COALINDIA
Coal India Ltd
Historical option data for COALINDIA
05 Dec 2025 04:12 PM IST
| COALINDIA 30-DEC-2025 382.25 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.40
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 379.95 | 4.6 | -0.15 | 11.91 | 257 | 17 | 196 | |||||||||
| 4 Dec | 379.05 | 4.6 | 1.15 | 12.04 | 43 | 2 | 179 | |||||||||
| 3 Dec | 375.25 | 3.5 | -1.45 | 13.03 | 121 | 1 | 177 | |||||||||
| 2 Dec | 378.95 | 4.9 | -0.55 | 11.97 | 202 | 23 | 176 | |||||||||
| 1 Dec | 379.65 | 5.4 | 0.85 | 11.91 | 144 | -7 | 153 | |||||||||
| 28 Nov | 376.15 | 4.6 | -0.7 | 13.08 | 141 | 23 | 161 | |||||||||
| 27 Nov | 378.05 | 5.45 | 0.45 | 12.61 | 101 | 29 | 139 | |||||||||
| 26 Nov | 377.35 | 5 | 1.9 | 12.13 | 163 | 15 | 110 | |||||||||
| 25 Nov | 370.05 | 3 | -1.25 | 13.85 | 38 | 9 | 95 | |||||||||
| 24 Nov | 372.55 | 4.3 | -2.4 | 14.00 | 29 | 9 | 84 | |||||||||
| 21 Nov | 378.20 | 6.7 | -1.4 | 13.31 | 45 | 18 | 72 | |||||||||
| 20 Nov | 379.65 | 8.15 | 0 | 14.40 | 61 | 40 | 53 | |||||||||
| 19 Nov | 379.05 | 8.1 | -11.7 | 14.66 | 35 | 14 | 14 | |||||||||
| 18 Nov | 383.95 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 387.85 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 386.95 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 383.20 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 386.50 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 382.80 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 381.35 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 376.00 | 19.8 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 6 Nov | 373.15 | 19.8 | 0 | 0.89 | 0 | 0 | 0 | |||||||||
| 4 Nov | 377.55 | 19.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 382.25 expiring on 30DEC2025
Delta for 382.25 CE is 0.50
Historical price for 382.25 CE is as follows
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 11.91, the open interest changed by 17 which increased total open position to 196
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 4.6, which was 1.15 higher than the previous day. The implied volatity was 12.04, the open interest changed by 2 which increased total open position to 179
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 3.5, which was -1.45 lower than the previous day. The implied volatity was 13.03, the open interest changed by 1 which increased total open position to 177
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 4.9, which was -0.55 lower than the previous day. The implied volatity was 11.97, the open interest changed by 23 which increased total open position to 176
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 5.4, which was 0.85 higher than the previous day. The implied volatity was 11.91, the open interest changed by -7 which decreased total open position to 153
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 4.6, which was -0.7 lower than the previous day. The implied volatity was 13.08, the open interest changed by 23 which increased total open position to 161
On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 12.61, the open interest changed by 29 which increased total open position to 139
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 5, which was 1.9 higher than the previous day. The implied volatity was 12.13, the open interest changed by 15 which increased total open position to 110
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 13.85, the open interest changed by 9 which increased total open position to 95
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 4.3, which was -2.4 lower than the previous day. The implied volatity was 14.00, the open interest changed by 9 which increased total open position to 84
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 6.7, which was -1.4 lower than the previous day. The implied volatity was 13.31, the open interest changed by 18 which increased total open position to 72
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was 14.40, the open interest changed by 40 which increased total open position to 53
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 8.1, which was -11.7 lower than the previous day. The implied volatity was 14.66, the open interest changed by 14 which increased total open position to 14
On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 19.8, 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 Nov COALINDIA was trading at 387.85. The strike last trading price was 19.8, 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 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 19.8, 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 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 19.8, 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 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 19.8, 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 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 19.8, 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 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 19.8, 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 Nov COALINDIA was trading at 376.00. The strike last trading price was 19.8, which was 0 lower than the previous day. The implied volatity was 0.14, 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 19.8, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 4 Nov COALINDIA was trading at 377.55. The strike last trading price was 19.8, 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 382.25 PE | |||||||
