COALINDIA
Coal India Ltd
Historical option data for COALINDIA
09 Jan 2026 04:12 PM IST
| COALINDIA 27-JAN-2026 417.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.36
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 418.35 | 9.6 | -4.2 | 19.33 | 231 | 4 | 326 | |||||||||
| 8 Jan | 425.25 | 13.6 | -5.05 | 21.69 | 32 | 2 | 320 | |||||||||
| 7 Jan | 431.65 | 18.3 | 2.9 | 19.31 | 80 | 7 | 317 | |||||||||
| 6 Jan | 427.05 | 15.4 | -0.35 | 22.15 | 99 | -2 | 309 | |||||||||
| 5 Jan | 427.45 | 15.65 | -2.05 | 20.44 | 335 | -20 | 311 | |||||||||
| 2 Jan | 427.90 | 18.3 | 15.25 | 21.24 | 2,814 | 150 | 353 | |||||||||
| 1 Jan | 400.45 | 3.15 | 0 | 19.42 | 95 | 12 | 205 | |||||||||
| 31 Dec | 399.00 | 3.1 | -0.1 | 19.46 | 120 | -31 | 193 | |||||||||
| 30 Dec | 398.00 | 3.15 | -1.35 | 20.10 | 114 | -26 | 219 | |||||||||
| 29 Dec | 400.65 | 4.5 | -0.45 | 21.79 | 86 | 9 | 244 | |||||||||
| 26 Dec | 402.15 | 4.9 | -0.7 | 19.90 | 49 | 9 | 234 | |||||||||
| 24 Dec | 402.35 | 5.6 | 1.45 | 20.64 | 276 | 208 | 223 | |||||||||
| 23 Dec | 400.40 | 4.25 | 0.25 | 18.50 | 19 | 13 | 13 | |||||||||
| 22 Dec | 386.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 385.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 385.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 384.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 381.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 384.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 383.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 384.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 382.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 377.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 378.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 379.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 376.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Nov | 378.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 417.5 expiring on 27JAN2026
Delta for 417.5 CE is 0.61
Historical price for 417.5 CE is as follows
On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 9.6, which was -4.2 lower than the previous day. The implied volatity was 19.33, the open interest changed by 4 which increased total open position to 326
On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 13.6, which was -5.05 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 320
On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 18.3, which was 2.9 higher than the previous day. The implied volatity was 19.31, the open interest changed by 7 which increased total open position to 317
On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 15.4, which was -0.35 lower than the previous day. The implied volatity was 22.15, the open interest changed by -2 which decreased total open position to 309
On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 15.65, which was -2.05 lower than the previous day. The implied volatity was 20.44, the open interest changed by -20 which decreased total open position to 311
On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 18.3, which was 15.25 higher than the previous day. The implied volatity was 21.24, the open interest changed by 150 which increased total open position to 353
On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 19.42, the open interest changed by 12 which increased total open position to 205
On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 3.1, which was -0.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by -31 which decreased total open position to 193
On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 20.10, the open interest changed by -26 which decreased total open position to 219
On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by 9 which increased total open position to 244
On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 19.90, the open interest changed by 9 which increased total open position to 234
On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 5.6, which was 1.45 higher than the previous day. The implied volatity was 20.64, the open interest changed by 208 which increased total open position to 223
On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 18.50, the open interest changed by 13 which increased total open position to 13
On 22 Dec COALINDIA was trading at 386.25. 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 19 Dec COALINDIA was trading at 385.60. 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 18 Dec COALINDIA was trading at 385.30. 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 17 Dec COALINDIA was trading at 384.75. 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 16 Dec COALINDIA was trading at 381.60. 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 15 Dec COALINDIA was trading at 384.45. 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 12 Dec 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
On 11 Dec COALINDIA was trading at 384.00. 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 10 Dec COALINDIA was trading at 382.15. 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 8 Dec COALINDIA was trading at 377.35. 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
On 2 Dec COALINDIA was trading at 378.95. 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 1 Dec COALINDIA was trading at 379.65. 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 28 Nov COALINDIA was trading at 376.15. 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 27 Nov COALINDIA was trading at 378.05. 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
