Historical option data for COALINDIA
12 Jun 2026 04:10 PM IST
| COALINDIA 30-Jun-2026 (16d) 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0
Theta: -0.24
Gamma: 0.0171
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 443.50 | 4.95 | -1.05 (-17.50%) | 21.71 | 3,489 | 325 | 1,272 | |||||||||
| 11 Jun | 446.20 | 5.8 | -3.2 (-35.56%) | 22.06 | 2,072 | 329 | 946 | |||||||||
| 10 Jun | 451.00 | 8.4 | -10.6 (-55.79%) | 22.27 | 1,789 | 318 | 610 | |||||||||
| 9 Jun | 466.90 | 18.2 | 0.2 (1.11%) | 24.3 | 208 | 16 | 291 | |||||||||
| 8 Jun | 464.90 | 17.9 | -6.1 (-25.42%) | 25.52 | 95 | 17 | 275 | |||||||||
| 5 Jun | 472.30 | 24.25 | -8.75 (-26.52%) | 25.79 | 53 | 2 | 257 | |||||||||
| 4 Jun | 481.65 | 32.9 | 5.9 (21.85%) | 29.98 | 70 | -13 | 256 | |||||||||
| 3 Jun | 472.30 | 27.55 | 1.55 (5.96%) | 28.99 | 122 | 8 | 268 | |||||||||
| 2 Jun | 472.15 | 24.85 | -1.15 (-4.42%) | 26.6 | 242 | -22 | 259 | |||||||||
| 1 Jun | 472.60 | 26.8 | 9.8 (57.65%) | 27.64 | 1,163 | -125 | 282 | |||||||||
| 29 May | 457.90 | 16.8 | 1.8 (12.00%) | 25.65 | 1,882 | -79 | 396 | |||||||||
| 27 May | 463.05 | 16 | 0 (0.00%) | 16.48 | 8,772 | 236 | 475 | |||||||||
| 26 May | 458.15 | 14.8 | -1.9 (-11.38%) | 24.08 | 755 | 71 | 242 | |||||||||
| 25 May | 458.00 | 16.85 | 0.5 (3.06%) | 24.43 | 370 | 28 | 171 | |||||||||
| 22 May | 456.55 | 16.35 | -0.65 (-3.82%) | 23.56 | 235 | 17 | 141 | |||||||||
| 21 May | 460.20 | 17 | -0.6 (-3.41%) | 21.34 | 33 | 7 | 124 | |||||||||
| 20 May | 458.70 | 17.6 | 0.5 (2.92%) | 22.77 | 156 | 94 | 117 | |||||||||
| 19 May | 456.95 | 17.1 | -5.9 (-25.65%) | 23.82 | 37 | 20 | 23 | |||||||||
| 18 May | 462.10 | 22.85 | -0.15 (-0.65%) | - | 2 | 0 | 3 | |||||||||
| 15 May | 462.20 | 22.85 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 454.05 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 462.25 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 463.05 | 22.85 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 464.45 | 22.85 | 3.85 (20.26%) | 0 | 2 | 0 | 1 | |||||||||
| 8 May | 456.40 | 19 | -13.65 (-41.81%) | 23.1 | 1 | 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 | |||||||||
| 29 Apr | 479.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Coal India Ltd - strike price 455 expiring on 30JUN2026
Delta for 455 CE is 0.35
Historical price for 455 CE is as follows
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 21.71, the open interest changed by 325 which increased total open position to 1272
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 5.8, which was -3.2 lower than the previous day. The implied volatity was 22.06, the open interest changed by 329 which increased total open position to 946
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 8.4, which was -10.6 lower than the previous day. The implied volatity was 22.27, the open interest changed by 318 which increased total open position to 610
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 18.2, which was 0.2 higher than the previous day. The implied volatity was 24.3, the open interest changed by 16 which increased total open position to 291
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 17.9, which was -6.1 lower than the previous day. The implied volatity was 25.52, the open interest changed by 17 which increased total open position to 275
On 5 Jun COALINDIA was trading at 472.30. The strike last trading price was 24.25, which was -8.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by 2 which increased total open position to 257
On 4 Jun COALINDIA was trading at 481.65. The strike last trading price was 32.9, which was 5.9 higher than the previous day. The implied volatity was 29.98, the open interest changed by -13 which decreased total open position to 256
On 3 Jun COALINDIA was trading at 472.30. The strike last trading price was 27.55, which was 1.55 higher than the previous day. The implied volatity was 28.99, the open interest changed by 8 which increased total open position to 268
On 2 Jun COALINDIA was trading at 472.15. The strike last trading price was 24.85, which was -1.15 lower than the previous day. The implied volatity was 26.6, the open interest changed by -22 which decreased total open position to 259
On 1 Jun COALINDIA was trading at 472.60. The strike last trading price was 26.8, which was 9.8 higher than the previous day. The implied volatity was 27.64, the open interest changed by -125 which decreased total open position to 282
