COALINDIA
Coal India Ltd
Historical option data for COALINDIA
05 Dec 2025 04:12 PM IST
| COALINDIA 30-DEC-2025 380 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.38
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 379.95 | 5.6 | -0.1 | 10.64 | 2,227 | -132 | 1,953 | |||||||||
| 4 Dec | 379.05 | 5.5 | 1.25 | 11.43 | 1,687 | -15 | 2,085 | |||||||||
| 3 Dec | 375.25 | 4.1 | -1.9 | 12.28 | 2,888 | 86 | 2,101 | |||||||||
| 2 Dec | 378.95 | 5.8 | -0.8 | 11.32 | 1,854 | -35 | 2,056 | |||||||||
| 1 Dec | 379.65 | 6.5 | 1 | 11.61 | 3,022 | 399 | 2,091 | |||||||||
| 28 Nov | 376.15 | 5.4 | -0.95 | 12.62 | 1,358 | 236 | 1,692 | |||||||||
| 27 Nov | 378.05 | 6.4 | 0.35 | 12.20 | 1,434 | 145 | 1,456 | |||||||||
| 26 Nov | 377.35 | 6 | 2.2 | 11.92 | 1,441 | 9 | 1,313 | |||||||||
| 25 Nov | 370.05 | 3.65 | -1.45 | 13.74 | 937 | 186 | 1,299 | |||||||||
| 24 Nov | 372.55 | 5.1 | -2.75 | 13.84 | 1,294 | 584 | 1,109 | |||||||||
| 21 Nov | 378.20 | 7.8 | -1.5 | 13.12 | 729 | 240 | 513 | |||||||||
| 20 Nov | 379.65 | 9.45 | 0 | 14.41 | 416 | 117 | 275 | |||||||||
| 19 Nov | 379.05 | 9.25 | -3.7 | 14.55 | 343 | 127 | 158 | |||||||||
| 18 Nov | 383.95 | 12.8 | -2.65 | 15.94 | 19 | 10 | 29 | |||||||||
| 17 Nov | 387.85 | 15.45 | 0.3 | 14.68 | 14 | 4 | 20 | |||||||||
| 14 Nov | 386.95 | 15.15 | 1.7 | 14.68 | 9 | 5 | 16 | |||||||||
| 13 Nov | 383.20 | 13.45 | -2.2 | 16.16 | 11 | 3 | 11 | |||||||||
| 12 Nov | 386.50 | 15.5 | 2.1 | 15.94 | 6 | 3 | 8 | |||||||||
| 11 Nov | 382.80 | 13.4 | 1.35 | 15.98 | 5 | 3 | 4 | |||||||||
| 10 Nov | 381.35 | 12.05 | -4.9 | 14.73 | 1 | 0 | 0 | |||||||||
| 7 Nov | 376.00 | 16.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 373.15 | 16.95 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 3 Nov | 388.55 | 18.5 | -1.2 | 15.30 | 1 | 0 | 34 | |||||||||
| 31 Oct | 388.65 | 19.7 | 1 | - | 25 | 15 | 33 | |||||||||
| 30 Oct | 387.70 | 18.95 | 3.1 | 16.45 | 54 | 10 | 17 | |||||||||
| 29 Oct | 382.00 | 16 | -15 | 17.18 | 10 | 7 | 7 | |||||||||
| 28 Oct | 391.40 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Oct | 396.70 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 394.05 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 392.65 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 390.60 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 388.80 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 387.60 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 384.25 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 381.90 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 383.35 | 31 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 380 expiring on 30DEC2025
Delta for 380 CE is 0.60
Historical price for 380 CE is as follows
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was 10.64, the open interest changed by -132 which decreased total open position to 1953
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 5.5, which was 1.25 higher than the previous day. The implied volatity was 11.43, the open interest changed by -15 which decreased total open position to 2085
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 4.1, which was -1.9 lower than the previous day. The implied volatity was 12.28, the open interest changed by 86 which increased total open position to 2101
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 5.8, which was -0.8 lower than the previous day. The implied volatity was 11.32, the open interest changed by -35 which decreased total open position to 2056
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 6.5, which was 1 higher than the previous day. The implied volatity was 11.61, the open interest changed by 399 which increased total open position to 2091
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 5.4, which was -0.95 lower than the previous day. The implied volatity was 12.62, the open interest changed by 236 which increased total open position to 1692
On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 6.4, which was 0.35 higher than the previous day. The implied volatity was 12.20, the open interest changed by 145 which increased total open position to 1456
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 6, which was 2.2 higher than the previous day. The implied volatity was 11.92, the open interest changed by 9 which increased total open position to 1313
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 3.65, which was -1.45 lower than the previous day. The implied volatity was 13.74, the open interest changed by 186 which increased total open position to 1299
