Historical option data for COCHINSHIP
24 Jun 2026 11:03 AM IST
| COCHINSHIP 28-Jul-2026 (34d) 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.02
Theta: -0.93
Gamma: 0.00272
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1479.60 | 61.6 | -2.4 (-3.75%) | 32.07 | 434 | 126 | 140 | |||||||||
| 23 Jun | 1483.60 | 63.75 | -1.25 (-1.92%) | 31.23 | 14 | 6 | 12 | |||||||||
| 22 Jun | 1476.40 | 65.55 | -3.45 (-5.00%) | 33.02 | 20 | 1 | 4 | |||||||||
| 19 Jun | 1458.00 | 69.15 | -8.85 (-11.35%) | 36.83 | 1 | 1 | 3 | |||||||||
| 18 Jun | 1469.60 | 78.3 | 12.3 (18.64%) | 32 | 3 | 0 | 1 | |||||||||
| 17 Jun | 1500.20 | 66 | -248 (-78.98%) | 21.11 | 1 | 1 | 1 | |||||||||
For Cochin Shipyard Limited - strike price 1480 expiring on 28JUL2026
Delta for 1480 CE is 0.54
Historical price for 1480 CE is as follows
On 24 Jun COCHINSHIP was trading at 1479.60. The strike last trading price was 61.6, which was -2.4 lower than the previous day. The implied volatity was 32.07, the open interest changed by 126 which increased total open position to 140
On 23 Jun COCHINSHIP was trading at 1483.60. The strike last trading price was 63.75, which was -1.25 lower than the previous day. The implied volatity was 31.23, the open interest changed by 6 which increased total open position to 12
On 22 Jun COCHINSHIP was trading at 1476.40. The strike last trading price was 65.55, which was -3.45 lower than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 4
On 19 Jun COCHINSHIP was trading at 1458.00. The strike last trading price was 69.15, which was -8.85 lower than the previous day. The implied volatity was 36.83, the open interest changed by 1 which increased total open position to 3
On 18 Jun COCHINSHIP was trading at 1469.60. The strike last trading price was 78.3, which was 12.3 higher than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 1
On 17 Jun COCHINSHIP was trading at 1500.20. The strike last trading price was 66, which was -248 lower than the previous day. The implied volatity was 21.11, the open interest changed by 1 which increased total open position to 1
| COCHINSHIP 28-Jul-2026 (34d) 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.02
Theta: -1.22
Gamma: 0.00168
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1479.60 | 90.65 | 13.15 (16.97%) | 51.94 | 45 | 40 | 41 |
| 23 Jun | 1483.60 | 77.5 | 77.5 | - | 1 | 0 | 1 |
| 22 Jun | 1476.40 | 77.5 | 77.5 | - | 1 | 0 | 1 |
| 19 Jun | 1458.00 | 77.5 | 77.5 | - | 1 | 0 | 1 |
| 18 Jun | 1469.60 | 77.5 | 77.5 (0.00%) | 48.35 | 1 | 0 | 1 |
| 17 Jun | 1500.20 | 77.5 | 0 (0.00%) | 48.35 | 1 | 1 | 1 |
For Cochin Shipyard Limited - strike price 1480 expiring on 28JUL2026
Delta for 1480 PE is -0.46
Historical price for 1480 PE is as follows
On 24 Jun COCHINSHIP was trading at 1479.60. The strike last trading price was 90.65, which was 13.15 higher than the previous day. The implied volatity was 51.94, the open interest changed by 40 which increased total open position to 41
On 23 Jun COCHINSHIP was trading at 1483.60. The strike last trading price was 77.5, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun COCHINSHIP was trading at 1476.40. The strike last trading price was 77.5, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun COCHINSHIP was trading at 1458.00. The strike last trading price was 77.5, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun COCHINSHIP was trading at 1469.60. The strike last trading price was 77.5, which was 77.5 higher than the previous day. The implied volatity was 48.35, the open interest changed by 0 which decreased total open position to 1
On 17 Jun COCHINSHIP was trading at 1500.20. The strike last trading price was 77.5, which was 0 lower than the previous day. The implied volatity was 48.35, the open interest changed by 1 which increased total open position to 1
