COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
21 Nov 2024 04:12 PM IST
| COROMANDEL 28NOV2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.21
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1768.00 | 1.55 | 0.45 | 40.31 | 43 | 8.5 | 58.5 | |||
| 20 Nov | 1764.60 | 1.1 | 0.00 | 35.06 | 41 | -8.5 | 50 | |||
| 19 Nov | 1764.60 | 1.1 | 0.30 | 35.06 | 41 | -8.5 | 50 | |||
| 18 Nov | 1721.10 | 0.8 | -0.30 | 37.09 | 7.5 | -1.5 | 59 | |||
| 14 Nov | 1715.95 | 1.1 | 0.05 | 34.47 | 5 | -2 | 62 | |||
| 13 Nov | 1684.95 | 1.05 | -0.70 | 35.25 | 27.5 | -5 | 66 | |||
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| 12 Nov | 1730.50 | 1.75 | -0.45 | 31.58 | 8.5 | 2.5 | 84.5 | |||
| 11 Nov | 1737.25 | 2.2 | -0.45 | 31.13 | 25 | 10.5 | 82.5 | |||
| 8 Nov | 1752.00 | 2.65 | -2.35 | 28.56 | 52 | -1.5 | 71.5 | |||
| 7 Nov | 1777.95 | 5 | 2.95 | 27.79 | 173 | 38.5 | 73.5 | |||
| 6 Nov | 1726.10 | 2.05 | 0.20 | 27.68 | 32.5 | 10.5 | 37 | |||
| 5 Nov | 1669.15 | 1.85 | 0.30 | 32.90 | 12.5 | 0.5 | 26.5 | |||
| 4 Nov | 1634.55 | 1.55 | -2.20 | 34.33 | 22.5 | 3 | 24.5 | |||
| 1 Nov | 1691.80 | 3.75 | 32.42 | 11.5 | 2.5 | 12.5 | ||||
For Coromandel Interntl. Ltd - strike price 1960 expiring on 28NOV2024
Delta for 1960 CE is 0.04
Historical price for 1960 CE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 40.31, the open interest changed by 17 which increased total open position to 117
On 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 35.06, the open interest changed by -17 which decreased total open position to 100
On 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 35.06, the open interest changed by -17 which decreased total open position to 100
On 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 37.09, the open interest changed by -3 which decreased total open position to 118
On 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 34.47, the open interest changed by -4 which decreased total open position to 124
On 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 35.25, the open interest changed by -10 which decreased total open position to 132
On 12 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 31.58, the open interest changed by 5 which increased total open position to 169
On 11 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 31.13, the open interest changed by 21 which increased total open position to 165
On 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 28.56, the open interest changed by -3 which decreased total open position to 143
On 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 5, which was 2.95 higher than the previous day. The implied volatity was 27.79, the open interest changed by 77 which increased total open position to 147
On 6 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 27.68, the open interest changed by 21 which increased total open position to 74
On 5 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 32.90, the open interest changed by 1 which increased total open position to 53
On 4 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 1.55, which was -2.20 lower than the previous day. The implied volatity was 34.33, the open interest changed by 6 which increased total open position to 49
On 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was 32.42, the open interest changed by 5 which increased total open position to 25
| COROMANDEL 28NOV2024 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1768.00 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1764.60 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1764.60 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1721.10 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1715.95 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1684.95 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1730.50 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1737.25 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1752.00 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1777.95 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1726.10 | 243.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1669.15 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1634.55 | 243.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1691.80 | 243.35 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1960 expiring on 28NOV2024
Delta for 1960 PE is -
Historical price for 1960 PE is as follows
On 21 Nov COROMANDEL was trading at 1768.00. The strike last trading price was 243.35, 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 20 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 243.35, 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 19 Nov COROMANDEL was trading at 1764.60. The strike last trading price was 243.35, 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 18 Nov COROMANDEL was trading at 1721.10. The strike last trading price was 243.35, 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 14 Nov COROMANDEL was trading at 1715.95. The strike last trading price was 243.35, 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 13 Nov COROMANDEL was trading at 1684.95. The strike last trading price was 243.35, 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 Nov COROMANDEL was trading at 1730.50. The strike last trading price was 243.35, 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 Nov COROMANDEL was trading at 1737.25. The strike last trading price was 243.35, 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 8 Nov COROMANDEL was trading at 1752.00. The strike last trading price was 243.35, 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 7 Nov COROMANDEL was trading at 1777.95. The strike last trading price was 243.35, 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 Nov COROMANDEL was trading at 1726.10. The strike last trading price was 243.35, 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 Nov COROMANDEL was trading at 1669.15. The strike last trading price was 243.35, 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 Nov COROMANDEL was trading at 1634.55. The strike last trading price was 243.35, 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 1 Nov COROMANDEL was trading at 1691.80. The strike last trading price was 243.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
