OIL
Oil India Ltd
Historical option data for OIL
11 Apr 2025 04:13 PM IST
OIL 24APR2025 310 CE | ||||||||||
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Delta: 0.87
Vega: 0.14
Theta: -0.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 358.90 | 51.8 | 8.25 | 72.28 | 10 | -5 | 8 | |||
9 Apr | 349.65 | 43.55 | 2.85 | 39.56 | 11 | 0 | 14 | |||
8 Apr | 353.45 | 40.55 | -0.15 | 0.00 | 0 | 13 | 0 | |||
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7 Apr | 343.25 | 40.55 | -9.05 | 59.47 | 27 | 11 | 12 | |||
4 Apr | 357.75 | 49.6 | -17.65 | - | 1 | 0 | 0 | |||
2 Apr | 392.10 | 67.25 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 385.45 | 67.25 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 386.75 | 67.25 | 0 | - | 0 | 0 | 0 | |||
27 Mar | 386.05 | 67.25 | 0 | - | 0 | 0 | 0 | |||
26 Mar | 380.90 | 67.25 | 0 | - | 0 | 0 | 0 | |||
25 Mar | 390.30 | 67.25 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 385.85 | 67.25 | 0 | - | 0 | 0 | 0 | |||
4 Mar | 351.20 | 67.25 | 0 | - | 0 | 0 | 0 | |||
3 Mar | 341.65 | 67.25 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 310 expiring on 24APR2025
Delta for 310 CE is 0.87
Historical price for 310 CE is as follows
On 11 Apr OIL was trading at 358.90. The strike last trading price was 51.8, which was 8.25 higher than the previous day. The implied volatity was 72.28, the open interest changed by -5 which decreased total open position to 8
On 9 Apr OIL was trading at 349.65. The strike last trading price was 43.55, which was 2.85 higher than the previous day. The implied volatity was 39.56, the open interest changed by 0 which decreased total open position to 14
On 8 Apr OIL was trading at 353.45. The strike last trading price was 40.55, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 7 Apr OIL was trading at 343.25. The strike last trading price was 40.55, which was -9.05 lower than the previous day. The implied volatity was 59.47, the open interest changed by 11 which increased total open position to 12
On 4 Apr OIL was trading at 357.75. The strike last trading price was 49.6, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr OIL was trading at 392.10. The strike last trading price was 67.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr OIL was trading at 385.45. The strike last trading price was 67.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar OIL was trading at 386.75. The strike last trading price was 67.25, 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 27 Mar OIL was trading at 386.05. The strike last trading price was 67.25, 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 26 Mar OIL was trading at 380.90. The strike last trading price was 67.25, 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 25 Mar OIL was trading at 390.30. The strike last trading price was 67.25, 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 19 Mar OIL was trading at 385.85. The strike last trading price was 67.25, 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 Mar OIL was trading at 351.20. The strike last trading price was 67.25, 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 3 Mar OIL was trading at 341.65. The strike last trading price was 67.25, 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
OIL 24APR2025 310 PE | |||||||
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Delta: -0.07
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 358.90 | 1.3 | -1.8 | 55.54 | 24 | 7 | 83 |
9 Apr | 349.65 | 3.1 | 0.65 | 61.28 | 37 | 6 | 76 |
8 Apr | 353.45 | 2.4 | -4.05 | 56.99 | 153 | -8 | 81 |
7 Apr | 343.25 | 6.1 | 4.85 | 67.35 | 616 | 8 | 87 |
4 Apr | 357.75 | 1.1 | 0.15 | 44.98 | 204 | 69 | 78 |
2 Apr | 392.10 | 0.95 | 0 | 0.00 | 0 | 0 | 0 |
1 Apr | 385.45 | 0.95 | 0 | 54.07 | 2 | 6 | 9 |
28 Mar | 386.75 | 0.95 | -1.05 | 49.35 | 7 | 0 | 3 |
27 Mar | 386.05 | 3 | 1.95 | 64.64 | 9 | -5 | 2 |
26 Mar | 380.90 | 1.05 | -6.9 | 48.56 | 14 | 8 | 8 |
25 Mar | 390.30 | 7.95 | 0 | 21.38 | 0 | 0 | 0 |
19 Mar | 385.85 | 7.95 | 0 | 20.23 | 0 | 0 | 0 |
4 Mar | 351.20 | 7.95 | 0 | 10.43 | 0 | 0 | 0 |
3 Mar | 341.65 | 7.95 | 0 | 8.36 | 0 | 0 | 0 |
For Oil India Ltd - strike price 310 expiring on 24APR2025
Delta for 310 PE is -0.07
Historical price for 310 PE is as follows
On 11 Apr OIL was trading at 358.90. The strike last trading price was 1.3, which was -1.8 lower than the previous day. The implied volatity was 55.54, the open interest changed by 7 which increased total open position to 83
On 9 Apr OIL was trading at 349.65. The strike last trading price was 3.1, which was 0.65 higher than the previous day. The implied volatity was 61.28, the open interest changed by 6 which increased total open position to 76
On 8 Apr OIL was trading at 353.45. The strike last trading price was 2.4, which was -4.05 lower than the previous day. The implied volatity was 56.99, the open interest changed by -8 which decreased total open position to 81
On 7 Apr OIL was trading at 343.25. The strike last trading price was 6.1, which was 4.85 higher than the previous day. The implied volatity was 67.35, the open interest changed by 8 which increased total open position to 87
On 4 Apr OIL was trading at 357.75. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 44.98, the open interest changed by 69 which increased total open position to 78
On 2 Apr OIL was trading at 392.10. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr OIL was trading at 385.45. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 54.07, the open interest changed by 6 which increased total open position to 9
On 28 Mar OIL was trading at 386.75. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 49.35, the open interest changed by 0 which decreased total open position to 3
On 27 Mar OIL was trading at 386.05. The strike last trading price was 3, which was 1.95 higher than the previous day. The implied volatity was 64.64, the open interest changed by -5 which decreased total open position to 2
On 26 Mar OIL was trading at 380.90. The strike last trading price was 1.05, which was -6.9 lower than the previous day. The implied volatity was 48.56, the open interest changed by 8 which increased total open position to 8
On 25 Mar OIL was trading at 390.30. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 0
On 19 Mar OIL was trading at 385.85. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 0
On 4 Mar OIL was trading at 351.20. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 0
On 3 Mar OIL was trading at 341.65. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 8.36, the open interest changed by 0 which decreased total open position to 0