COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.22
Theta: -0.23
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 7.8 | 0.4 | 14.64 | 1,443 | -86 | 1,125 | |||||||||
| 14 Sept | 394.35 | 8.65 | 0.15 | 14.45 | 1,371 | -124 | 1,135 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 384.45 | 6.3 | -1.15 | 12.25 | 28 | 15 | 90 | |||||||||
For Coal India Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.74
Historical price for 390 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 7.8, which was 0.4 higher than the previous day. The implied volatity was 14.64, the open interest changed by -86 which decreased total open position to 1125
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 8.65, which was 0.15 higher than the previous day. The implied volatity was 14.45, the open interest changed by -124 which decreased total open position to 1135
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 6.3, which was -1.15 lower than the previous day. The implied volatity was 12.25, the open interest changed by 15 which increased total open position to 90
| COALINDIA 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.24
Theta: -0.15
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 2.15 | -0.7 | 16.92 | 1,961 | 31 | 1,813 |
| 14 Sept | 394.35 | 2.7 | -0.8 | 15.00 | 2,286 | 159 | 1,584 |
| 17 Aug | 384.45 | 14 | 0.8 | 24.60 | 7 | 1 | 14 |
For Coal India Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.29
Historical price for 390 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 16.92, the open interest changed by 31 which increased total open position to 1813
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 2.7, which was -0.8 lower than the previous day. The implied volatity was 15.00, the open interest changed by 159 which increased total open position to 1584
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 14, which was 0.8 higher than the previous day. The implied volatity was 24.60, the open interest changed by 1 which increased total open position to 14
