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[--[65.84.65.76]--]
COALINDIA
Coal India Ltd

378.75 -14.90 (-3.79%)

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Historical option data for COALINDIA

06 Jan 2025 04:12 PM IST
COALINDIA 30JAN2025 410 CE
Delta: 0.15
Vega: 0.22
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
6 Jan 378.75 1.8 -2.55 25.41 3,431 440 2,208
3 Jan 393.65 4.35 0.70 21.69 3,697 553 1,773
2 Jan 392.95 3.65 1.25 20.19 1,975 -92 1,202
1 Jan 386.40 2.4 0.00 20.60 735 131 1,295
31 Dec 384.15 2.4 0.15 21.53 848 -22 1,171
30 Dec 377.90 2.25 -0.15 23.00 1,191 243 1,190
27 Dec 380.50 2.4 -1.25 21.88 1,729 257 944
26 Dec 386.60 3.65 -0.20 21.64 1,122 75 690
24 Dec 384.50 3.85 -0.80 22.44 311 25 612
23 Dec 382.95 4.65 -0.85 25.25 530 90 586
20 Dec 382.00 5.5 -2.45 26.45 411 66 495
19 Dec 391.95 7.95 -2.05 24.45 412 36 428
18 Dec 395.80 10 -2.40 25.52 314 142 393
17 Dec 402.90 12.4 -4.50 24.42 251 141 252
16 Dec 410.45 16.9 -0.25 24.46 190 53 110
13 Dec 410.30 17.15 1.15 23.19 234 42 57
12 Dec 409.10 16 -34.00 24.01 23 11 11
11 Dec 416.95 50 0.00 - 0 0 0
10 Dec 414.05 50 0.00 - 0 0 0
9 Dec 414.00 50 0.00 - 0 0 0
6 Dec 417.15 50 0.00 - 0 0 0
5 Dec 418.40 50 0.00 - 0 0 0
4 Dec 416.65 50 0.00 - 0 0 0
3 Dec 422.10 50 0.00 - 0 0 0
2 Dec 421.70 50 0.00 - 0 0 0
29 Nov 416.40 50 0.00 - 0 0 0
28 Nov 415.20 50 0.00 - 0 0 0
27 Nov 417.15 50 50.00 - 0 0 0
20 Nov 412.25 0 0.00 - 0 0 0
19 Nov 412.25 0 0.00 - 0 0 0
18 Nov 413.35 0 0.00 - 0 0 0
14 Nov 409.75 0 0.00 - 0 0 0
13 Nov 406.90 0 0.00 - 0 0 0
12 Nov 414.05 0 0.00 - 0 0 0
11 Nov 421.55 0 0.00 - 0 0 0
8 Nov 424.05 0 0.00 - 0 0 0
4 Nov 443.30 0 - 0 0 0


For Coal India Ltd - strike price 410 expiring on 30JAN2025

Delta for 410 CE is 0.15

Historical price for 410 CE is as follows

On 6 Jan COALINDIA was trading at 378.75. The strike last trading price was 1.8, which was -2.55 lower than the previous day. The implied volatity was 25.41, the open interest changed by 440 which increased total open position to 2208


On 3 Jan COALINDIA was trading at 393.65. The strike last trading price was 4.35, which was 0.70 higher than the previous day. The implied volatity was 21.69, the open interest changed by 553 which increased total open position to 1773


On 2 Jan COALINDIA was trading at 392.95. The strike last trading price was 3.65, which was 1.25 higher than the previous day. The implied volatity was 20.19, the open interest changed by -92 which decreased total open position to 1202


On 1 Jan COALINDIA was trading at 386.40. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by 131 which increased total open position to 1295


On 31 Dec COALINDIA was trading at 384.15. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by -22 which decreased total open position to 1171


On 30 Dec COALINDIA was trading at 377.90. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 23.00, the open interest changed by 243 which increased total open position to 1190


On 27 Dec COALINDIA was trading at 380.50. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 257 which increased total open position to 944


On 26 Dec COALINDIA was trading at 386.60. The strike last trading price was 3.65, which was -0.20 lower than the previous day. The implied volatity was 21.64, the open interest changed by 75 which increased total open position to 690


On 24 Dec COALINDIA was trading at 384.50. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 22.44, the open interest changed by 25 which increased total open position to 612


On 23 Dec COALINDIA was trading at 382.95. The strike last trading price was 4.65, which was -0.85 lower than the previous day. The implied volatity was 25.25, the open interest changed by 90 which increased total open position to 586


On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 5.5, which was -2.45 lower than the previous day. The implied volatity was 26.45, the open interest changed by 66 which increased total open position to 495


