COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2025 04:12 PM IST
| COALINDIA 30-DEC-2025 405 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.10
Theta: -0.05
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.83
Vega: 0.21
Theta: -0.05
Gamma: 0.01
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| 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































































































































































































































