COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 425 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.06
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.25 | -0.1 | 22.85 | 51 | 28 | 356 | |||||||||
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| 14 Sept | 394.35 | 0.35 | 0 | 19.07 | 19 | -3 | 198 | |||||||||
For Coal India Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 CE is 0.04
Historical price for 425 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by 28 which increased total open position to 356
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 19.07, the open interest changed by -3 which decreased total open position to 198
| COALINDIA 30SEP2025 425 PE | |||||||
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Delta: -0.88
Vega: 0.14
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 30 | -0.55 | 33.23 | 1 | 0 | 11 |
| 14 Sept | 394.35 | 29 | -3.35 | 18.41 | 9 | 4 | 16 |
For Coal India Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 PE is -0.88
Historical price for 425 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 30, which was -0.55 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 11
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 29, which was -3.35 lower than the previous day. The implied volatity was 18.41, the open interest changed by 4 which increased total open position to 16
