COALINDIA
Coal India Ltd
Historical option data for COALINDIA
11 Mar 2025 12:22 PM IST
| COALINDIA 27MAR2025 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.20
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 373.85 | 1.7 | -0.55 | 24.55 | 1,521 | 181 | 4,439 | |||
| 10 Mar | 375.15 | 2.15 | -2.2 | 25.22 | 6,409 | 3,580 | 4,277 | |||
| 7 Mar | 380.65 | 4.2 | -0.7 | 24.72 | 3,088 | 158 | 697 | |||
| 6 Mar | 382.60 | 4.8 | 3 | 24.64 | 2,100 | 143 | 545 | |||
| 5 Mar | 368.25 | 1.8 | 0.15 | 25.07 | 379 | -10 | 401 | |||
| 4 Mar | 363.85 | 1.65 | 0.15 | 27.03 | 590 | -8 | 410 | |||
| 3 Mar | 360.35 | 1.5 | -1.5 | 27.55 | 1,023 | 32 | 419 | |||
| 28 Feb | 369.35 | 2.9 | 1.25 | 26.31 | 1,712 | 173 | 391 | |||
| 27 Feb | 363.85 | 1.6 | 0.2 | 24.34 | 596 | 70 | 218 | |||
| 26 Feb | 362.00 | 1.4 | -0.8 | 23.01 | 134 | 61 | 146 | |||
| 25 Feb | 361.15 | 1.4 | -0.8 | 23.01 | 134 | 59 | 146 | |||
| 24 Feb | 364.80 | 2.15 | -1.25 | 24.37 | 124 | 74 | 85 | |||
| 21 Feb | 369.95 | 3.4 | 0.8 | 24.21 | 22 | 8 | 9 | |||
| 20 Feb | 367.95 | 2.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 362.30 | 2.6 | -16.65 | 25.37 | 1 | 0 | 0 | |||
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| 18 Feb | 361.10 | 19.25 | 0 | 7.47 | 0 | 0 | 0 | |||
| 17 Feb | 360.10 | 19.25 | 0 | 7.26 | 0 | 0 | 0 | |||
| 14 Feb | 354.20 | 19.25 | 0 | 8.52 | 0 | 0 | 0 | |||
| 13 Feb | 361.65 | 19.25 | 0 | 6.60 | 0 | 0 | 0 | |||
| 12 Feb | 360.35 | 19.25 | 0 | 6.67 | 0 | 0 | 0 | |||
| 11 Feb | 359.00 | 19.25 | 0 | 6.97 | 0 | 0 | 0 | |||
| 10 Feb | 370.50 | 19.25 | 0 | 4.33 | 0 | 0 | 0 | |||
| 7 Feb | 378.25 | 19.25 | 0 | 2.43 | 0 | 0 | 0 | |||
| 6 Feb | 379.60 | 19.25 | 0 | 2.22 | 0 | 0 | 0 | |||
| 5 Feb | 382.85 | 19.25 | 0 | 1.45 | 0 | 0 | 0 | |||
| 4 Feb | 376.55 | 19.25 | 0 | 2.57 | 0 | 0 | 0 | |||
| 3 Feb | 374.00 | 19.25 | 0 | 3.21 | 0 | 0 | 0 | |||
| 1 Feb | 385.30 | 19.25 | 0 | 0.86 | 0 | 0 | 0 | |||
For Coal India Ltd - strike price 395 expiring on 27MAR2025
Delta for 395 CE is 0.17
Historical price for 395 CE is as follows
On 11 Mar COALINDIA was trading at 373.85. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 24.55, the open interest changed by 181 which increased total open position to 4439
On 10 Mar COALINDIA was trading at 375.15. The strike last trading price was 2.15, which was -2.2 lower than the previous day. The implied volatity was 25.22, the open interest changed by 3580 which increased total open position to 4277
On 7 Mar COALINDIA was trading at 380.65. The strike last trading price was 4.2, which was -0.7 lower than the previous day. The implied volatity was 24.72, the open interest changed by 158 which increased total open position to 697
On 6 Mar COALINDIA was trading at 382.60. The strike last trading price was 4.8, which was 3 higher than the previous day. The implied volatity was 24.64, the open interest changed by 143 which increased total open position to 545
On 5 Mar COALINDIA was trading at 368.25. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 25.07, the open interest changed by -10 which decreased total open position to 401
On 4 Mar COALINDIA was trading at 363.85. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 27.03, the open interest changed by -8 which decreased total open position to 410
On 3 Mar COALINDIA was trading at 360.35. The strike last trading price was 1.5, which was -1.5 lower than the previous day. The implied volatity was 27.55, the open interest changed by 32 which increased total open position to 419
On 28 Feb COALINDIA was trading at 369.35. The strike last trading price was 2.9, which was 1.25 higher than the previous day. The implied volatity was 26.31, the open interest changed by 173 which increased total open position to 391
On 27 Feb COALINDIA was trading at 363.85. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 24.34, the open interest changed by 70 which increased total open position to 218
On 26 Feb COALINDIA was trading at 362.00. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 23.01, the open interest changed by 61 which increased total open position to 146
On 25 Feb COALINDIA was trading at 361.15. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 23.01, the open interest changed by 59 which increased total open position to 146
On 24 Feb COALINDIA was trading at 364.80. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 24.37, the open interest changed by 74 which increased total open position to 85
On 21 Feb COALINDIA was trading at 369.95. The strike last trading price was 3.4, which was 0.8 higher than the previous day. The implied volatity was 24.21, the open interest changed by 8 which increased total open position to 9
On 20 Feb COALINDIA was trading at 367.95. The strike last trading price was 2.6, 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 2.6, which was -16.65 lower than the previous day. The implied volatity was 25.37, 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 19.25, which was 0 lower than the previous day. The implied volatity was 7.47, 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 19.25, which was 0 lower than the previous day. The implied volatity was 7.26, 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 19.25, which was 0 lower than the previous day. The implied volatity was 8.52, 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 19.25, which was 0 lower than the previous day. The implied volatity was 6.60, 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 19.25, which was 0 lower than the previous day. The implied volatity was 6.67, 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 19.25, which was 0 lower than the previous day. The implied volatity was 6.97, 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 19.25, which was 0 lower than the previous day. The implied volatity was 4.33, 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 19.25, which was 0 lower than the previous day. The implied volatity was 2.43, 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 19.25, which was 0 lower than the previous day. The implied volatity was 2.22, 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 19.25, which was 0 lower than the previous day. The implied volatity was 1.45, 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 19.25, which was 0 lower than the previous day. The implied volatity was 2.57, 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 19.25, which was 0 lower than the previous day. The implied volatity was 3.21, 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 19.25, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 27MAR2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.22