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 7.95, which was -2.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 36 which increased total open position to 428


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 10, which was -2.40 lower than the previous day. The implied volatity was 25.52, the open interest changed by 142 which increased total open position to 393


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 12.4, which was -4.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by 141 which increased total open position to 252


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 16.9, which was -0.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 53 which increased total open position to 110


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 17.15, which was 1.15 higher than the previous day. The implied volatity was 23.19, the open interest changed by 42 which increased total open position to 57


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 16, which was -34.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 11 which increased total open position to 11


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 50, which was 0.00 lower 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 416.65. The strike last trading price was 50, which was 0.00 lower 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 422.10. The strike last trading price was 50, which was 0.00 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 421.70. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 50, which was 0.00 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 415.20. The strike last trading price was 50, which was 0.00 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 417.15. The strike last trading price was 50, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 0, which was 0.00 lower 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 412.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0, which was 0.00 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 414.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


COALINDIA 30JAN2025 410 PE
Delta: -0.81
Vega: 0.26
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
6 Jan 378.75 30.75 12.90 29.87 82 8 537
3 Jan 393.65 17.85 -0.60 23.33 286 40 529
2 Jan 392.95 18.45 -6.05 22.70 343 78 490
1 Jan 386.40 24.5 -1.60 26.21 19 4 412
31 Dec 384.15 26.1 -1.70 26.07 80 -27 408
30 Dec 377.90 27.8 -0.50 21.21 77 8 433
27 Dec 380.50 28.3 3.85 24.69 101 42 419
26 Dec 386.60 24.45 -1.75 25.74 353 155 374
24 Dec 384.50 26.2 -1.55 26.88 81 34 218
23 Dec 382.95 27.75 -2.25 27.33 61 12 185
20 Dec 382.00 30 8.50 31.16 51 -6 173
19 Dec 391.95 21.5 1.60 26.90 53 -5 179
18 Dec 395.80 19.9 4.35 27.41 63 32 183
17 Dec 402.90 15.55 3.50 25.43 171 38 150
16 Dec 410.45 12.05 0.15 25.65 93 28 112
13 Dec 410.30 11.9 -0.60 25.27 50 1 76
12 Dec 409.10 12.5 2.50 23.79 29 20 74
11 Dec 416.95 10 -1.50 25.54 41 20 52
10 Dec 414.05 11.5 -0.75 27.00 4 0 31
9 Dec 414.00 12.25 1.15 27.37 4 2 31
6 Dec 417.15 11.1 -0.10 27.04 11 6 28
5 Dec 418.40 11.2 -0.05 27.03 27 19 22
4 Dec 416.65 11.25 1.25 26.57 3 1 2
3 Dec 422.10 10 -8.15 27.31 1 0 0
2 Dec 421.70 18.15 0.00 3.38 0 0 0
29 Nov 416.40 18.15 0.00 2.44 0 0 0
28 Nov 415.20 18.15 0.00 2.43 0 0 0
27 Nov 417.15 18.15 0.00 2.70 0 0 0
20 Nov 412.25 18.15 0.00 1.63 0 0 0
19 Nov 412.25 18.15 0.00 1.63 0 0 0
18 Nov 413.35 18.15 18.15 2.65 0 0 0
14 Nov 409.75 0 0.00 1.35 0 0 0
13 Nov 406.90 0 0.00 1.06 0 0 0
12 Nov 414.05 0 0.00 2.34 0 0 0
11 Nov 421.55 0 0.00 3.19 0 0 0
8 Nov 424.05 0 -14.20 3.55 0 0 0
4 Nov 443.30 14.2 5.66 0 0 0


For Coal India Ltd - strike price 410 expiring on 30JAN2025

Delta for 410 PE is -0.81

Historical price for 410 PE is as follows

On 6 Jan COALINDIA was trading at 378.75. The strike last trading price was 30.75, which was 12.90 higher than the previous day. The implied volatity was 29.87, the open interest changed by 8 which increased total open position to 537


On 3 Jan COALINDIA was trading at 393.65. The strike last trading price was 17.85, which was -0.60 lower than the previous day. The implied volatity was 23.33, the open interest changed by 40 which increased total open position to 529


On 2 Jan COALINDIA was trading at 392.95. The strike last trading price was 18.45, which was -6.05 lower than the previous day. The implied volatity was 22.70, the open interest changed by 78 which increased total open position to 490


On 1 Jan COALINDIA was trading at 386.40. The strike last trading price was 24.5, which was -1.60 lower than the previous day. The implied volatity was 26.21, the open interest changed by 4 which increased total open position to 412


