[--[65.84.65.76]--]

COALINDIA

Coal India Ltd
381.6 -2.85 (-0.74%)
L: 378.35 H: 384.2

Back to Option Chain


Historical option data for COALINDIA

16 Dec 2025 04:12 PM IST
COALINDIA 30-DEC-2025 382.5 CE
Delta: 0.56
Vega: 0.30
Theta: -0.17
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 381.60 3.8 -1.9 10.77 401 66 238
15 Dec 384.45 5.75 0.85 11.94 263 5 176
12 Dec 383.35 4.85 -1.25 10.44 219 15 169
11 Dec 384.00 6 0.65 11.55 261 -19 151
10 Dec 382.15 5.2 1.2 12.56 621 17 170
9 Dec 379.35 3.8 0.55 12.36 243 -35 154
8 Dec 377.35 3 -1.45 12.08 360 34 192
5 Dec 379.95 4.6 0.15 11.52 153 3 158
4 Dec 379.05 4.45 1.1 11.97 31 0 155
3 Dec 375.25 3.25 -1.55 12.61 159 15 160
2 Dec 378.95 4.8 -0.55 12.01 118 34 146
1 Dec 379.65 5.3 0.85 11.97 42 8 111
28 Nov 376.15 4.45 -0.7 12.98 74 8 104
27 Nov 378.05 5.2 0.35 12.32 79 17 95
26 Nov 377.35 4.9 1.8 12.15 68 12 77
25 Nov 370.05 3.1 -1.15 14.28 39 3 64
24 Nov 372.55 4.25 -2.35 14.09 11 2 60
21 Nov 378.20 6.65 -1.2 13.41 69 19 57
20 Nov 379.65 7.85 -0.2 14.06 33 7 38
19 Nov 379.05 8 -7.25 14.71 34 17 21
18 Nov 383.95 15.25 -0.5 - 0 0 0
17 Nov 387.85 15.25 -0.5 - 0 4 0
14 Nov 386.95 15.25 -0.5 18.65 4 0 0
13 Nov 383.20 15.75 0 - 0 0 0
12 Nov 386.50 15.75 0 - 0 0 0
11 Nov 382.80 15.75 0 - 0 0 0
10 Nov 381.35 15.75 0 - 0 0 0
7 Nov 376.00 15.75 0 0.27 0 0 0
6 Nov 373.15 15.75 0 0.91 0 0 0
3 Nov 388.55 25.2 0 - 0 0 0
31 Oct 388.65 25.2 0 - 0 0 0
30 Oct 387.70 25.2 0 - 0 0 0
29 Oct 382.00 25.2 0 - 0 0 0


For Coal India Ltd - strike price 382.5 expiring on 30DEC2025

Delta for 382.5 CE is 0.56

Historical price for 382.5 CE is as follows

On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 3.8, which was -1.9 lower than the previous day. The implied volatity was 10.77, the open interest changed by 66 which increased total open position to 238


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 5.75, which was 0.85 higher than the previous day. The implied volatity was 11.94, the open interest changed by 5 which increased total open position to 176


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 4.85, which was -1.25 lower than the previous day. The implied volatity was 10.44, the open interest changed by 15 which increased total open position to 169


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 6, which was 0.65 higher than the previous day. The implied volatity was 11.55, the open interest changed by -19 which decreased total open position to 151


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 5.2, which was 1.2 higher than the previous day. The implied volatity was 12.56, the open interest changed by 17 which increased total open position to 170


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 3.8, which was 0.55 higher than the previous day. The implied volatity was 12.36, the open interest changed by -35 which decreased total open position to 154


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 3, which was -1.45 lower than the previous day. The implied volatity was 12.08, the open interest changed by 34 which increased total open position to 192


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 4.6, which was 0.15 higher than the previous day. The implied volatity was 11.52, the open interest changed by 3 which increased total open position to 158


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 4.45, which was 1.1 higher than the previous day. The implied volatity was 11.97, the open interest changed by 0 which decreased total open position to 155


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 3.25, which was -1.55 lower than the previous day. The implied volatity was 12.61, the open interest changed by 15 which increased total open position to 160


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 12.01, the open interest changed by 34 which increased total open position to 146


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 5.3, which was 0.85 higher than the previous day. The implied volatity was 11.97, the open interest changed by 8 which increased total open position to 111


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 4.45, which was -0.7 lower than the previous day. The implied volatity was 12.98, the open interest changed by 8 which increased total open position to 104


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 5.2, which was 0.35 higher than the previous day. The implied volatity was 12.32, the open interest changed by 17 which increased total open position to 95


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 4.9, which was 1.8 higher than the previous day. The implied volatity was 12.15, the open interest changed by 12 which increased total open position to 77


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 3.1, which was -1.15 lower than the previous day. The implied volatity was 14.28, the open interest changed by 3 which increased total open position to 64


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 60


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 6.65, which was -1.2 lower than the previous day. The implied volatity was 13.41, the open interest changed by 19 which increased total open position to 57


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 7.85, which was -0.2 lower than the previous day. The implied volatity was 14.06, the open interest changed by 7 which increased total open position to 38


On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 8, which was -7.25 lower than the previous day. The implied volatity was 14.71, the open interest changed by 17 which increased total open position to 21


