COALINDIA
Coal India Ltd
Historical option data for COALINDIA
29 Apr 2026 10:11 AM IST
| COALINDIA 26-May-2026 (27d) 455 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0
Theta: -0.22
Gamma: 0.01023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 470.80 | 23.65 | 1.9499999999999993 | 25.37 | 117 | -16 | 586 | |||||||||
| 28 Apr | 467.00 | 22.25 | 9.55 | 27.22 | 1,695 | 57 | 603 | |||||||||
| 27 Apr | 452.50 | 13.25 | -0.3000000000000007 | 24.33 | 1,181 | 157 | 544 | |||||||||
| 24 Apr | 456.00 | 12.9 | 0.8499999999999996 | 21.83 | 1,143 | 208 | 386 | |||||||||
| 23 Apr | 450.65 | 12 | 1.9000000000000004 | 23.67 | 160 | 78 | 178 | |||||||||
| 22 Apr | 444.15 | 10.1 | 0.8499999999999996 | 25.3 | 78 | 26 | 99 | |||||||||
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| 21 Apr | 443.15 | 9.2 | -0.25 | 24.17 | 35 | 15 | 72 | |||||||||
| 20 Apr | 441.75 | 9.45 | 0.5 | 26.02 | 42 | 24 | 56 | |||||||||
| 17 Apr | 438.75 | 8.9 | -1.1500000000000004 | 25.3 | 16 | 11 | 31 | |||||||||
| 16 Apr | 432.75 | 10.05 | -1.6499999999999986 | - | 0 | 0 | 20 | |||||||||
| 15 Apr | 435.80 | 10.05 | -1.6499999999999986 | - | 0 | 0 | 20 | |||||||||
| 13 Apr | 435.10 | 10.05 | -0.3999999999999986 | 28.58 | 21 | 16 | 20 | |||||||||
| 10 Apr | 434.10 | 10.55 | -3.75 | 27.47 | 5 | 2 | 3 | |||||||||
| 9 Apr | 454.10 | 14.3 | -4.2 | 17.79 | 3 | 2 | 2 | |||||||||
| 8 Apr | 449.25 | 18.5 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 7 Apr | 463.00 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 459.55 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 449.35 | 18.5 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 1 Apr | 449.40 | 18.5 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 30 Mar | 450.45 | 18.5 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 27 Mar | 445.05 | 18.5 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 25 Mar | 443.70 | 18.5 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 24 Mar | 442.10 | 18.5 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 23 Mar | 455.25 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 468.15 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 454.20 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 455.20 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 462.25 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 460.30 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 467.00 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 470.10 | 18.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 446.75 | 18.5 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 10 Mar | 443.55 | 18.5 | 0 | 1.2 | 0 | 0 | 0 | |||||||||
| 9 Mar | 437.65 | 18.5 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 6 Mar | 440.45 | 0 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 5 Mar | 449.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 435.15 | 0 | 0 | 1.35 | 0 | 0 | 0 | |||||||||
| 2 Mar | 426.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 430.65 | 0 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 455 expiring on 26MAY2026
Delta for 455 CE is 0.72
Historical price for 455 CE is as follows
On 29 Apr COALINDIA was trading at 470.80. The strike last trading price was 23.65, which was 1.9499999999999993 higher than the previous day. The implied volatity was 25.37, the open interest changed by -16 which decreased total open position to 586
On 28 Apr COALINDIA was trading at 467.00. The strike last trading price was 22.25, which was 9.55 higher than the previous day. The implied volatity was 27.22, the open interest changed by 57 which increased total open position to 603
On 27 Apr COALINDIA was trading at 452.50. The strike last trading price was 13.25, which was -0.3000000000000007 lower than the previous day. The implied volatity was 24.33, the open interest changed by 157 which increased total open position to 544
On 24 Apr COALINDIA was trading at 456.00. The strike last trading price was 12.9, which was 0.8499999999999996 higher than the previous day. The implied volatity was 21.83, the open interest changed by 208 which increased total open position to 386
On 23 Apr COALINDIA was trading at 450.65. The strike last trading price was 12, which was 1.9000000000000004 higher than the previous day. The implied volatity was 23.67, the open interest changed by 78 which increased total open position to 178
On 22 Apr COALINDIA was trading at 444.15. The strike last trading price was 10.1, which was 0.8499999999999996 higher than the previous day. The implied volatity was 25.3, the open interest changed by 26 which increased total open position to 99
On 21 Apr COALINDIA was trading at 443.15. The strike last trading price was 9.2, which was -0.25 lower than the previous day. The implied volatity was 24.17, the open interest changed by 15 which increased total open position to 72
On 20 Apr COALINDIA was trading at 441.75. The strike last trading price was 9.45, which was 0.5 higher than the previous day. The implied volatity was 26.02, the open interest changed by 24 which increased total open position to 56
On 17 Apr COALINDIA was trading at 438.75. The strike last trading price was 8.9, which was -1.1500000000000004 lower than the previous day. The implied volatity was 25.3, the open interest changed by 11 which increased total open position to 31
