COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 385 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.13
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 11.65 | 0.5 | 13.53 | 290 | -28 | 511 | |||||||||
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| 14 Sept | 394.35 | 12.4 | 0.25 | 14.58 | 212 | -43 | 627 | |||||||||
| 17 Aug | 384.45 | 8.1 | -1.25 | 10.73 | 14 | 8 | 44 | |||||||||
For Coal India Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 CE is 0.89
Historical price for 385 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 11.65, which was 0.5 higher than the previous day. The implied volatity was 13.53, the open interest changed by -28 which decreased total open position to 511
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 12.4, which was 0.25 higher than the previous day. The implied volatity was 14.58, the open interest changed by -43 which decreased total open position to 627
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 8.1, which was -1.25 lower than the previous day. The implied volatity was 10.73, the open interest changed by 8 which increased total open position to 44
| COALINDIA 30SEP2025 385 PE | |||||||
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Delta: -0.17
Vega: 0.18
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 1.15 | -0.4 | 17.81 | 697 | 19 | 901 |
| 14 Sept | 394.35 | 1.6 | -0.6 | 15.80 | 1,908 | 329 | 1,234 |
| 17 Aug | 384.45 | 11 | 0.5 | 23.62 | 1 | 1 | 4 |
For Coal India Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 PE is -0.17
Historical price for 385 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 17.81, the open interest changed by 19 which increased total open position to 901
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 15.80, the open interest changed by 329 which increased total open position to 1234
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 11, which was 0.5 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 4
