[--[65.84.65.76]--]

COALINDIA

Coal India Ltd
418.35 -6.90 (-1.62%)
L: 417.2 H: 428.35

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Historical option data for COALINDIA

09 Jan 2026 04:12 PM IST
COALINDIA 27-JAN-2026 415 CE
Delta: 0.66
Vega: 0.34
Theta: -0.26
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 418.35 11.25 -4.4 19.67 784 -107 553
8 Jan 425.25 15.45 -5.05 22.17 401 -208 664
7 Jan 431.65 20.3 3.35 19.22 134 -39 872
6 Jan 427.05 16.9 -0.5 21.45 452 -141 912
5 Jan 427.45 17.2 -2.5 19.67 819 -371 1,079
2 Jan 427.90 20.4 16.75 21.10 11,345 357 1,491
1 Jan 400.45 3.65 -0.05 19.02 416 -40 1,134
31 Dec 399.00 3.6 -0.2 19.11 1,007 264 1,171
30 Dec 398.00 3.7 -1.45 19.94 739 59 903
29 Dec 400.65 5.1 -0.65 21.47 547 43 843
26 Dec 402.15 5.55 -0.8 19.56 780 181 798
24 Dec 402.35 6.35 1.6 20.46 1,719 446 615
23 Dec 400.40 4.95 3.5 18.41 325 158 161
22 Dec 386.25 1.45 -0.3 - 0 0 3
19 Dec 385.60 1.45 -0.3 - 0 0 3
18 Dec 385.30 1.45 -0.3 - 0 0 3
17 Dec 384.75 1.45 -0.3 - 0 0 3
16 Dec 381.60 1.45 -0.3 - 0 0 3
15 Dec 384.45 1.45 -0.3 16.59 1 0 2
12 Dec 383.35 1.75 0.6 - 0 0 2
11 Dec 384.00 1.75 0.6 - 0 0 2
10 Dec 382.15 1.75 0.6 - 0 0 2
9 Dec 379.35 1.75 0.6 18.75 1 0 1
8 Dec 377.35 1.15 -7.75 - 0 0 1
2 Dec 378.95 8.9 0 5.69 0 0 0
1 Dec 379.65 8.9 0 5.51 0 0 0
28 Nov 376.15 8.9 0 5.89 0 0 0
27 Nov 378.05 8.9 0 5.50 0 0 0


For Coal India Ltd - strike price 415 expiring on 27JAN2026

Delta for 415 CE is 0.66

Historical price for 415 CE is as follows

On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 11.25, which was -4.4 lower than the previous day. The implied volatity was 19.67, the open interest changed by -107 which decreased total open position to 553


On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 15.45, which was -5.05 lower than the previous day. The implied volatity was 22.17, the open interest changed by -208 which decreased total open position to 664


On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 20.3, which was 3.35 higher than the previous day. The implied volatity was 19.22, the open interest changed by -39 which decreased total open position to 872


On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 16.9, which was -0.5 lower than the previous day. The implied volatity was 21.45, the open interest changed by -141 which decreased total open position to 912


On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 17.2, which was -2.5 lower than the previous day. The implied volatity was 19.67, the open interest changed by -371 which decreased total open position to 1079


On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 20.4, which was 16.75 higher than the previous day. The implied volatity was 21.10, the open interest changed by 357 which increased total open position to 1491


On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 19.02, the open interest changed by -40 which decreased total open position to 1134


On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 19.11, the open interest changed by 264 which increased total open position to 1171


On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 3.7, which was -1.45 lower than the previous day. The implied volatity was 19.94, the open interest changed by 59 which increased total open position to 903


On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 21.47, the open interest changed by 43 which increased total open position to 843


On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 5.55, which was -0.8 lower than the previous day. The implied volatity was 19.56, the open interest changed by 181 which increased total open position to 798


On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 6.35, which was 1.6 higher than the previous day. The implied volatity was 20.46, the open interest changed by 446 which increased total open position to 615


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 4.95, which was 3.5 higher than the previous day. The implied volatity was 18.41, the open interest changed by 158 which increased total open position to 161


