COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 415 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.11
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.55 | -0.05 | 19.63 | 535 | -75 | 700 | |||||||||
| 14 Sept | 394.35 | 0.7 | -0.05 | 16.38 | 507 | 52 | 292 | |||||||||
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| 17 Aug | 384.45 | 1.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.09
Historical price for 415 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by -75 which decreased total open position to 700
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 16.38, the open interest changed by 52 which increased total open position to 292
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 1.8, 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
| COALINDIA 30SEP2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.16
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 20 | -1.05 | 24.80 | 31 | -10 | 38 |
| 14 Sept | 394.35 | 19.85 | -0.9 | 18.62 | 40 | -12 | 70 |
| 17 Aug | 384.45 | 41.85 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.85
Historical price for 415 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 20, which was -1.05 lower than the previous day. The implied volatity was 24.80, the open interest changed by -10 which decreased total open position to 38
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 19.85, which was -0.9 lower than the previous day. The implied volatity was 18.62, the open interest changed by -12 which decreased total open position to 70
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 41.85, 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