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 16.8, which was 1.8 higher than the previous day. The implied volatity was 25.65, the open interest changed by -79 which decreased total open position to 396
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 16.48, the open interest changed by 236 which increased total open position to 475
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 14.8, which was -1.9 lower than the previous day. The implied volatity was 24.08, the open interest changed by 71 which increased total open position to 242
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 16.85, which was 0.5 higher than the previous day. The implied volatity was 24.43, the open interest changed by 28 which increased total open position to 171
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 16.35, which was -0.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 17 which increased total open position to 141
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 17, which was -0.6 lower than the previous day. The implied volatity was 21.34, the open interest changed by 7 which increased total open position to 124
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 17.6, which was 0.5 higher than the previous day. The implied volatity was 22.77, the open interest changed by 94 which increased total open position to 117
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 17.1, which was -5.9 lower than the previous day. The implied volatity was 23.82, the open interest changed by 20 which increased total open position to 23
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 22.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May COALINDIA was trading at 454.05. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May COALINDIA was trading at 462.25. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May COALINDIA was trading at 463.05. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May COALINDIA was trading at 464.45. The strike last trading price was 22.85, which was 3.85 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May COALINDIA was trading at 456.40. The strike last trading price was 19, which was -13.65 lower than the previous day. The implied volatity was 23.1, 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
On 29 Apr COALINDIA was trading at 479.90. 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
| COALINDIA 30-Jun-2026 (16d) 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0
Theta: -0.14
Gamma: 0.01988
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 443.50 | 12.3 | 0.2 (1.65%) | 18.29 | 703 | 175 | 833 |
| 11 Jun | 446.20 | 12.3 | 2.3 (23.00%) | 19.15 | 751 | 28 | 662 |
| 10 Jun | 451.00 | 10.2 | 6.15 (151.85%) | 21.19 | 2,576 | 55 | 641 |
| 9 Jun | 466.90 | 4.2 | -1.05 (-20.00%) | 20.65 | 974 | 20 | 582 |
| 8 Jun | 464.90 | 5.35 | 1.8 (50.70%) | 22.02 | 566 | -5 | 562 |
| 5 Jun | 472.30 | 3.6 | 0.75 (26.32%) | 21.53 | 740 | -47 | 588 |
| 4 Jun | 481.65 | 2.8 | -1.35 (-32.53%) | 23.97 | 1,044 | -127 | 635 |
| 3 Jun | 472.30 | 4.05 | -0.55 (-11.96%) | 23.09 | 1,117 | 146 | 759 |
| 2 Jun | 472.15 | 4.65 | -0.3 (-6.06%) | 22.92 | 1,715 | 61 | 614 |
| 1 Jun | 472.60 | 4.8 | -4.45 (-48.11%) | 22.92 | 3,496 | -53 | 551 |
| 29 May | 457.90 | 8.85 | -3.3 (-27.16%) | 21.07 | 3,618 | -209 | 603 |
| 27 May | 463.05 | 11.05 | -4 (-26.58%) | 28.43 | 4,055 | -197 | 818 |
| 26 May | 458.15 | 17.1 | 5.3 (44.92%) | 32.88 | 3,188 | 855 | 1,020 |
| 25 May | 458.00 | 11.55 | -1.9 (-14.13%) | 25.1 | 424 | 16 | 164 |
| 22 May | 456.55 | 13.3 | 1.3 (10.83%) | 25.91 | 223 | 60 | 148 |
| 21 May | 460.20 | 12.6 | -2.4 (-16.00%) | 26.48 | 131 | 1 | 88 |
| 20 May | 458.70 | 15 | -1.65 (-9.91%) | 29.79 | 125 | 20 | 86 |
| 19 May | 456.95 | 17.15 | 1.65 (10.65%) | 30.61 | 103 | 63 | 65 |
| 18 May | 462.10 | 15.5 | -0.6 (-3.73%) | 31.67 | 2 | 0 | 0 |
| 15 May | 462.20 | 0 | -16.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 454.05 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 462.25 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 463.05 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 464.45 | 0 | -16.1 (-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 |
| 29 Apr | 479.90 | 0 | 0 | - | 0 | 0 | 0 |
For Coal India Ltd - strike price 455 expiring on 30JUN2026
Delta for 455 PE is -0.67
Historical price for 455 PE is as follows
On 12 Jun COALINDIA was trading at 443.50. The strike last trading price was 12.3, which was 0.2 higher than the previous day. The implied volatity was 18.29, the open interest changed by 175 which increased total open position to 833
