COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.03
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 16.2 | 0.65 | 11.67 | 57 | 10 | 785 | |||||||||
| 14 Sept | 394.35 | 16.85 | 0.55 | 15.79 | 149 | -68 | 838 | |||||||||
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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 0.98
Historical price for 380 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 16.2, which was 0.65 higher than the previous day. The implied volatity was 11.67, the open interest changed by 10 which increased total open position to 785
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 16.85, which was 0.55 higher than the previous day. The implied volatity was 15.79, the open interest changed by -68 which decreased total open position to 838
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: -0.11
Vega: 0.13
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 0.7 | -0.2 | 19.61 | 590 | -56 | 1,290 |
| 14 Sept | 394.35 | 1.1 | -0.3 | 17.55 | 1,004 | -58 | 1,425 |
| 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 -0.11
Historical price for 380 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 19.61, the open interest changed by -56 which decreased total open position to 1290
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 17.55, the open interest changed by -58 which decreased total open position to 1425
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
