COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 394.50 | 57.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 394.35 | 57.5 | 20.3 | 50.50 | 2 | 0 | 108 | |||||||||
| 17 Aug | 384.45 | 35.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.00
Historical price for 340 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 57.5, 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
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 57.5, which was 20.3 higher than the previous day. The implied volatity was 50.50, the open interest changed by 0 which decreased total open position to 108
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 35.5, 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
| COALINDIA 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.05 | 0 | 35.67 | 11 | -10 | 253 |
| 14 Sept | 394.35 | 0.15 | 0 | 32.10 | 23 | -15 | 293 |
| 17 Aug | 384.45 | 5.4 | 0 | 10.37 | 0 | 0 | 0 |
For Coal India Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.01
Historical price for 340 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 35.67, the open interest changed by -10 which decreased total open position to 253
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 32.10, the open interest changed by -15 which decreased total open position to 293
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 10.37, the open interest changed by 0 which decreased total open position to 0
