COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 440 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.1 | 0 | 27.59 | 40 | -12 | 182 | |||||||||
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| 14 Sept | 394.35 | 0.15 | 0.05 | 22.94 | 37 | -16 | 209 | |||||||||
For Coal India Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.02
Historical price for 440 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.59, the open interest changed by -12 which decreased total open position to 182
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 22.94, the open interest changed by -16 which decreased total open position to 209
| COALINDIA 30SEP2025 440 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 | 40.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 394.35 | 43.5 | -3.4 | - | 1 | -1 | 123 |
For Coal India Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 40.5, 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
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 43.5, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 123