On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 15.25, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 15.25, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 15.25, which was -0.5 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 0


On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 15.75, 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 Nov COALINDIA was trading at 386.50. The strike last trading price was 15.75, 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 Nov COALINDIA was trading at 382.80. The strike last trading price was 15.75, 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 Nov COALINDIA was trading at 381.35. The strike last trading price was 15.75, 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 Nov COALINDIA was trading at 376.00. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0


On 6 Nov COALINDIA was trading at 373.15. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 3 Nov COALINDIA was trading at 388.55. The strike last trading price was 25.2, 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 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 25.2, 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 Oct COALINDIA was trading at 387.70. The strike last trading price was 25.2, 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 Oct COALINDIA was trading at 382.00. The strike last trading price was 25.2, 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 30DEC2025 382.5 PE
Delta: -0.46
Vega: 0.30
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 381.60 4 1.5 15.21 385 12 164
15 Dec 384.45 2.45 -1 12.87 362 33 152
12 Dec 383.35 3.3 0 12.97 248 20 118
11 Dec 384.00 3.25 -1.4 13.78 319 16 97
10 Dec 382.15 4.6 -1.4 14.80 154 36 81
9 Dec 379.35 6.15 -2.1 14.84 42 18 45
8 Dec 377.35 8.2 1.1 17.22 39 -3 25
5 Dec 379.95 7.05 -1.45 - 0 0 0
4 Dec 379.05 7.05 -1.45 - 0 0 0
3 Dec 375.25 7.05 -1.45 - 0 -1 0
2 Dec 378.95 7.05 -1.45 16.25 17 0 29
1 Dec 379.65 8.5 -3.3 - 0 0 0
28 Nov 376.15 8.5 -3.3 - 0 0 0
27 Nov 378.05 8.5 -3.3 - 0 3 0
26 Nov 377.35 8.5 -3.3 16.83 5 2 28
25 Nov 370.05 11.8 3.5 13.90 1 0 25
24 Nov 372.55 8.25 -8.95 - 0 25 0
21 Nov 378.20 8.25 -8.95 16.78 28 23 23
20 Nov 379.65 17.2 0 0.51 0 0 0
19 Nov 379.05 17.2 0 0.33 0 0 0
18 Nov 383.95 17.2 0 1.47 0 0 0
17 Nov 387.85 17.2 0 2.28 0 0 0
14 Nov 386.95 17.2 0 2.05 0 0 0
13 Nov 383.20 17.2 0 1.44 0 0 0
12 Nov 386.50 17.2 0 1.96 0 0 0
11 Nov 382.80 17.2 0 1.35 0 0 0
10 Nov 381.35 17.2 0 1.05 0 0 0
7 Nov 376.00 17.2 0 - 0 0 0
6 Nov 373.15 17.2 0 - 0 0 0
3 Nov 388.55 12.3 0 2.52 0 0 0
31 Oct 388.65 12.3 0 - 0 0 0
30 Oct 387.70 12.3 0 2.29 0 0 0
29 Oct 382.00 12.3 0 1.34 0 0 0


For Coal India Ltd - strike price 382.5 expiring on 30DEC2025

Delta for 382.5 PE is -0.46

Historical price for 382.5 PE is as follows

On 16 Dec COALINDIA was trading at 381.60. The strike last trading price was 4, which was 1.5 higher than the previous day. The implied volatity was 15.21, the open interest changed by 12 which increased total open position to 164


On 15 Dec COALINDIA was trading at 384.45. The strike last trading price was 2.45, which was -1 lower than the previous day. The implied volatity was 12.87, the open interest changed by 33 which increased total open position to 152


On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 12.97, the open interest changed by 20 which increased total open position to 118


On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 3.25, which was -1.4 lower than the previous day. The implied volatity was 13.78, the open interest changed by 16 which increased total open position to 97


On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 4.6, which was -1.4 lower than the previous day. The implied volatity was 14.80, the open interest changed by 36 which increased total open position to 81


On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 6.15, which was -2.1 lower than the previous day. The implied volatity was 14.84, the open interest changed by 18 which increased total open position to 45


On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 8.2, which was 1.1 higher than the previous day. The implied volatity was 17.22, the open interest changed by -3 which decreased total open position to 25


On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was 16.25, the open interest changed by 0 which decreased total open position to 29


On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 8.5, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 8.5, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 8.5, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 8.5, which was -3.3 lower than the previous day. The implied volatity was 16.83, the open interest changed by 2 which increased total open position to 28


On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 11.8, which was 3.5 higher than the previous day. The implied volatity was 13.90, the open interest changed by 0 which decreased total open position to 25


On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 8.25, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0


On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 8.25, which was -8.95 lower than the previous day. The implied volatity was 16.78, the open interest changed by 23 which increased total open position to 23


On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 17.2, 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 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 17.2, 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 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0


On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 11 Nov COALINDIA was trading at 382.80. The strike last trading price was 17.2, 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 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 17.2, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 17.2, 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 Nov COALINDIA was trading at 373.15. The strike last trading price was 17.2, 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 3 Nov COALINDIA was trading at 388.55. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 31 Oct COALINDIA was trading at 388.65. The strike last trading price was 12.3, 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 Oct COALINDIA was trading at 387.70. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 29 Oct COALINDIA was trading at 382.00. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0