COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.78
Theta: -1.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 9.9 | -5.60 | 25.84 | 662 | -47 | 419 | |||
| 19 Dec | 1845.50 | 15.5 | -3.65 | 29.15 | 2,014 | -66 | 467 | |||
| 18 Dec | 1830.85 | 19.15 | 8.45 | 33.24 | 8,958 | 326 | 537 | |||
| 17 Dec | 1817.15 | 10.7 | -5.65 | 30.60 | 1,336 | -19 | 212 | |||
| 16 Dec | 1819.25 | 16.35 | 10.70 | 31.44 | 610 | 65 | 232 | |||
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| 13 Dec | 1777.65 | 5.65 | -3.00 | 24.01 | 64 | 27 | 167 | |||
| 12 Dec | 1778.60 | 8.65 | 0.75 | 26.61 | 57 | 22 | 138 | |||
| 11 Dec | 1768.85 | 7.9 | -4.05 | 27.38 | 52 | 26 | 115 | |||
| 10 Dec | 1780.35 | 11.95 | 1.20 | 27.82 | 47 | -8 | 89 | |||
| 9 Dec | 1769.80 | 10.75 | 1.25 | 29.56 | 84 | 3 | 98 | |||
| 6 Dec | 1762.40 | 9.5 | -1.90 | 26.29 | 47 | 16 | 94 | |||
| 5 Dec | 1769.00 | 11.4 | -3.20 | 25.88 | 9 | 0 | 77 | |||
| 4 Dec | 1757.95 | 14.6 | -0.10 | 30.50 | 122 | 9 | 76 | |||
| 3 Dec | 1777.50 | 14.7 | -4.55 | 25.91 | 88 | 36 | 65 | |||
| 2 Dec | 1775.85 | 19.25 | -3.35 | 29.04 | 37 | 9 | 28 | |||
| 29 Nov | 1789.00 | 22.6 | -11.50 | 27.34 | 21 | 14 | 14 | |||
| 28 Nov | 1755.75 | 34.1 | 0.00 | 5.48 | 0 | 0 | 0 | |||
| 27 Nov | 1758.80 | 34.1 | 0.00 | 5.71 | 0 | 0 | 0 | |||
| 26 Nov | 1767.60 | 34.1 | 0.00 | 5.21 | 0 | 0 | 0 | |||
| 25 Nov | 1795.45 | 34.1 | 0.00 | 3.47 | 0 | 0 | 0 | |||
| 22 Nov | 1806.45 | 34.1 | 34.10 | 2.50 | 0 | 0 | 0 | |||
| 1 Oct | 1728.00 | 0 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 CE is 0.27
Historical price for 1880 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 9.9, which was -5.60 lower than the previous day. The implied volatity was 25.84, the open interest changed by -47 which decreased total open position to 419
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was 29.15, the open interest changed by -66 which decreased total open position to 467
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 19.15, which was 8.45 higher than the previous day. The implied volatity was 33.24, the open interest changed by 326 which increased total open position to 537
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 10.7, which was -5.65 lower than the previous day. The implied volatity was 30.60, the open interest changed by -19 which decreased total open position to 212
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 16.35, which was 10.70 higher than the previous day. The implied volatity was 31.44, the open interest changed by 65 which increased total open position to 232
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 5.65, which was -3.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 27 which increased total open position to 167
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 8.65, which was 0.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 22 which increased total open position to 138
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 7.9, which was -4.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by 26 which increased total open position to 115
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 11.95, which was 1.20 higher than the previous day. The implied volatity was 27.82, the open interest changed by -8 which decreased total open position to 89
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 10.75, which was 1.25 higher than the previous day. The implied volatity was 29.56, the open interest changed by 3 which increased total open position to 98
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 9.5, which was -1.90 lower than the previous day. The implied volatity was 26.29, the open interest changed by 16 which increased total open position to 94
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 11.4, which was -3.20 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 77
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 14.6, which was -0.10 lower than the previous day. The implied volatity was 30.50, the open interest changed by 9 which increased total open position to 76
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 14.7, which was -4.55 lower than the previous day. The implied volatity was 25.91, the open interest changed by 36 which increased total open position to 65
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 19.25, which was -3.35 lower than the previous day. The implied volatity was 29.04, the open interest changed by 9 which increased total open position to 28
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 22.6, which was -11.50 lower than the previous day. The implied volatity was 27.34, the open interest changed by 14 which increased total open position to 14
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 34.1, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 34.1, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 34.1, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 34.1, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 34.1, which was 34.10 higher than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 1 Oct COROMANDEL was trading at 1728.00. 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 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.87
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 60.4 | 9.90 | 39.94 | 14 | 1 | 50 |
| 19 Dec | 1845.50 | 50.5 | -14.60 | 28.71 | 78 | 1 | 49 |
| 18 Dec | 1830.85 | 65.1 | -10.20 | 37.07 | 605 | 12 | 51 |
| 17 Dec | 1817.15 | 75.3 | 8.65 | 22.98 | 90 | 26 | 41 |
| 16 Dec | 1819.25 | 66.65 | -58.00 | 24.44 | 24 | 4 | 15 |
| 13 Dec | 1777.65 | 124.65 | 25.60 | 50.67 | 1 | 0 | 11 |
| 12 Dec | 1778.60 | 99.05 | -17.50 | 25.25 | 1 | 0 | 10 |
| 11 Dec | 1768.85 | 116.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 116.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 1769.80 | 116.55 | -11.40 | 25.94 | 2 | 0 | 11 |
| 6 Dec | 1762.40 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 127.95 | 0.00 | 0.00 | 0 | 3 | 0 |
| 4 Dec | 1757.95 | 127.95 | 14.05 | 27.65 | 5 | 2 | 10 |
| 3 Dec | 1777.50 | 113.9 | -132.15 | 30.60 | 8 | 0 | 0 |
| 2 Dec | 1775.85 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1795.45 | 246.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1806.45 | 246.05 | 246.05 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 0 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 PE is -0.65
Historical price for 1880 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 60.4, which was 9.90 higher than the previous day. The implied volatity was 39.94, the open interest changed by 1 which increased total open position to 50
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 50.5, which was -14.60 lower than the previous day. The implied volatity was 28.71, the open interest changed by 1 which increased total open position to 49
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 65.1, which was -10.20 lower than the previous day. The implied volatity was 37.07, the open interest changed by 12 which increased total open position to 51
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 75.3, which was 8.65 higher than the previous day. The implied volatity was 22.98, the open interest changed by 26 which increased total open position to 41
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 66.65, which was -58.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 4 which increased total open position to 15
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 124.65, which was 25.60 higher than the previous day. The implied volatity was 50.67, the open interest changed by 0 which decreased total open position to 11
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 99.05, which was -17.50 lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 10
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 116.55, 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 116.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 116.55, which was -11.40 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 11
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 127.95, 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 127.95, 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 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 127.95, which was 14.05 higher than the previous day. The implied volatity was 27.65, the open interest changed by 2 which increased total open position to 10
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 113.9, which was -132.15 lower than the previous day. The implied volatity was 30.60, 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 246.05, 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 246.05, 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 246.05, 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 246.05, 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 246.05, 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 246.05, 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 246.05, which was 246.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Oct COROMANDEL was trading at 1728.00. 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
