Historical option data for COALINDIA
29 Jun 2026 10:50 AM IST
| COALINDIA 28-Jul-2026 (27d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0
Theta: -0.22
Gamma: 0.01383
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 437.65 | 8.95 | 0.25 (2.87%) | 22.89 | 78 | 9 | 139 | |||||||||
| 25 Jun | 435.40 | 8.7 | -3.85 (-30.68%) | 22.89 | 195 | 28 | 129 | |||||||||
| 24 Jun | 441.75 | 12.3 | -1.6 (-11.51%) | 23.84 | 111 | 59 | 100 | |||||||||
| 23 Jun | 444.35 | 13.95 | -2.35 (-14.42%) | 23.56 | 31 | 21 | 39 | |||||||||
| 22 Jun | 449.00 | 16.5 | -1.6 (-8.84%) | 23.23 | 9 | -3 | 17 | |||||||||
| 19 Jun | 451.30 | 18.1 | 0 (0.00%) | 21.31 | 1 | 0 | 20 | |||||||||
| 18 Jun | 452.00 | 18.1 | -3.25 (-15.22%) | 21.31 | 1 | 0 | 21 | |||||||||
| 17 Jun | 455.75 | 21.35 | 2.9 (15.72%) | 22.16 | 10 | 5 | 22 | |||||||||
| 16 Jun | 450.95 | 18.45 | 1.9 (11.48%) | 22.55 | 21 | -4 | 18 | |||||||||
| 15 Jun | 444.05 | 16.7 | 0.95 (6.03%) | 22.63 | 28 | 0 | 22 | |||||||||
| 12 Jun | 443.50 | 16.15 | -1.85 (-10.28%) | 23.26 | 31 | 17 | 21 | |||||||||
| 11 Jun | 446.20 | 18 | -14 (-43.75%) | 24.79 | 4 | 4 | 4 | |||||||||
| 10 Jun | 451.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 466.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 464.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 472.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 481.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 445 expiring on 28JUL2026
Delta for 445 CE is 0.44
Historical price for 445 CE is as follows
On 29 Jun COALINDIA was trading at 437.65. The strike last trading price was 8.95, which was 0.25 higher than the previous day. The implied volatity was 22.89, the open interest changed by 9 which increased total open position to 139
On 25 Jun COALINDIA was trading at 435.40. The strike last trading price was 8.7, which was -3.85 lower than the previous day. The implied volatity was 22.89, the open interest changed by 28 which increased total open position to 129
On 24 Jun COALINDIA was trading at 441.75. The strike last trading price was 12.3, which was -1.6 lower than the previous day. The implied volatity was 23.84, the open interest changed by 59 which increased total open position to 100
On 23 Jun COALINDIA was trading at 444.35. The strike last trading price was 13.95, which was -2.35 lower than the previous day. The implied volatity was 23.56, the open interest changed by 21 which increased total open position to 39
On 22 Jun COALINDIA was trading at 449.00. The strike last trading price was 16.5, which was -1.6 lower than the previous day. The implied volatity was 23.23, the open interest changed by -3 which decreased total open position to 17
On 19 Jun COALINDIA was trading at 451.30. The strike last trading price was 18.1, which was 0 lower than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 20
On 18 Jun COALINDIA was trading at 452.00. The strike last trading price was 18.1, which was -3.25 lower than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 21
On 17 Jun COALINDIA was trading at 455.75. The strike last trading price was 21.35, which was 2.9 higher than the previous day. The implied volatity was 22.16, the open interest changed by 5 which increased total open position to 22
On 16 Jun COALINDIA was trading at 450.95. The strike last trading price was 18.45, which was 1.9 higher than the previous day. The implied volatity was 22.55, the open interest changed by -4 which decreased total open position to 18
On 15 Jun COALINDIA was trading at 444.05. The strike last trading price was 16.7, which was 0.95 higher than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 22
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 16.15, which was -1.85 lower than the previous day. The implied volatity was 23.26, the open interest changed by 17 which increased total open position to 21
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 18, which was -14 lower than the previous day. The implied volatity was 24.79, the open interest changed by 4 which increased total open position to 4
On 10 Jun COALINDIA was trading at 451.00. 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 9 Jun COALINDIA was trading at 466.90. 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 Jun COALINDIA was trading at 464.90. 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 5 Jun COALINDIA was trading at 472.30. 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 4 Jun COALINDIA was trading at 481.65. 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
