[--[65.84.65.76]--]

COALINDIA

Coal India Ltd
431 -1.20 (-0.28%)
L: 428 H: 433.6

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Historical option data for COALINDIA

16 Jan 2026 04:12 PM IST
COALINDIA 27-JAN-2026 420 CE
Delta: 0.8
Vega: 0.21
Theta: -0.29
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 431.00 14.6 -2.1 21.24 408 1 1,331
14 Jan 432.20 16.55 2.65 26.08 1,208 -167 1,330
13 Jan 428.90 13.9 -3.3 22.42 666 -44 1,495
12 Jan 432.30 17 9.15 22.95 4,985 -163 1,540
9 Jan 418.35 8.5 -3.75 20.15 2,235 82 1,706
8 Jan 425.25 12.15 -4.65 22.06 1,179 -22 1,625
7 Jan 431.65 16.55 2.55 19.88 1,975 -83 1,650
6 Jan 427.05 14 -0.15 22.77 1,230 -129 1,733
5 Jan 427.45 13.9 -2.2 20.3 3,703 -409 1,866
2 Jan 427.90 16.9 14.3 22.13 27,400 -806 2,275
1 Jan 400.45 2.6 -0.15 19.44 1,990 166 3,081
31 Dec 399.00 2.75 -0.05 20.05 2,909 338 2,905
30 Dec 398.00 2.8 -1.2 20.65 2,452 -552 2,589
29 Dec 400.65 3.95 -0.55 22.06 2,004 137 3,142
26 Dec 402.15 4.45 -0.5 20.54 2,821 493 3,003
24 Dec 402.35 4.95 1.4 20.87 5,027 1,876 2,491
23 Dec 400.40 3.75 2.95 18.87 2,007 328 609
22 Dec 386.25 0.75 0 16.38 299 215 262
19 Dec 385.60 0.75 -0.05 16.42 12 1 46
18 Dec 385.30 0.8 -0.1 16.36 15 2 44
17 Dec 384.75 0.9 0.2 16.93 3 1 43
16 Dec 381.60 0.7 -0.25 16.52 12 -1 40
15 Dec 384.45 0.9 -0.05 16.53 17 5 38
12 Dec 383.35 0.95 -0.15 16.57 15 6 34
11 Dec 384.00 1.1 0.05 16.56 43 14 30
10 Dec 382.15 1.05 -0.15 - 0 0 16
9 Dec 379.35 1.05 - - 0 0 16
8 Dec 377.35 1.05 -0.15 - 0 0 16
4 Dec 379.05 - - - 0 0 0
3 Dec 375.25 - - - 0 0 15
2 Dec 378.95 1.05 -0.15 16.5 10 4 15
1 Dec 379.65 1.2 0 16.6 7 0 12
28 Nov 376.15 1.1 -0.05 17.05 12 5 13
27 Nov 378.05 1.15 -0.35 16.31 8 6 7


For Coal India Ltd - strike price 420 expiring on 27JAN2026

Delta for 420 CE is 0.8

Historical price for 420 CE is as follows

On 16 Jan COALINDIA was trading at 431.00. The strike last trading price was 14.6, which was -2.1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 1 which increased total open position to 1331


On 14 Jan COALINDIA was trading at 432.20. The strike last trading price was 16.55, which was 2.65 higher than the previous day. The implied volatity was 26.08, the open interest changed by -167 which decreased total open position to 1330


On 13 Jan COALINDIA was trading at 428.90. The strike last trading price was 13.9, which was -3.3 lower than the previous day. The implied volatity was 22.42, the open interest changed by -44 which decreased total open position to 1495


On 12 Jan COALINDIA was trading at 432.30. The strike last trading price was 17, which was 9.15 higher than the previous day. The implied volatity was 22.95, the open interest changed by -163 which decreased total open position to 1540


On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 8.5, which was -3.75 lower than the previous day. The implied volatity was 20.15, the open interest changed by 82 which increased total open position to 1706


On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 12.15, which was -4.65 lower than the previous day. The implied volatity was 22.06, the open interest changed by -22 which decreased total open position to 1625


On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 16.55, which was 2.55 higher than the previous day. The implied volatity was 19.88, the open interest changed by -83 which decreased total open position to 1650


