COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.65
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 6.9 | -3.65 | 27.78 | 963 | -2 | 790 | |||
| 19 Dec | 1845.50 | 10.55 | -3.70 | 29.63 | 4,278 | -37 | 790 | |||
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| 18 Dec | 1830.85 | 14.25 | 6.10 | 33.94 | 12,019 | 362 | 836 | |||
| 17 Dec | 1817.15 | 8.15 | -4.00 | 31.98 | 4,480 | 68 | 474 | |||
| 16 Dec | 1819.25 | 12.15 | 7.10 | 31.99 | 1,506 | -13 | 412 | |||
| 13 Dec | 1777.65 | 5.05 | -1.50 | 26.52 | 511 | 101 | 426 | |||
| 12 Dec | 1778.60 | 6.55 | 0.20 | 27.53 | 380 | -13 | 325 | |||
| 11 Dec | 1768.85 | 6.35 | -3.05 | 28.65 | 234 | -9 | 338 | |||
| 10 Dec | 1780.35 | 9.4 | 0.55 | 29.85 | 431 | 53 | 347 | |||
| 9 Dec | 1769.80 | 8.85 | 0.95 | 30.71 | 366 | -29 | 294 | |||
| 6 Dec | 1762.40 | 7.9 | -1.55 | 27.49 | 184 | 0 | 324 | |||
| 5 Dec | 1769.00 | 9.45 | -1.55 | 27.02 | 249 | 31 | 322 | |||
| 4 Dec | 1757.95 | 11 | -1.60 | 30.23 | 551 | 79 | 286 | |||
| 3 Dec | 1777.50 | 12.6 | -2.10 | 27.23 | 172 | 18 | 207 | |||
| 2 Dec | 1775.85 | 14.7 | -3.80 | 28.73 | 315 | 23 | 188 | |||
| 29 Nov | 1789.00 | 18.5 | 3.25 | 27.74 | 229 | 46 | 168 | |||
| 28 Nov | 1755.75 | 15.25 | -2.05 | 27.81 | 118 | 33 | 122 | |||
| 27 Nov | 1758.80 | 17.3 | -4.90 | 29.69 | 139 | -31 | 87 | |||
| 26 Nov | 1767.60 | 22.2 | -8.80 | 31.19 | 219 | 17 | 117 | |||
| 25 Nov | 1795.45 | 31 | -2.00 | 30.45 | 172 | 98 | 98 | |||
| 22 Nov | 1806.45 | 33 | 27.88 | 13 | 9 | 9 | ||||
For Coromandel Interntl. Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.19
Historical price for 1900 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 6.9, which was -3.65 lower than the previous day. The implied volatity was 27.78, the open interest changed by -2 which decreased total open position to 790
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 10.55, which was -3.70 lower than the previous day. The implied volatity was 29.63, the open interest changed by -37 which decreased total open position to 790
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 14.25, which was 6.10 higher than the previous day. The implied volatity was 33.94, the open interest changed by 362 which increased total open position to 836
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 8.15, which was -4.00 lower than the previous day. The implied volatity was 31.98, the open interest changed by 68 which increased total open position to 474
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 12.15, which was 7.10 higher than the previous day. The implied volatity was 31.99, the open interest changed by -13 which decreased total open position to 412
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 5.05, which was -1.50 lower than the previous day. The implied volatity was 26.52, the open interest changed by 101 which increased total open position to 426
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 6.55, which was 0.20 higher than the previous day. The implied volatity was 27.53, the open interest changed by -13 which decreased total open position to 325
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 6.35, which was -3.05 lower than the previous day. The implied volatity was 28.65, the open interest changed by -9 which decreased total open position to 338
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 9.4, which was 0.55 higher than the previous day. The implied volatity was 29.85, the open interest changed by 53 which increased total open position to 347
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 8.85, which was 0.95 higher than the previous day. The implied volatity was 30.71, the open interest changed by -29 which decreased total open position to 294
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 7.9, which was -1.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 324
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 9.45, which was -1.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by 31 which increased total open position to 322
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 11, which was -1.60 lower than the previous day. The implied volatity was 30.23, the open interest changed by 79 which increased total open position to 286
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 12.6, which was -2.10 lower than the previous day. The implied volatity was 27.23, the open interest changed by 18 which increased total open position to 207
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 14.7, which was -3.80 lower than the previous day. The implied volatity was 28.73, the open interest changed by 23 which increased total open position to 188
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 18.5, which was 3.25 higher than the previous day. The implied volatity was 27.74, the open interest changed by 46 which increased total open position to 168
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 15.25, which was -2.05 lower than the previous day. The implied volatity was 27.81, the open interest changed by 33 which increased total open position to 122
