COALINDIA
Coal India Ltd
Historical option data for COALINDIA
21 Sep 2025 04:13 PM IST
| COALINDIA 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 394.50 | 0.05 | -0.05 | 29.89 | 28 | -15 | 1,211 | |||||||||
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| 14 Sept | 394.35 | 0.1 | 0 | 25.53 | 56 | 0 | 1,213 | |||||||||
For Coal India Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.01
Historical price for 450 CE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 29.89, the open interest changed by -15 which decreased total open position to 1211
On 14 Sept COALINDIA was trading at 394.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 1213
| COALINDIA 30SEP2025 450 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 | 50 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 394.35 | 60.25 | 0 | 0.00 | 0 | 0 | 0 |
For Coal India Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 PE is 0.00
Historical price for 450 PE is as follows
On 21 Sept COALINDIA was trading at 394.50. The strike last trading price was 50, 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 60.25, 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