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Delta: -0.50
Vega: 0.40
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 379.95 | 5.8 | -0.6 | 14.33 | 43 | -2 | 102 |
| 4 Dec | 379.05 | 6.45 | -3.05 | 15.30 | 11 | 2 | 104 |
| 3 Dec | 375.25 | 9.2 | 2.2 | 16.87 | 31 | -19 | 102 |
| 2 Dec | 378.95 | 6.9 | -0.15 | 16.19 | 102 | 28 | 123 |
| 1 Dec | 379.65 | 6.75 | -1.8 | 16.54 | 56 | 11 | 94 |
| 28 Nov | 376.15 | 8.55 | 0.95 | 16.01 | 30 | -9 | 84 |
| 27 Nov | 378.05 | 7.6 | -0.5 | 16.12 | 12 | 0 | 87 |
| 26 Nov | 377.35 | 8.1 | -2.95 | 16.25 | 64 | -1 | 87 |
| 25 Nov | 370.05 | 11 | 2.85 | - | 0 | 1 | 0 |
| 24 Nov | 372.55 | 11 | 2.85 | 17.22 | 12 | 1 | 88 |
| 21 Nov | 378.20 | 8.15 | 0.8 | 16.79 | 40 | 11 | 83 |
| 20 Nov | 379.65 | 7.25 | -0.9 | 16.24 | 81 | 62 | 72 |
| 19 Nov | 379.05 | 8.1 | -8.65 | 17.27 | 10 | 8 | 8 |
| 18 Nov | 383.95 | 16.75 | 0 | 1.58 | 0 | 0 | 0 |
| 17 Nov | 387.85 | 16.75 | 0 | 2.39 | 0 | 0 | 0 |
| 14 Nov | 386.95 | 16.75 | 0 | 2.11 | 0 | 0 | 0 |
| 13 Nov | 383.20 | 16.75 | 0 | 1.51 | 0 | 0 | 0 |
| 12 Nov | 386.50 | 16.75 | 0 | 1.97 | 0 | 0 | 0 |
| 11 Nov | 382.80 | 16.75 | 0 | 1.42 | 0 | 0 | 0 |
| 10 Nov | 381.35 | 16.75 | 0 | 1.11 | 0 | 0 | 0 |
| 7 Nov | 376.00 | 16.75 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 373.15 | 16.75 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 377.55 | 16.75 | 0 | 0.41 | 0 | 0 | 0 |
For Coal India Ltd - strike price 382.25 expiring on 30DEC2025
Delta for 382.25 PE is -0.50
Historical price for 382.25 PE is as follows
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 5.8, which was -0.6 lower than the previous day. The implied volatity was 14.33, the open interest changed by -2 which decreased total open position to 102
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 6.45, which was -3.05 lower than the previous day. The implied volatity was 15.30, the open interest changed by 2 which increased total open position to 104
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 9.2, which was 2.2 higher than the previous day. The implied volatity was 16.87, the open interest changed by -19 which decreased total open position to 102
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 6.9, which was -0.15 lower than the previous day. The implied volatity was 16.19, the open interest changed by 28 which increased total open position to 123
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 6.75, which was -1.8 lower than the previous day. The implied volatity was 16.54, the open interest changed by 11 which increased total open position to 94
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 8.55, which was 0.95 higher than the previous day. The implied volatity was 16.01, the open interest changed by -9 which decreased total open position to 84
On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 7.6, which was -0.5 lower than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 87
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 8.1, which was -2.95 lower than the previous day. The implied volatity was 16.25, the open interest changed by -1 which decreased total open position to 87
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 11, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 11, which was 2.85 higher than the previous day. The implied volatity was 17.22, the open interest changed by 1 which increased total open position to 88
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 8.15, which was 0.8 higher than the previous day. The implied volatity was 16.79, the open interest changed by 11 which increased total open position to 83
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 7.25, which was -0.9 lower than the previous day. The implied volatity was 16.24, the open interest changed by 62 which increased total open position to 72
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 8.1, which was -8.65 lower than the previous day. The implied volatity was 17.27, the open interest changed by 8 which increased total open position to 8
On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 16.75, 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 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.11, 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 16.75, 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 16.75, 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 Nov COALINDIA was trading at 377.55. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0































































































































































































