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 5.1, which was -2.75 lower than the previous day. The implied volatity was 13.84, the open interest changed by 584 which increased total open position to 1109
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 7.8, which was -1.5 lower than the previous day. The implied volatity was 13.12, the open interest changed by 240 which increased total open position to 513
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 14.41, the open interest changed by 117 which increased total open position to 275
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 9.25, which was -3.7 lower than the previous day. The implied volatity was 14.55, the open interest changed by 127 which increased total open position to 158
On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 12.8, which was -2.65 lower than the previous day. The implied volatity was 15.94, the open interest changed by 10 which increased total open position to 29
On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 15.45, which was 0.3 higher than the previous day. The implied volatity was 14.68, the open interest changed by 4 which increased total open position to 20
On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 15.15, which was 1.7 higher than the previous day. The implied volatity was 14.68, the open interest changed by 5 which increased total open position to 16
On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 13.45, which was -2.2 lower than the previous day. The implied volatity was 16.16, the open interest changed by 3 which increased total open position to 11
On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 15.5, which was 2.1 higher than the previous day. The implied volatity was 15.94, the open interest changed by 3 which increased total open position to 8
On 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 13.4, which was 1.35 higher than the previous day. The implied volatity was 15.98, the open interest changed by 3 which increased total open position to 4
On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 12.05, which was -4.9 lower than the previous day. The implied volatity was 14.73, the open interest changed by 0 which decreased total open position to 0
On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 16.95, 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 Nov COALINDIA was trading at 373.15. The strike last trading price was 16.95, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 3 Nov COALINDIA was trading at 388.55. The strike last trading price was 18.5, which was -1.2 lower than the previous day. The implied volatity was 15.30, the open interest changed by 0 which decreased total open position to 34
On 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 19.7, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 33
On 30 Oct COALINDIA was trading at 387.70. The strike last trading price was 18.95, which was 3.1 higher than the previous day. The implied volatity was 16.45, the open interest changed by 10 which increased total open position to 17
On 29 Oct COALINDIA was trading at 382.00. The strike last trading price was 16, which was -15 lower than the previous day. The implied volatity was 17.18, the open interest changed by 7 which increased total open position to 7
On 28 Oct COALINDIA was trading at 391.40. The strike last trading price was 31, 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 27 Oct COALINDIA was trading at 396.70. The strike last trading price was 31, 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 24 Oct COALINDIA was trading at 394.05. The strike last trading price was 31, 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 23 Oct COALINDIA was trading at 392.65. The strike last trading price was 31, 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 20 Oct COALINDIA was trading at 390.60. The strike last trading price was 31, 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 17 Oct COALINDIA was trading at 388.80. The strike last trading price was 31, 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 16 Oct COALINDIA was trading at 387.60. The strike last trading price was 31, 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 15 Oct COALINDIA was trading at 384.25. The strike last trading price was 31, 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 Oct COALINDIA was trading at 381.90. The strike last trading price was 31, 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 Oct COALINDIA was trading at 383.35. The strike last trading price was 31, 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 30DEC2025 380 PE | |||||||
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Delta: -0.42
Vega: 0.39
