COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
03 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 1.34
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.23
Historical price for 1880 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 1.46
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.73
Historical price for 1880 PE is as follows
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
