COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 395 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.27
Theta: -0.24
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 4.65 | 0 | 14.75 | 3,380 | 67 | 1,830 | |||||||||
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| 14 Sept | 394.35 | 5.6 | 0.05 | 14.36 | 2,611 | 12 | 1,622 | |||||||||
| 17 Aug | 384.45 | 4.7 | -0.75 | 13.09 | 12 | -1 | 108 | |||||||||
For Coal India Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.55
Historical price for 395 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 14.75, the open interest changed by 67 which increased total open position to 1830
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 14.36, the open interest changed by 12 which increased total open position to 1622
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 13.09, the open interest changed by -1 which decreased total open position to 108
| COALINDIA 30SEP2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.27
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 4.1 | -0.9 | 17.10 | 1,123 | 14 | 716 |
| 14 Sept | 394.35 | 4.75 | -0.85 | 15.20 | 1,337 | 69 | 533 |
| 17 Aug | 384.45 | 27.8 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.45
Historical price for 395 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 17.10, the open interest changed by 14 which increased total open position to 716
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 4.75, which was -0.85 lower than the previous day. The implied volatity was 15.20, the open interest changed by 69 which increased total open position to 533
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
