COLPAL
Colgate Palmolive Ltd.
Historical option data for COLPAL
21 Sep 2025 04:12 PM IST
| COLPAL 30SEP2025 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.65
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2337.90 | 4.2 | -1.95 | 26.04 | 1,222 | 324 | 2,716 | |||||||||
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| 14 Sept | 2353.70 | 7.8 | -4.3 | 22.50 | 2,298 | 399 | 2,544 | |||||||||
| 17 Aug | 2154.00 | 7 | -25.15 | 26.21 | 13 | 13 | 8 | |||||||||
For Colgate Palmolive Ltd. - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.09
Historical price for 2500 CE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 4.2, which was -1.95 lower than the previous day. The implied volatity was 26.04, the open interest changed by 324 which increased total open position to 2716
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 7.8, which was -4.3 lower than the previous day. The implied volatity was 22.50, the open interest changed by 399 which increased total open position to 2544
On 17 Aug COLPAL was trading at 2154.00. The strike last trading price was 7, which was -25.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by 13 which increased total open position to 8
| COLPAL 30SEP2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.89
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2337.90 | 159.35 | 25.3 | 31.95 | 12 | -7 | 439 |
| 14 Sept | 2353.70 | 149.1 | 18.2 | 26.28 | 20 | -5 | 453 |
| 17 Aug | 2154.00 | 280 | 0 | 0.00 | 0 | 0 | 0 |
For Colgate Palmolive Ltd. - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.86
Historical price for 2500 PE is as follows
On 21 Sept COLPAL was trading at 2337.90. The strike last trading price was 159.35, which was 25.3 higher than the previous day. The implied volatity was 31.95, the open interest changed by -7 which decreased total open position to 439
On 14 Sept COLPAL was trading at 2353.70. The strike last trading price was 149.1, which was 18.2 higher than the previous day. The implied volatity was 26.28, the open interest changed by -5 which decreased total open position to 453
On 17 Aug COLPAL was trading at 2154.00. The strike last trading price was 280, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
