COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1860 CE | ||||||||||
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Delta: 0.37
Vega: 0.89
Theta: -1.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 13.45 | -8.30 | 22.79 | 1,368 | 76 | 858 | |||
| 19 Dec | 1845.50 | 21.75 | -4.45 | 28.21 | 3,896 | 12 | 822 | |||
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| 18 Dec | 1830.85 | 26.2 | 10.45 | 33.24 | 11,482 | 511 | 832 | |||
| 17 Dec | 1817.15 | 15.75 | -6.55 | 30.87 | 3,473 | 106 | 319 | |||
| 16 Dec | 1819.25 | 22.3 | 13.05 | 31.36 | 991 | 123 | 212 | |||
| 13 Dec | 1777.65 | 9.25 | -2.65 | 24.50 | 146 | 1 | 89 | |||
| 12 Dec | 1778.60 | 11.9 | 1.00 | 26.10 | 170 | -22 | 88 | |||
| 11 Dec | 1768.85 | 10.9 | -5.05 | 27.04 | 23 | 0 | 108 | |||
| 10 Dec | 1780.35 | 15.95 | 2.85 | 28.89 | 127 | 5 | 108 | |||
| 9 Dec | 1769.80 | 13.1 | 0.30 | 28.36 | 131 | -7 | 101 | |||
| 6 Dec | 1762.40 | 12.8 | -2.90 | 26.12 | 31 | -2 | 110 | |||
| 5 Dec | 1769.00 | 15.7 | -1.30 | 26.12 | 208 | 38 | 124 | |||
| 4 Dec | 1757.95 | 17 | -3.60 | 29.27 | 171 | 21 | 87 | |||
| 3 Dec | 1777.50 | 20.6 | -2.95 | 26.76 | 68 | 2 | 66 | |||
| 2 Dec | 1775.85 | 23.55 | -4.95 | 28.59 | 50 | 5 | 65 | |||
| 29 Nov | 1789.00 | 28.5 | 5.50 | 27.49 | 111 | 40 | 56 | |||
| 28 Nov | 1755.75 | 23 | 0.10 | 27.11 | 5 | 2 | 16 | |||
| 27 Nov | 1758.80 | 22.9 | -6.45 | 27.65 | 4 | 3 | 15 | |||
| 26 Nov | 1767.60 | 29.35 | -1.20 | 29.16 | 14 | 0 | 2 | |||
| 25 Nov | 1795.45 | 30.55 | 0.55 | 23.78 | 1 | 1 | 1 | |||
| 22 Nov | 1806.45 | 30 | 2.20 | 20.00 | 1 | 0 | 0 | |||
| 7 Nov | 1777.95 | 27.8 | 2.36 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.37
Historical price for 1860 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 13.45, which was -8.30 lower than the previous day. The implied volatity was 22.79, the open interest changed by 76 which increased total open position to 858
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 21.75, which was -4.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by 12 which increased total open position to 822
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 26.2, which was 10.45 higher than the previous day. The implied volatity was 33.24, the open interest changed by 511 which increased total open position to 832
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 15.75, which was -6.55 lower than the previous day. The implied volatity was 30.87, the open interest changed by 106 which increased total open position to 319
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 22.3, which was 13.05 higher than the previous day. The implied volatity was 31.36, the open interest changed by 123 which increased total open position to 212
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 9.25, which was -2.65 lower than the previous day. The implied volatity was 24.50, the open interest changed by 1 which increased total open position to 89
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 11.9, which was 1.00 higher than the previous day. The implied volatity was 26.10, the open interest changed by -22 which decreased total open position to 88
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 10.9, which was -5.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 108
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 15.95, which was 2.85 higher than the previous day. The implied volatity was 28.89, the open interest changed by 5 which increased total open position to 108
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 13.1, which was 0.30 higher than the previous day. The implied volatity was 28.36, the open interest changed by -7 which decreased total open position to 101
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 12.8, which was -2.90 lower than the previous day. The implied volatity was 26.12, the open interest changed by -2 which decreased total open position to 110
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 15.7, which was -1.30 lower than the previous day. The implied volatity was 26.12, the open interest changed by 38 which increased total open position to 124
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 17, which was -3.60 lower than the previous day. The implied volatity was 29.27, the open interest changed by 21 which increased total open position to 87
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 20.6, which was -2.95 lower than the previous day. The implied volatity was 26.76, the open interest changed by 2 which increased total open position to 66
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 23.55, which was -4.95 lower than the previous day. The implied volatity was 28.59, the open interest changed by 5 which increased total open position to 65
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 28.5, which was 5.50 higher than the previous day. The implied volatity was 27.49, the open interest changed by 40 which increased total open position to 56
