COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 355 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 | |||||||||
| 21 Sept | 394.50 | 34.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 394.35 | 34.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 384.45 | 33.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.00
Historical price for 355 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 34.5, 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 34.5, 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 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 33.65, 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 355 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 | -0.1 | 30.90 | 4 | -4 | 188 |
| 14 Sept | 394.35 | 0.25 | -0.05 | 26.16 | 43 | 1 | 147 |
| 17 Aug | 384.45 | 8.7 | 0 | 7.42 | 0 | 0 | 0 |
For Coal India Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.02
Historical price for 355 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 30.90, the open interest changed by -4 which decreased total open position to 188
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 147
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0
