COALINDIA
Coal India Ltd
Historical option data for COALINDIA
11 Mar 2025 12:22 PM IST
| COALINDIA 27MAR2025 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.31
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 373.85 | 8.2 | -1.35 | 25.61 | 1,662 | 137 | 850 | |||
| 10 Mar | 375.15 | 9.2 | -4.35 | 26.36 | 980 | 84 | 715 | |||
| 7 Mar | 380.65 | 13.5 | -1.15 | 25.49 | 932 | -144 | 631 | |||
| 6 Mar | 382.60 | 14.45 | 7.6 | 25.06 | 5,770 | -334 | 775 | |||
| 5 Mar | 368.25 | 6.7 | 0.75 | 24.16 | 2,813 | -239 | 1,116 | |||
| 4 Mar | 363.85 | 5.95 | 0.85 | 26.74 | 3,268 | 86 | 1,347 | |||
| 3 Mar | 360.35 | 5.05 | -3.9 | 26.40 | 3,439 | 31 | 1,263 | |||
| 28 Feb | 369.35 | 8.75 | 2.7 | 26.17 | 11,027 | 806 | 1,262 | |||
| 27 Feb | 363.85 | 5.7 | 0.75 | 23.70 | 1,738 | 244 | 456 | |||
| 26 Feb | 362.00 | 4.9 | -1.85 | 21.47 | 259 | 115 | 209 | |||
| 25 Feb | 361.15 | 4.9 | -1.85 | 21.47 | 259 | 112 | 209 | |||
| 24 Feb | 364.80 | 6.7 | -2.75 | 23.41 | 191 | 62 | 95 | |||
| 21 Feb | 369.95 | 8.85 | 1.3 | 22.32 | 108 | 33 | 34 | |||
| 20 Feb | 367.95 | 7.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 362.30 | 7.55 | -21.65 | 25.48 | 1 | 0 | 0 | |||
| 18 Feb | 361.10 | 29.2 | 0 | 2.94 | 0 | 0 | 0 | |||
| 17 Feb | 360.10 | 29.2 | 0 | 2.86 | 0 | 0 | 0 | |||
| 14 Feb | 354.20 | 29.2 | 0 | 4.38 | 0 | 0 | 0 | |||
| 13 Feb | 361.65 | 29.2 | 0 | 2.26 | 0 | 0 | 0 | |||
| 12 Feb | 360.35 | 29.2 | 0 | 2.39 | 0 | 0 | 0 | |||
| 11 Feb | 359.00 | 29.2 | 0 | 3.02 | 0 | 0 | 0 | |||
| 10 Feb | 370.50 | 29.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 378.25 | 29.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 379.60 | 29.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 382.85 | 29.2 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 376.55 | 29.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 374.00 | 29.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 385.30 | 29.2 | 0 | - | 0 | 0 | 0 | |||
For Coal India Ltd - strike price 375 expiring on 27MAR2025
Delta for 375 CE is 0.52
Historical price for 375 CE is as follows
On 11 Mar COALINDIA was trading at 373.85. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was 25.61, the open interest changed by 137 which increased total open position to 850
On 10 Mar COALINDIA was trading at 375.15. The strike last trading price was 9.2, which was -4.35 lower than the previous day. The implied volatity was 26.36, the open interest changed by 84 which increased total open position to 715
On 7 Mar COALINDIA was trading at 380.65. The strike last trading price was 13.5, which was -1.15 lower than the previous day. The implied volatity was 25.49, the open interest changed by -144 which decreased total open position to 631
On 6 Mar COALINDIA was trading at 382.60. The strike last trading price was 14.45, which was 7.6 higher than the previous day. The implied volatity was 25.06, the open interest changed by -334 which decreased total open position to 775
On 5 Mar COALINDIA was trading at 368.25. The strike last trading price was 6.7, which was 0.75 higher than the previous day. The implied volatity was 24.16, the open interest changed by -239 which decreased total open position to 1116
On 4 Mar COALINDIA was trading at 363.85. The strike last trading price was 5.95, which was 0.85 higher than the previous day. The implied volatity was 26.74, the open interest changed by 86 which increased total open position to 1347
On 3 Mar COALINDIA was trading at 360.35. The strike last trading price was 5.05, which was -3.9 lower than the previous day. The implied volatity was 26.40, the open interest changed by 31 which increased total open position to 1263
On 28 Feb COALINDIA was trading at 369.35. The strike last trading price was 8.75, which was 2.7 higher than the previous day. The implied volatity was 26.17, the open interest changed by 806 which increased total open position to 1262
On 27 Feb COALINDIA was trading at 363.85. The strike last trading price was 5.7, which was 0.75 higher than the previous day. The implied volatity was 23.70, the open interest changed by 244 which increased total open position to 456
On 26 Feb COALINDIA was trading at 362.00. The strike last trading price was 4.9, which was -1.85 lower than the previous day. The implied volatity was 21.47, the open interest changed by 115 which increased total open position to 209
