COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.25
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 1.7 | -1.25 | 34.22 | 26 | -5 | 103 | |||
| 19 Dec | 1845.50 | 2.95 | -1.20 | 35.00 | 295 | 22 | 109 | |||
| 18 Dec | 1830.85 | 4.15 | 0.90 | 36.97 | 949 | 45 | 87 | |||
| 17 Dec | 1817.15 | 3.25 | -0.35 | 38.05 | 220 | 37 | 45 | |||
| 16 Dec | 1819.25 | 3.6 | 2.10 | 34.60 | 46 | 2 | 9 | |||
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| 13 Dec | 1777.65 | 1.5 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 12 Dec | 1778.60 | 1.5 | -1.15 | 28.77 | 15 | -1 | 12 | |||
| 11 Dec | 1768.85 | 2.65 | -1.45 | 32.89 | 2 | 0 | 14 | |||
| 10 Dec | 1780.35 | 4.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1769.80 | 4.1 | -0.80 | 34.64 | 4 | 0 | 14 | |||
| 6 Dec | 1762.40 | 4.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 1769.00 | 4.9 | 0.65 | 31.48 | 3 | 1 | 13 | |||
| 4 Dec | 1757.95 | 4.25 | -3.35 | 31.52 | 7 | 0 | 12 | |||
| 2 Dec | 1775.85 | 7.6 | -1.35 | 32.12 | 4 | 2 | 10 | |||
| 29 Nov | 1789.00 | 8.95 | -2.15 | 30.18 | 8 | 0 | 0 | |||
| 28 Nov | 1755.75 | 11.1 | 0.00 | 9.91 | 0 | 0 | 0 | |||
| 27 Nov | 1758.80 | 11.1 | 0.00 | 10.06 | 0 | 0 | 0 | |||
| 26 Nov | 1767.60 | 11.1 | 9.39 | 0 | 0 | 0 | ||||
For Coromandel Interntl. Ltd - strike price 1980 expiring on 26DEC2024
Delta for 1980 CE is 0.05
Historical price for 1980 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 1.7, which was -1.25 lower than the previous day. The implied volatity was 34.22, the open interest changed by -5 which decreased total open position to 103
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 2.95, which was -1.20 lower than the previous day. The implied volatity was 35.00, the open interest changed by 22 which increased total open position to 109
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 4.15, which was 0.90 higher than the previous day. The implied volatity was 36.97, the open interest changed by 45 which increased total open position to 87
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 38.05, the open interest changed by 37 which increased total open position to 45
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 3.6, which was 2.10 higher than the previous day. The implied volatity was 34.60, the open interest changed by 2 which increased total open position to 9
On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 1.5, which was -1.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by -1 which decreased total open position to 12
On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 2.65, which was -1.45 lower than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 14
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 4.1, 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 4.1, which was -0.80 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 14
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 4.9, 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 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 13
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 4.25, which was -3.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 12
On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 7.6, which was -1.35 lower than the previous day. The implied volatity was 32.12, the open interest changed by 2 which increased total open position to 10
On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 8.95, which was -2.15 lower than the previous day. The implied volatity was 30.18, 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 11.1, which was 0.00 lower than the previous day. The implied volatity was 9.91, 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 11.1, which was 0.00 lower than the previous day. The implied volatity was 10.06, 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 11.1, which was lower than the previous day. The implied volatity was 9.39, the open interest changed by 0 which decreased total open position to 0
| COROMANDEL 26DEC2024 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.24
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 140.2 | -160.25 | 34.02 | 2 | 1 | 1 |
| 19 Dec | 1845.50 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1830.85 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1817.15 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1819.25 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1777.65 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1778.60 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1768.85 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1769.00 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1757.95 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1775.85 | 300.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1789.00 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 300.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 300.45 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 1980 expiring on 26DEC2024
Delta for 1980 PE is -0.95
Historical price for 1980 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 140.2, which was -160.25 lower than the previous day. The implied volatity was 34.02, the open interest changed by 1 which increased total open position to 1
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 300.45, 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 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 300.45, 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 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 300.45, 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 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 300.45, 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 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 300.45, 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 300.45, 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 300.45, 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 300.45, 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 300.45, 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 300.45, 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 300.45, 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 300.45, 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 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 300.45, 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 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 300.45, 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 300.45, 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 300.45, 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 300.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