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 23, which was 0.10 higher than the previous day. The implied volatity was 27.11, the open interest changed by 2 which increased total open position to 16
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 22.9, which was -6.45 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 15
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 29.35, which was -1.20 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 2
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 30.55, which was 0.55 higher than the previous day. The implied volatity was 23.78, the open interest changed by 1 which increased total open position to 1
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 30, which was 2.20 higher than the previous day. The implied volatity was 20.00, 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 27.8, which was lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.93
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 49.85 | 12.90 | 42.10 | 483 | -48 | 196 |
| 19 Dec | 1845.50 | 36.95 | -14.95 | 27.97 | 689 | 76 | 248 |
| 18 Dec | 1830.85 | 51.9 | -12.30 | 36.56 | 1,729 | 30 | 171 |
| 17 Dec | 1817.15 | 64.2 | 5.30 | 28.83 | 469 | 95 | 141 |
| 16 Dec | 1819.25 | 58.9 | -46.75 | 30.86 | 86 | 14 | 46 |
| 13 Dec | 1777.65 | 105.65 | 22.25 | 46.56 | 2 | 0 | 34 |
| 12 Dec | 1778.60 | 83.4 | -9.60 | 26.64 | 19 | -4 | 21 |
| 11 Dec | 1768.85 | 93 | 0.00 | 0.00 | 0 | 13 | 0 |
| 10 Dec | 1780.35 | 93 | -2.65 | 30.04 | 23 | 12 | 24 |
| 9 Dec | 1769.80 | 95.65 | 0.65 | 21.72 | 5 | 1 | 12 |
| 6 Dec | 1762.40 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 1757.95 | 95 | -1.65 | - | 11 | 2 | 11 |
| 3 Dec | 1777.50 | 96.65 | -101.85 | 28.93 | 9 | 0 | 0 |
| 2 Dec | 1775.85 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1795.45 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1806.45 | 198.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 198.5 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.56
Historical price for 1860 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 49.85, which was 12.90 higher than the previous day. The implied volatity was 42.10, the open interest changed by -48 which decreased total open position to 196
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 36.95, which was -14.95 lower than the previous day. The implied volatity was 27.97, the open interest changed by 76 which increased total open position to 248
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 51.9, which was -12.30 lower than the previous day. The implied volatity was 36.56, the open interest changed by 30 which increased total open position to 171
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 64.2, which was 5.30 higher than the previous day. The implied volatity was 28.83, the open interest changed by 95 which increased total open position to 141
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 58.9, which was -46.75 lower than the previous day. The implied volatity was 30.86, the open interest changed by 14 which increased total open position to 46
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 105.65, which was 22.25 higher than the previous day. The implied volatity was 46.56, the open interest changed by 0 which decreased total open position to 34
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 83.4, which was -9.60 lower than the previous day. The implied volatity was 26.64, the open interest changed by -4 which decreased total open position to 21
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 93, which was -2.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by 12 which increased total open position to 24
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 95.65, which was 0.65 higher than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 12
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 95, 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 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 95, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 11
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 96.65, which was -101.85 lower than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 0
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 198.5, 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 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 198.5, 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 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 198.5, 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 198.5, 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 198.5, 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 198.5, 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 198.5, 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 198.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
