COALINDIA COAL INDIA LTD

COAL INDIA LTD — on this desk since 5 Aug 2011.

Prices before Thu 14 Feb 2019 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
2.7%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.04%
the future traded level with the share
option prices
36
dearer than 36 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—48.71051,3003701,01,25000.01—
—43.7301,35037544,55000.03—
—38.78028,3503807,03,350−79,6500.30long unwinding
—33.8804,0503851,51,200−4,0500.15long unwinding
long build-up29.07+1,35089,1003907,14,150−52,6500.45long unwinding
—24.4201,43,1003958,81,550−25,6500.65long unwinding
short covering19.05−4,02,30013,68,90040016,56,450−63,4501.00long unwinding
long build-up14.65+8,10024,74,55040515,44,400−1,29,6001.55long unwinding
short covering10.70−1,35022,19,40041014,29,650−6,7502.55long unwinding
short covering7.30−68,85012,90,60041516,51,050+4,02,3004.25short build-up
long unwinding4.75−3,34,80038,20,500420at the money15,83,550−62,1006.65long unwinding
long unwinding3.00−70,20035,24,85042517,01,000−39,1509.95long unwinding
short build-up1.85+1,01,25051,85,350wall430wall18,04,950−64,80013.65long unwinding
short build-up1.15+5,40018,63,0004353,29,400−18,90018.05long unwinding
long unwinding0.75−9,45028,90,3504405,37,300−1,35022.65long unwinding
long unwinding0.50−18,90011,58,30044535,100026.79—
long unwinding0.40−2,79,45025,04,2504507,16,850031.50—
long unwinding0.30−22,9502,09,2504559,450036.32—
long unwinding0.09−89,10013,24,35046049,950−4,05041.22long unwinding
long unwinding0.04−12,1501,79,55046525,650046.16—
—0.02−14,8507,77,6004701,59,300051.13—

The options were priced for a move of about 2.7% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 260 of 494 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 38% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.7% by 27 Oct; over the sessions the desk holds it ranged 0.9–6.8%.

Option prices were dearer than 36 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 27 Jul 2026: options priced about 2.0%; the share moved 4.0% by 28 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover2.7%0.04%
Wed 14 Octshort cover3.0%-0.08%
Tue 13 Octshort cover3.2%0.56%
Mon 12 Octshort build3.6%0.19%
Fri 9 Octlong build3.7%-0.01%
Thu 8 Octlong unwind4.3%-0.16%
Wed 7 Octshort cover4.1%0.10%
Tue 6 Octlong unwind4.4%0.19%
Mon 5 Octshort cover4.2%0.42%
Thu 1 Octlong unwind4.6%0.77%
Wed 30 Seplong unwind4.3%0.26%
Tue 29 Seplong build4.1%0.36%
Mon 28 Sepshort build4.3%0.66%
Fri 25 Sepshort cover0.9%-0.21%
Thu 24 Sepshort build1.3%0.02%
Wed 23 Seplong unwind1.5%-0.16%
Tue 22 Sepshort cover2.1%-0.06%
Mon 21 Sepshort cover1.9%-0.17%
Fri 18 Sepshort build2.3%0.76%
Thu 17 Seplong unwind2.3%0.31%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.