COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.38
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 2.9 | -2.25 | 29.97 | 383 | 4 | 193 | |||
| 19 Dec | 1845.50 | 5.15 | -2.20 | 31.70 | 575 | 10 | 192 | |||
| 18 Dec | 1830.85 | 7.35 | 3.10 | 34.82 | 2,078 | 61 | 185 | |||
| 17 Dec | 1817.15 | 4.25 | -2.05 | 33.50 | 508 | 73 | 124 | |||
| 16 Dec | 1819.25 | 6.3 | 3.40 | 32.74 | 122 | 15 | 51 | |||
| 13 Dec | 1777.65 | 2.9 | -1.00 | 28.64 | 67 | -12 | 37 | |||
| 12 Dec | 1778.60 | 3.9 | 0.05 | 29.52 | 22 | 1 | 48 | |||
| 11 Dec | 1768.85 | 3.85 | -1.85 | 30.45 | 5 | 0 | 48 | |||
| 10 Dec | 1780.35 | 5.7 | 0.20 | 31.19 | 59 | -3 | 48 | |||
| 9 Dec | 1769.80 | 5.5 | 1.20 | 32.02 | 36 | 18 | 50 | |||
| 6 Dec | 1762.40 | 4.3 | -1.95 | 27.91 | 35 | -10 | 31 | |||
| 5 Dec | 1769.00 | 6.25 | -1.20 | 28.73 | 5 | 2 | 41 | |||
| 4 Dec | 1757.95 | 7.45 | -0.50 | 31.64 | 126 | 24 | 33 | |||
| 3 Dec | 1777.50 | 7.95 | -1.50 | 28.21 | 19 | -1 | 12 | |||
| 2 Dec | 1775.85 | 9.45 | -3.00 | 29.50 | 29 | 1 | 13 | |||
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| 29 Nov | 1789.00 | 12.45 | -2.80 | 28.67 | 28 | 11 | 11 | |||
| 28 Nov | 1755.75 | 15.25 | 0.00 | 8.25 | 0 | 0 | 0 | |||
| 27 Nov | 1758.80 | 15.25 | 0.00 | 8.42 | 0 | 0 | 0 | |||
| 26 Nov | 1767.60 | 15.25 | 7.93 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.09
Historical price for 1940 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 2.9, which was -2.25 lower than the previous day. The implied volatity was 29.97, the open interest changed by 4 which increased total open position to 193
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 5.15, which was -2.20 lower than the previous day. The implied volatity was 31.70, the open interest changed by 10 which increased total open position to 192
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 7.35, which was 3.10 higher than the previous day. The implied volatity was 34.82, the open interest changed by 61 which increased total open position to 185
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 4.25, which was -2.05 lower than the previous day. The implied volatity was 33.50, the open interest changed by 73 which increased total open position to 124
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 6.3, which was 3.40 higher than the previous day. The implied volatity was 32.74, the open interest changed by 15 which increased total open position to 51
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 2.9, which was -1.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by -12 which decreased total open position to 37
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 48
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 3.85, which was -1.85 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 48
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 31.19, the open interest changed by -3 which decreased total open position to 48
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 5.5, which was 1.20 higher than the previous day. The implied volatity was 32.02, the open interest changed by 18 which increased total open position to 50
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 4.3, which was -1.95 lower than the previous day. The implied volatity was 27.91, the open interest changed by -10 which decreased total open position to 31
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 6.25, which was -1.20 lower than the previous day. The implied volatity was 28.73, the open interest changed by 2 which increased total open position to 41
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 7.45, which was -0.50 lower than the previous day. The implied volatity was 31.64, the open interest changed by 24 which increased total open position to 33
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 7.95, which was -1.50 lower than the previous day. The implied volatity was 28.21, the open interest changed by -1 which decreased total open position to 12
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 9.45, which was -3.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 13
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 12.45, which was -2.80 lower than the previous day. The implied volatity was 28.67, the open interest changed by 11 which increased total open position to 11
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 8.25, 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 15.25, which was 0.00 lower than the previous day. The implied volatity was 8.42, 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 15.25, which was lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 101.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 19 Dec | 1845.50 | 101.2 | 10.80 | 33.08 | 3 | 2 | 10 |
| 18 Dec | 1830.85 | 90.4 | -39.60 | - | 10 | 6 | 8 |
| 17 Dec | 1817.15 | 130 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1819.25 | 130 | -49.10 | 41.48 | 1 | 0 | 2 |
| 13 Dec | 1777.65 | 179.1 | -8.75 | 59.01 | 1 | 0 | 1 |
| 12 Dec | 1778.60 | 187.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1768.85 | 187.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 187.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 187.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 187.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 187.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1757.95 | 187.85 | -77.20 | 36.04 | 1 | 0 | 0 |
| 3 Dec | 1777.50 | 265.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1775.85 | 265.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 265.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 265.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 265.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 265.05 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 101.2, 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 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 101.2, which was 10.80 higher than the previous day. The implied volatity was 33.08, the open interest changed by 2 which increased total open position to 10
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 90.4, which was -39.60 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 130, 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 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 130, which was -49.10 lower than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 2
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 179.1, which was -8.75 lower than the previous day. The implied volatity was 59.01, the open interest changed by 0 which decreased total open position to 1
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 187.85, 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 187.85, 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 187.85, 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 187.85, 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 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 187.85, 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 187.85, 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 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 187.85, which was -77.20 lower than the previous day. The implied volatity was 36.04, 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 265.05, 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 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 265.05, 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 265.05, 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 265.05, 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 265.05, 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 265.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
