COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.94
Theta: -1.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 17.95 | -11.70 | 18.44 | 1,248 | -112 | 375 | |||
| 19 Dec | 1845.50 | 29.65 | -2.20 | 26.90 | 3,348 | -185 | 488 | |||
| 18 Dec | 1830.85 | 31.85 | 9.20 | 30.41 | 7,921 | 29 | 693 | |||
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| 17 Dec | 1817.15 | 22.65 | -8.30 | 31.44 | 7,381 | 287 | 668 | |||
| 16 Dec | 1819.25 | 30.95 | 17.75 | 32.30 | 2,299 | 164 | 374 | |||
| 13 Dec | 1777.65 | 13.2 | -3.30 | 24.02 | 192 | 21 | 210 | |||
| 12 Dec | 1778.60 | 16.5 | 0.70 | 25.83 | 160 | -9 | 191 | |||
| 11 Dec | 1768.85 | 15.8 | -5.00 | 27.51 | 114 | 4 | 205 | |||
| 10 Dec | 1780.35 | 20.8 | 1.95 | 27.04 | 147 | -16 | 201 | |||
| 9 Dec | 1769.80 | 18.85 | 2.80 | 29.33 | 142 | 39 | 218 | |||
| 6 Dec | 1762.40 | 16.05 | -3.95 | 25.24 | 122 | 0 | 179 | |||
| 5 Dec | 1769.00 | 20 | -1.80 | 25.61 | 101 | -1 | 180 | |||
| 4 Dec | 1757.95 | 21.8 | -3.55 | 29.30 | 347 | 64 | 178 | |||
| 3 Dec | 1777.50 | 25.35 | -2.35 | 26.12 | 80 | 9 | 114 | |||
| 2 Dec | 1775.85 | 27.7 | -6.60 | 27.54 | 123 | 33 | 106 | |||
| 29 Nov | 1789.00 | 34.3 | 5.95 | 27.03 | 93 | 4 | 68 | |||
| 28 Nov | 1755.75 | 28.35 | -2.65 | 26.91 | 18 | -2 | 65 | |||
| 27 Nov | 1758.80 | 31 | -6.00 | 29.09 | 32 | 6 | 65 | |||
| 26 Nov | 1767.60 | 37 | -14.75 | 30.31 | 48 | 11 | 59 | |||
| 25 Nov | 1795.45 | 51.75 | -6.75 | 30.45 | 77 | 47 | 47 | |||
| 22 Nov | 1806.45 | 58.5 | 15.90 | 29.29 | 15 | 7 | 7 | |||
| 8 Nov | 1752.00 | 42.6 | 0.00 | 2.75 | 0 | 0 | 0 | |||
| 7 Nov | 1777.95 | 42.6 | 42.60 | 1.53 | 0 | 0 | 0 | |||
| 31 Oct | 1668.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1646.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1669.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1728.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1674.65 | 0 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 CE is 0.52
Historical price for 1840 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 17.95, which was -11.70 lower than the previous day. The implied volatity was 18.44, the open interest changed by -112 which decreased total open position to 375
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 29.65, which was -2.20 lower than the previous day. The implied volatity was 26.90, the open interest changed by -185 which decreased total open position to 488
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 31.85, which was 9.20 higher than the previous day. The implied volatity was 30.41, the open interest changed by 29 which increased total open position to 693
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 22.65, which was -8.30 lower than the previous day. The implied volatity was 31.44, the open interest changed by 287 which increased total open position to 668
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 30.95, which was 17.75 higher than the previous day. The implied volatity was 32.30, the open interest changed by 164 which increased total open position to 374
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 13.2, which was -3.30 lower than the previous day. The implied volatity was 24.02, the open interest changed by 21 which increased total open position to 210
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 16.5, which was 0.70 higher than the previous day. The implied volatity was 25.83, the open interest changed by -9 which decreased total open position to 191
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 15.8, which was -5.00 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 205
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 20.8, which was 1.95 higher than the previous day. The implied volatity was 27.04, the open interest changed by -16 which decreased total open position to 201
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 18.85, which was 2.80 higher than the previous day. The implied volatity was 29.33, the open interest changed by 39 which increased total open position to 218
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 16.05, which was -3.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 179
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 20, which was -1.80 lower than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 180
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 21.8, which was -3.55 lower than the previous day. The implied volatity was 29.30, the open interest changed by 64 which increased total open position to 178
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 25.35, which was -2.35 lower than the previous day. The implied volatity was 26.12, the open interest changed by 9 which increased total open position to 114
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 27.7, which was -6.60 lower than the previous day. The implied volatity was 27.54, the open interest changed by 33 which increased total open position to 106
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 34.3, which was 5.95 higher than the previous day. The implied volatity was 27.03, the open interest changed by 4 which increased total open position to 68
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 28.35, which was -2.65 lower than the previous day. The implied volatity was 26.91, the open interest changed by -2 which decreased total open position to 65
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 31, which was -6.00 lower than the previous day. The implied volatity was 29.09, the open interest changed by 6 which increased total open position to 65
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 37, which was -14.75 lower than the previous day. The implied volatity was 30.31, the open interest changed by 11 which increased total open position to 59
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 51.75, which was -6.75 lower than the previous day. The implied volatity was 30.45, the open interest changed by 47 which increased total open position to 47
