[--[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 405 CE
Delta: 0.06
Vega: 0.10
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 383.35 0.3 -0.15 14.43 106 1 174
11 Dec 384.00 0.45 0 14.70 50 7 170
10 Dec 382.15 0.45 0.1 15.57 79 4 163
9 Dec 379.35 0.35 0.05 15.93 42 -10 159
8 Dec 377.35 0.3 -0.15 15.99 71 -16 169
5 Dec 379.95 0.35 -0.1 - 0 -2 0
4 Dec 379.05 0.35 -0.1 13.99 10 0 187
3 Dec 375.25 0.4 -0.05 15.93 19 -4 188
2 Dec 378.95 0.45 -0.15 14.09 10 0 191
1 Dec 379.65 0.6 0.1 14.39 17 1 186
28 Nov 376.15 0.5 -0.15 14.66 23 -7 184
27 Nov 378.05 0.65 0.05 14.34 107 82 190
26 Nov 377.35 0.6 0.1 14.15 84 12 107
25 Nov 370.05 0.5 -0.3 16.66 85 17 88
24 Nov 372.55 0.75 -0.4 16.45 92 -34 72
21 Nov 378.20 1.15 -0.4 14.98 38 11 104
20 Nov 379.65 1.6 -0.15 15.57 28 15 93
19 Nov 379.05 1.75 -1.7 16.17 74 51 77
18 Nov 383.95 3.45 -4.2 18.06 26 25 25
17 Nov 387.85 7.65 0 2.83 0 0 0
14 Nov 386.95 7.65 0 2.87 0 0 0
13 Nov 383.20 7.65 0 3.55 0 0 0
12 Nov 386.50 7.65 0 2.89 0 0 0
11 Nov 382.80 7.65 0 3.53 0 0 0
10 Nov 381.35 7.65 0 3.75 0 0 0
7 Nov 376.00 7.65 0 4.69 0 0 0
6 Nov 373.15 7.65 0 5.23 0 0 0
3 Nov 388.55 7.05 -0.3 18.12 1 0 2
31 Oct 388.65 7.35 -11.45 - 2 1 1
30 Oct 387.70 18.8 0 1.97 0 0 0
29 Oct 382.00 18.8 0 2.92 0 0 0
28 Oct 391.40 18.8 0 1.30 0 0 0
27 Oct 396.70 18.8 0 0.23 0 0 0
24 Oct 394.05 18.8 0 0.66 0 0 0
23 Oct 392.65 18.8 0 - 0 0 0
6 Oct 381.90 18.8 0 - 0 0 0
3 Oct 383.35 0 0 2.04 0 0 0


For Coal India Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 CE is 0.06

Historical price for 405 CE is as follows

On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 174


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 14.70, the open interest changed by 7 which increased total open position to 170


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 15.57, the open interest changed by 4 which increased total open position to 163


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 15.93, the open interest changed by -10 which decreased total open position to 159


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 15.99, the open interest changed by -16 which decreased total open position to 169


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 187


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 15.93, the open interest changed by -4 which decreased total open position to 188


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 0 which decreased total open position to 191


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 14.39, the open interest changed by 1 which increased total open position to 186


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 14.66, the open interest changed by -7 which decreased total open position to 184


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 14.34, the open interest changed by 82 which increased total open position to 190


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 14.15, the open interest changed by 12 which increased total open position to 107


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 16.66, the open interest changed by 17 which increased total open position to 88


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by -34 which decreased total open position to 72


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 14.98, the open interest changed by 11 which increased total open position to 104


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 15.57, the open interest changed by 15 which increased total open position to 93


On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 1.75, which was -1.7 lower than the previous day. The implied volatity was 16.17, the open interest changed by 51 which increased total open position to 77


On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 3.45, which was -4.2 lower than the previous day. The implied volatity was 18.06, the open interest changed by 25 which increased total open position to 25


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 2.83, 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 7.65, which was 0 lower than the previous day. The implied volatity was 2.87, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.55, 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 7.65, which was 0 lower than the previous day. The implied volatity was 2.89, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.53, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.75, 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 7.65, which was 0 lower than the previous day. The implied volatity was 4.69, 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 7.65, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 3 Nov COALINDIA was trading at 388.55. The strike last trading price was 7.05, which was -0.3 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 2


On 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 7.35, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct COALINDIA was trading at 387.70. The strike last trading price was 18.8, 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 29 Oct COALINDIA was trading at 382.00. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0


On 28 Oct COALINDIA was trading at 391.40. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 27 Oct COALINDIA was trading at 396.70. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 24 Oct COALINDIA was trading at 394.05. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 23 Oct COALINDIA was trading at 392.65. The strike last trading price was 18.8, 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 Oct COALINDIA was trading at 381.90. The strike last trading price was 18.8, 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 Oct COALINDIA was trading at 383.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


