[--[65.84.65.76]--]

COALINDIA

Coal India Ltd
402.35 +1.95 (0.49%)
L: 401.75 H: 412.4

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Historical option data for COALINDIA

24 Dec 2025 04:12 PM IST
COALINDIA 27-JAN-2026 402.5 CE
Delta: 0.57
Vega: 0.48
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 402.35 11.5 1.9 19.63 240 44 104
23 Dec 400.40 10.1 3.15 18.37 117 57 57
22 Dec 386.25 6.95 0 2.90 0 0 0
19 Dec 385.60 6.95 0 3.15 0 0 0
18 Dec 385.30 6.95 0 3.10 0 0 0
17 Dec 384.75 6.95 0 3.16 0 0 0
16 Dec 381.60 6.95 0 3.70 0 0 0
15 Dec 384.45 6.95 0 3.03 0 0 0
12 Dec 383.35 6.95 0 3.10 0 0 0
11 Dec 384.00 6.95 0 2.97 0 0 0
10 Dec 382.15 6.95 0 3.28 0 0 0
9 Dec 379.35 6.95 0 3.86 0 0 0
8 Dec 377.35 6.95 0 4.26 0 0 0
2 Dec 378.95 6.95 0 3.48 0 0 0
1 Dec 379.65 6.95 0 3.31 0 0 0
28 Nov 376.15 6.95 0 3.77 0 0 0
27 Nov 378.05 6.95 0 3.38 0 0 0


For Coal India Ltd - strike price 402.5 expiring on 27JAN2026

Delta for 402.5 CE is 0.57

Historical price for 402.5 CE is as follows

On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 11.5, which was 1.9 higher than the previous day. The implied volatity was 19.63, the open interest changed by 44 which increased total open position to 104


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 10.1, which was 3.15 higher than the previous day. The implied volatity was 18.37, the open interest changed by 57 which increased total open position to 57


On 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0


On 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0


On 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0


On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 3.77, 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 6.95, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


COALINDIA 27JAN2026 402.5 PE
Delta: -0.43
Vega: 0.48
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 402.35 8.8 0.6 21.56 186 53 117
23 Dec 400.40 8.15 -11.85 18.46 75 57 59
22 Dec 386.25 20 -15.15 - 0 0 2
19 Dec 385.60 20 -15.15 - 0 0 2
18 Dec 385.30 20 -15.15 - 0 0 2
17 Dec 384.75 20 -15.15 - 0 0 2
16 Dec 381.60 20 -15.15 - 0 0 2
15 Dec 384.45 20 -15.15 - 0 0 0
12 Dec 383.35 20 -15.15 - 0 0 2
11 Dec 384.00 20 -15.15 - 0 0 2
10 Dec 382.15 20 -15.15 18.76 2 0 0
9 Dec 379.35 35.15 0 - 0 0 0
8 Dec 377.35 35.15 0 - 0 0 0
2 Dec 378.95 35.15 0 - 0 0 0
1 Dec 379.65 35.15 0 - 0 0 0
28 Nov 376.15 35.15 0 - 0 0 0
27 Nov 378.05 35.15 0 - 0 0 0


For Coal India Ltd - strike price 402.5 expiring on 27JAN2026

Delta for 402.5 PE is -0.43

Historical price for 402.5 PE is as follows

On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 8.8, which was 0.6 higher than the previous day. The implied volatity was 21.56, the open interest changed by 53 which increased total open position to 117


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 8.15, which was -11.85 lower than the previous day. The implied volatity was 18.46, the open interest changed by 57 which increased total open position to 59


On 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 20, which was -15.15 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 0


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 35.15, 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 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 35.15, 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 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 35.15, 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 Dec COALINDIA was trading at 379.65. The strike last trading price was 35.15, 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 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 35.15, 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 Nov COALINDIA was trading at 378.05. The strike last trading price was 35.15, 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