COALINDIA
Coal India Ltd
Historical option data for COALINDIA
24 Dec 2025 04:12 PM IST
| COALINDIA 27-JAN-2026 402.5 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.48
Theta: -0.20
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.43
Vega: 0.48
Theta: -0.10
Gamma: 0.01
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| 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































































































































































































































