COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 365 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 | 30.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 394.35 | 31.1 | 0.7 | 17.80 | 14 | 4 | 128 | |||||||||
| 17 Aug | 384.45 | 27.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.00
Historical price for 365 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 30.45, 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 31.1, which was 0.7 higher than the previous day. The implied volatity was 17.80, the open interest changed by 4 which increased total open position to 128
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 27.3, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.06
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.3 | 0 | 27.22 | 24 | -1 | 308 |
| 14 Sept | 394.35 | 0.4 | -0.1 | 22.52 | 68 | -21 | 371 |
| 17 Aug | 384.45 | 12.25 | 0 | 5.28 | 0 | 0 | 0 |
For Coal India Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.04
Historical price for 365 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 308
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by -21 which decreased total open position to 371
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
