COALINDIA
Coal India Ltd
Historical option data for COALINDIA
16 Dec 2025 04:12 PM IST
| COALINDIA 30-DEC-2025 382.5 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.30
Theta: -0.17
Gamma: 0.05
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.30
Theta: -0.11
Gamma: 0.03
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| 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































































































































































































































