COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 360 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 | 35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 394.35 | 36.5 | 2 | 27.01 | 1 | -1 | 55 | |||||||||
| 17 Aug | 384.45 | 18.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.00
Historical price for 360 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. 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
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 36.5, which was 2 higher than the previous day. The implied volatity was 27.01, the open interest changed by -1 which decreased total open position to 55
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 18.4, 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 360 PE | |||||||
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Delta: -0.03
Vega: 0.04
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.2 | -0.1 | 28.81 | 80 | -6 | 881 |
| 14 Sept | 394.35 | 0.3 | -0.05 | 24.16 | 175 | -33 | 1,085 |
| 17 Aug | 384.45 | 2.5 | 0.05 | 21.99 | 54 | 23 | 273 |
For Coal India Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.03
Historical price for 360 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 28.81, the open interest changed by -6 which decreased total open position to 881
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 24.16, the open interest changed by -33 which decreased total open position to 1085
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 21.99, the open interest changed by 23 which increased total open position to 273
