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[--[65.84.65.76]--]
COROMANDEL
Coromandel Interntl. Ltd

1839.3 -6.20 (-0.34%)

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Historical option data for COROMANDEL

20 Dec 2024 04:12 PM IST
COROMANDEL 26DEC2024 2000 CE
Delta: 0.04
Vega: 0.20
Theta: -0.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1839.30 1.35 -0.65 36.31 249 -18 495
19 Dec 1845.50 2 -1.05 35.63 690 -30 510
18 Dec 1830.85 3.05 1.05 37.79 5,143 -213 537
17 Dec 1817.15 2 -0.95 37.35 1,897 27 745
16 Dec 1819.25 2.95 1.15 36.10 1,226 23 719
13 Dec 1777.65 1.8 -0.55 33.38 310 -31 695
12 Dec 1778.60 2.35 0.20 33.77 241 25 726
11 Dec 1768.85 2.15 -0.90 33.85 323 -41 704
10 Dec 1780.35 3.05 0.05 33.09 841 178 755
9 Dec 1769.80 3 0.70 34.61 272 -78 576
6 Dec 1762.40 2.3 -1.05 30.42 424 -172 655
5 Dec 1769.00 3.35 -0.80 30.93 982 15 839
4 Dec 1757.95 4.15 -0.50 33.53 1,958 792 806
2 Dec 1775.85 4.65 -0.80 30.43 12 9 14
29 Nov 1789.00 5.45 -2.40 28.34 7 3 5
28 Nov 1755.75 7.85 0.00 0.00 0 0 0
27 Nov 1758.80 7.85 0.00 0.00 0 2 0
26 Nov 1767.60 7.85 31.48 3 1 1


For Coromandel Interntl. Ltd - strike price 2000 expiring on 26DEC2024

Delta for 2000 CE is 0.04

Historical price for 2000 CE is as follows

On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 36.31, the open interest changed by -18 which decreased total open position to 495


On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 35.63, the open interest changed by -30 which decreased total open position to 510


On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 3.05, which was 1.05 higher than the previous day. The implied volatity was 37.79, the open interest changed by -213 which decreased total open position to 537


On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 37.35, the open interest changed by 27 which increased total open position to 745


On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 2.95, which was 1.15 higher than the previous day. The implied volatity was 36.10, the open interest changed by 23 which increased total open position to 719


On 13 Dec COROMANDEL was trading at 1777.65. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 33.38, the open interest changed by -31 which decreased total open position to 695


On 12 Dec COROMANDEL was trading at 1778.60. The strike last trading price was 2.35, which was 0.20 higher than the previous day. The implied volatity was 33.77, the open interest changed by 25 which increased total open position to 726


On 11 Dec COROMANDEL was trading at 1768.85. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 33.85, the open interest changed by -41 which decreased total open position to 704


On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by 178 which increased total open position to 755


On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 3, which was 0.70 higher than the previous day. The implied volatity was 34.61, the open interest changed by -78 which decreased total open position to 576


On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 30.42, the open interest changed by -172 which decreased total open position to 655


On 5 Dec COROMANDEL was trading at 1769.00. The strike last trading price was 3.35, which was -0.80 lower than the previous day. The implied volatity was 30.93, the open interest changed by 15 which increased total open position to 839


On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 4.15, which was -0.50 lower than the previous day. The implied volatity was 33.53, the open interest changed by 792 which increased total open position to 806


On 2 Dec COROMANDEL was trading at 1775.85. The strike last trading price was 4.65, which was -0.80 lower than the previous day. The implied volatity was 30.43, the open interest changed by 9 which increased total open position to 14


On 29 Nov COROMANDEL was trading at 1789.00. The strike last trading price was 5.45, which was -2.40 lower than the previous day. The implied volatity was 28.34, the open interest changed by 3 which increased total open position to 5


On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 7.85, 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 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 7.85, 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 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 1


COROMANDEL 26DEC2024 2000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1839.30 182.7 0.00 0.00 0 0 0
19 Dec 1845.50 182.7 0.00 0.00 0 0 0
18 Dec 1830.85 182.7 0.00 0.00 0 1 0
17 Dec 1817.15 182.7 5.35 - 4 1 2
16 Dec 1819.25 177.35 -169.15 26.90 1 0 0
13 Dec 1777.65 346.5 0.00 - 0 0 0
12 Dec 1778.60 346.5 0.00 - 0 0 0
11 Dec 1768.85 346.5 0.00 - 0 0 0
10 Dec 1780.35 346.5 0.00 - 0 0 0
9 Dec 1769.80 346.5 0.00 - 0 0 0
6 Dec 1762.40 346.5 0.00 - 0 0 0
5 Dec 1769.00 346.5 0.00 - 0 0 0
4 Dec 1757.95 346.5 0.00 - 0 0 0
2 Dec 1775.85 346.5 0.00 - 0 0 0
29 Nov 1789.00 346.5 0.00 - 0 0 0
28 Nov 1755.75 346.5 0.00 - 0 0 0
27 Nov 1758.80 346.5 0.00 - 0 0 0
26 Nov 1767.60 346.5 - 0 0 0


For Coromandel Interntl. Ltd - strike price 2000 expiring on 26DEC2024

Delta for 2000 PE is 0.00

Historical price for 2000 PE is as follows

On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 182.7, 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 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 182.7, 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 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 182.7, 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 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 182.7, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 177.35, which was -169.15 lower than the previous day. The implied volatity was 26.90, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0