OIL
Oil India Ltd
Historical option data for OIL
08 Apr 2025 01:44 PM IST
| OIL 24APR2025 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.24
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 350.95 | 29 | 2.3 | 52.74 | 28 | -5 | 16 | |||
| 7 Apr | 343.25 | 26.75 | -26.25 | 60.50 | 180 | 20 | 20 | |||
| 4 Apr | 357.75 | 53 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 386.05 | 53 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 392.10 | 53 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 385.45 | 53 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 386.75 | 53 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 386.05 | 53 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 380.90 | 53 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 390.30 | 53 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 385.85 | 53 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 366.80 | 53 | 0 | - | 0 | 0 | 0 | |||
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| 7 Mar | 369.75 | 53 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 372.20 | 53 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 351.20 | 53 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 341.65 | 53 | 0 | - | 0 | 0 | 0 | |||
For Oil India Ltd - strike price 330 expiring on 24APR2025
Delta for 330 CE is 0.75
Historical price for 330 CE is as follows
On 8 Apr OIL was trading at 350.95. The strike last trading price was 29, which was 2.3 higher than the previous day. The implied volatity was 52.74, the open interest changed by -5 which decreased total open position to 16
On 7 Apr OIL was trading at 343.25. The strike last trading price was 26.75, which was -26.25 lower than the previous day. The implied volatity was 60.50, the open interest changed by 20 which increased total open position to 20
On 4 Apr OIL was trading at 357.75. The strike last trading price was 53, 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 Apr OIL was trading at 386.05. The strike last trading price was 53, 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 2 Apr OIL was trading at 392.10. The strike last trading price was 53, 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 53, 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 53, 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 53, 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 53, 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 53, 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 53, 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 12 Mar OIL was trading at 366.80. The strike last trading price was 53, 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 Mar OIL was trading at 369.75. The strike last trading price was 53, 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 Mar OIL was trading at 372.20. The strike last trading price was 53, 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 53, 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 53, 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 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.23
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 350.95 | 5.35 | -6.45 | 48.67 | 318 | 7 | 228 |
| 7 Apr | 343.25 | 11.9 | 8.15 | 65.23 | 869 | 156 | 222 |
| 4 Apr | 357.75 | 3.5 | 2.55 | 43.61 | 306 | 40 | 63 |
| 3 Apr | 386.05 | 0.95 | -0.1 | 43.69 | 31 | 9 | 19 |
| 2 Apr | 392.10 | 1.05 | -0.75 | 46.20 | 16 | 2 | 10 |
| 1 Apr | 385.45 | 1.8 | -0.05 | 48.26 | 7 | 5 | 6 |
| 28 Mar | 386.75 | 1.85 | -0.4 | 44.21 | 3 | 0 | 1 |
| 27 Mar | 386.05 | 2.25 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Mar | 380.90 | 2.25 | -11.25 | 44.92 | 1 | 0 | 0 |
| 25 Mar | 390.30 | 13.5 | 0 | 16.82 | 0 | 0 | 0 |
| 19 Mar | 385.85 | 13.5 | 0 | 14.42 | 0 | 0 | 0 |
| 12 Mar | 366.80 | 13.5 | 0 | 9.56 | 0 | 0 | 0 |
| 7 Mar | 369.75 | 13.5 | 0 | 9.69 | 0 | 0 | 0 |
| 6 Mar | 372.20 | 13.5 | 0 | 9.86 | 0 | 0 | 0 |
| 4 Mar | 351.20 | 13.5 | 0 | 6.27 | 0 | 0 | 0 |
| 3 Mar | 341.65 | 13.5 | 0 | 3.89 | 0 | 0 | 0 |
For Oil India Ltd - strike price 330 expiring on 24APR2025
Delta for 330 PE is -0.24
Historical price for 330 PE is as follows
On 8 Apr OIL was trading at 350.95. The strike last trading price was 5.35, which was -6.45 lower than the previous day. The implied volatity was 48.67, the open interest changed by 7 which increased total open position to 228
On 7 Apr OIL was trading at 343.25. The strike last trading price was 11.9, which was 8.15 higher than the previous day. The implied volatity was 65.23, the open interest changed by 156 which increased total open position to 222
On 4 Apr OIL was trading at 357.75. The strike last trading price was 3.5, which was 2.55 higher than the previous day. The implied volatity was 43.61, the open interest changed by 40 which increased total open position to 63
On 3 Apr OIL was trading at 386.05. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 43.69, the open interest changed by 9 which increased total open position to 19
On 2 Apr OIL was trading at 392.10. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 46.20, the open interest changed by 2 which increased total open position to 10
On 1 Apr OIL was trading at 385.45. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 48.26, the open interest changed by 5 which increased total open position to 6
On 28 Mar OIL was trading at 386.75. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 44.21, the open interest changed by 0 which decreased total open position to 1
On 27 Mar OIL was trading at 386.05. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Mar OIL was trading at 380.90. The strike last trading price was 2.25, which was -11.25 lower than the previous day. The implied volatity was 44.92, 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 13.5, which was 0 lower than the previous day. The implied volatity was 16.82, 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 13.5, which was 0 lower than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 0
On 12 Mar OIL was trading at 366.80. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0
On 7 Mar OIL was trading at 369.75. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 9.69, the open interest changed by 0 which decreased total open position to 0
On 6 Mar OIL was trading at 372.20. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 9.86, 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 13.5, which was 0 lower than the previous day. The implied volatity was 6.27, 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 13.5, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
