COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.27
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 1.75 | -1.90 | 30.58 | 342 | 29 | 231 | |||
| 19 Dec | 1845.50 | 3.65 | -1.65 | 32.86 | 654 | -63 | 200 | |||
| 18 Dec | 1830.85 | 5.3 | 1.80 | 35.50 | 2,071 | 61 | 262 | |||
| 17 Dec | 1817.15 | 3.5 | -1.35 | 35.35 | 969 | 33 | 198 | |||
| 16 Dec | 1819.25 | 4.85 | 3.25 | 33.85 | 280 | 35 | 165 | |||
| 13 Dec | 1777.65 | 1.6 | -1.35 | 27.82 | 1 | 0 | 131 | |||
| 12 Dec | 1778.60 | 2.95 | 0.10 | 30.28 | 47 | 6 | 130 | |||
| 11 Dec | 1768.85 | 2.85 | -1.70 | 30.94 | 60 | -10 | 119 | |||
| 10 Dec | 1780.35 | 4.55 | 0.40 | 31.09 | 170 | 11 | 129 | |||
| 9 Dec | 1769.80 | 4.15 | 0.75 | 32.32 | 39 | -2 | 118 | |||
| 6 Dec | 1762.40 | 3.4 | -1.65 | 28.63 | 27 | -2 | 120 | |||
| 5 Dec | 1769.00 | 5.05 | -0.90 | 29.46 | 47 | -13 | 122 | |||
| 4 Dec | 1757.95 | 5.95 | -0.05 | 32.05 | 139 | 30 | 132 | |||
| 3 Dec | 1777.50 | 6 | -1.65 | 28.32 | 39 | -12 | 103 | |||
| 2 Dec | 1775.85 | 7.65 | -1.70 | 30.00 | 244 | 61 | 117 | |||
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| 29 Nov | 1789.00 | 9.35 | 2.45 | 28.35 | 124 | 11 | 56 | |||
| 28 Nov | 1755.75 | 6.9 | -14.50 | 28.22 | 45 | 39 | 39 | |||
| 27 Nov | 1758.80 | 21.4 | 0.00 | 9.27 | 0 | 0 | 0 | |||
| 26 Nov | 1767.60 | 21.4 | 8.65 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1960 expiring on 26DEC2024
Delta for 1960 CE is 0.06
Historical price for 1960 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 1.75, which was -1.90 lower than the previous day. The implied volatity was 30.58, the open interest changed by 29 which increased total open position to 231
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 3.65, which was -1.65 lower than the previous day. The implied volatity was 32.86, the open interest changed by -63 which decreased total open position to 200
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 5.3, which was 1.80 higher than the previous day. The implied volatity was 35.50, the open interest changed by 61 which increased total open position to 262
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 3.5, which was -1.35 lower than the previous day. The implied volatity was 35.35, the open interest changed by 33 which increased total open position to 198
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 4.85, which was 3.25 higher than the previous day. The implied volatity was 33.85, the open interest changed by 35 which increased total open position to 165
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 1.6, which was -1.35 lower than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 131
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 2.95, which was 0.10 higher than the previous day. The implied volatity was 30.28, the open interest changed by 6 which increased total open position to 130
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 2.85, which was -1.70 lower than the previous day. The implied volatity was 30.94, the open interest changed by -10 which decreased total open position to 119
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 4.55, which was 0.40 higher than the previous day. The implied volatity was 31.09, the open interest changed by 11 which increased total open position to 129
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 4.15, which was 0.75 higher than the previous day. The implied volatity was 32.32, the open interest changed by -2 which decreased total open position to 118
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 28.63, the open interest changed by -2 which decreased total open position to 120
On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 5.05, which was -0.90 lower than the previous day. The implied volatity was 29.46, the open interest changed by -13 which decreased total open position to 122
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 5.95, which was -0.05 lower than the previous day. The implied volatity was 32.05, the open interest changed by 30 which increased total open position to 132
On 3 Dec COROMANDEL was trading at 1777.50. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 28.32, the open interest changed by -12 which decreased total open position to 103
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 7.65, which was -1.70 lower than the previous day. The implied volatity was 30.00, the open interest changed by 61 which increased total open position to 117
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 9.35, which was 2.45 higher than the previous day. The implied volatity was 28.35, the open interest changed by 11 which increased total open position to 56
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 6.9, which was -14.50 lower than the previous day. The implied volatity was 28.22, the open interest changed by 39 which increased total open position to 39
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 21.4, which was lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1960 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 | 120.6 | 0.00 | 0.00 | 0 | -11 | 0 |
| 19 Dec | 1845.50 | 120.6 | -14.15 | 36.48 | 23 | -11 | 44 |
| 18 Dec | 1830.85 | 134.75 | -9.10 | 47.23 | 212 | 56 | 57 |
| 17 Dec | 1817.15 | 143.85 | 3.35 | - | 2 | 0 | 1 |
| 16 Dec | 1819.25 | 140.5 | -171.40 | 31.39 | 1 | 0 | 0 |
| 13 Dec | 1777.65 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1778.60 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1768.85 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1757.95 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1777.50 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1775.85 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 311.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 311.9 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1960 expiring on 26DEC2024
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 120.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 120.6, which was -14.15 lower than the previous day. The implied volatity was 36.48, the open interest changed by -11 which decreased total open position to 44
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 134.75, which was -9.10 lower than the previous day. The implied volatity was 47.23, the open interest changed by 56 which increased total open position to 57
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 143.85, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 140.5, which was -171.40 lower than the previous day. The implied volatity was 31.39, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, 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 311.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
