COROMANDEL
Coromandel Interntl. Ltd
Historical option data for COROMANDEL
20 Dec 2024 04:12 PM IST
| COROMANDEL 26DEC2024 2040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.14
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1839.30 | 0.9 | -0.95 | 40.41 | 52 | -12 | 176 | |||
| 19 Dec | 1845.50 | 1.85 | -0.15 | 41.77 | 101 | -8 | 188 | |||
| 18 Dec | 1830.85 | 2 | 0.45 | 40.84 | 1,125 | 123 | 195 | |||
| 17 Dec | 1817.15 | 1.55 | -0.30 | 41.23 | 173 | -14 | 72 | |||
| 16 Dec | 1819.25 | 1.85 | -0.75 | 38.32 | 21 | 4 | 92 | |||
| 10 Dec | 1780.35 | 2.6 | 1.55 | 36.48 | 49 | 44 | 85 | |||
| 9 Dec | 1769.80 | 1.05 | -1.60 | 32.45 | 2 | 0 | 43 | |||
| 6 Dec | 1762.40 | 2.65 | -0.25 | 35.00 | 2 | 1 | 43 | |||
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| 4 Dec | 1757.95 | 2.9 | 2.50 | 34.88 | 31 | 22 | 37 | |||
| 28 Nov | 1755.75 | 0.4 | -3.35 | 21.57 | 12 | 3 | 19 | |||
| 27 Nov | 1758.80 | 3.75 | -0.40 | 30.97 | 1 | 0 | 15 | |||
| 26 Nov | 1767.60 | 4.15 | 30.36 | 15 | 6 | 6 | ||||
For Coromandel Interntl. Ltd - strike price 2040 expiring on 26DEC2024
Delta for 2040 CE is 0.03
Historical price for 2040 CE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 0.9, which was -0.95 lower than the previous day. The implied volatity was 40.41, the open interest changed by -12 which decreased total open position to 176
On 19 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 41.77, the open interest changed by -8 which decreased total open position to 188
On 18 Dec COROMANDEL was trading at 1830.85. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 40.84, the open interest changed by 123 which increased total open position to 195
On 17 Dec COROMANDEL was trading at 1817.15. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 41.23, the open interest changed by -14 which decreased total open position to 72
On 16 Dec COROMANDEL was trading at 1819.25. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 38.32, the open interest changed by 4 which increased total open position to 92
On 10 Dec COROMANDEL was trading at 1780.35. The strike last trading price was 2.6, which was 1.55 higher than the previous day. The implied volatity was 36.48, the open interest changed by 44 which increased total open position to 85
On 9 Dec COROMANDEL was trading at 1769.80. The strike last trading price was 1.05, which was -1.60 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 43
On 6 Dec COROMANDEL was trading at 1762.40. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 35.00, the open interest changed by 1 which increased total open position to 43
On 4 Dec COROMANDEL was trading at 1757.95. The strike last trading price was 2.9, which was 2.50 higher than the previous day. The implied volatity was 34.88, the open interest changed by 22 which increased total open position to 37
On 28 Nov COROMANDEL was trading at 1755.75. The strike last trading price was 0.4, which was -3.35 lower than the previous day. The implied volatity was 21.57, the open interest changed by 3 which increased total open position to 19
On 27 Nov COROMANDEL was trading at 1758.80. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 15
On 26 Nov COROMANDEL was trading at 1767.60. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was 30.36, the open interest changed by 6 which increased total open position to 6
| COROMANDEL 26DEC2024 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1839.30 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1845.50 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1830.85 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1817.15 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1819.25 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1780.35 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1769.80 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1762.40 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1757.95 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1755.75 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1758.80 | 382.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1767.60 | 382.1 | - | 0 | 0 | 0 | |
For Coromandel Interntl. Ltd - strike price 2040 expiring on 26DEC2024
Delta for 2040 PE is -
Historical price for 2040 PE is as follows
On 20 Dec COROMANDEL was trading at 1839.30. The strike last trading price was 382.1, 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 Dec COROMANDEL was trading at 1845.50. The strike last trading price was 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, 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 382.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
