COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 370 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 394.50 | 25.35 | 0.4 | - | 35 | 6 | 255 | |||||||||
| 14 Sept | 394.35 | 26.25 | 0.75 | 17.42 | 56 | -11 | 261 | |||||||||
| 17 Aug | 384.45 | 16.8 | -2.2 | - | 2 | 0 | 15 | |||||||||
For Coal India Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is -
Historical price for 370 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 25.35, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 255
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 26.25, which was 0.75 higher than the previous day. The implied volatity was 17.42, the open interest changed by -11 which decreased total open position to 261
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 16.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
| COALINDIA 30SEP2025 370 PE | |||||||
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Delta: -0.05
Vega: 0.07
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.35 | -0.1 | 24.22 | 46 | -3 | 925 |
| 14 Sept | 394.35 | 0.55 | -0.15 | 20.88 | 374 | -18 | 1,264 |
| 17 Aug | 384.45 | 4.7 | 0.25 | 22.02 | 29 | 16 | 42 |
For Coal India Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.05
Historical price for 370 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.22, the open interest changed by -3 which decreased total open position to 925
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 20.88, the open interest changed by -18 which decreased total open position to 1264
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 4.7, which was 0.25 higher than the previous day. The implied volatity was 22.02, the open interest changed by 16 which increased total open position to 42
