COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 28OCT2025 400 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.52
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 8.35 | 0.55 | 16.91 | 267 | 100 | 554 | |||||||||
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| 14 Sept | 394.35 | 8.95 | 0.25 | 16.72 | 53 | 6 | 207 | |||||||||
For Coal India Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.50
Historical price for 400 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 16.91, the open interest changed by 100 which increased total open position to 554
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 16.72, the open interest changed by 6 which increased total open position to 207
| COALINDIA 28OCT2025 400 PE | |||||||
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Delta: -0.50
Vega: 0.52
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 10.5 | -0.4 | 19.63 | 68 | 42 | 328 |
| 14 Sept | 394.35 | 10.5 | -1 | 18.08 | 24 | 8 | 85 |
For Coal India Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.50
Historical price for 400 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 10.5, which was -0.4 lower than the previous day. The implied volatity was 19.63, the open interest changed by 42 which increased total open position to 328
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 10.5, which was -1 lower than the previous day. The implied volatity was 18.08, the open interest changed by 8 which increased total open position to 85
