Historical option data for COALINDIA
11 Jun 2026 04:13 PM IST
| COALINDIA 30-Jun-2026 (18d) 475 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0
Theta: -0.17
Gamma: 0.00913
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 446.20 | 1.9 | -1.1 (-36.67%) | 24.74 | 2,983 | -33 | 1,762 | |||||||||
| 10 Jun | 451.00 | 2.9 | -4.1 (-58.57%) | 24.06 | 3,683 | 210 | 1,788 | |||||||||
| 9 Jun | 466.90 | 6.9 | -1.1 (-13.75%) | 22.39 | 2,113 | 48 | 1,576 | |||||||||
| 8 Jun | 464.90 | 7.65 | -3.35 (-30.45%) | 24.81 | 1,617 | 133 | 1,504 | |||||||||
| 5 Jun | 472.30 | 11 | -7 (-38.89%) | 23.28 | 3,315 | 165 | 1,389 | |||||||||
| 4 Jun | 481.65 | 17.4 | 4.4 (33.85%) | 25.6 | 4,048 | -92 | 1,276 | |||||||||
| 3 Jun | 472.30 | 14 | 1 (7.69%) | 25.95 | 5,410 | 113 | 1,378 | |||||||||
| 2 Jun | 472.15 | 12.35 | -0.65 (-5.00%) | 24.44 | 4,631 | -136 | 1,271 | |||||||||
| 1 Jun | 472.60 | 13.35 | 5.35 (66.88%) | 25.83 | 9,217 | 320 | 1,495 | |||||||||
| 29 May | 457.90 | 8.1 | 0.1 (1.25%) | 25.6 | 7,854 | 133 | 1,247 | |||||||||
| 27 May | 463.05 | 7.85 | 0.85 (12.14%) | 20.3 | 5,125 | 452 | 1,115 | |||||||||
| 26 May | 458.15 | 6.85 | -1.15 (-14.38%) | 23.6 | 3,403 | 525 | 643 | |||||||||
| 25 May | 458.00 | 8 | 0 (0.00%) | 24.15 | 168 | 9 | 117 | |||||||||
| 22 May | 456.55 | 7.95 | -1.2 (-13.11%) | 23.63 | 126 | 11 | 108 | |||||||||
| 21 May | 460.20 | 8.5 | -1.3 (-13.27%) | 22.46 | 87 | -32 | 98 | |||||||||
| 20 May | 458.70 | 9.65 | 0.3 (3.21%) | 24.49 | 29 | 2 | 131 | |||||||||
| 19 May | 456.95 | 9.3 | -2.7 (-22.50%) | 24.89 | 389 | -203 | 127 | |||||||||
| 18 May | 462.10 | 11.5 | -0.5 (-4.17%) | 24.75 | 113 | 16 | 330 | |||||||||
| 15 May | 462.20 | 11.75 | 1.9 (19.29%) | 24.2 | 108 | 13 | 313 | |||||||||
| 14 May | 454.05 | 9.6 | -0.9 (-8.57%) | 25.52 | 306 | 118 | 119 | |||||||||
| 13 May | 462.25 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 463.05 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 464.45 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 456.40 | 10.5 | -1 (-8.70%) | 23.12 | 1 | 0 | 1 | |||||||||
| 7 May | 466.65 | 11.5 | -10.85 (-48.55%) | 19.62 | 1 | 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 475 expiring on 30JUN2026
Delta for 475 CE is 0.15
Historical price for 475 CE is as follows
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 24.74, the open interest changed by -33 which decreased total open position to 1762
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 2.9, which was -4.1 lower than the previous day. The implied volatity was 24.06, the open interest changed by 210 which increased total open position to 1788
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 6.9, which was -1.1 lower than the previous day. The implied volatity was 22.39, the open interest changed by 48 which increased total open position to 1576
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 7.65, which was -3.35 lower than the previous day. The implied volatity was 24.81, the open interest changed by 133 which increased total open position to 1504
On 5 Jun COALINDIA was trading at 472.30. The strike last trading price was 11, which was -7 lower than the previous day. The implied volatity was 23.28, the open interest changed by 165 which increased total open position to 1389
On 4 Jun COALINDIA was trading at 481.65. The strike last trading price was 17.4, which was 4.4 higher than the previous day. The implied volatity was 25.6, the open interest changed by -92 which decreased total open position to 1276
On 3 Jun COALINDIA was trading at 472.30. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 25.95, the open interest changed by 113 which increased total open position to 1378
On 2 Jun COALINDIA was trading at 472.15. The strike last trading price was 12.35, which was -0.65 lower than the previous day. The implied volatity was 24.44, the open interest changed by -136 which decreased total open position to 1271
On 1 Jun COALINDIA was trading at 472.60. The strike last trading price was 13.35, which was 5.35 higher than the previous day. The implied volatity was 25.83, the open interest changed by 320 which increased total open position to 1495