COALINDIA 30DEC2025 405 PE
Delta: -0.83
Vega: 0.21
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 383.35 21.75 -0.25 23.29 12 2 28
11 Dec 384.00 22 -10.15 - 0 0 26
10 Dec 382.15 22 -10.15 19.23 1 0 26
9 Dec 379.35 32.15 6.95 - 0 0 0
8 Dec 377.35 32.15 6.95 - 0 0 26
5 Dec 379.95 32.15 6.95 - 0 0 0
4 Dec 379.05 32.15 6.95 - 0 0 0
3 Dec 375.25 32.15 6.95 - 0 0 0
2 Dec 378.95 32.15 6.95 - 0 0 0
1 Dec 379.65 32.15 6.95 - 0 0 0
28 Nov 376.15 32.15 6.95 - 0 0 0
27 Nov 378.05 32.15 6.95 - 0 0 0
26 Nov 377.35 32.15 6.95 - 0 3 0
25 Nov 370.05 32.15 6.95 19.70 4 3 26
24 Nov 372.55 25.2 7.2 - 0 4 0
21 Nov 378.20 25.2 7.2 20.89 5 0 19
20 Nov 379.65 18 0.95 - 0 0 0
19 Nov 379.05 18 0.95 - 0 1 0
18 Nov 383.95 18 0.95 12.36 1 0 18
17 Nov 387.85 17.05 -2.4 18.01 1 0 17
14 Nov 386.95 19.45 -3.85 21.33 16 12 13
13 Nov 383.20 23.3 -8.1 - 0 0 0
12 Nov 386.50 23.3 -8.1 - 0 1 0
11 Nov 382.80 23.3 -8.1 23.16 1 0 0
10 Nov 381.35 31.4 0 - 0 0 0
7 Nov 376.00 31.4 0 - 0 0 0
6 Nov 373.15 31.4 0 - 0 0 0
3 Nov 388.55 27.7 0 - 0 0 0
31 Oct 388.65 27.7 0 - 0 0 0
30 Oct 387.70 27.7 0 - 0 0 0
29 Oct 382.00 27.7 0 - 0 0 0
28 Oct 391.40 27.7 0 - 0 0 0
27 Oct 396.70 27.7 0 - 0 0 0
24 Oct 394.05 27.7 0 - 0 0 0
23 Oct 392.65 27.7 0 - 0 0 0
6 Oct 381.90 0 0 - 0 0 0
3 Oct 383.35 0 0 - 0 0 0


For Coal India Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 PE is -0.83

Historical price for 405 PE is as follows

On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 21.75, which was -0.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 28


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 22, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 22, which was -10.15 lower than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 26


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 32.15, which was 6.95 higher 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 32.15, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 32.15, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 32.15, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 32.15, which was 6.95 higher 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 32.15, which was 6.95 higher 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 32.15, which was 6.95 higher 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 32.15, which was 6.95 higher 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 32.15, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 32.15, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 32.15, which was 6.95 higher than the previous day. The implied volatity was 19.70, the open interest changed by 3 which increased total open position to 26


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 25.2, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 25.2, which was 7.2 higher than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 19


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 18, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 18, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 18, which was 0.95 higher than the previous day. The implied volatity was 12.36, the open interest changed by 0 which decreased total open position to 18


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 17.05, which was -2.4 lower than the previous day. The implied volatity was 18.01, the open interest changed by 0 which decreased total open position to 17


On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 19.45, which was -3.85 lower than the previous day. The implied volatity was 21.33, the open interest changed by 12 which increased total open position to 13


On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 23.3, which was -8.1 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 23.3, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 23.3, which was -8.1 lower than the previous day. The implied volatity was 23.16, 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 31.4, 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 31.4, 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 31.4, 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 Nov COALINDIA was trading at 388.55. The strike last trading price was 27.7, 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 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 27.7, 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 30 Oct COALINDIA was trading at 387.70. The strike last trading price was 27.7, 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 29 Oct COALINDIA was trading at 382.00. The strike last trading price was 27.7, 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 Oct COALINDIA was trading at 391.40. The strike last trading price was 27.7, 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 Oct COALINDIA was trading at 396.70. The strike last trading price was 27.7, 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 Oct COALINDIA was trading at 394.05. The strike last trading price was 27.7, 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 23 Oct COALINDIA was trading at 392.65. The strike last trading price was 27.7, 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 Oct COALINDIA was trading at 381.90. The strike last trading price was 0, 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 Oct COALINDIA was trading at 383.35. The strike last trading price was 0, 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