On 25 Feb COALINDIA was trading at 361.15. The strike last trading price was 4.9, which was -1.85 lower than the previous day. The implied volatity was 21.47, the open interest changed by 112 which increased total open position to 209
On 24 Feb COALINDIA was trading at 364.80. The strike last trading price was 6.7, which was -2.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 62 which increased total open position to 95
On 21 Feb COALINDIA was trading at 369.95. The strike last trading price was 8.85, which was 1.3 higher than the previous day. The implied volatity was 22.32, the open interest changed by 33 which increased total open position to 34
On 20 Feb COALINDIA was trading at 367.95. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Feb COALINDIA was trading at 362.30. The strike last trading price was 7.55, which was -21.65 lower than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 0
On 18 Feb COALINDIA was trading at 361.10. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 17 Feb COALINDIA was trading at 360.10. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 14 Feb COALINDIA was trading at 354.20. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 13 Feb COALINDIA was trading at 361.65. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 12 Feb COALINDIA was trading at 360.35. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 11 Feb COALINDIA was trading at 359.00. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 10 Feb COALINDIA was trading at 370.50. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb COALINDIA was trading at 378.25. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb COALINDIA was trading at 379.60. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb COALINDIA was trading at 382.85. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb COALINDIA was trading at 376.55. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb COALINDIA was trading at 374.00. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb COALINDIA was trading at 385.30. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 27MAR2025 375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.31
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 373.85 | 9 | 1 | 29.30 | 1,436 | -61 | 764 |
| 10 Mar | 375.15 | 8.45 | 2.35 | 28.36 | 2,847 | 50 | 827 |
| 7 Mar | 380.65 | 6.05 | -0.05 | 27.00 | 1,976 | -49 | 777 |
| 6 Mar | 382.60 | 6.05 | -6.45 | 27.75 | 3,118 | 395 | 827 |
| 5 Mar | 368.25 | 12.5 | -2.7 | 27.82 | 247 | 22 | 434 |
| 4 Mar | 363.85 | 15.15 | -3.25 | 26.90 | 233 | -50 | 412 |
| 3 Mar | 360.35 | 18.45 | 6.15 | 30.70 | 522 | -137 | 467 |
| 28 Feb | 369.35 | 12.65 | -2.35 | 26.58 | 3,743 | 422 | 608 |
| 27 Feb | 363.85 | 15.25 | -1.9 | 24.53 | 355 | 73 | 186 |
| 26 Feb | 362.00 | 17.4 | 2.45 | 28.06 | 193 | 58 | 112 |
| 25 Feb | 361.15 | 17.4 | 2.45 | 28.06 | 193 | 57 | 112 |
| 24 Feb | 364.80 | 15.1 | 3.2 | 25.54 | 119 | 33 | 54 |
| 21 Feb | 369.95 | 11.9 | -8.9 | 23.50 | 15 | 6 | 19 |
| 20 Feb | 367.95 | 20.8 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 362.30 | 20.8 | 0 | 0.00 | 0 | -2 | 0 |
| 18 Feb | 361.10 | 20.8 | 1.95 | 31.25 | 2 | 0 | 15 |
| 17 Feb | 360.10 | 18.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 354.20 | 18.85 | 0 | 0.00 | 0 | 6 | 0 |
| 13 Feb | 361.65 | 18.85 | 11.7 | 27.90 | 6 | 0 | 9 |
| 12 Feb | 360.35 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 359.00 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 370.50 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 378.25 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 379.60 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 382.85 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 376.55 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 374.00 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 385.30 | 7.15 | 0 | 0.00 | 0 | 3 | 0 |
For Coal India Ltd - strike price 375 expiring on 27MAR2025
Delta for 375 PE is -0.48
Historical price for 375 PE is as follows
On 11 Mar COALINDIA was trading at 373.85. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 29.30, the open interest changed by -61 which decreased total open position to 764
On 10 Mar COALINDIA was trading at 375.15. The strike last trading price was 8.45, which was 2.35 higher than the previous day. The implied volatity was 28.36, the open interest changed by 50 which increased total open position to 827