On 31 Dec COALINDIA was trading at 384.15. The strike last trading price was 26.1, which was -1.70 lower than the previous day. The implied volatity was 26.07, the open interest changed by -27 which decreased total open position to 408


On 30 Dec COALINDIA was trading at 377.90. The strike last trading price was 27.8, which was -0.50 lower than the previous day. The implied volatity was 21.21, the open interest changed by 8 which increased total open position to 433


On 27 Dec COALINDIA was trading at 380.50. The strike last trading price was 28.3, which was 3.85 higher than the previous day. The implied volatity was 24.69, the open interest changed by 42 which increased total open position to 419


On 26 Dec COALINDIA was trading at 386.60. The strike last trading price was 24.45, which was -1.75 lower than the previous day. The implied volatity was 25.74, the open interest changed by 155 which increased total open position to 374


On 24 Dec COALINDIA was trading at 384.50. The strike last trading price was 26.2, which was -1.55 lower than the previous day. The implied volatity was 26.88, the open interest changed by 34 which increased total open position to 218


On 23 Dec COALINDIA was trading at 382.95. The strike last trading price was 27.75, which was -2.25 lower than the previous day. The implied volatity was 27.33, the open interest changed by 12 which increased total open position to 185


On 20 Dec COALINDIA was trading at 382.00. The strike last trading price was 30, which was 8.50 higher than the previous day. The implied volatity was 31.16, the open interest changed by -6 which decreased total open position to 173


On 19 Dec COALINDIA was trading at 391.95. The strike last trading price was 21.5, which was 1.60 higher than the previous day. The implied volatity was 26.90, the open interest changed by -5 which decreased total open position to 179


On 18 Dec COALINDIA was trading at 395.80. The strike last trading price was 19.9, which was 4.35 higher than the previous day. The implied volatity was 27.41, the open interest changed by 32 which increased total open position to 183


On 17 Dec COALINDIA was trading at 402.90. The strike last trading price was 15.55, which was 3.50 higher than the previous day. The implied volatity was 25.43, the open interest changed by 38 which increased total open position to 150


On 16 Dec COALINDIA was trading at 410.45. The strike last trading price was 12.05, which was 0.15 higher than the previous day. The implied volatity was 25.65, the open interest changed by 28 which increased total open position to 112


On 13 Dec COALINDIA was trading at 410.30. The strike last trading price was 11.9, which was -0.60 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 76


On 12 Dec COALINDIA was trading at 409.10. The strike last trading price was 12.5, which was 2.50 higher than the previous day. The implied volatity was 23.79, the open interest changed by 20 which increased total open position to 74


On 11 Dec COALINDIA was trading at 416.95. The strike last trading price was 10, which was -1.50 lower than the previous day. The implied volatity was 25.54, the open interest changed by 20 which increased total open position to 52


On 10 Dec COALINDIA was trading at 414.05. The strike last trading price was 11.5, which was -0.75 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 31


On 9 Dec COALINDIA was trading at 414.00. The strike last trading price was 12.25, which was 1.15 higher than the previous day. The implied volatity was 27.37, the open interest changed by 2 which increased total open position to 31


On 6 Dec COALINDIA was trading at 417.15. The strike last trading price was 11.1, which was -0.10 lower than the previous day. The implied volatity was 27.04, the open interest changed by 6 which increased total open position to 28


On 5 Dec COALINDIA was trading at 418.40. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 19 which increased total open position to 22


On 4 Dec COALINDIA was trading at 416.65. The strike last trading price was 11.25, which was 1.25 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 2


On 3 Dec COALINDIA was trading at 422.10. The strike last trading price was 10, which was -8.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0


On 2 Dec COALINDIA was trading at 421.70. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 29 Nov COALINDIA was trading at 416.40. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 28 Nov COALINDIA was trading at 415.20. The strike last trading price was 18.15, which was 0.00 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 27 Nov COALINDIA was trading at 417.15. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 20 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 19 Nov COALINDIA was trading at 412.25. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 18 Nov COALINDIA was trading at 413.35. The strike last trading price was 18.15, which was 18.15 higher than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 14 Nov COALINDIA was trading at 409.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 13 Nov COALINDIA was trading at 406.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 12 Nov COALINDIA was trading at 414.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 11 Nov COALINDIA was trading at 421.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0


On 8 Nov COALINDIA was trading at 424.05. The strike last trading price was 0, which was -14.20 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 4 Nov COALINDIA was trading at 443.30. The strike last trading price was 14.2, which was lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0