COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 375 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 | 20.95 | 0.95 | - | 43 | 12 | 418 | |||||||||
| 14 Sept | 394.35 | 22.35 | 1.5 | 22.42 | 100 | -28 | 466 | |||||||||
| 17 Aug | 384.45 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 CE is -
Historical price for 375 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 20.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 418
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 22.35, which was 1.5 higher than the previous day. The implied volatity was 22.42, the open interest changed by -28 which decreased total open position to 466
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 21.8, 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 375 PE | |||||||
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Delta: -0.07
Vega: 0.10
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.5 | -0.1 | 22.07 | 155 | 9 | 1,238 |
| 14 Sept | 394.35 | 0.7 | -0.25 | 18.75 | 430 | 27 | 1,324 |
| 17 Aug | 384.45 | 6.1 | 0.1 | 21.80 | 312 | 286 | 337 |
For Coal India Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.07
Historical price for 375 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 22.07, the open interest changed by 9 which increased total open position to 1238
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 18.75, the open interest changed by 27 which increased total open position to 1324
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 21.80, the open interest changed by 286 which increased total open position to 337
