COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 420 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.45 | 0 | 22.26 | 796 | -112 | 2,089 | |||||||||
| 14 Sept | 394.35 | 0.5 | 0 | 17.86 | 900 | 246 | 1,273 | |||||||||
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| 17 Aug | 384.45 | 0.9 | -0.35 | 15.68 | 64 | -1 | 137 | |||||||||
For Coal India Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.07
Historical price for 420 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 22.26, the open interest changed by -112 which decreased total open position to 2089
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 17.86, the open interest changed by 246 which increased total open position to 1273
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 15.68, the open interest changed by -1 which decreased total open position to 137
| COALINDIA 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.16
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 25.3 | -0.25 | 31.10 | 19 | -11 | 248 |
| 14 Sept | 394.35 | 24.55 | -0.85 | 20.16 | 65 | -13 | 279 |
| 17 Aug | 384.45 | 37 | 0 | 0.00 | 0 | 0 | 0 |
For Coal India Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.85
Historical price for 420 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 25.3, which was -0.25 lower than the previous day. The implied volatity was 31.10, the open interest changed by -11 which decreased total open position to 248
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 24.55, which was -0.85 lower than the previous day. The implied volatity was 20.16, the open interest changed by -13 which decreased total open position to 279
On 17 Aug COALINDIA was trading at 384.45. The strike last trading price was 37, 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
