COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.53
Theta: -1.40
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 5.1 | -2.30 | 30.08 | 362 | -23 | 147 | |||
| 19 Dec | 1845.50 | 7.4 | -3.15 | 30.69 | 649 | -51 | 173 | |||
| 18 Dec | 1830.85 | 10.55 | 4.95 | 34.70 | 2,176 | 73 | 225 | |||
| 17 Dec | 1817.15 | 5.6 | -3.20 | 32.24 | 713 | 90 | 153 | |||
| 16 Dec | 1819.25 | 8.8 | 5.20 | 32.36 | 165 | 23 | 62 | |||
| 13 Dec | 1777.65 | 3.6 | -1.50 | 27.20 | 45 | 18 | 39 | |||
| 12 Dec | 1778.60 | 5.1 | 0.55 | 28.63 | 53 | -14 | 22 | |||
| 11 Dec | 1768.85 | 4.55 | -1.75 | 28.94 | 24 | 8 | 35 | |||
| 10 Dec | 1780.35 | 6.3 | 1.00 | 28.17 | 16 | -13 | 26 | |||
| 9 Dec | 1769.80 | 5.3 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 6 Dec | 1762.40 | 5.3 | -2.90 | 26.97 | 15 | -4 | 42 | |||
| 5 Dec | 1769.00 | 8.2 | -0.90 | 28.30 | 15 | -3 | 47 | |||
| 4 Dec | 1757.95 | 9.1 | -0.70 | 31.00 | 119 | 42 | 52 | |||
| 3 Dec | 1777.50 | 9.8 | -2.15 | 27.52 | 23 | 8 | 10 | |||
| 2 Dec | 1775.85 | 11.95 | -15.15 | 29.25 | 2 | 0 | 0 | |||
| 29 Nov | 1789.00 | 27.1 | 0.00 | 6.42 | 0 | 0 | 0 | |||
| 28 Nov | 1755.75 | 27.1 | 0.00 | 7.37 | 0 | 0 | 0 | |||
| 27 Nov | 1758.80 | 27.1 | 0.00 | 7.56 | 0 | 0 | 0 | |||
| 26 Nov | 1767.60 | 27.1 | 27.10 | 7.06 | 0 | 0 | 0 | |||
|
|
||||||||||
| 1 Oct | 1728.00 | 0 | - | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1920 expiring on 26DEC2024
Delta for 1920 CE is 0.14
Historical price for 1920 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 5.1, which was -2.30 lower than the previous day. The implied volatity was 30.08, the open interest changed by -23 which decreased total open position to 147
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 7.4, which was -3.15 lower than the previous day. The implied volatity was 30.69, the open interest changed by -51 which decreased total open position to 173
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 10.55, which was 4.95 higher than the previous day. The implied volatity was 34.70, the open interest changed by 73 which increased total open position to 225
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 5.6, which was -3.20 lower than the previous day. The implied volatity was 32.24, the open interest changed by 90 which increased total open position to 153
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 8.8, which was 5.20 higher than the previous day. The implied volatity was 32.36, the open interest changed by 23 which increased total open position to 62
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 3.6, which was -1.50 lower than the previous day. The implied volatity was 27.20, the open interest changed by 18 which increased total open position to 39
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 5.1, which was 0.55 higher than the previous day. The implied volatity was 28.63, the open interest changed by -14 which decreased total open position to 22
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 4.55, which was -1.75 lower than the previous day. The implied volatity was 28.94, the open interest changed by 8 which increased total open position to 35
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 6.3, which was 1.00 higher than the previous day. The implied volatity was 28.17, the open interest changed by -13 which decreased total open position to 26
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 5.3, which was -2.90 lower than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 42
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 8.2, which was -0.90 lower than the previous day. The implied volatity was 28.30, the open interest changed by -3 which decreased total open position to 47
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 9.1, which was -0.70 lower than the previous day. The implied volatity was 31.00, the open interest changed by 42 which increased total open position to 52
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 9.8, which was -2.15 lower than the previous day. The implied volatity was 27.52, the open interest changed by 8 which increased total open position to 10
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 11.95, which was -15.15 lower than the previous day. The implied volatity was 29.25, 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 27.1, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 27.1, which was 0.00 lower than the previous day. The implied volatity was 7.37, 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 27.1, which was 0.00 lower than the previous day. The implied volatity was 7.56, 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 27.1, which was 27.10 higher than the previous day. The implied volatity was 7.06, 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 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.73
Theta: -2.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 92.95 | 8.85 | 44.33 | 6 | -1 | 13 |
| 19 Dec | 1845.50 | 84.1 | -32.10 | 32.71 | 8 | 3 | 14 |
| 18 Dec | 1830.85 | 116.2 | 7.75 | 60.88 | 29 | 5 | 11 |
| 17 Dec | 1817.15 | 108.45 | 3.25 | - | 8 | 6 | 7 |
| 16 Dec | 1819.25 | 105.2 | -173.10 | 31.57 | 1 | 0 | 0 |
| 13 Dec | 1777.65 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1778.60 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1768.85 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1757.95 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1777.50 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1775.85 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 278.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 278.3 | 278.30 | - | 0 | 0 | 0 |
| 1 Oct | 1728.00 | 0 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1920 expiring on 26DEC2024
Delta for 1920 PE is -0.76
Historical price for 1920 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 92.95, which was 8.85 higher than the previous day. The implied volatity was 44.33, the open interest changed by -1 which decreased total open position to 13
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 84.1, which was -32.10 lower than the previous day. The implied volatity was 32.71, the open interest changed by 3 which increased total open position to 14
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 116.2, which was 7.75 higher than the previous day. The implied volatity was 60.88, the open interest changed by 5 which increased total open position to 11
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 108.45, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 105.2, which was -173.10 lower than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 0
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 278.3, 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 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 278.3, 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 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 278.3, 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 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 278.3, 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 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 278.3, 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 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 278.3, 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 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 278.3, 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 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 278.3, 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 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 278.3, 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 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 278.3, 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 278.3, 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 278.3, 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 278.3, 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 278.3, which was 278.30 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
