COALINDIA
Coal India Ltd
Historical option data for COALINDIA
15 May 2026 04:10 PM IST
| COALINDIA 26-May-2026 (11d) 525 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0
Theta: -0.11
Gamma: 0.00239
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 15 May | 462.20 | 0.4 | -0.04999999999999999 (-11.11%) | 38.23 | 130 | 6 | 87 | |||||||||
| 14 May | 454.05 | 0.45 | -0.10000000000000003 (-18.18%) | 41.76 | 248 | 58 | 119 | |||||||||
| 13 May | 462.25 | 0.55 | 0.050000000000000044 (10.00%) | 0 | 101 | 18 | 61 | |||||||||
| 12 May | 463.05 | 0.5 | -0.050000000000000044 (-9.09%) | 0 | 12 | -1 | 44 | |||||||||
| 11 May | 464.45 | 0.55 | 0.15000000000000002 (37.50%) | 0 | 37 | 2 | 45 | |||||||||
| 8 May | 456.40 | 0.4 | -0.19999999999999996 (-33.33%) | 32.64 | 6 | -2 | 43 | |||||||||
| 7 May | 466.65 | 0.6 | -0.20000000000000007 (-25.00%) | 29.62 | 112 | -19 | 49 | |||||||||
| 6 May | 470.20 | 0.8 | -0.30000000000000004 (-27.27%) | 29.09 | 75 | 20 | 68 | |||||||||
| 5 May | 472.60 | 1.1 | -0.5499999999999998 (-33.33%) | 28.65 | 25 | 9 | 48 | |||||||||
| 4 May | 479.95 | 1.65 | -3.1 (-65.26%) | 27.45 | 62 | 41 | 41 | |||||||||
| 30 Apr | 481.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 525 expiring on 26MAY2026
Delta for 525 CE is 0.03
Historical price for 525 CE is as follows
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 0.4, which was -0.04999999999999999 lower than the previous day. The implied volatity was 38.23, the open interest changed by 6 which increased total open position to 87
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 0.45, which was -0.10000000000000003 lower than the previous day. The implied volatity was 41.76, the open interest changed by 58 which increased total open position to 119
On 13 May COALINDIA was trading at 462.25. The strike last trading price was 0.55, which was 0.050000000000000044 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 61
On 12 May COALINDIA was trading at 463.05. The strike last trading price was 0.5, which was -0.050000000000000044 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 44
On 11 May COALINDIA was trading at 464.45. The strike last trading price was 0.55, which was 0.15000000000000002 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 45
On 8 May COALINDIA was trading at 456.40. The strike last trading price was 0.4, which was -0.19999999999999996 lower than the previous day. The implied volatity was 32.64, the open interest changed by -2 which decreased total open position to 43
On 7 May COALINDIA was trading at 466.65. The strike last trading price was 0.6, which was -0.20000000000000007 lower than the previous day. The implied volatity was 29.62, the open interest changed by -19 which decreased total open position to 49
On 6 May COALINDIA was trading at 470.20. The strike last trading price was 0.8, which was -0.30000000000000004 lower than the previous day. The implied volatity was 29.09, the open interest changed by 20 which increased total open position to 68
On 5 May COALINDIA was trading at 472.60. The strike last trading price was 1.1, which was -0.5499999999999998 lower than the previous day. The implied volatity was 28.65, the open interest changed by 9 which increased total open position to 48
On 4 May COALINDIA was trading at 479.95. The strike last trading price was 1.65, which was -3.1 lower than the previous day. The implied volatity was 27.45, the open interest changed by 41 which increased total open position to 41
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
| COALINDIA 26-May-2026 (11d) 525 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 462.20 | 0 | -82.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 454.05 | 0 | -82.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 462.25 | 0 | -82.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 463.05 | 0 | -82.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 464.45 | 0 | -82.6 (-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 |
For Coal India Ltd - strike price 525 expiring on 26MAY2026
Delta for 525 PE is -
Historical price for 525 PE is as follows
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 0, which was -82.6 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 -82.6 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 -82.6 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 -82.6 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 -82.6 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
