COLPAL
Colgate Palmolive Ltd.
Historical option data for COLPAL
21 Sep 2025 04:12 PM IST
| COLPAL 30SEP2025 2440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 1.02
Theta: -1.13
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2337.90 | 7.85 | -5.65 | 22.19 | 146 | 4 | 581 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2353.70 | 15.3 | -8.85 | 20.47 | 444 | 28 | 553 | |||||||||
| 17 Aug | 2154.00 | 132.6 | 0 | 7.78 | 0 | 0 | 0 | |||||||||
For Colgate Palmolive Ltd. - strike price 2440 expiring on 30SEP2025
Delta for 2440 CE is 0.17
Historical price for 2440 CE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 7.85, which was -5.65 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 581
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 15.3, which was -8.85 lower than the previous day. The implied volatity was 20.47, the open interest changed by 28 which increased total open position to 553
On 17 Aug COLPAL was trading at 2154.00. The strike last trading price was 132.6, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
| COLPAL 30SEP2025 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.99
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2337.90 | 98 | 19.3 | 21.58 | 20 | -5 | 55 |
| 14 Sept | 2353.70 | 96.9 | 12.1 | 23.24 | 17 | -7 | 70 |
| 17 Aug | 2154.00 | 157.8 | 0 | - | 0 | 0 | 0 |
For Colgate Palmolive Ltd. - strike price 2440 expiring on 30SEP2025
Delta for 2440 PE is -0.84
Historical price for 2440 PE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 98, which was 19.3 higher than the previous day. The implied volatity was 21.58, the open interest changed by -5 which decreased total open position to 55
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 96.9, which was 12.1 higher than the previous day. The implied volatity was 23.24, the open interest changed by -7 which decreased total open position to 70
On 17 Aug COLPAL was trading at 2154.00. The strike last trading price was 157.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