On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 14, which was -0.15 lower than the previous day. The implied volatity was 22.77, the open interest changed by -129 which decreased total open position to 1733


On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 13.9, which was -2.2 lower than the previous day. The implied volatity was 20.3, the open interest changed by -409 which decreased total open position to 1866


On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 16.9, which was 14.3 higher than the previous day. The implied volatity was 22.13, the open interest changed by -806 which decreased total open position to 2275


On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 19.44, the open interest changed by 166 which increased total open position to 3081


On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 20.05, the open interest changed by 338 which increased total open position to 2905


On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 20.65, the open interest changed by -552 which decreased total open position to 2589


On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 22.06, the open interest changed by 137 which increased total open position to 3142


On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 20.54, the open interest changed by 493 which increased total open position to 3003


On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 4.95, which was 1.4 higher than the previous day. The implied volatity was 20.87, the open interest changed by 1876 which increased total open position to 2491


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 3.75, which was 2.95 higher than the previous day. The implied volatity was 18.87, the open interest changed by 328 which increased total open position to 609


On 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 16.38, the open interest changed by 215 which increased total open position to 262


On 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 16.42, the open interest changed by 1 which increased total open position to 46


On 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 16.36, the open interest changed by 2 which increased total open position to 44


On 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 16.93, the open interest changed by 1 which increased total open position to 43


On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 16.52, the open interest changed by -1 which decreased total open position to 40


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 16.53, the open interest changed by 5 which increased total open position to 38


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 16.57, the open interest changed by 6 which increased total open position to 34


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 16.56, the open interest changed by 14 which increased total open position to 30


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 1.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was -, which was - 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 375.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 16.5, the open interest changed by 4 which increased total open position to 15


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 16.6, the open interest changed by 0 which decreased total open position to 12


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 17.05, the open interest changed by 5 which increased total open position to 13


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 16.31, the open interest changed by 6 which increased total open position to 7


COALINDIA 27JAN2026 420 PE
Delta: -0.25
Vega: 0.24
Theta: -0.26
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 431.00 3.05 -0.15 26.61 1,487 -153 1,730
14 Jan 432.20 3.25 -1.05 25.68 3,251 123 1,884
13 Jan 428.90 4.3 0.45 25.93 4,173 -55 1,766
12 Jan 432.30 3.8 -4.4 26.85 6,568 727 1,832
9 Jan 418.35 7.5 1.55 22.76 4,170 -292 1,107
8 Jan 425.25 6.1 1.75 23.51 2,001 -375 1,403
7 Jan 431.65 4.15 -1.65 23.87 1,982 137 1,778
6 Jan 427.05 5.9 -0.15 23.59 2,385 222 1,643
5 Jan 427.45 5.95 0 24.05 5,706 88 1,424
2 Jan 427.90 5.4 -14.4 23.31 6,847 1,115 1,337
1 Jan 400.45 19.9 -2.15 21.22 70 7 221
31 Dec 399.00 22.45 0.3 26.45 89 -3 214
30 Dec 398.00 22.35 1.4 23.33 68 7 217
29 Dec 400.65 20.8 1.1 23.05 94 23 210
26 Dec 402.15 20.45 1.1 25.17 131 38 189
24 Dec 402.35 19.25 -0.45 22.23 219 118 149
23 Dec 400.40 19.75 -10.75 20.46 30 17 29
22 Dec 386.25 30.5 -1.6 19.84 2 0 11
19 Dec 385.60 32.1 -12.3 - 0 0 11
18 Dec 385.30 32.1 -12.3 - 0 0 11
17 Dec 384.75 32.1 -12.3 - 0 0 11
16 Dec 381.60 32.1 -12.3 - 0 0 11
15 Dec 384.45 32.1 -12.3 - 0 0 0
12 Dec 383.35 32.1 -12.3 - 0 0 11
11 Dec 384.00 32.1 -12.3 17.97 11 9 9
10 Dec 382.15 44.4 0 - 0 0 0
9 Dec 379.35 44.4 - - 0 0 0
8 Dec 377.35 44.4 0 - 0 0 0
4 Dec 379.05 - - - 0 0 0
3 Dec 375.25 - - - 0 0 0
2 Dec 378.95 44.4 0 - 0 0 0
1 Dec 379.65 44.4 0 - 0 0 0
28 Nov 376.15 44.4 0 - 0 0 0
27 Nov 378.05 44.4 0 - 0 0 0