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 379.95 | 4.75 | -0.55 | 15.01 | 1,018 | 36 | 1,104 |
| 4 Dec | 379.05 | 5.4 | -2.3 | 15.43 | 286 | 12 | 1,070 |
| 3 Dec | 375.25 | 7.85 | 2 | 16.74 | 381 | -28 | 1,056 |
| 2 Dec | 378.95 | 5.75 | 0.15 | 16.05 | 584 | -34 | 1,081 |
| 1 Dec | 379.65 | 5.6 | -1.85 | 16.30 | 451 | 38 | 1,107 |
| 28 Nov | 376.15 | 7.5 | 1 | 16.38 | 357 | -8 | 1,069 |
| 27 Nov | 378.05 | 6.4 | -0.45 | 15.91 | 320 | -24 | 1,075 |
| 26 Nov | 377.35 | 6.85 | -4 | 16.01 | 435 | 26 | 1,098 |
| 25 Nov | 370.05 | 11 | 1.45 | 16.01 | 227 | 75 | 1,071 |
| 24 Nov | 372.55 | 9.4 | 2.4 | 16.61 | 938 | 421 | 991 |
| 21 Nov | 378.20 | 7 | 0.75 | 16.69 | 535 | 159 | 569 |
| 20 Nov | 379.65 | 6.1 | -0.75 | 15.95 | 287 | 64 | 409 |
| 19 Nov | 379.05 | 7.05 | 1.75 | 17.25 | 321 | 181 | 344 |
| 18 Nov | 383.95 | 5.6 | 1.55 | 17.60 | 122 | 55 | 163 |
| 17 Nov | 387.85 | 4 | -0.9 | 16.97 | 73 | 40 | 105 |
| 14 Nov | 386.95 | 4.8 | -1.2 | 17.70 | 43 | 13 | 64 |
| 13 Nov | 383.20 | 6 | 1.05 | 17.56 | 37 | 21 | 50 |
| 12 Nov | 386.50 | 4.9 | -1.75 | 17.23 | 37 | 9 | 29 |
| 11 Nov | 382.80 | 6.8 | -0.8 | 18.60 | 20 | 5 | 20 |
| 10 Nov | 381.35 | 7.65 | -2.15 | 19.12 | 20 | 11 | 14 |
| 7 Nov | 376.00 | 9.8 | -6.1 | 18.45 | 3 | 0 | 0 |
| 6 Nov | 373.15 | 15.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 388.55 | 5.85 | -0.4 | 19.68 | 33 | 4 | 117 |
| 31 Oct | 388.65 | 6.2 | -0.25 | - | 50 | 5 | 112 |
| 30 Oct | 387.70 | 6.45 | -2.8 | 19.84 | 77 | 17 | 108 |
| 29 Oct | 382.00 | 9 | 1.7 | 21.15 | 171 | 44 | 91 |
| 28 Oct | 391.40 | 7.3 | 1.95 | 22.99 | 21 | 17 | 47 |
| 27 Oct | 396.70 | 5.5 | -1.35 | 22.23 | 18 | 6 | 29 |
| 24 Oct | 394.05 | 6.85 | 0.85 | 22.97 | 17 | 6 | 21 |
| 23 Oct | 392.65 | 6 | -2.7 | 20.36 | 13 | 11 | 15 |
| 20 Oct | 390.60 | 8.7 | 0.2 | - | 0 | 1 | 0 |
| 17 Oct | 388.80 | 8.7 | 0.2 | 22.76 | 1 | 0 | 3 |
| 16 Oct | 387.60 | 8.5 | -1.5 | 21.82 | 2 | 1 | 2 |
| 15 Oct | 384.25 | 10 | -5.3 | - | 0 | 0 | 0 |
| 6 Oct | 381.90 | 15.3 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 383.35 | 15.3 | 0 | 1.96 | 0 | 0 | 0 |
For Coal India Ltd - strike price 380 expiring on 30DEC2025
Delta for 380 PE is -0.42
Historical price for 380 PE is as follows
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 15.01, the open interest changed by 36 which increased total open position to 1104
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 5.4, which was -2.3 lower than the previous day. The implied volatity was 15.43, the open interest changed by 12 which increased total open position to 1070
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 7.85, which was 2 higher than the previous day. The implied volatity was 16.74, the open interest changed by -28 which decreased total open position to 1056
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 5.75, which was 0.15 higher than the previous day. The implied volatity was 16.05, the open interest changed by -34 which decreased total open position to 1081
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 5.6, which was -1.85 lower than the previous day. The implied volatity was 16.30, the open interest changed by 38 which increased total open position to 1107
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 7.5, which was 1 higher than the previous day. The implied volatity was 16.38, the open interest changed by -8 which decreased total open position to 1069
On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 6.4, which was -0.45 lower than the previous day. The implied volatity was 15.91, the open interest changed by -24 which decreased total open position to 1075
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 6.85, which was -4 lower than the previous day. The implied volatity was 16.01, the open interest changed by 26 which increased total open position to 1098
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 11, which was 1.45 higher than the previous day. The implied volatity was 16.01, the open interest changed by 75 which increased total open position to 1071
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 9.4, which was 2.4 higher than the previous day. The implied volatity was 16.61, the open interest changed by 421 which increased total open position to 991
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 7, which was 0.75 higher than the previous day. The implied volatity was 16.69, the open interest changed by 159 which increased total open position to 569
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 6.1, which was -0.75 lower than the previous day. The implied volatity was 15.95, the open interest changed by 64 which increased total open position to 409