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 373.85 | 22.05 | 1 | 28.38 | 71 | 7 | 115 |
| 10 Mar | 375.15 | 21.65 | 4.8 | 29.40 | 218 | 13 | 108 |
| 7 Mar | 380.65 | 16.75 | 0.55 | 26.64 | 407 | 0 | 95 |
| 6 Mar | 382.60 | 16.5 | -12.05 | 27.95 | 150 | 33 | 96 |
| 5 Mar | 368.25 | 28.55 | -1.55 | 34.50 | 24 | 4 | 63 |
| 4 Mar | 363.85 | 30.1 | -4.3 | 23.93 | 5 | -1 | 60 |
| 3 Mar | 360.35 | 34.4 | 8.45 | 32.71 | 13 | 2 | 61 |
| 28 Feb | 369.35 | 25.25 | -5.55 | 21.57 | 50 | 24 | 60 |
| 27 Feb | 363.85 | 31.2 | 6.4 | 26.61 | 69 | 36 | 36 |
| 26 Feb | 362.00 | 24.8 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 361.15 | 24.8 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 364.80 | 24.8 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 369.95 | 24.8 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 367.95 | 24.8 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 362.30 | 24.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 361.10 | 24.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 360.10 | 24.8 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 354.20 | 24.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 361.65 | 24.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 360.35 | 24.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 359.00 | 24.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 370.50 | 24.8 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 378.25 | 24.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 379.60 | 24.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 382.85 | 24.8 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 376.55 | 24.8 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 374.00 | 24.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 385.30 | 24.8 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 395 expiring on 27MAR2025
Delta for 395 PE is -0.80
Historical price for 395 PE is as follows
On 11 Mar COALINDIA was trading at 373.85. The strike last trading price was 22.05, which was 1 higher than the previous day. The implied volatity was 28.38, the open interest changed by 7 which increased total open position to 115
On 10 Mar COALINDIA was trading at 375.15. The strike last trading price was 21.65, which was 4.8 higher than the previous day. The implied volatity was 29.40, the open interest changed by 13 which increased total open position to 108
On 7 Mar COALINDIA was trading at 380.65. The strike last trading price was 16.75, which was 0.55 higher than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 95
On 6 Mar COALINDIA was trading at 382.60. The strike last trading price was 16.5, which was -12.05 lower than the previous day. The implied volatity was 27.95, the open interest changed by 33 which increased total open position to 96
On 5 Mar COALINDIA was trading at 368.25. The strike last trading price was 28.55, which was -1.55 lower than the previous day. The implied volatity was 34.50, the open interest changed by 4 which increased total open position to 63
On 4 Mar COALINDIA was trading at 363.85. The strike last trading price was 30.1, which was -4.3 lower than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 60
On 3 Mar COALINDIA was trading at 360.35. The strike last trading price was 34.4, which was 8.45 higher than the previous day. The implied volatity was 32.71, the open interest changed by 2 which increased total open position to 61
On 28 Feb COALINDIA was trading at 369.35. The strike last trading price was 25.25, which was -5.55 lower than the previous day. The implied volatity was 21.57, the open interest changed by 24 which increased total open position to 60
On 27 Feb COALINDIA was trading at 363.85. The strike last trading price was 31.2, which was 6.4 higher than the previous day. The implied volatity was 26.61, the open interest changed by 36 which increased total open position to 36
On 26 Feb COALINDIA was trading at 362.00. The strike last trading price was 24.8, 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 25 Feb COALINDIA was trading at 361.15. The strike last trading price was 24.8, 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 24 Feb COALINDIA was trading at 364.80. The strike last trading price was 24.8, 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 21 Feb COALINDIA was trading at 369.95. The strike last trading price was 24.8, 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 20 Feb COALINDIA was trading at 367.95. The strike last trading price was 24.8, 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 19 Feb COALINDIA was trading at 362.30. The strike last trading price was 24.8, 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 18 Feb COALINDIA was trading at 361.10. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 360.10. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 354.20. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 361.65. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 360.35. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 359.00. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 370.50. The strike last trading price was 24.8, 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 Feb COALINDIA was trading at 378.25. The strike last trading price was 24.8, 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 6 Feb COALINDIA was trading at 379.60. The strike last trading price was 24.8, 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 5 Feb COALINDIA was trading at 382.85. The strike last trading price was 24.8, 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 4 Feb COALINDIA was trading at 376.55. The strike last trading price was 24.8, 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 3 Feb COALINDIA was trading at 374.00. The strike last trading price was 24.8, 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 1 Feb COALINDIA was trading at 385.30. The strike last trading price was 24.8, 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
