COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 394.50 | 0.2 | -0.05 | 24.91 | 115 | 15 | 339 | |||||||||
| 14 Sept | 394.35 | 0.25 | 0 | 20.29 | 65 | 10 | 297 | |||||||||
For Coal India Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.03
Historical price for 430 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.91, the open interest changed by 15 which increased total open position to 339
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 20.29, the open interest changed by 10 which increased total open position to 297
| COALINDIA 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 394.50 | 29.65 | -0.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 394.35 | 36.5 | 0 | 0.00 | 0 | 0 | 0 |
For Coal India Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is 0.00
Historical price for 430 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 29.65, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 36.5, 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
