COALINDIA
Coal India Ltd
Historical option data for COALINDIA
12 Dec 2025 04:12 PM IST
| COALINDIA 30-DEC-2025 384.75 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.34
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 383.35 | 3.65 | -1.15 | 10.55 | 450 | 96 | 253 | |||||||||
| 11 Dec | 384.00 | 4.75 | 0.55 | 11.58 | 308 | 47 | 157 | |||||||||
| 10 Dec | 382.15 | 4.05 | 1.05 | 12.50 | 204 | -2 | 110 | |||||||||
| 9 Dec | 379.35 | 2.85 | 0.35 | 12.23 | 61 | -4 | 112 | |||||||||
| 8 Dec | 377.35 | 2.35 | -1.15 | 12.27 | 150 | -7 | 116 | |||||||||
| 5 Dec | 379.95 | 3.6 | 0.1 | 11.58 | 73 | 8 | 123 | |||||||||
| 4 Dec | 379.05 | 3.5 | 0.8 | 12.00 | 21 | -2 | 114 | |||||||||
| 3 Dec | 375.25 | 2.65 | -1.25 | 12.99 | 104 | -3 | 117 | |||||||||
| 2 Dec | 378.95 | 3.9 | -0.5 | 12.23 | 84 | 5 | 123 | |||||||||
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| 1 Dec | 379.65 | 4.4 | 0.6 | 12.32 | 38 | 2 | 117 | |||||||||
| 28 Nov | 376.15 | 3.75 | -0.5 | 13.35 | 67 | 2 | 118 | |||||||||
| 27 Nov | 378.05 | 4.15 | 0.1 | 12.15 | 61 | 7 | 115 | |||||||||
| 26 Nov | 377.35 | 4.1 | 1.6 | 12.46 | 79 | 19 | 107 | |||||||||
| 25 Nov | 370.05 | 2.5 | -1.05 | 14.26 | 58 | 3 | 87 | |||||||||
| 24 Nov | 372.55 | 3.55 | -2.1 | 14.22 | 32 | 17 | 85 | |||||||||
| 21 Nov | 378.20 | 5.65 | -1.2 | 13.49 | 30 | 8 | 68 | |||||||||
| 20 Nov | 379.65 | 6.85 | -0.05 | 14.29 | 17 | 10 | 61 | |||||||||
| 19 Nov | 379.05 | 6.95 | -3.05 | 14.79 | 65 | 44 | 51 | |||||||||
| 18 Nov | 383.95 | 9.95 | -2 | 15.85 | 4 | 2 | 6 | |||||||||
| 17 Nov | 387.85 | 11.95 | 0.45 | - | 0 | 1 | 0 | |||||||||
| 14 Nov | 386.95 | 11.95 | 0.45 | 14.90 | 1 | 0 | 3 | |||||||||
| 13 Nov | 383.20 | 11.5 | 1 | 17.91 | 1 | 0 | 2 | |||||||||
| 12 Nov | 386.50 | 10.5 | 3.75 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 382.80 | 10.5 | 3.75 | - | 0 | 1 | 0 | |||||||||
| 10 Nov | 381.35 | 10.5 | 3.75 | 16.77 | 1 | 0 | 1 | |||||||||
| 7 Nov | 376.00 | 6.75 | -1.75 | 14.38 | 1 | 0 | 1 | |||||||||
| 6 Nov | 373.15 | 8.5 | -1.1 | 19.57 | 1 | 0 | 1 | |||||||||
| 4 Nov | 377.55 | 9.6 | -13.55 | 16.98 | 1 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 384.75 expiring on 30DEC2025
Delta for 384.75 CE is 0.51
Historical price for 384.75 CE is as follows
On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 10.55, the open interest changed by 96 which increased total open position to 253
On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 4.75, which was 0.55 higher than the previous day. The implied volatity was 11.58, the open interest changed by 47 which increased total open position to 157
On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 4.05, which was 1.05 higher than the previous day. The implied volatity was 12.50, the open interest changed by -2 which decreased total open position to 110
On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 12.23, the open interest changed by -4 which decreased total open position to 112
On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 12.27, the open interest changed by -7 which decreased total open position to 116
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 11.58, the open interest changed by 8 which increased total open position to 123
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 3.5, which was 0.8 higher than the previous day. The implied volatity was 12.00, the open interest changed by -2 which decreased total open position to 114
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 2.65, which was -1.25 lower than the previous day. The implied volatity was 12.99, the open interest changed by -3 which decreased total open position to 117
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 3.9, which was -0.5 lower than the previous day. The implied volatity was 12.23, the open interest changed by 5 which increased total open position to 123
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 4.4, which was 0.6 higher than the previous day. The implied volatity was 12.32, the open interest changed by 2 which increased total open position to 117
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 3.75, which was -0.5 lower than the previous day. The implied volatity was 13.35, the open interest changed by 2 which increased total open position to 118
