Historical option data for COALINDIA
24 Jun 2026 11:02 AM IST
| COALINDIA 28-Jul-2026 (34d) 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.4
Vega: 0.01
Theta: -0.2
Gamma: 0.01263
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 444.05 | 8.55 | -0.95 (-10.00%) | 22.46 | 38 | 13 | 84 | |||||||||
| 23 Jun | 444.35 | 9.35 | -2.25 (-19.40%) | 23.73 | 31 | 9 | 71 | |||||||||
| 22 Jun | 449.00 | 11.6 | -0.4 (-3.33%) | 23.42 | 37 | 12 | 62 | |||||||||
| 19 Jun | 451.30 | 12 | -1.1 (-8.40%) | 23.19 | 19 | 2 | 49 | |||||||||
| 18 Jun | 452.00 | 12.9 | -2.25 (-14.85%) | 21.76 | 47 | 24 | 47 | |||||||||
| 17 Jun | 455.75 | 15.1 | 1.35 (9.82%) | 22 | 25 | 9 | 22 | |||||||||
| 16 Jun | 450.95 | 13.65 | 2.05 (17.67%) | 23.15 | 12 | 4 | 13 | |||||||||
| 15 Jun | 444.05 | 11.7 | -0.3 (-2.50%) | 23.38 | 5 | 1 | 9 | |||||||||
| 12 Jun | 443.50 | 12 | -1 (-7.69%) | 24.02 | 8 | 4 | 7 | |||||||||
| 11 Jun | 446.20 | 12.9 | -4.1 (-24.12%) | 24.68 | 2 | 1 | 4 | |||||||||
| 10 Jun | 451.00 | 16.75 | -7.25 (-30.21%) | 25.15 | 11 | 1 | 4 | |||||||||
| 9 Jun | 466.90 | 23.5 | -2.5 (-9.62%) | 25.47 | 1 | 0 | 2 | |||||||||
| 8 Jun | 464.90 | 26.25 | -0.75 (-2.78%) | 28.1 | 2 | 1 | 1 | |||||||||
| 1 Jun | 472.60 | 26.8 | -0.2 (-0.74%) | 31.08 | 2 | 0 | 0 | |||||||||
| 29 May | 457.90 | 26.8 | -0.2 (-0.74%) | 31.08 | 2 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 455 expiring on 28JUL2026
Delta for 455 CE is 0.4
Historical price for 455 CE is as follows
On 24 Jun COALINDIA was trading at 444.05. The strike last trading price was 8.55, which was -0.95 lower than the previous day. The implied volatity was 22.46, the open interest changed by 13 which increased total open position to 84
On 23 Jun COALINDIA was trading at 444.35. The strike last trading price was 9.35, which was -2.25 lower than the previous day. The implied volatity was 23.73, the open interest changed by 9 which increased total open position to 71
On 22 Jun COALINDIA was trading at 449.00. The strike last trading price was 11.6, which was -0.4 lower than the previous day. The implied volatity was 23.42, the open interest changed by 12 which increased total open position to 62
On 19 Jun COALINDIA was trading at 451.30. The strike last trading price was 12, which was -1.1 lower than the previous day. The implied volatity was 23.19, the open interest changed by 2 which increased total open position to 49
On 18 Jun COALINDIA was trading at 452.00. The strike last trading price was 12.9, which was -2.25 lower than the previous day. The implied volatity was 21.76, the open interest changed by 24 which increased total open position to 47
On 17 Jun COALINDIA was trading at 455.75. The strike last trading price was 15.1, which was 1.35 higher than the previous day. The implied volatity was 22, the open interest changed by 9 which increased total open position to 22
On 16 Jun COALINDIA was trading at 450.95. The strike last trading price was 13.65, which was 2.05 higher than the previous day. The implied volatity was 23.15, the open interest changed by 4 which increased total open position to 13
On 15 Jun COALINDIA was trading at 444.05. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was 23.38, the open interest changed by 1 which increased total open position to 9
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 7
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 12.9, which was -4.1 lower than the previous day. The implied volatity was 24.68, the open interest changed by 1 which increased total open position to 4
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 16.75, which was -7.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 1 which increased total open position to 4
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 23.5, which was -2.5 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 2
