COALINDIA
Coal India Ltd
Historical option data for COALINDIA
09 Jan 2026 04:12 PM IST
| COALINDIA 27-JAN-2026 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.34
Theta: -0.26
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.36
Vega: 0.35
Theta: -0.18
Gamma: 0.02
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| 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































































































































































































































