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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 1820 CE
Delta: 0.26
Vega: 0.80
Theta: -1.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1768.00 10.75 1.75 28.03 86.5 13.5 40
20 Nov 1764.60 9 0.00 25.51 49.5 8.5 30
19 Nov 1764.60 9 4.30 25.51 49.5 12 30
18 Nov 1721.10 4.7 -1.05 27.24 16.5 5.5 18
14 Nov 1715.95 5.75 1.00 26.59 10 1 12.5
13 Nov 1684.95 4.75 -7.20 27.32 31 -15 11.5
12 Nov 1730.50 11.95 -1.45 26.72 13.5 -0.5 31
11 Nov 1737.25 13.4 -5.85 25.87 23 5.5 31
8 Nov 1752.00 19.25 -11.75 26.20 30.5 8.5 25.5
7 Nov 1777.95 31 17.25 25.69 98 2 17
6 Nov 1726.10 13.75 4.75 24.12 19 10.5 15
5 Nov 1669.15 9 -0.40 28.64 11 0.5 4.5
4 Nov 1634.55 9.4 -21.05 33.32 4 2.5 2.5
1 Nov 1691.80 30.45 0.00 6.69 0 0 0
31 Oct 1668.65 30.45 0.00 - 0 0 0
30 Oct 1646.00 30.45 0.00 - 0 0 0
29 Oct 1608.05 30.45 0.00 - 0 0 0
28 Oct 1601.40 30.45 0.00 - 0 0 0
25 Oct 1597.85 30.45 0.00 - 0 0 0
1 Oct 1728.00 30.45 - 0 0 0


For Coromandel Interntl. Ltd - strike price 1820 expiring on 28NOV2024

Delta for 1820 CE is 0.26

Historical price for 1820 CE is as follows

On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 10.75, which was 1.75 higher than the previous day. The implied volatity was 28.03, the open interest changed by 27 which increased total open position to 80


On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 25.51, the open interest changed by 17 which increased total open position to 60


On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 9, which was 4.30 higher than the previous day. The implied volatity was 25.51, the open interest changed by 24 which increased total open position to 60


On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by 11 which increased total open position to 36


On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 5.75, which was 1.00 higher than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 25


On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 4.75, which was -7.20 lower than the previous day. The implied volatity was 27.32, the open interest changed by -30 which decreased total open position to 23


On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 11.95, which was -1.45 lower than the previous day. The implied volatity was 26.72, the open interest changed by -1 which decreased total open position to 62


On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 13.4, which was -5.85 lower than the previous day. The implied volatity was 25.87, the open interest changed by 11 which increased total open position to 62


On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 19.25, which was -11.75 lower than the previous day. The implied volatity was 26.20, the open interest changed by 17 which increased total open position to 51


On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 31, which was 17.25 higher than the previous day. The implied volatity was 25.69, the open interest changed by 4 which increased total open position to 34


On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 13.75, which was 4.75 higher than the previous day. The implied volatity was 24.12, the open interest changed by 21 which increased total open position to 30


On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 9, which was -0.40 lower than the previous day. The implied volatity was 28.64, the open interest changed by 1 which increased total open position to 9


On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 9.4, which was -21.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by 5 which increased total open position to 5


On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


COROMANDEL 28NOV2024 1820 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1768.00 86.4 0.00 0.00 0 0 0
20 Nov 1764.60 86.4 0.00 0.00 0 0 0
19 Nov 1764.60 86.4 0.00 0.00 0 0 0
18 Nov 1721.10 86.4 0.00 0.00 0 0 0
14 Nov 1715.95 86.4 0.00 0.00 0 0 0
13 Nov 1684.95 86.4 0.00 0.00 0 0 0
12 Nov 1730.50 86.4 0.00 0.00 0 0 0
11 Nov 1737.25 86.4 6.15 26.26 1 0 1
8 Nov 1752.00 80.25 -12.35 25.20 1 0 0.5
7 Nov 1777.95 92.6 -100.95 44.89 0.5 0 0
6 Nov 1726.10 193.55 0.00 - 0 0 0
5 Nov 1669.15 193.55 0.00 - 0 0 0
4 Nov 1634.55 193.55 0.00 - 0 0 0
1 Nov 1691.80 193.55 0.00 - 0 0 0
31 Oct 1668.65 193.55 0.00 - 0 0 0
30 Oct 1646.00 193.55 0.00 - 0 0 0
29 Oct 1608.05 193.55 0.00 - 0 0 0
28 Oct 1601.40 193.55 0.00 - 0 0 0
25 Oct 1597.85 193.55 0.00 - 0 0 0
1 Oct 1728.00 193.55 - 0 0 0


For Coromandel Interntl. Ltd - strike price 1820 expiring on 28NOV2024

Delta for 1820 PE is 0.00

Historical price for 1820 PE is as follows

On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 86.4, 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 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 86.4, 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 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 86.4, 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 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 86.4, 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 86.4, 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 86.4, 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 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 86.4, 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 86.4, which was 6.15 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 2


On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 80.25, which was -12.35 lower than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 1


On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 92.6, which was -100.95 lower than the previous day. The implied volatity was 44.89, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, 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 193.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to