COALINDIA
Coal India Ltd
Historical option data for COALINDIA
16 Jan 2026 04:12 PM IST
| COALINDIA 27-JAN-2026 420 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.21
Theta: -0.29
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.25
Vega: 0.24
Theta: -0.26
Gamma: 0.02
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| 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































































































































































































































