COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 410 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.16
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.95 | 0 | 18.53 | 1,148 | -3 | 2,689 | |||||||||
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| 14 Sept | 394.35 | 1.15 | 0 | 15.48 | 1,912 | 240 | 2,345 | |||||||||
| 17 Aug | 384.45 | 1.85 | -0.5 | 14.97 | 82 | 55 | 167 | |||||||||
For Coal India Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.15
Historical price for 410 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 18.53, the open interest changed by -3 which decreased total open position to 2689
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 15.48, the open interest changed by 240 which increased total open position to 2345
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 1.85, which was -0.5 lower than the previous day. The implied volatity was 14.97, the open interest changed by 55 which increased total open position to 167
| COALINDIA 30SEP2025 410 PE | |||||||
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Delta: -0.81
Vega: 0.19
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 15.3 | -1 | 21.91 | 54 | 1 | 217 |
| 14 Sept | 394.35 | 15.25 | -0.85 | 16.89 | 75 | 2 | 109 |
| 17 Aug | 384.45 | 28.6 | 0 | 0.00 | 0 | 0 | 0 |
For Coal India Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.81
Historical price for 410 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 15.3, which was -1 lower than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 217
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 15.25, which was -0.85 lower than the previous day. The implied volatity was 16.89, the open interest changed by 2 which increased total open position to 109
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 28.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