On 16 Apr COALINDIA was trading at 432.75. The strike last trading price was 10.05, which was -1.6499999999999986 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 15 Apr COALINDIA was trading at 435.80. The strike last trading price was 10.05, which was -1.6499999999999986 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Apr COALINDIA was trading at 435.10. The strike last trading price was 10.05, which was -0.3999999999999986 lower than the previous day. The implied volatity was 28.58, the open interest changed by 16 which increased total open position to 20
On 10 Apr COALINDIA was trading at 434.10. The strike last trading price was 10.55, which was -3.75 lower than the previous day. The implied volatity was 27.47, the open interest changed by 2 which increased total open position to 3
On 9 Apr COALINDIA was trading at 454.10. The strike last trading price was 14.3, which was -4.2 lower than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 2
On 8 Apr COALINDIA was trading at 449.25. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 7 Apr COALINDIA was trading at 463.00. The strike last trading price was 18.5, 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 6 Apr COALINDIA was trading at 459.55. The strike last trading price was 18.5, 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 Apr COALINDIA was trading at 449.35. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 1 Apr COALINDIA was trading at 449.40. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 30 Mar COALINDIA was trading at 450.45. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 27 Mar COALINDIA was trading at 445.05. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 25 Mar COALINDIA was trading at 443.70. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 24 Mar COALINDIA was trading at 442.10. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 23 Mar COALINDIA was trading at 455.25. The strike last trading price was 18.5, 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 20 Mar COALINDIA was trading at 468.15. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 454.20. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 455.20. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 462.25. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 460.30. The strike last trading price was 18.5, 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 13 Mar COALINDIA was trading at 467.00. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 470.10. The strike last trading price was 18.5, 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 Mar COALINDIA was trading at 446.75. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 10 Mar COALINDIA was trading at 443.55. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 9 Mar COALINDIA was trading at 437.65. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 6 Mar COALINDIA was trading at 440.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 5 Mar COALINDIA was trading at 449.40. 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 Mar COALINDIA was trading at 435.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 2 Mar COALINDIA was trading at 426.25. 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 27 Feb COALINDIA was trading at 430.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 26-May-2026 (27d) 455 PE | |||||||
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Delta: -0.28
Vega: 0
Theta: -0.16
Gamma: 0.01011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 470.80 | 6.1 | -1.3000000000000007 | 25.85 | 560 | 56 | 654 |
| 28 Apr | 467.00 | 7.25 | -9.75 | 25.81 | 1,950 | 149 | 603 |
| 27 Apr | 452.50 | 16.2 | 0.3999999999999986 | 33.03 | 508 | 116 | 451 |
| 24 Apr | 456.00 | 16.3 | -1.8000000000000007 | 32.65 | 636 | 230 | 335 |
| 23 Apr | 450.65 | 18.1 | -3.299999999999997 | 31.41 | 111 | 101 | 105 |
| 22 Apr | 444.15 | 21.95 | -13.099999999999998 | 31.88 | 4 | 2 | 2 |
| 21 Apr | 443.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 441.75 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 438.75 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 432.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 435.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 435.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 434.10 | 0 | 0 | 0.97 | 0 | 0 | 0 |
| 9 Apr | 454.10 | 35.05 | 0 | 0.92 | 0 | 0 | 0 |
| 8 Apr | 449.25 | 35.05 | 0 | 0.03 | 0 | 0 | 0 |
| 7 Apr | 463.00 | 35.05 | 0 | 2.6 | 0 | 0 | 0 |
| 6 Apr | 459.55 | 35.05 | 0 | 1.79 | 0 | 0 | 0 |
| 2 Apr | 449.35 | 35.05 | 0 | 0.22 | 0 | 0 | 0 |
| 1 Apr | 449.40 | 35.05 | 0 | 0.28 | 0 | 0 | 0 |
| 30 Mar | 450.45 | 35.05 | 0 | 1.68 | 0 | 0 | 0 |
| 27 Mar | 445.05 | 35.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 443.70 | 35.05 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 442.10 | 35.05 | 0 | 1.33 | 0 | 0 | 0 |
| 23 Mar | 455.25 | 35.05 | 0 | 1.3 | 0 | 0 | 0 |
| 20 Mar | 468.15 | 35.05 | 0 | 3.64 | 0 | 0 | 0 |
| 19 Mar | 454.20 | 35.05 | 0 | 1.18 | 0 | 0 | 0 |
| 18 Mar | 455.20 | 35.05 | 0 | 1.24 | 0 | 0 | 0 |
| 17 Mar | 462.25 | 35.05 | 0 | 2.47 | 0 | 0 | 0 |
| 16 Mar | 460.30 | 35.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 467.00 | 35.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 470.10 | 0 | 0 | 3.6 | 0 | 0 | 0 |