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 17.3, which was -4.90 lower than the previous day. The implied volatity was 29.69, the open interest changed by -31 which decreased total open position to 87
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 22.2, which was -8.80 lower than the previous day. The implied volatity was 31.19, the open interest changed by 17 which increased total open position to 117
On 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 31, which was -2.00 lower than the previous day. The implied volatity was 30.45, the open interest changed by 98 which increased total open position to 98
On 22 Nov COROMANDEL was trading at 1806.45. The strike last trading price was 33, which was lower than the previous day. The implied volatity was 27.88, the open interest changed by 9 which increased total open position to 9
| COROMANDEL 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.80
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 75.5 | 8.15 | 41.26 | 2 | 0 | 71 |
| 19 Dec | 1845.50 | 67.35 | -9.15 | 31.41 | 49 | 18 | 71 |
| 18 Dec | 1830.85 | 76.5 | -17.65 | 34.12 | 156 | 12 | 54 |
| 17 Dec | 1817.15 | 94.15 | 8.65 | 25.20 | 67 | 34 | 40 |
| 16 Dec | 1819.25 | 85.5 | -49.50 | 27.69 | 5 | -1 | 6 |
| 13 Dec | 1777.65 | 135 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1778.60 | 135 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1768.85 | 135 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 135 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 135 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1762.40 | 135 | 7.45 | 23.77 | 2 | 1 | 7 |
| 5 Dec | 1769.00 | 127.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1757.95 | 127.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1777.50 | 127.55 | 0.00 | 0.00 | 0 | 4 | 0 |
| 2 Dec | 1775.85 | 127.55 | 30.95 | 26.92 | 4 | 1 | 3 |
| 29 Nov | 1789.00 | 96.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 96.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 96.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 96.6 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 1795.45 | 96.6 | -134.40 | 17.70 | 2 | 1 | 1 |
| 22 Nov | 1806.45 | 231 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.71
Historical price for 1900 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 75.5, which was 8.15 higher than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 71
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 67.35, which was -9.15 lower than the previous day. The implied volatity was 31.41, the open interest changed by 18 which increased total open position to 71
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 76.5, which was -17.65 lower than the previous day. The implied volatity was 34.12, the open interest changed by 12 which increased total open position to 54
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 94.15, which was 8.65 higher than the previous day. The implied volatity was 25.20, the open interest changed by 34 which increased total open position to 40
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 85.5, which was -49.50 lower than the previous day. The implied volatity was 27.69, the open interest changed by -1 which decreased total open position to 6
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 135, 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 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 135, 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 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 135, 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 135, 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 135, 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 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 135, which was 7.45 higher than the previous day. The implied volatity was 23.77, the open interest changed by 1 which increased total open position to 7
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 127.55, 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 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 127.55, 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 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 127.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 127.55, which was 30.95 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 3
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 96.6, 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 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 96.6, 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 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 96.6, 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 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 96.6, 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 25 Nov COROMANDEL was trading at 1795.45. The strike last trading price was 96.6, which was -134.40 lower than the previous day. The implied volatity was 17.70, 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 231, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