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 26.25, which was -0.75 lower than the previous day. The implied volatity was 28.1, the open interest changed by 1 which increased total open position to 1
On 1 Jun COALINDIA was trading at 472.60. The strike last trading price was 26.8, which was -0.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by 0 which decreased total open position to 0
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 26.8, which was -0.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by 0 which decreased total open position to 0
| COALINDIA 28-Jul-2026 (34d) 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.12
Gamma: 0.0137
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 444.05 | 14 | 14 (0.00%) | 20.7 | 6 | 0 | 16 |
| 23 Jun | 444.35 | 14 | 0 (0.00%) | 20.7 | 6 | -1 | 16 |
| 22 Jun | 449.00 | 14 | 0 (0.00%) | 21.32 | 8 | 0 | 17 |
| 19 Jun | 451.30 | 14.25 | 2 (16.33%) | 20.58 | 4 | 1 | 17 |
| 18 Jun | 452.00 | 12.25 | 1.25 (11.36%) | 20.27 | 8 | 1 | 16 |
| 17 Jun | 455.75 | 11.05 | -2.95 (-21.07%) | 22.28 | 2 | 1 | 15 |
| 16 Jun | 450.95 | 13.9 | 3.15 (29.30%) | 21.63 | 7 | 0 | 13 |
| 15 Jun | 444.05 | 10.75 | 10.75 | - | 6 | 0 | 13 |
| 12 Jun | 443.50 | 10.75 | 10.75 | - | 6 | 0 | 13 |
| 11 Jun | 446.20 | 10.75 | 10.75 (9.69%) | 21.76 | 6 | 0 | 13 |
| 10 Jun | 451.00 | 10.75 | 0.95 (9.69%) | 21.76 | 6 | 6 | 13 |
| 9 Jun | 466.90 | 9.8 | 9.8 (-48.56%) | 22.72 | 7 | 0 | 7 |
| 8 Jun | 464.90 | 9.8 | -9.25 (-48.56%) | 22.72 | 7 | 7 | 7 |
| 1 Jun | 472.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 457.90 | 0 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 455 expiring on 28JUL2026
Delta for 455 PE is -0.54
Historical price for 455 PE is as follows
On 24 Jun COALINDIA was trading at 444.05. The strike last trading price was 14, which was 14 higher than the previous day. The implied volatity was 20.7, the open interest changed by 0 which decreased total open position to 16
On 23 Jun COALINDIA was trading at 444.35. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 20.7, the open interest changed by -1 which decreased total open position to 16
On 22 Jun COALINDIA was trading at 449.00. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 17
On 19 Jun COALINDIA was trading at 451.30. The strike last trading price was 14.25, which was 2 higher than the previous day. The implied volatity was 20.58, the open interest changed by 1 which increased total open position to 17
On 18 Jun COALINDIA was trading at 452.00. The strike last trading price was 12.25, which was 1.25 higher than the previous day. The implied volatity was 20.27, the open interest changed by 1 which increased total open position to 16
On 17 Jun COALINDIA was trading at 455.75. The strike last trading price was 11.05, which was -2.95 lower than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 15
On 16 Jun COALINDIA was trading at 450.95. The strike last trading price was 13.9, which was 3.15 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 13
On 15 Jun COALINDIA was trading at 444.05. The strike last trading price was 10.75, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 10.75, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 10.75, which was 10.75 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 13
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 10.75, which was 0.95 higher than the previous day. The implied volatity was 21.76, the open interest changed by 6 which increased total open position to 13
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 9.8, which was 9.8 higher than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 7
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 9.8, which was -9.25 lower than the previous day. The implied volatity was 22.72, the open interest changed by 7 which increased total open position to 7
On 1 Jun 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 29 May COALINDIA was trading at 457.90. 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