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 58.5, which was 15.90 higher than the previous day. The implied volatity was 29.29, the open interest changed by 7 which increased total open position to 7
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 42.6, which was 42.60 higher than the previous day. The implied volatity was 1.53, 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 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 30 Oct COROMANDEL was trading at 1646.00. 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 3 Oct COROMANDEL was trading at 1669.30. 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 1 Oct COROMANDEL was trading at 1728.00. 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 30 Sept COROMANDEL was trading at 1674.65. 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 26DEC2024 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.94
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 31.4 | 6.20 | 34.06 | 922 | 37 | 251 |
| 19 Dec | 1845.50 | 25.2 | -13.75 | 26.98 | 1,103 | -25 | 210 |
| 18 Dec | 1830.85 | 38.95 | -15.45 | 34.91 | 2,190 | 60 | 234 |
| 17 Dec | 1817.15 | 54.4 | 9.20 | 32.63 | 1,127 | 105 | 175 |
| 16 Dec | 1819.25 | 45.2 | -23.55 | 29.80 | 202 | 48 | 71 |
| 13 Dec | 1777.65 | 68.75 | 2.05 | 27.59 | 4 | 1 | 23 |
| 12 Dec | 1778.60 | 66.7 | -25.30 | 24.62 | 13 | -12 | 21 |
| 11 Dec | 1768.85 | 92 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 92 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 92 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 92 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 1769.00 | 92 | 5.00 | 32.54 | 1 | 0 | 32 |
| 4 Dec | 1757.95 | 87 | 6.00 | 20.68 | 46 | 8 | 32 |
| 3 Dec | 1777.50 | 81 | 17.30 | 27.84 | 23 | 19 | 23 |
| 2 Dec | 1775.85 | 63.7 | -12.30 | 14.90 | 1 | 0 | 3 |
| 29 Nov | 1789.00 | 76 | -139.25 | 26.50 | 5 | 3 | 3 |
| 28 Nov | 1755.75 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1795.45 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1806.45 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1752.00 | 215.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 215.25 | 215.25 | - | 0 | 0 | 0 |
| 31 Oct | 1668.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1646.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1669.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1674.65 | 0 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 PE is -0.49
Historical price for 1840 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 31.4, which was 6.20 higher than the previous day. The implied volatity was 34.06, the open interest changed by 37 which increased total open position to 251
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 25.2, which was -13.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by -25 which decreased total open position to 210
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 38.95, which was -15.45 lower than the previous day. The implied volatity was 34.91, the open interest changed by 60 which increased total open position to 234
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 54.4, which was 9.20 higher than the previous day. The implied volatity was 32.63, the open interest changed by 105 which increased total open position to 175
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 45.2, which was -23.55 lower than the previous day. The implied volatity was 29.80, the open interest changed by 48 which increased total open position to 71
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 68.75, which was 2.05 higher than the previous day. The implied volatity was 27.59, the open interest changed by 1 which increased total open position to 23
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 66.7, which was -25.30 lower than the previous day. The implied volatity was 24.62, the open interest changed by -12 which decreased total open position to 21
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 92, 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 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 92, 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 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 92, 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 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 92, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 92, which was 5.00 higher than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 32
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 87, which was 6.00 higher than the previous day. The implied volatity was 20.68, the open interest changed by 8 which increased total open position to 32
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 81, which was 17.30 higher than the previous day. The implied volatity was 27.84, the open interest changed by 19 which increased total open position to 23
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 63.7, which was -12.30 lower than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 3
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 76, which was -139.25 lower than the previous day. The implied volatity was 26.50, the open interest changed by 3 which increased total open position to 3
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 215.25, 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 215.25, 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 215.25, 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 215.25, 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 215.25, 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 215.25, 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 215.25, which was 215.25 higher 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 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 30 Oct COROMANDEL was trading at 1646.00. 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 3 Oct COROMANDEL was trading at 1669.30. 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 1 Oct COROMANDEL was trading at 1728.00. 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 30 Sept COROMANDEL was trading at 1674.65. 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
