Historical option data for COALINDIA
29 May 2026 04:10 PM IST
| COALINDIA 30-Jun-2026 (31d) 455 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.01
Theta: -0.24
Gamma: 0.01118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 457.90 | 16.8 | 1.8 (12.00%) | 25.65 | 1,882 | -79 | 396 | |||||||||
| 27 May | 463.05 | 16 | 0 (0.00%) | 16.48 | 8,772 | 236 | 475 | |||||||||
| 26 May | 458.15 | 14.8 | -1.9 (-11.38%) | 24.08 | 755 | 71 | 242 | |||||||||
| 25 May | 458.00 | 16.85 | 0.5 (3.06%) | 24.43 | 370 | 28 | 171 | |||||||||
| 22 May | 456.55 | 16.35 | -0.65 (-3.82%) | 23.56 | 235 | 17 | 141 | |||||||||
| 21 May | 460.20 | 17 | -0.6 (-3.41%) | 21.34 | 33 | 7 | 124 | |||||||||
| 20 May | 458.70 | 17.6 | 0.5 (2.92%) | 22.77 | 156 | 94 | 117 | |||||||||
| 19 May | 456.95 | 17.1 | -5.9 (-25.65%) | 23.82 | 37 | 20 | 23 | |||||||||
| 18 May | 462.10 | 22.85 | -0.15 (-0.65%) | - | 2 | 0 | 3 | |||||||||
| 15 May | 462.20 | 22.85 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 454.05 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 462.25 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 463.05 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 464.45 | 22.85 | 3.85 (20.26%) | 0 | 2 | 0 | 1 | |||||||||
| 8 May | 456.40 | 19 | -13.65 (-41.81%) | 23.1 | 1 | 0 | 0 | |||||||||
| 7 May | 466.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 470.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 472.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 479.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 481.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 479.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 455 expiring on 30JUN2026
Delta for 455 CE is 0.58
Historical price for 455 CE is as follows
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 16.8, which was 1.8 higher than the previous day. The implied volatity was 25.65, the open interest changed by -79 which decreased total open position to 396
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 16.48, the open interest changed by 236 which increased total open position to 475
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 14.8, which was -1.9 lower than the previous day. The implied volatity was 24.08, the open interest changed by 71 which increased total open position to 242
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 16.85, which was 0.5 higher than the previous day. The implied volatity was 24.43, the open interest changed by 28 which increased total open position to 171
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 16.35, which was -0.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 17 which increased total open position to 141
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 17, which was -0.6 lower than the previous day. The implied volatity was 21.34, the open interest changed by 7 which increased total open position to 124
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 17.6, which was 0.5 higher than the previous day. The implied volatity was 22.77, the open interest changed by 94 which increased total open position to 117
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 17.1, which was -5.9 lower than the previous day. The implied volatity was 23.82, the open interest changed by 20 which increased total open position to 23
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 22.85, 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 3
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 22.85, 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 3
On 13 May COALINDIA was trading at 462.25. The strike last trading price was 22.85, 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 3
On 12 May COALINDIA was trading at 463.05. The strike last trading price was 22.85, 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 3
On 11 May COALINDIA was trading at 464.45. The strike last trading price was 22.85, which was 3.85 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May COALINDIA was trading at 456.40. The strike last trading price was 19, which was -13.65 lower than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 0
On 7 May COALINDIA was trading at 466.65. 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 May COALINDIA was trading at 470.20. 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 May COALINDIA was trading at 472.60. 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 4 May COALINDIA was trading at 479.95. 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 30 Apr COALINDIA was trading at 481.45. 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 29 Apr COALINDIA was trading at 479.90. 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
| COALINDIA 30-Jun-2026 (31d) 455 PE | |||||||
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Delta: -0.41
Vega: 0.01
Theta: -0.13
Gamma: 0.01354
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 457.90 | 8.85 | -3.3 (-27.16%) | 21.07 | 3,618 | -209 | 603 |
| 27 May | 463.05 | 11.05 | -4 (-26.58%) | 28.43 | 4,055 | -197 | 818 |
| 26 May | 458.15 | 17.1 | 5.3 (44.92%) | 32.88 | 3,188 | 855 | 1,020 |
| 25 May | 458.00 | 11.55 | -1.9 (-14.13%) | 25.1 | 424 | 16 | 164 |
| 22 May | 456.55 | 13.3 | 1.3 (10.83%) | 25.91 | 223 | 60 | 148 |
| 21 May | 460.20 | 12.6 | -2.4 (-16.00%) | 26.48 | 131 | 1 | 88 |
| 20 May | 458.70 | 15 | -1.65 (-9.91%) | 29.79 | 125 | 20 | 86 |
| 19 May | 456.95 | 17.15 | 1.65 (10.65%) | 30.61 | 103 | 63 | 65 |
| 18 May | 462.10 | 15.5 | -0.6 (-3.73%) | 31.67 | 2 | 0 | 0 |
| 15 May | 462.20 | 0 | -16.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 454.05 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 462.25 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 463.05 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 464.45 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 456.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 466.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 470.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 472.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 479.95 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 481.45 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 479.90 | 0 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 455 expiring on 30JUN2026
Delta for 455 PE is -0.41
Historical price for 455 PE is as follows
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 8.85, which was -3.3 lower than the previous day. The implied volatity was 21.07, the open interest changed by -209 which decreased total open position to 603
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 11.05, which was -4 lower than the previous day. The implied volatity was 28.43, the open interest changed by -197 which decreased total open position to 818
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 17.1, which was 5.3 higher than the previous day. The implied volatity was 32.88, the open interest changed by 855 which increased total open position to 1020
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 11.55, which was -1.9 lower than the previous day. The implied volatity was 25.1, the open interest changed by 16 which increased total open position to 164
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 13.3, which was 1.3 higher than the previous day. The implied volatity was 25.91, the open interest changed by 60 which increased total open position to 148
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 12.6, which was -2.4 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 88
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 15, which was -1.65 lower than the previous day. The implied volatity was 29.79, the open interest changed by 20 which increased total open position to 86
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 17.15, which was 1.65 higher than the previous day. The implied volatity was 30.61, the open interest changed by 63 which increased total open position to 65
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 15.5, which was -0.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 0
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 0, which was -16.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 0, which was -16.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May COALINDIA was trading at 462.25. The strike last trading price was 0, which was -16.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May COALINDIA was trading at 463.05. The strike last trading price was 0, which was -16.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May COALINDIA was trading at 464.45. The strike last trading price was 0, which was -16.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May COALINDIA was trading at 456.40. 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 7 May COALINDIA was trading at 466.65. 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 May COALINDIA was trading at 470.20. 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 May COALINDIA was trading at 472.60. 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 4 May COALINDIA was trading at 479.95. 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 30 Apr COALINDIA was trading at 481.45. 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 29 Apr COALINDIA was trading at 479.90. 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