On 27 Nov COALINDIA was trading at 378.05. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 12.15, the open interest changed by 7 which increased total open position to 115
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 4.1, which was 1.6 higher than the previous day. The implied volatity was 12.46, the open interest changed by 19 which increased total open position to 107
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 14.26, the open interest changed by 3 which increased total open position to 87
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 3.55, which was -2.1 lower than the previous day. The implied volatity was 14.22, the open interest changed by 17 which increased total open position to 85
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 5.65, which was -1.2 lower than the previous day. The implied volatity was 13.49, the open interest changed by 8 which increased total open position to 68
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 6.85, which was -0.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 10 which increased total open position to 61
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 6.95, which was -3.05 lower than the previous day. The implied volatity was 14.79, the open interest changed by 44 which increased total open position to 51
On 18 Nov COALINDIA was trading at 383.95. The strike last trading price was 9.95, which was -2 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 6
On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 3
On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 11.5, which was 1 higher than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 2
On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 10.5, which was 3.75 higher 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 10.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 10.5, which was 3.75 higher than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 1
On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 6.75, which was -1.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 1
On 6 Nov COALINDIA was trading at 373.15. The strike last trading price was 8.5, which was -1.1 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 1
On 4 Nov COALINDIA was trading at 377.55. The strike last trading price was 9.6, which was -13.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 30DEC2025 384.75 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.34
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 383.35 | 4.3 | 0 | 12.88 | 261 | 23 | 127 |
| 11 Dec | 384.00 | 4.2 | -2.1 | 13.88 | 179 | 38 | 103 |
| 10 Dec | 382.15 | 6.3 | -1.4 | 16.44 | 61 | 3 | 64 |
| 9 Dec | 379.35 | 7.55 | -2 | 15.12 | 19 | 9 | 62 |
| 8 Dec | 377.35 | 9.55 | 2.4 | 17.40 | 20 | 2 | 53 |
| 5 Dec | 379.95 | 7.05 | -0.7 | 14.83 | 32 | -1 | 52 |
| 4 Dec | 379.05 | 7.85 | -3.05 | 15.36 | 9 | 0 | 52 |
| 3 Dec | 375.25 | 10.85 | 2.45 | 17.09 | 28 | -6 | 52 |
| 2 Dec | 378.95 | 8.3 | 0.45 | 16.32 | 18 | 0 | 58 |
| 1 Dec | 379.65 | 7.9 | -2.65 | 16.19 | 3 | 1 | 59 |
| 28 Nov | 376.15 | 10.55 | -3.1 | - | 0 | 0 | 0 |
| 27 Nov | 378.05 | 10.55 | -3.1 | - | 0 | 6 | 0 |
| 26 Nov | 377.35 | 10.55 | -3.1 | 18.59 | 17 | 5 | 57 |
| 25 Nov | 370.05 | 13.65 | 0.85 | 14.45 | 2 | 0 | 52 |
| 24 Nov | 372.55 | 12.8 | 4.3 | 17.73 | 54 | 19 | 52 |
| 21 Nov | 378.20 | 8.5 | -0.9 | - | 0 | 9 | 0 |
| 20 Nov | 379.65 | 8.5 | -0.9 | 16.27 | 15 | 8 | 32 |
| 19 Nov | 379.05 | 9.4 | 2.4 | 17.35 | 30 | 17 | 21 |
| 18 Nov | 383.95 | 7 | 1.1 | 16.54 | 1 | 0 | 3 |
| 17 Nov | 387.85 | 5.9 | -1.3 | 17.62 | 2 | -1 | 4 |
| 14 Nov | 386.95 | 7.2 | -2.3 | - | 0 | 1 | 0 |
| 13 Nov | 383.20 | 7.2 | -2.3 | 16.01 | 1 | 0 | 4 |
| 12 Nov | 386.50 | 9.5 | -1.5 | - | 0 | 0 | 0 |
| 11 Nov | 382.80 | 9.5 | -1.5 | - | 0 | 2 | 0 |
| 10 Nov | 381.35 | 9.5 | -1.5 | 18.71 | 2 | 1 | 3 |
| 7 Nov | 376.00 | 11 | -4 | - | 0 | 0 | 0 |
| 6 Nov | 373.15 | 11 | -4 | - | 0 | 2 | 0 |
| 4 Nov | 377.55 | 11 | -4 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 384.75 expiring on 30DEC2025
Delta for 384.75 PE is -0.49
Historical price for 384.75 PE is as follows
On 12 Dec COALINDIA was trading at 383.35. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 12.88, the open interest changed by 23 which increased total open position to 127
On 11 Dec COALINDIA was trading at 384.00. The strike last trading price was 4.2, which was -2.1 lower than the previous day. The implied volatity was 13.88, the open interest changed by 38 which increased total open position to 103