On 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 2


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 1.75, which was 0.6 higher 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 1.75, which was 0.6 higher 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 1.75, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 1.75, which was 0.6 higher than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 1


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 1.15, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 5.69, 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 8.9, which was 0 lower than the previous day. The implied volatity was 5.51, 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 8.9, which was 0 lower than the previous day. The implied volatity was 5.89, 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 8.9, which was 0 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0


COALINDIA 27JAN2026 415 PE
Delta: -0.36
Vega: 0.35
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 418.35 5.35 1.05 22.68 1,110 -95 458
8 Jan 425.25 4.35 1.3 23.54 618 -153 554
7 Jan 431.65 3 -1.15 24.30 572 69 707
6 Jan 427.05 4.25 -0.1 23.62 496 9 657
5 Jan 427.45 4.25 -0.15 23.84 1,932 -121 656
2 Jan 427.90 4 -13.25 23.54 3,854 654 775
1 Jan 400.45 17.25 -0.9 - 0 0 121
31 Dec 399.00 17.25 -0.9 22.17 14 2 122
30 Dec 398.00 18.1 1.15 21.85 24 -2 120
29 Dec 400.65 17.25 0.85 23.01 38 4 122
26 Dec 402.15 16.85 1 24.47 14 4 117
24 Dec 402.35 15.7 -24.9 21.73 182 112 112
23 Dec 400.40 40.6 0 - 0 0 0
22 Dec 386.25 40.6 0 - 0 0 0
19 Dec 385.60 40.6 0 - 0 0 0
18 Dec 385.30 40.6 0 - 0 0 0
17 Dec 384.75 40.6 0 - 0 0 0
16 Dec 381.60 40.6 0 - 0 0 0
15 Dec 384.45 40.6 0 - 0 0 0
12 Dec 383.35 40.6 0 - 0 0 0
11 Dec 384.00 40.6 0 - 0 0 0
10 Dec 382.15 40.6 0 - 0 0 0
9 Dec 379.35 40.6 0 - 0 0 0
8 Dec 377.35 40.6 0 - 0 0 0
2 Dec 378.95 40.6 0 - 0 0 0
1 Dec 379.65 40.6 0 - 0 0 0
28 Nov 376.15 40.6 0 - 0 0 0
27 Nov 378.05 40.6 0 - 0 0 0


For Coal India Ltd - strike price 415 expiring on 27JAN2026

Delta for 415 PE is -0.36

Historical price for 415 PE is as follows

On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 5.35, which was 1.05 higher than the previous day. The implied volatity was 22.68, the open interest changed by -95 which decreased total open position to 458


On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 4.35, which was 1.3 higher than the previous day. The implied volatity was 23.54, the open interest changed by -153 which decreased total open position to 554


On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 3, which was -1.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 69 which increased total open position to 707


On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 4.25, which was -0.1 lower than the previous day. The implied volatity was 23.62, the open interest changed by 9 which increased total open position to 657


On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 23.84, the open interest changed by -121 which decreased total open position to 656


On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 4, which was -13.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 654 which increased total open position to 775


On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 17.25, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121


On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 17.25, which was -0.9 lower than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 122


On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 18.1, which was 1.15 higher than the previous day. The implied volatity was 21.85, the open interest changed by -2 which decreased total open position to 120


On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 17.25, which was 0.85 higher than the previous day. The implied volatity was 23.01, the open interest changed by 4 which increased total open position to 122


On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 16.85, which was 1 higher than the previous day. The implied volatity was 24.47, the open interest changed by 4 which increased total open position to 117


On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 15.7, which was -24.9 lower than the previous day. The implied volatity was 21.73, the open interest changed by 112 which increased total open position to 112


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 40.6, 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 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 40.6, 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 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 40.6, 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 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 40.6, 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 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 40.6, 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 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 40.6, 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 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 40.6, 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 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 40.6, 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 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 40.6, 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 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 40.6, 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 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 40.6, 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 40.6, 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 40.6, 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 40.6, 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 40.6, 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 40.6, 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