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 7.05, which was 1.75 higher than the previous day. The implied volatity was 17.25, the open interest changed by 181 which increased total open position to 344
On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 5.6, which was 1.55 higher than the previous day. The implied volatity was 17.60, the open interest changed by 55 which increased total open position to 163
On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 4, which was -0.9 lower than the previous day. The implied volatity was 16.97, the open interest changed by 40 which increased total open position to 105
On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 17.70, the open interest changed by 13 which increased total open position to 64
On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 6, which was 1.05 higher than the previous day. The implied volatity was 17.56, the open interest changed by 21 which increased total open position to 50
On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 4.9, which was -1.75 lower than the previous day. The implied volatity was 17.23, the open interest changed by 9 which increased total open position to 29
On 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 6.8, which was -0.8 lower than the previous day. The implied volatity was 18.60, the open interest changed by 5 which increased total open position to 20
On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 7.65, which was -2.15 lower than the previous day. The implied volatity was 19.12, the open interest changed by 11 which increased total open position to 14
On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 9.8, which was -6.1 lower than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 0
On 6 Nov COALINDIA was trading at 373.15. The strike last trading price was 15.9, 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 Nov COALINDIA was trading at 388.55. The strike last trading price was 5.85, which was -0.4 lower than the previous day. The implied volatity was 19.68, the open interest changed by 4 which increased total open position to 117
On 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 6.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 112
On 30 Oct COALINDIA was trading at 387.70. The strike last trading price was 6.45, which was -2.8 lower than the previous day. The implied volatity was 19.84, the open interest changed by 17 which increased total open position to 108
On 29 Oct COALINDIA was trading at 382.00. The strike last trading price was 9, which was 1.7 higher than the previous day. The implied volatity was 21.15, the open interest changed by 44 which increased total open position to 91
On 28 Oct COALINDIA was trading at 391.40. The strike last trading price was 7.3, which was 1.95 higher than the previous day. The implied volatity was 22.99, the open interest changed by 17 which increased total open position to 47
On 27 Oct COALINDIA was trading at 396.70. The strike last trading price was 5.5, which was -1.35 lower than the previous day. The implied volatity was 22.23, the open interest changed by 6 which increased total open position to 29
On 24 Oct COALINDIA was trading at 394.05. The strike last trading price was 6.85, which was 0.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by 6 which increased total open position to 21
On 23 Oct COALINDIA was trading at 392.65. The strike last trading price was 6, which was -2.7 lower than the previous day. The implied volatity was 20.36, the open interest changed by 11 which increased total open position to 15
On 20 Oct COALINDIA was trading at 390.60. The strike last trading price was 8.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Oct COALINDIA was trading at 388.80. The strike last trading price was 8.7, which was 0.2 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 3
On 16 Oct COALINDIA was trading at 387.60. The strike last trading price was 8.5, which was -1.5 lower than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 2
On 15 Oct COALINDIA was trading at 384.25. The strike last trading price was 10, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct COALINDIA was trading at 381.90. The strike last trading price was 15.3, 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 Oct COALINDIA was trading at 383.35. The strike last trading price was 15.3, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0































































































































































































































