[--[65.84.65.76]--]

COALINDIA

Coal India Ltd
383.35 -0.65 (-0.17%)
L: 382.25 H: 385.75

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Historical option data for COALINDIA

12 Dec 2025 04:12 PM IST
COALINDIA 30-DEC-2025 384.75 CE
Delta: 0.51
Vega: 0.34
Theta: -0.15
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 383.35 3.65 -1.15 10.55 450 96 253
11 Dec 384.00 4.75 0.55 11.58 308 47 157
10 Dec 382.15 4.05 1.05 12.50 204 -2 110
9 Dec 379.35 2.85 0.35 12.23 61 -4 112
8 Dec 377.35 2.35 -1.15 12.27 150 -7 116
5 Dec 379.95 3.6 0.1 11.58 73 8 123
4 Dec 379.05 3.5 0.8 12.00 21 -2 114
3 Dec 375.25 2.65 -1.25 12.99 104 -3 117
2 Dec 378.95 3.9 -0.5 12.23 84 5 123
1 Dec 379.65 4.4 0.6 12.32 38 2 117
28 Nov 376.15 3.75 -0.5 13.35 67 2 118
27 Nov 378.05 4.15 0.1 12.15 61 7 115
26 Nov 377.35 4.1 1.6 12.46 79 19 107
25 Nov 370.05 2.5 -1.05 14.26 58 3 87
24 Nov 372.55 3.55 -2.1 14.22 32 17 85
21 Nov 378.20 5.65 -1.2 13.49 30 8 68
20 Nov 379.65 6.85 -0.05 14.29 17 10 61
19 Nov 379.05 6.95 -3.05 14.79 65 44 51
18 Nov 383.95 9.95 -2 15.85 4 2 6
17 Nov 387.85 11.95 0.45 - 0 1 0
14 Nov 386.95 11.95 0.45 14.90 1 0 3
13 Nov 383.20 11.5 1 17.91 1 0 2
12 Nov 386.50 10.5 3.75 - 0 0 0
11 Nov 382.80 10.5 3.75 - 0 1 0
10 Nov 381.35 10.5 3.75 16.77 1 0 1
7 Nov 376.00 6.75 -1.75 14.38 1 0 1
6 Nov 373.15 8.5 -1.1 19.57 1 0 1
4 Nov 377.55 9.6 -13.55 16.98 1 0 0


For Coal India Ltd - strike price 384.75 expiring on 30DEC2025

Delta for 384.75 CE is 0.51

Historical price for 384.75 CE is as follows

On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 10.55, the open interest changed by 96 which increased total open position to 253


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 4.75, which was 0.55 higher than the previous day. The implied volatity was 11.58, the open interest changed by 47 which increased total open position to 157


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 4.05, which was 1.05 higher than the previous day. The implied volatity was 12.50, the open interest changed by -2 which decreased total open position to 110


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 12.23, the open interest changed by -4 which decreased total open position to 112


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 12.27, the open interest changed by -7 which decreased total open position to 116


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 11.58, the open interest changed by 8 which increased total open position to 123


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 3.5, which was 0.8 higher than the previous day. The implied volatity was 12.00, the open interest changed by -2 which decreased total open position to 114


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 2.65, which was -1.25 lower than the previous day. The implied volatity was 12.99, the open interest changed by -3 which decreased total open position to 117


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 3.9, which was -0.5 lower than the previous day. The implied volatity was 12.23, the open interest changed by 5 which increased total open position to 123


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 4.4, which was 0.6 higher than the previous day. The implied volatity was 12.32, the open interest changed by 2 which increased total open position to 117


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 3.75, which was -0.5 lower than the previous day. The implied volatity was 13.35, the open interest changed by 2 which increased total open position to 118


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 12.15, the open interest changed by 7 which increased total open position to 115


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 4.1, which was 1.6 higher than the previous day. The implied volatity was 12.46, the open interest changed by 19 which increased total open position to 107


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 14.26, the open interest changed by 3 which increased total open position to 87


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 3.55, which was -2.1 lower than the previous day. The implied volatity was 14.22, the open interest changed by 17 which increased total open position to 85


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 5.65, which was -1.2 lower than the previous day. The implied volatity was 13.49, the open interest changed by 8 which increased total open position to 68


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 6.85, which was -0.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 10 which increased total open position to 61


On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 6.95, which was -3.05 lower than the previous day. The implied volatity was 14.79, the open interest changed by 44 which increased total open position to 51


On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 9.95, which was -2 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 6


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 3


On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 11.5, which was 1 higher than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 2