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 8.1, which was 0.1 higher than the previous day. The implied volatity was 25.6, the open interest changed by 133 which increased total open position to 1247
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 7.85, which was 0.85 higher than the previous day. The implied volatity was 20.3, the open interest changed by 452 which increased total open position to 1115
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 23.6, the open interest changed by 525 which increased total open position to 643
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 24.15, the open interest changed by 9 which increased total open position to 117
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 7.95, which was -1.2 lower than the previous day. The implied volatity was 23.63, the open interest changed by 11 which increased total open position to 108
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 8.5, which was -1.3 lower than the previous day. The implied volatity was 22.46, the open interest changed by -32 which decreased total open position to 98
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 9.65, which was 0.3 higher than the previous day. The implied volatity was 24.49, the open interest changed by 2 which increased total open position to 131
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 9.3, which was -2.7 lower than the previous day. The implied volatity was 24.89, the open interest changed by -203 which decreased total open position to 127
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 11.5, which was -0.5 lower than the previous day. The implied volatity was 24.75, the open interest changed by 16 which increased total open position to 330
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 11.75, which was 1.9 higher than the previous day. The implied volatity was 24.2, the open interest changed by 13 which increased total open position to 313
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 9.6, which was -0.9 lower than the previous day. The implied volatity was 25.52, the open interest changed by 118 which increased total open position to 119
On 13 May COALINDIA was trading at 462.25. The strike last trading price was 10.5, 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 1
On 12 May COALINDIA was trading at 463.05. The strike last trading price was 10.5, 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 1
On 11 May COALINDIA was trading at 464.45. The strike last trading price was 10.5, 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 1
On 8 May COALINDIA was trading at 456.40. The strike last trading price was 10.5, which was -1 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 1
On 7 May COALINDIA was trading at 466.65. The strike last trading price was 11.5, which was -10.85 lower than the previous day. The implied volatity was 19.62, 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 (18d) 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0
Theta: -0.01
Gamma: 0.00785
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 446.20 | 28.6 | 4.25 (17.45%) | 18.54 | 78 | 3 | 815 |
| 10 Jun | 451.00 | 24.55 | 11.95 (94.84%) | 22.18 | 454 | -105 | 815 |
| 9 Jun | 466.90 | 13.05 | -1.5 (-10.31%) | 19.67 | 389 | -1 | 920 |
| 8 Jun | 464.90 | 14.65 | 4.35 (42.23%) | 20.63 | 593 | 25 | 923 |
| 5 Jun | 472.30 | 10.5 | 3.15 (42.86%) | 19.97 | 2,785 | -307 | 896 |
| 4 Jun | 481.65 | 7.4 | -3.4 (-31.48%) | 21.38 | 2,982 | 558 | 1,208 |
| 3 Jun | 472.30 | 10.5 | -1.2 (-10.26%) | 21.99 | 2,221 | 22 | 653 |
| 2 Jun | 472.15 | 11.9 | -0.1 (-0.83%) | 21.72 | 1,615 | -65 | 631 |
| 1 Jun | 472.60 | 11.75 | -8.65 (-42.40%) | 22.29 | 2,582 | 441 | 694 |
| 29 May | 457.90 | 19.9 | -3.6 (-15.32%) | 20.4 | 1,706 | 19 | 255 |
| 27 May | 463.05 | 21.85 | -3.9 (-15.15%) | 31.09 | 1,256 | 146 | 1,036 |
| 26 May | 458.15 | 29.05 | 3.95 (15.74%) | 33.12 | 1,714 | 885 | 890 |
| 25 May | 458.00 | 25.1 | 25.1 (4.58%) | 28.45 | 2 | 0 | 5 |
| 22 May | 456.55 | 25.1 | 1.1 (4.58%) | 28.45 | 2 | 2 | 5 |
| 21 May | 460.20 | 23.5 | 0 (0.00%) | 29.58 | 2 | 0 | 1 |
| 20 May | 458.70 | 23.5 | 23.5 | - | 0 | 0 | 1 |
| 19 May | 456.95 | 23.5 | 23.5 | - | 0 | 0 | 1 |