On 10 Dec COALINDIA was trading at 382.15. The strike last trading price was 6.3, which was -1.4 lower than the previous day. The implied volatity was 16.44, the open interest changed by 3 which increased total open position to 64
On 9 Dec COALINDIA was trading at 379.35. The strike last trading price was 7.55, which was -2 lower than the previous day. The implied volatity was 15.12, the open interest changed by 9 which increased total open position to 62
On 8 Dec COALINDIA was trading at 377.35. The strike last trading price was 9.55, which was 2.4 higher than the previous day. The implied volatity was 17.40, the open interest changed by 2 which increased total open position to 53
On 5 Dec COALINDIA was trading at 379.95. The strike last trading price was 7.05, which was -0.7 lower than the previous day. The implied volatity was 14.83, the open interest changed by -1 which decreased total open position to 52
On 4 Dec COALINDIA was trading at 379.05. The strike last trading price was 7.85, which was -3.05 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 52
On 3 Dec COALINDIA was trading at 375.25. The strike last trading price was 10.85, which was 2.45 higher than the previous day. The implied volatity was 17.09, the open interest changed by -6 which decreased total open position to 52
On 2 Dec COALINDIA was trading at 378.95. The strike last trading price was 8.3, which was 0.45 higher than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 58
On 1 Dec COALINDIA was trading at 379.65. The strike last trading price was 7.9, which was -2.65 lower than the previous day. The implied volatity was 16.19, the open interest changed by 1 which increased total open position to 59
On 28 Nov COALINDIA was trading at 376.15. The strike last trading price was 10.55, which was -3.1 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 10.55, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 26 Nov COALINDIA was trading at 377.35. The strike last trading price was 10.55, which was -3.1 lower than the previous day. The implied volatity was 18.59, the open interest changed by 5 which increased total open position to 57
On 25 Nov COALINDIA was trading at 370.05. The strike last trading price was 13.65, which was 0.85 higher than the previous day. The implied volatity was 14.45, the open interest changed by 0 which decreased total open position to 52
On 24 Nov COALINDIA was trading at 372.55. The strike last trading price was 12.8, which was 4.3 higher than the previous day. The implied volatity was 17.73, the open interest changed by 19 which increased total open position to 52
On 21 Nov COALINDIA was trading at 378.20. The strike last trading price was 8.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 20 Nov COALINDIA was trading at 379.65. The strike last trading price was 8.5, which was -0.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by 8 which increased total open position to 32
On 19 Nov COALINDIA was trading at 379.05. The strike last trading price was 9.4, which was 2.4 higher than the previous day. The implied volatity was 17.35, 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 7, which was 1.1 higher than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 3
On 17 Nov COALINDIA was trading at 387.85. The strike last trading price was 5.9, which was -1.3 lower than the previous day. The implied volatity was 17.62, the open interest changed by -1 which decreased total open position to 4
On 14 Nov COALINDIA was trading at 386.95. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov COALINDIA was trading at 383.20. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 4
On 12 Nov COALINDIA was trading at 386.50. The strike last trading price was 9.5, which was -1.5 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 9.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Nov COALINDIA was trading at 381.35. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 3
On 7 Nov COALINDIA was trading at 376.00. The strike last trading price was 11, which was -4 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 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Nov COALINDIA was trading at 377.55. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































