COLPAL
Colgate Palmolive Ltd.
Historical option data for COLPAL
21 Sep 2025 04:12 PM IST
| COLPAL 28OCT2025 2400 CE | ||||||||||||||||
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Delta: 0.44
Vega: 3.01
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2337.90 | 51 | -12.7 | 21.47 | 52 | 36 | 208 | |||||||||
| 14 Sept | 2353.70 | 60 | -13.55 | 20.65 | 26 | 14 | 71 | |||||||||
For Colgate Palmolive Ltd. - strike price 2400 expiring on 28OCT2025
Delta for 2400 CE is 0.44
Historical price for 2400 CE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 51, which was -12.7 lower than the previous day. The implied volatity was 21.47, the open interest changed by 36 which increased total open position to 208
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 60, which was -13.55 lower than the previous day. The implied volatity was 20.65, the open interest changed by 14 which increased total open position to 71
| COLPAL 28OCT2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 3.03
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2337.90 | 92.1 | 16.35 | 24.29 | 36 | 26 | 107 |
| 14 Sept | 2353.70 | 86.85 | 9.7 | 23.06 | 17 | 6 | 39 |
For Colgate Palmolive Ltd. - strike price 2400 expiring on 28OCT2025
Delta for 2400 PE is -0.55
Historical price for 2400 PE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 92.1, which was 16.35 higher than the previous day. The implied volatity was 24.29, the open interest changed by 26 which increased total open position to 107
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 86.85, which was 9.7 higher than the previous day. The implied volatity was 23.06, the open interest changed by 6 which increased total open position to 39
