Call Option Chain of Coal India Ltd (COALINDIA) with Implied Volatility & Greeks

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Call Option Chain of Coal India Ltd (COALINDIA)

Birds's Eye

Futures And Options Analysis of Coal India Ltd

COALINDIA -Put Call Ratio

Spot Close : 385.35 Expiry date : Call Put Show All OHLC Show All Greeks

COALINDIA Option for Expiry Date 28/08/2025

Strike Price	Close / OHL	Change / Change %	Open Interest / Change	Contracts / % Change	Turnover (in Lac)	Implied Volatility	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
350.0	31.2 C: 31.2 O: 29.0 H: 32.2 L: 29.0	3.4 / 12.23 %	140.4 K / -28350	28 / 7.69	143.88	5.25	Short Covering	Bullish	7.48	11.18	1.2344 Delta: 1.2344 Theta: -0.06 Rho: 0.1431 Vega: 0.0 Gamma: 0.0
355.0	26.55 C: 26.55 O: 24.35 H: 27.25 L: 23.85	2.5 / 10.4 %	90.45 K / -28350	57 / 23.91	293.43	4.5	Short Covering	Bullish	6.7	8.53	0.7806 Delta: 0.7806 Theta: -0.07 Rho: 0.1696 Vega: 0.0 Gamma: 0.0
360.0	21.8 C: 21.8 O: 20.95 H: 22.55 L: 20.0	2.65 / 13.84 %	226.8 K / -39150	66 / -35.92	339.93	3.91	Short Covering	Bullish	6.18	11.97	0.9845 Delta: 0.9845 Theta: -0.06 Rho: 0.1549 Vega: 0.0 Gamma: 0.0
365.0	17.0 C: 17.0 O: 14.6 H: 17.8 L: 14.6	2.25 / 15.25 %	278.1 K / -33750	95 / -33.1	489.46	0.21	Short Covering	Bullish	3.29	12.72	0.0 Delta: 0.0 Theta: 0.0 Rho: 0.0 Vega: 0.0 Gamma: 0.0
370.0	12.75 C: 12.75 O: 10.9 H: 13.55 L: 10.8	2.05 / 19.16 %	1725.3 K / -151200	630 / -48.11	3249.79	2.07	Short Covering	Bullish	1.36	3.4	-1010.0352 Delta: -1010.0352 Theta: -62.93 Rho: 161.0973 Vega: 0.0 Gamma: 0.0
375.0	8.8 C: 8.8 O: 6.85 H: 9.55 L: 6.85	1.45 / 19.73 %	1480.95 K / -103950	997 / -51.46	5162.83	1.55	Short Covering	Bullish	1.01	1.3	7.355 Delta: 7.355 Theta: -0.24 Rho: 0.6103 Vega: 0.0 Gamma: 0.0
380.0	5.55 C: 5.55 O: 4.35 H: 6.15 L: 4.3	0.7 / 14.43 %	4483.35 K / -402300	5351 / -21.37	27845.06	0.1	Short Covering	Bullish	0.49	0.54	0.0 Delta: 0.0 Theta: 0.0 Rho: 0.0 Vega: 0.0 Gamma: 0.0
385.0	3.35 C: 3.35 O: 3.0 H: 3.75 L: 2.7	0.3 / 9.84 %	2150.55 K / 133650	5558 / 103.66	29141.54	8.08	Position Build Up	Bullish	0.44	0.19	0.5878 Delta: 0.5878 Theta: -0.12 Rho: 0.0978 Vega: 0.314 Gamma: 0.0597
390.0	1.95 C: 1.95 O: 1.75 H: 2.2 L: 1.7	0.1 / 5.41 %	2844.45 K / -197100	4067 / 81.97	21521.92	10.68	Short Covering	Bullish	0.64	0.15	0.343 Delta: 0.343 Theta: -0.12 Rho: 0.0571 Vega: 0.2966 Gamma: 0.0426
