COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.26
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 394.50 | 2.7 | -0.1 | 15.78 | 3,886 | 267 | 6,141 | |||||||||
| 14 Sept | 394.35 | 3.35 | -0.05 | 14.35 | 3,999 | -144 | 3,603 | |||||||||
| 17 Aug | 384.45 | 3.4 | -0.9 | 13.64 | 180 | 34 | 324 | |||||||||
For Coal India Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.37
Historical price for 400 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 15.78, the open interest changed by 267 which increased total open position to 6141
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 14.35, the open interest changed by -144 which decreased total open position to 3603
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 3.4, which was -0.9 lower than the previous day. The implied volatity was 13.64, the open interest changed by 34 which increased total open position to 324
| COALINDIA 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.26
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 7.1 | -1 | 18.09 | 623 | 25 | 1,438 |
| 14 Sept | 394.35 | 7.5 | -0.9 | 15.30 | 638 | -8 | 826 |
| 17 Aug | 384.45 | 21.1 | 1.85 | 27.09 | 16 | 0 | 22 |
For Coal India Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.61
Historical price for 400 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 7.1, which was -1 lower than the previous day. The implied volatity was 18.09, the open interest changed by 25 which increased total open position to 1438
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 7.5, which was -0.9 lower than the previous day. The implied volatity was 15.30, the open interest changed by -8 which decreased total open position to 826
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 21.1, which was 1.85 higher than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 22
