COALINDIA
Coal India Ltd
Historical option data for COALINDIA
17 Aug 2025 12:57 AM IST
| COALINDIA 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.41
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 384.45 | 10.6 | -1.2 | 8.94 | 95 | 33 | 158 | |||||||||
For Coal India Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.77
Historical price for 380 CE is as follows
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 10.6, which was -1.2 lower than the previous day. The implied volatity was 8.94, the open interest changed by 33 which increased total open position to 158
| COALINDIA 30SEP2025 380 PE | |||||||
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Delta: -0.37
Vega: 0.52
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 384.45 | 8.5 | 0.65 | 22.96 | 32 | 19 | 149 |
For Coal India Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.37
Historical price for 380 PE is as follows
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 22.96, the open interest changed by 19 which increased total open position to 149