On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 10.5, which was 3.75 higher 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 10.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 10.5, which was 3.75 higher than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 1


On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 6.75, which was -1.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 1


On 6 Nov COALINDIA was trading at 373.15. The strike last trading price was 8.5, which was -1.1 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 1


On 4 Nov COALINDIA was trading at 377.55. The strike last trading price was 9.6, which was -13.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 0


COALINDIA 30DEC2025 384.75 PE
Delta: -0.49
Vega: 0.34
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 383.35 4.3 0 12.88 261 23 127
11 Dec 384.00 4.2 -2.1 13.88 179 38 103
10 Dec 382.15 6.3 -1.4 16.44 61 3 64
9 Dec 379.35 7.55 -2 15.12 19 9 62
8 Dec 377.35 9.55 2.4 17.40 20 2 53
5 Dec 379.95 7.05 -0.7 14.83 32 -1 52
4 Dec 379.05 7.85 -3.05 15.36 9 0 52
3 Dec 375.25 10.85 2.45 17.09 28 -6 52
2 Dec 378.95 8.3 0.45 16.32 18 0 58
1 Dec 379.65 7.9 -2.65 16.19 3 1 59
28 Nov 376.15 10.55 -3.1 - 0 0 0
27 Nov 378.05 10.55 -3.1 - 0 6 0
26 Nov 377.35 10.55 -3.1 18.59 17 5 57
25 Nov 370.05 13.65 0.85 14.45 2 0 52
24 Nov 372.55 12.8 4.3 17.73 54 19 52
21 Nov 378.20 8.5 -0.9 - 0 9 0
20 Nov 379.65 8.5 -0.9 16.27 15 8 32
19 Nov 379.05 9.4 2.4 17.35 30 17 21
18 Nov 383.95 7 1.1 16.54 1 0 3
17 Nov 387.85 5.9 -1.3 17.62 2 -1 4
14 Nov 386.95 7.2 -2.3 - 0 1 0
13 Nov 383.20 7.2 -2.3 16.01 1 0 4
12 Nov 386.50 9.5 -1.5 - 0 0 0
11 Nov 382.80 9.5 -1.5 - 0 2 0
10 Nov 381.35 9.5 -1.5 18.71 2 1 3
7 Nov 376.00 11 -4 - 0 0 0
6 Nov 373.15 11 -4 - 0 2 0
4 Nov 377.55 11 -4 - 0 0 0


For Coal India Ltd - strike price 384.75 expiring on 30DEC2025

Delta for 384.75 PE is -0.49

Historical price for 384.75 PE is as follows

On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 12.88, the open interest changed by 23 which increased total open position to 127


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 4.2, which was -2.1 lower than the previous day. The implied volatity was 13.88, the open interest changed by 38 which increased total open position to 103


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 6.3, which was -1.4 lower than the previous day. The implied volatity was 16.44, the open interest changed by 3 which increased total open position to 64


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 7.55, which was -2 lower than the previous day. The implied volatity was 15.12, the open interest changed by 9 which increased total open position to 62


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 9.55, which was 2.4 higher than the previous day. The implied volatity was 17.40, the open interest changed by 2 which increased total open position to 53


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 7.05, which was -0.7 lower than the previous day. The implied volatity was 14.83, the open interest changed by -1 which decreased total open position to 52


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 7.85, which was -3.05 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 52


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 10.85, which was 2.45 higher than the previous day. The implied volatity was 17.09, the open interest changed by -6 which decreased total open position to 52


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 8.3, which was 0.45 higher than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 58


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 7.9, which was -2.65 lower than the previous day. The implied volatity was 16.19, the open interest changed by 1 which increased total open position to 59


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 10.55, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 10.55, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 10.55, which was -3.1 lower than the previous day. The implied volatity was 18.59, the open interest changed by 5 which increased total open position to 57


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 13.65, which was 0.85 higher than the previous day. The implied volatity was 14.45, the open interest changed by 0 which decreased total open position to 52


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 12.8, which was 4.3 higher than the previous day. The implied volatity was 17.73, the open interest changed by 19 which increased total open position to 52


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 8.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 8.5, which was -0.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by 8 which increased total open position to 32


On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 9.4, which was 2.4 higher than the previous day. The implied volatity was 17.35, the open interest changed by 17 which increased total open position to 21


On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 7, which was 1.1 higher than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 3


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 5.9, which was -1.3 lower than the previous day. The implied volatity was 17.62, the open interest changed by -1 which decreased total open position to 4


On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 4


On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 9.5, which was -1.5 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 9.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 3


On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 11, which was -4 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 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov COALINDIA was trading at 377.55. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0