| COALINDIA 28-Jul-2026 (27d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0
Theta: -0.14
Gamma: 0.01456
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 437.65 | 13 | -2 (-13.33%) | 21.76 | 50 | 12 | 283 |
| 25 Jun | 435.40 | 15 | 3 (25.00%) | 20.44 | 245 | 109 | 272 |
| 24 Jun | 441.75 | 13 | 2 (18.18%) | 22.17 | 99 | 9 | 163 |
| 23 Jun | 444.35 | 11 | 3 (37.50%) | 21.44 | 220 | 89 | 153 |
| 22 Jun | 449.00 | 8 | 8 (-0.61%) | 20.7 | 19 | 0 | 64 |
| 19 Jun | 451.30 | 8.2 | -0.05 (-0.61%) | 20.7 | 19 | -9 | 65 |
| 18 Jun | 452.00 | 8.25 | 1.25 (17.86%) | 20.37 | 5 | 2 | 74 |
| 17 Jun | 455.75 | 6.75 | -2.25 (-25.00%) | 20.78 | 67 | 45 | 71 |
| 16 Jun | 450.95 | 9.05 | -3.95 (-30.38%) | 21.41 | 19 | -1 | 27 |
| 15 Jun | 444.05 | 13 | 1.45 (12.55%) | 21.63 | 2 | 0 | 28 |
| 12 Jun | 443.50 | 11.55 | 0.05 (0.43%) | 20.59 | 16 | 12 | 27 |
| 11 Jun | 446.20 | 11.5 | 1.5 (15.00%) | 21.31 | 4 | 2 | 14 |
| 10 Jun | 451.00 | 9.95 | 7.15 (255.36%) | 21.71 | 12 | 11 | 12 |
| 9 Jun | 466.90 | 2.8 | 0 (0.00%) | - | 1 | 0 | 1 |
| 8 Jun | 464.90 | 2.8 | 0 (0.00%) | - | 1 | 0 | 1 |
| 5 Jun | 472.30 | 2.8 | 0 (0.00%) | 21.26 | 1 | 0 | 1 |
| 4 Jun | 481.65 | 2.8 | -11.95 (-81.02%) | 21.26 | 1 | 1 | 1 |
For Coal India Ltd - strike price 445 expiring on 28JUL2026
Delta for 445 PE is -0.56
Historical price for 445 PE is as follows
On 29 Jun COALINDIA was trading at 437.65. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 21.76, the open interest changed by 12 which increased total open position to 283
On 25 Jun COALINDIA was trading at 435.40. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was 20.44, the open interest changed by 109 which increased total open position to 272
On 24 Jun COALINDIA was trading at 441.75. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 22.17, the open interest changed by 9 which increased total open position to 163
On 23 Jun COALINDIA was trading at 444.35. The strike last trading price was 11, which was 3 higher than the previous day. The implied volatity was 21.44, the open interest changed by 89 which increased total open position to 153
On 22 Jun COALINDIA was trading at 449.00. The strike last trading price was 8, which was 8 higher than the previous day. The implied volatity was 20.7, the open interest changed by 0 which decreased total open position to 64
On 19 Jun COALINDIA was trading at 451.30. The strike last trading price was 8.2, which was -0.05 lower than the previous day. The implied volatity was 20.7, the open interest changed by -9 which decreased total open position to 65
On 18 Jun COALINDIA was trading at 452.00. The strike last trading price was 8.25, which was 1.25 higher than the previous day. The implied volatity was 20.37, the open interest changed by 2 which increased total open position to 74
On 17 Jun COALINDIA was trading at 455.75. The strike last trading price was 6.75, which was -2.25 lower than the previous day. The implied volatity was 20.78, the open interest changed by 45 which increased total open position to 71
On 16 Jun COALINDIA was trading at 450.95. The strike last trading price was 9.05, which was -3.95 lower than the previous day. The implied volatity was 21.41, the open interest changed by -1 which decreased total open position to 27
On 15 Jun COALINDIA was trading at 444.05. The strike last trading price was 13, which was 1.45 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 28
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 11.55, which was 0.05 higher than the previous day. The implied volatity was 20.59, the open interest changed by 12 which increased total open position to 27
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 11.5, which was 1.5 higher than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 14
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 9.95, which was 7.15 higher than the previous day. The implied volatity was 21.71, the open interest changed by 11 which increased total open position to 12
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun COALINDIA was trading at 472.30. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 1
On 4 Jun COALINDIA was trading at 481.65. The strike last trading price was 2.8, which was -11.95 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 1