| 18 May | 462.10 | 23.5 | 23.5 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 462.20 | 23.5 | -2.1 (-8.20%) | 27.68 | 1 | 1 | 1 |
| 14 May | 454.05 | 0 | -25.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 462.25 | 0 | -25.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 463.05 | 0 | -25.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 464.45 | 0 | -25.6 (-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 475 expiring on 30JUN2026
Delta for 475 PE is -0.92
Historical price for 475 PE is as follows
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 28.6, which was 4.25 higher than the previous day. The implied volatity was 18.54, the open interest changed by 3 which increased total open position to 815
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 24.55, which was 11.95 higher than the previous day. The implied volatity was 22.18, the open interest changed by -105 which decreased total open position to 815
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 13.05, which was -1.5 lower than the previous day. The implied volatity was 19.67, the open interest changed by -1 which decreased total open position to 920
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 14.65, which was 4.35 higher than the previous day. The implied volatity was 20.63, the open interest changed by 25 which increased total open position to 923
On 5 Jun COALINDIA was trading at 472.30. The strike last trading price was 10.5, which was 3.15 higher than the previous day. The implied volatity was 19.97, the open interest changed by -307 which decreased total open position to 896
On 4 Jun COALINDIA was trading at 481.65. The strike last trading price was 7.4, which was -3.4 lower than the previous day. The implied volatity was 21.38, the open interest changed by 558 which increased total open position to 1208
On 3 Jun COALINDIA was trading at 472.30. The strike last trading price was 10.5, which was -1.2 lower than the previous day. The implied volatity was 21.99, the open interest changed by 22 which increased total open position to 653
On 2 Jun COALINDIA was trading at 472.15. The strike last trading price was 11.9, which was -0.1 lower than the previous day. The implied volatity was 21.72, the open interest changed by -65 which decreased total open position to 631
On 1 Jun COALINDIA was trading at 472.60. The strike last trading price was 11.75, which was -8.65 lower than the previous day. The implied volatity was 22.29, the open interest changed by 441 which increased total open position to 694
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 19.9, which was -3.6 lower than the previous day. The implied volatity was 20.4, the open interest changed by 19 which increased total open position to 255
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 21.85, which was -3.9 lower than the previous day. The implied volatity was 31.09, the open interest changed by 146 which increased total open position to 1036
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 29.05, which was 3.95 higher than the previous day. The implied volatity was 33.12, the open interest changed by 885 which increased total open position to 890
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 25.1, which was 25.1 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 5
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 25.1, which was 1.1 higher than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 5
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 1
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 23.5, which was 23.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 23.5, which was 23.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 23.5, which was 23.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 23.5, which was -2.1 lower than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 1
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 0, which was -25.6 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 -25.6 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 -25.6 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 -25.6 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