395.0	1.1 C: 1.1 O: 1.15 H: 1.3 L: 1.0	-0.05 / -4.35 %	3083.4 K / 218700	1432 / 65.55	7658.51	12.33	Short Build Up	Bearish	0.06	0.07	0.2004 Delta: 0.2004 Theta: -0.1 Rho: 0.0334 Vega: 0.2261 Gamma: 0.0282
400.0	0.75 C: 0.75 O: 0.8 H: 0.85 L: 0.65	0.0 / 0.0 %	6245.1 K / 171450	1743 / 43.57	9430.64	14.48	Short Build Up	Bearish	0.24	0.09	0.1299 Delta: 0.1299 Theta: -0.09 Rho: 0.0216 Vega: 0.1706 Gamma: 0.0181
405.0	0.45 C: 0.45 O: 0.45 H: 0.55 L: 0.4	0.0 / 0.0 %	1432.35 K / -140400	366 / 144.0	2003.6	15.75	Position UnWinding	Bearish	0.05	0.02	0.0793 Delta: 0.0793 Theta: -0.06 Rho: 0.0132 Vega: 0.1191 Gamma: 0.0116
410.0	0.3 C: 0.3 O: 0.35 H: 0.35 L: 0.25	0.0 / 0.0 %	1162.35 K / 203850	352 / 274.47	1949.8	17.23	Short Build Up	Bearish	0.18	0.03	0.052 Delta: 0.052 Theta: -0.05 Rho: 0.0087 Vega: 0.0859 Gamma: 0.0077
415.0	0.2 C: 0.2 O: 0.2 H: 0.25 L: 0.2	-0.1 / -33.33 %	611.55 K / -6750	42 / 223.08	235.42	18.54	Position UnWinding	Bearish	0.02	0.0	0.0343 Delta: 0.0343 Theta: -0.04 Rho: 0.0057 Vega: 0.0614 Gamma: 0.0051
420.0	0.15 C: 0.15 O: 0.2 H: 0.2 L: 0.15	-0.05 / -25.0 %	926.1 K / -12150	29 / -51.67	164.51	20.09	Position UnWinding	Bearish	0.27	0.48	0.0249 Delta: 0.0249 Theta: -0.03 Rho: 0.0041 Vega: 0.0469 Gamma: 0.0036
425.0	0.2 C: 0.2 O: 0.3 H: 0.3 L: 0.1	0.2 / 0.0 %	24.3 K / 24300	36 / 0.0	206.64	23.5	NA	NA	0.06	0.0	0.028 Delta: 0.028 Theta: -0.04 Rho: 0.0046 Vega: 0.0518 Gamma: 0.0034
430.0	0.2 C: 0.2 O: 0.1 H: 0.2 L: 0.1	0.0 / 0.0 %	241.65 K / -5400	14 / 180.0	81.3	25.87	Position UnWinding	Bearish	0.41	0.07	0.0257 Delta: 0.0257 Theta: -0.04 Rho: 0.0043 Vega: 0.0483 Gamma: 0.0029
435.0	0.1 C: 0.1 O: 0.1 H: 0.1 L: 0.1	-0.05 / -33.33 %	191.7 K / 0	22 / 214.29	129.22	25.47	Position UnWinding	Bearish	0.1	0.0	0.0141 Delta: 0.0141 Theta: -0.02 Rho: 0.0023 Vega: 0.0289 Gamma: 0.0017
440.0	0.1 C: 0.1 O: 0.1 H: 0.1 L: 0.1	-0.05 / -33.33 %	297.0 K / -116100	122 / -24.22	724.84	27.56	Position UnWinding	Bearish	0.58	0.0	0.0131 Delta: 0.0131 Theta: -0.02 Rho: 0.0022 Vega: 0.0272 Gamma: 0.0015
450.0	0.05 C: 0.05 O: 0.1 H: 0.1 L: 0.05	-0.05 / -50.0 %	842.4 K / -4050	219 / 7200.0	1330.57	29.06	Position UnWinding	Bearish	2.67	0.01	0.0067 Delta: 0.0067 Theta: -0.01 Rho: 0.0011 Vega: 0.0151 Gamma: 8.0E-4

Risk Free rate : 6.25 %, Dividend Yield : 0.0843 %