COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 345 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 | 32.4 | -0.15 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 394.35 | 32.4 | -0.15 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 384.45 | 40.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.00
Historical price for 345 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 32.4, which was -0.15 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 32.4, which was -0.15 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 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 40.8, 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
| COALINDIA 30SEP2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.15 | 0.05 | 37.70 | 7 | 2 | 24 |
| 14 Sept | 394.35 | 0.2 | -0.05 | 30.78 | 2 | -2 | 38 |
| 17 Aug | 384.45 | 5.95 | 0 | 9.40 | 0 | 0 | 0 |
For Coal India Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.02
Historical price for 345 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 37.70, the open interest changed by 2 which increased total open position to 24
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by -2 which decreased total open position to 38
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 9.40, the open interest changed by 0 which decreased total open position to 0