On 11 Jun COALINDIA was trading at 446.20. The strike last trading price was 12.3, which was 2.3 higher than the previous day. The implied volatity was 19.15, the open interest changed by 28 which increased total open position to 662
On 10 Jun COALINDIA was trading at 451.00. The strike last trading price was 10.2, which was 6.15 higher than the previous day. The implied volatity was 21.19, the open interest changed by 55 which increased total open position to 641
On 9 Jun COALINDIA was trading at 466.90. The strike last trading price was 4.2, which was -1.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by 20 which increased total open position to 582
On 8 Jun COALINDIA was trading at 464.90. The strike last trading price was 5.35, which was 1.8 higher than the previous day. The implied volatity was 22.02, the open interest changed by -5 which decreased total open position to 562
On 5 Jun COALINDIA was trading at 472.30. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 21.53, the open interest changed by -47 which decreased total open position to 588
On 4 Jun COALINDIA was trading at 481.65. The strike last trading price was 2.8, which was -1.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by -127 which decreased total open position to 635
On 3 Jun COALINDIA was trading at 472.30. The strike last trading price was 4.05, which was -0.55 lower than the previous day. The implied volatity was 23.09, the open interest changed by 146 which increased total open position to 759
On 2 Jun COALINDIA was trading at 472.15. The strike last trading price was 4.65, which was -0.3 lower than the previous day. The implied volatity was 22.92, the open interest changed by 61 which increased total open position to 614
On 1 Jun COALINDIA was trading at 472.60. The strike last trading price was 4.8, which was -4.45 lower than the previous day. The implied volatity was 22.92, the open interest changed by -53 which decreased total open position to 551
On 29 May COALINDIA was trading at 457.90. The strike last trading price was 8.85, which was -3.3 lower than the previous day. The implied volatity was 21.07, the open interest changed by -209 which decreased total open position to 603
On 27 May COALINDIA was trading at 463.05. The strike last trading price was 11.05, which was -4 lower than the previous day. The implied volatity was 28.43, the open interest changed by -197 which decreased total open position to 818
On 26 May COALINDIA was trading at 458.15. The strike last trading price was 17.1, which was 5.3 higher than the previous day. The implied volatity was 32.88, the open interest changed by 855 which increased total open position to 1020
On 25 May COALINDIA was trading at 458.00. The strike last trading price was 11.55, which was -1.9 lower than the previous day. The implied volatity was 25.1, the open interest changed by 16 which increased total open position to 164
On 22 May COALINDIA was trading at 456.55. The strike last trading price was 13.3, which was 1.3 higher than the previous day. The implied volatity was 25.91, the open interest changed by 60 which increased total open position to 148
On 21 May COALINDIA was trading at 460.20. The strike last trading price was 12.6, which was -2.4 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 88
On 20 May COALINDIA was trading at 458.70. The strike last trading price was 15, which was -1.65 lower than the previous day. The implied volatity was 29.79, the open interest changed by 20 which increased total open position to 86
On 19 May COALINDIA was trading at 456.95. The strike last trading price was 17.15, which was 1.65 higher than the previous day. The implied volatity was 30.61, the open interest changed by 63 which increased total open position to 65
On 18 May COALINDIA was trading at 462.10. The strike last trading price was 15.5, which was -0.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 0
On 15 May COALINDIA was trading at 462.20. The strike last trading price was 0, which was -16.1 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 -16.1 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 -16.1 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 -16.1 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 -16.1 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
On 29 Apr COALINDIA was trading at 479.90. 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