For Coal India Ltd - strike price 420 expiring on 27JAN2026

Delta for 420 PE is -0.25

Historical price for 420 PE is as follows

On 16 Jan COALINDIA was trading at 431.00. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 26.61, the open interest changed by -153 which decreased total open position to 1730


On 14 Jan COALINDIA was trading at 432.20. The strike last trading price was 3.25, which was -1.05 lower than the previous day. The implied volatity was 25.68, the open interest changed by 123 which increased total open position to 1884


On 13 Jan COALINDIA was trading at 428.90. The strike last trading price was 4.3, which was 0.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by -55 which decreased total open position to 1766


On 12 Jan COALINDIA was trading at 432.30. The strike last trading price was 3.8, which was -4.4 lower than the previous day. The implied volatity was 26.85, the open interest changed by 727 which increased total open position to 1832


On 9 Jan COALINDIA was trading at 418.35. The strike last trading price was 7.5, which was 1.55 higher than the previous day. The implied volatity was 22.76, the open interest changed by -292 which decreased total open position to 1107


On 8 Jan COALINDIA was trading at 425.25. The strike last trading price was 6.1, which was 1.75 higher than the previous day. The implied volatity was 23.51, the open interest changed by -375 which decreased total open position to 1403


On 7 Jan COALINDIA was trading at 431.65. The strike last trading price was 4.15, which was -1.65 lower than the previous day. The implied volatity was 23.87, the open interest changed by 137 which increased total open position to 1778


On 6 Jan COALINDIA was trading at 427.05. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 222 which increased total open position to 1643


On 5 Jan COALINDIA was trading at 427.45. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 24.05, the open interest changed by 88 which increased total open position to 1424


On 2 Jan COALINDIA was trading at 427.90. The strike last trading price was 5.4, which was -14.4 lower than the previous day. The implied volatity was 23.31, the open interest changed by 1115 which increased total open position to 1337


On 1 Jan COALINDIA was trading at 400.45. The strike last trading price was 19.9, which was -2.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 7 which increased total open position to 221


On 31 Dec COALINDIA was trading at 399.00. The strike last trading price was 22.45, which was 0.3 higher than the previous day. The implied volatity was 26.45, the open interest changed by -3 which decreased total open position to 214


On 30 Dec COALINDIA was trading at 398.00. The strike last trading price was 22.35, which was 1.4 higher than the previous day. The implied volatity was 23.33, the open interest changed by 7 which increased total open position to 217


On 29 Dec COALINDIA was trading at 400.65. The strike last trading price was 20.8, which was 1.1 higher than the previous day. The implied volatity was 23.05, the open interest changed by 23 which increased total open position to 210


On 26 Dec COALINDIA was trading at 402.15. The strike last trading price was 20.45, which was 1.1 higher than the previous day. The implied volatity was 25.17, the open interest changed by 38 which increased total open position to 189


On 24 Dec COALINDIA was trading at 402.35. The strike last trading price was 19.25, which was -0.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by 118 which increased total open position to 149


On 23 Dec COALINDIA was trading at 400.40. The strike last trading price was 19.75, which was -10.75 lower than the previous day. The implied volatity was 20.46, the open interest changed by 17 which increased total open position to 29


On 22 Dec COALINDIA was trading at 386.25. The strike last trading price was 30.5, which was -1.6 lower than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 11


On 19 Dec COALINDIA was trading at 385.60. The strike last trading price was 32.1, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 18 Dec COALINDIA was trading at 385.30. The strike last trading price was 32.1, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 17 Dec COALINDIA was trading at 384.75. The strike last trading price was 32.1, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 32.1, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 32.1, which was -12.3 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 32.1, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 32.1, which was -12.3 lower than the previous day. The implied volatity was 17.97, the open interest changed by 9 which increased total open position to 9


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 44.4, 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 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 44.4, which was - 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 44.4, 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 4 Dec COALINDIA was trading at 379.05. The strike last trading price was -, which was - 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 375.25. The strike last trading price was -, which was - 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 44.4, 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 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 44.4, 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 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 44.4, 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 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 44.4, 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