| COALINDIA 27JAN2026 417.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.36
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 418.35 | 6.35 | 1.3 | 22.68 | 791 | -16 | 195 |
| 8 Jan | 425.25 | 5.15 | 1.5 | 23.46 | 283 | -54 | 211 |
| 7 Jan | 431.65 | 3.6 | -1.3 | 24.29 | 197 | 10 | 265 |
| 6 Jan | 427.05 | 5.1 | -0.05 | 23.80 | 296 | 55 | 254 |
| 5 Jan | 427.45 | 5.1 | 0 | 24.07 | 937 | -82 | 199 |
| 2 Jan | 427.90 | 4.65 | -12.4 | 23.40 | 1,315 | 226 | 281 |
| 1 Jan | 400.45 | 17.05 | -1.5 | - | 0 | 0 | 55 |
| 31 Dec | 399.00 | 17.05 | -1.5 | 16.37 | 8 | 1 | 56 |
| 30 Dec | 398.00 | 18.55 | 3.1 | - | 0 | 0 | 55 |
| 29 Dec | 400.65 | 18.55 | 3.1 | 21.93 | 6 | 3 | 55 |
| 26 Dec | 402.15 | 15.45 | -1.55 | 17.52 | 5 | 3 | 52 |
| 24 Dec | 402.35 | 17 | -30.1 | 21.02 | 65 | 47 | 47 |
| 23 Dec | 400.40 | 47.1 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 386.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 385.60 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 385.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 384.75 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 381.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 384.45 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 383.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 384.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 382.15 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 377.35 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 378.95 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 379.65 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 376.15 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 378.05 | 0 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 417.5 expiring on 27JAN2026
Delta for 417.5 PE is -0.41
Historical price for 417.5 PE is as follows
On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 6.35, which was 1.3 higher than the previous day. The implied volatity was 22.68, the open interest changed by -16 which decreased total open position to 195
On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 5.15, which was 1.5 higher than the previous day. The implied volatity was 23.46, the open interest changed by -54 which decreased total open position to 211
On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 3.6, which was -1.3 lower than the previous day. The implied volatity was 24.29, the open interest changed by 10 which increased total open position to 265
On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 23.80, the open interest changed by 55 which increased total open position to 254
On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 24.07, the open interest changed by -82 which decreased total open position to 199
On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 4.65, which was -12.4 lower than the previous day. The implied volatity was 23.40, the open interest changed by 226 which increased total open position to 281
On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 17.05, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 17.05, which was -1.5 lower than the previous day. The implied volatity was 16.37, the open interest changed by 1 which increased total open position to 56
On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 18.55, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 18.55, which was 3.1 higher than the previous day. The implied volatity was 21.93, the open interest changed by 3 which increased total open position to 55
On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 15.45, which was -1.55 lower than the previous day. The implied volatity was 17.52, the open interest changed by 3 which increased total open position to 52
On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 17, which was -30.1 lower than the previous day. The implied volatity was 21.02, the open interest changed by 47 which increased total open position to 47
On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 47.1, 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 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 19 Dec COALINDIA was trading at 385.60. 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 18 Dec COALINDIA was trading at 385.30. 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 17 Dec COALINDIA was trading at 384.75. 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 16 Dec COALINDIA was trading at 381.60. 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 15 Dec COALINDIA was trading at 384.45. 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 12 Dec 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
On 11 Dec COALINDIA was trading at 384.00. 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 10 Dec COALINDIA was trading at 382.15. 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 8 Dec COALINDIA was trading at 377.35. 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
On 2 Dec COALINDIA was trading at 378.95. 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 1 Dec COALINDIA was trading at 379.65. 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 28 Nov COALINDIA was trading at 376.15. 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 27 Nov COALINDIA was trading at 378.05. 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































































































































































































































