous day. The implied volatity was 23.02, the open interest changed by -8 which decreased total open position to 137
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 23, which was 2.75 higher than the previous day. The implied volatity was 25.96, the open interest changed by 13 which increased total open position to 146
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 20.25, which was -7.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by -10 which decreased total open position to 132
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 27.3, which was 3.15 higher than the previous day. The implied volatity was 28.60, the open interest changed by -18 which decreased total open position to 142
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 24.15, which was 2.85 higher than the previous day. The implied volatity was 29.00, the open interest changed by -10 which decreased total open position to 157
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 21.3, which was -3.90 lower than the previous day. The implied volatity was 25.11, the open interest changed by -9 which decreased total open position to 167
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 25.2, which was -2.65 lower than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 176
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 27.85, which was -4.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 79 which increased total open position to 167
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 32.3, which was -3.70 lower than the previous day. The implied volatity was 26.17, the open interest changed by -8 which decreased total open position to 87
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 36, which was -5.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by 36 which increased total open position to 95
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 41.5, which was 4.00 higher than the previous day. The implied volatity was 26.77, the open interest changed by 34 which increased total open position to 55
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 37.5, which was 0.50 higher than the previous day. The implied volatity was 28.21, the open interest changed by 9 which increased total open position to 21
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 37, which was -8.85 lower than the previous day. The implied volatity was 28.77, the open interest changed by 1 which increased total open position to 11
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 45.85, which was 9.05 higher than the previous day. The implied volatity was 31.18, the open interest changed by 11 which increased total open position to 11
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 36.8, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 36.8, 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 36.8, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 36.8, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 36.8, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 36.8, which was 36.80 higher than the previous day. The implied volatity was 0.74, 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 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1820 PE | |||||||
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Delta: -0.36
Vega: 0.88
Theta: -1.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 15 | 0.10 | 25.81 | 815 | -6 | 331 |
| 19 Dec | 1845.50 | 14.9 | -12.20 | 25.02 | 923 | 78 | 336 |
| 18 Dec | 1830.85 | 27.1 | -14.90 | 32.72 | 1,853 | 75 | 258 |
| 17 Dec | 1817.15 | 42 | 7.70 | 32.19 | 1,353 | 79 | 185 |
| 16 Dec | 1819.25 | 34.3 | -19.45 | 29.72 | 484 | 64 | 107 |
| 13 Dec | 1777.65 | 53.75 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Dec | 1778.60 | 53.75 | -7.60 | 25.71 | 20 | 4 | 44 |
| 11 Dec | 1768.85 | 61.35 | -1.55 | 23.92 | 1 | 0 | 41 |
| 10 Dec | 1780.35 | 62.9 | -9.65 | 28.43 | 19 | -8 | 40 |
| 9 Dec | 1769.80 | 72.55 | 9.55 | 28.21 | 7 | -4 | 49 |
| 6 Dec | 1762.40 | 63 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 63 | 0.00 | 0.00 | 0 | 28 | 0 |
| 4 Dec | 1757.95 | 63 | -4.60 | 14.13 | 48 | 28 | 53 |
| 3 Dec | 1777.50 | 67.6 | -0.60 | 27.52 | 6 | 0 | 31 |
| 2 Dec | 1775.85 | 68.2 | 1.30 | 26.37 | 19 | 8 | 32 |
| 29 Nov | 1789.00 | 66.9 | -101.05 | 28.10 | 46 | 17 | 17 |
| 28 Nov | 1755.75 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1795.45 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1806.45 | 167.95 | 0.00 | 0.62 | 0 | 0 | 0 |
| 12 Nov | 1730.50 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1737.25 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1752.00 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 167.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1726.10 | 167.95 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.36
Historical price for 1820 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 15, which was 0.10 higher than the previous day. The implied volatity was 25.81, the open interest changed by -6 which decreased total open position to 331
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 14.9, which was -12.20 lower than the previous day. The implied volatity was 25.02, the open interest changed by 78 which increased total open position to 336
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 27.1, which was -14.90 lower than the previous day. The implied volatity was 32.72, the open interest changed by 75 which increased total open position to 258
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 42, which was 7.70 higher than the previous day. The implied volatity was 32.19, the open interest changed by 79 which increased total open position to 185
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 34.3, which was -19.45 lower than the previous day. The implied volatity was 29.72, the open interest changed by 64 which increased total open position to 107
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 53.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 53.75, which was -7.60 lower than the previous day. The implied volatity was 25.71, the open interest changed by 4 which increased total open position to 44
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 61.35, which was -1.55 lower than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 41
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 62.9, which was -9.65 lower than the previous day. The implied volatity was 28.43, the open interest changed by -8 which decreased total open position to 40
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 72.55, which was 9.55 higher than the previous day. The implied volatity was 28.21, the open interest changed by -4 which decreased total open position to 49
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 63, 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 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 63, which was -4.60 lower than the previous day. The implied volatity was 14.13, the open interest changed by 28 which increased total open position to 53
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 67.6, which was -0.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 31
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 68.2, which was 1.30 higher than the previous day. The implied volatity was 26.37, the open interest changed by 8 which increased total open position to 32
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 66.9, which was -101.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 17 which increased total open position to 17
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 167.95, 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 167.95, 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 167.95, 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 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 167.95, 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 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 167.95, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 167.95, 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 167.95, 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 167.95, 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 167.95, 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 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 167.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
