COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 405 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.21
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 1.6 | -0.05 | 17.19 | 1,062 | -14 | 1,725 | |||||||||
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| 14 Sept | 394.35 | 1.95 | -0.05 | 14.76 | 1,288 | 125 | 1,519 | |||||||||
| 17 Aug | 384.45 | 9.95 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.24
Historical price for 405 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 17.19, the open interest changed by -14 which decreased total open position to 1725
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 14.76, the open interest changed by 125 which increased total open position to 1519
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 30SEP2025 405 PE | |||||||
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Delta: -0.73
Vega: 0.23
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 11 | -1.05 | 20.02 | 71 | -13 | 155 |
| 14 Sept | 394.35 | 11 | -1 | 15.61 | 128 | 22 | 67 |
| 17 Aug | 384.45 | 34.5 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.73
Historical price for 405 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 11, which was -1.05 lower than the previous day. The implied volatity was 20.02, the open interest changed by -13 which decreased total open position to 155
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 15.61, the open interest changed by 22 which increased total open position to 67
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 34.5, 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