On 7 Mar COALINDIA was trading at 380.65. The strike last trading price was 6.05, which was -0.05 lower than the previous day. The implied volatity was 27.00, the open interest changed by -49 which decreased total open position to 777
On 6 Mar COALINDIA was trading at 382.60. The strike last trading price was 6.05, which was -6.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 395 which increased total open position to 827
On 5 Mar COALINDIA was trading at 368.25. The strike last trading price was 12.5, which was -2.7 lower than the previous day. The implied volatity was 27.82, the open interest changed by 22 which increased total open position to 434
On 4 Mar COALINDIA was trading at 363.85. The strike last trading price was 15.15, which was -3.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by -50 which decreased total open position to 412
On 3 Mar COALINDIA was trading at 360.35. The strike last trading price was 18.45, which was 6.15 higher than the previous day. The implied volatity was 30.70, the open interest changed by -137 which decreased total open position to 467
On 28 Feb COALINDIA was trading at 369.35. The strike last trading price was 12.65, which was -2.35 lower than the previous day. The implied volatity was 26.58, the open interest changed by 422 which increased total open position to 608
On 27 Feb COALINDIA was trading at 363.85. The strike last trading price was 15.25, which was -1.9 lower than the previous day. The implied volatity was 24.53, the open interest changed by 73 which increased total open position to 186
On 26 Feb COALINDIA was trading at 362.00. The strike last trading price was 17.4, which was 2.45 higher than the previous day. The implied volatity was 28.06, the open interest changed by 58 which increased total open position to 112
On 25 Feb COALINDIA was trading at 361.15. The strike last trading price was 17.4, which was 2.45 higher than the previous day. The implied volatity was 28.06, the open interest changed by 57 which increased total open position to 112
On 24 Feb COALINDIA was trading at 364.80. The strike last trading price was 15.1, which was 3.2 higher than the previous day. The implied volatity was 25.54, the open interest changed by 33 which increased total open position to 54
On 21 Feb COALINDIA was trading at 369.95. The strike last trading price was 11.9, which was -8.9 lower than the previous day. The implied volatity was 23.50, the open interest changed by 6 which increased total open position to 19
On 20 Feb COALINDIA was trading at 367.95. The strike last trading price was 20.8, 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 19 Feb COALINDIA was trading at 362.30. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Feb COALINDIA was trading at 361.10. The strike last trading price was 20.8, which was 1.95 higher than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 15
On 17 Feb COALINDIA was trading at 360.10. The strike last trading price was 18.85, 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 Feb COALINDIA was trading at 354.20. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Feb COALINDIA was trading at 361.65. The strike last trading price was 18.85, which was 11.7 higher than the previous day. The implied volatity was 27.90, the open interest changed by 0 which decreased total open position to 9
On 12 Feb COALINDIA was trading at 360.35. The strike last trading price was 7.15, 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 11 Feb COALINDIA was trading at 359.00. The strike last trading price was 7.15, 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 10 Feb COALINDIA was trading at 370.50. The strike last trading price was 7.15, 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 7 Feb COALINDIA was trading at 378.25. The strike last trading price was 7.15, 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 6 Feb COALINDIA was trading at 379.60. The strike last trading price was 7.15, 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 5 Feb COALINDIA was trading at 382.85. The strike last trading price was 7.15, 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 4 Feb COALINDIA was trading at 376.55. The strike last trading price was 7.15, 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 3 Feb COALINDIA was trading at 374.00. The strike last trading price was 7.15, 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 1 Feb COALINDIA was trading at 385.30. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
