COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 350 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 | 49 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 394.35 | 47.3 | 3.05 | 41.23 | 1 | 1 | 100 | |||||||||
| 17 Aug | 384.45 | 35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.00
Historical price for 350 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 49, 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 47.3, which was 3.05 higher than the previous day. The implied volatity was 41.23, the open interest changed by 1 which increased total open position to 100
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 35, 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 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.15 | 0 | 34.29 | 54 | -1 | 389 |
| 14 Sept | 394.35 | 0.15 | -0.1 | 26.82 | 22 | -12 | 454 |
| 17 Aug | 384.45 | 1.3 | -0.2 | 22.47 | 33 | -20 | 105 |
For Coal India Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.02
Historical price for 350 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.29, the open interest changed by -1 which decreased total open position to 389
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 26.82, the open interest changed by -12 which decreased total open position to 454
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 22.47, the open interest changed by -20 which decreased total open position to 105