| 11 Mar | 446.75 | 0 | 0 | 0.33 | 0 | 0 | 0 |
| 10 Mar | 443.55 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 437.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 440.45 | 0 | 0 | 0.06 | 0 | 0 | 0 |
| 5 Mar | 449.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 435.15 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 426.25 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 430.65 | 0 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 455 expiring on 26MAY2026
Delta for 455 PE is -0.28
Historical price for 455 PE is as follows
On 29 Apr COALINDIA was trading at 470.80. The strike last trading price was 6.1, which was -1.3000000000000007 lower than the previous day. The implied volatity was 25.85, the open interest changed by 56 which increased total open position to 654
On 28 Apr COALINDIA was trading at 467.00. The strike last trading price was 7.25, which was -9.75 lower than the previous day. The implied volatity was 25.81, the open interest changed by 149 which increased total open position to 603
On 27 Apr COALINDIA was trading at 452.50. The strike last trading price was 16.2, which was 0.3999999999999986 higher than the previous day. The implied volatity was 33.03, the open interest changed by 116 which increased total open position to 451
On 24 Apr COALINDIA was trading at 456.00. The strike last trading price was 16.3, which was -1.8000000000000007 lower than the previous day. The implied volatity was 32.65, the open interest changed by 230 which increased total open position to 335
On 23 Apr COALINDIA was trading at 450.65. The strike last trading price was 18.1, which was -3.299999999999997 lower than the previous day. The implied volatity was 31.41, the open interest changed by 101 which increased total open position to 105
On 22 Apr COALINDIA was trading at 444.15. The strike last trading price was 21.95, which was -13.099999999999998 lower than the previous day. The implied volatity was 31.88, the open interest changed by 2 which increased total open position to 2
On 21 Apr COALINDIA was trading at 443.15. 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 20 Apr COALINDIA was trading at 441.75. 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 17 Apr COALINDIA was trading at 438.75. 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 Apr COALINDIA was trading at 432.75. 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 15 Apr COALINDIA was trading at 435.80. 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 13 Apr COALINDIA was trading at 435.10. 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 Apr COALINDIA was trading at 434.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 9 Apr COALINDIA was trading at 454.10. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 8 Apr COALINDIA was trading at 449.25. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 7 Apr COALINDIA was trading at 463.00. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 2.6, the open interest changed by 0 which decreased total open position to 0
On 6 Apr COALINDIA was trading at 459.55. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 2 Apr COALINDIA was trading at 449.35. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 1 Apr COALINDIA was trading at 449.40. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 30 Mar COALINDIA was trading at 450.45. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 27 Mar COALINDIA was trading at 445.05. The strike last trading price was 35.05, 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 25 Mar COALINDIA was trading at 443.70. The strike last trading price was 35.05, 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 24 Mar COALINDIA was trading at 442.10. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 23 Mar COALINDIA was trading at 455.25. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 20 Mar COALINDIA was trading at 468.15. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 19 Mar COALINDIA was trading at 454.20. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 18 Mar COALINDIA was trading at 455.20. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 17 Mar COALINDIA was trading at 462.25. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 16 Mar COALINDIA was trading at 460.30. The strike last trading price was 35.05, 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 13 Mar COALINDIA was trading at 467.00. The strike last trading price was 35.05, 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 Mar COALINDIA was trading at 470.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
On 11 Mar COALINDIA was trading at 446.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 10 Mar COALINDIA was trading at 443.55. 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 Mar COALINDIA was trading at 437.65. 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 6 Mar COALINDIA was trading at 440.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 5 Mar COALINDIA was trading at 449.40. 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 Mar COALINDIA was trading at 435.15. 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 2 Mar COALINDIA was trading at 426.25. 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 27 Feb COALINDIA was trading at 430.65. 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
