OIL
Oil India Ltd
Historical option data for OIL
17 Apr 2025 04:13 PM IST
| OIL 24APR2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.10
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 384.40 | 36.35 | 6.1 | 57.55 | 32 | 7 | 80 | |||
| 16 Apr | 378.30 | 30 | 10.15 | 43.48 | 109 | -37 | 72 | |||
| 15 Apr | 365.95 | 21.4 | 4.5 | 44.56 | 64 | -3 | 109 | |||
| 11 Apr | 358.90 | 16.25 | 0.2 | 42.94 | 316 | -67 | 112 | |||
| 9 Apr | 349.65 | 16.75 | 0.25 | 53.46 | 622 | 41 | 180 | |||
| 8 Apr | 353.45 | 16.5 | 0.75 | 45.31 | 573 | 22 | 137 | |||
| 7 Apr | 343.25 | 15.55 | -2.45 | 58.27 | 690 | 61 | 112 | |||
| 4 Apr | 357.75 | 18.5 | -19.1 | 35.27 | 130 | 3 | 50 | |||
| 3 Apr | 386.05 | 37.6 | -8.55 | - | 18 | 11 | 45 | |||
| 2 Apr | 392.10 | 47.4 | 5.7 | 49.81 | 20 | 4 | 34 | |||
| 1 Apr | 385.45 | 41.5 | -0.9 | 43.17 | 26 | 8 | 24 | |||
| 28 Mar | 386.75 | 42.4 | -1.75 | 47.16 | 14 | 3 | 16 | |||
| 27 Mar | 386.05 | 44.15 | 4.5 | 47.91 | 18 | 10 | 13 | |||
| 26 Mar | 380.90 | 39.65 | -9.85 | 36.01 | 2 | 0 | 1 | |||
| 25 Mar | 390.30 | 49.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 398.10 | 49.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Mar | 393.60 | 49.5 | 8.65 | 39.29 | 1 | 0 | 0 | |||
| 20 Mar | 391.30 | 40.85 | 0 | - | 0 | 0 | 0 | |||
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| 19 Mar | 385.85 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 385.80 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 378.15 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 375.50 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 366.80 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 369.75 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 372.20 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 351.20 | 40.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 341.65 | 40.85 | 0 | 0.93 | 0 | 0 | 0 | |||
For Oil India Ltd - strike price 350 expiring on 24APR2025
Delta for 350 CE is 0.89
Historical price for 350 CE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 36.35, which was 6.1 higher than the previous day. The implied volatity was 57.55, the open interest changed by 7 which increased total open position to 80
On 16 Apr OIL was trading at 378.30. The strike last trading price was 30, which was 10.15 higher than the previous day. The implied volatity was 43.48, the open interest changed by -37 which decreased total open position to 72
On 15 Apr OIL was trading at 365.95. The strike last trading price was 21.4, which was 4.5 higher than the previous day. The implied volatity was 44.56, the open interest changed by -3 which decreased total open position to 109
On 11 Apr OIL was trading at 358.90. The strike last trading price was 16.25, which was 0.2 higher than the previous day. The implied volatity was 42.94, the open interest changed by -67 which decreased total open position to 112
On 9 Apr OIL was trading at 349.65. The strike last trading price was 16.75, which was 0.25 higher than the previous day. The implied volatity was 53.46, the open interest changed by 41 which increased total open position to 180
On 8 Apr OIL was trading at 353.45. The strike last trading price was 16.5, which was 0.75 higher than the previous day. The implied volatity was 45.31, the open interest changed by 22 which increased total open position to 137
On 7 Apr OIL was trading at 343.25. The strike last trading price was 15.55, which was -2.45 lower than the previous day. The implied volatity was 58.27, the open interest changed by 61 which increased total open position to 112
On 4 Apr OIL was trading at 357.75. The strike last trading price was 18.5, which was -19.1 lower than the previous day. The implied volatity was 35.27, the open interest changed by 3 which increased total open position to 50
On 3 Apr OIL was trading at 386.05. The strike last trading price was 37.6, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 45
On 2 Apr OIL was trading at 392.10. The strike last trading price was 47.4, which was 5.7 higher than the previous day. The implied volatity was 49.81, the open interest changed by 4 which increased total open position to 34
On 1 Apr OIL was trading at 385.45. The strike last trading price was 41.5, which was -0.9 lower than the previous day. The implied volatity was 43.17, the open interest changed by 8 which increased total open position to 24
On 28 Mar OIL was trading at 386.75. The strike last trading price was 42.4, which was -1.75 lower than the previous day. The implied volatity was 47.16, the open interest changed by 3 which increased total open position to 16
On 27 Mar OIL was trading at 386.05. The strike last trading price was 44.15, which was 4.5 higher than the previous day. The implied volatity was 47.91, the open interest changed by 10 which increased total open position to 13
On 26 Mar OIL was trading at 380.90. The strike last trading price was 39.65, which was -9.85 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 1
On 25 Mar OIL was trading at 390.30. The strike last trading price was 49.5, 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 24 Mar OIL was trading at 398.10. The strike last trading price was 49.5, 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 21 Mar OIL was trading at 393.60. The strike last trading price was 49.5, which was 8.65 higher than the previous day. The implied volatity was 39.29, the open interest changed by 0 which decreased total open position to 0
On 20 Mar OIL was trading at 391.30. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar OIL was trading at 385.85. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar OIL was trading at 385.80. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar OIL was trading at 378.15. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar OIL was trading at 375.50. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar OIL was trading at 366.80. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar OIL was trading at 369.75. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar OIL was trading at 372.20. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar OIL was trading at 351.20. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar OIL was trading at 341.65. The strike last trading price was 40.85, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
| OIL 24APR2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.07
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 384.40 | 0.8 | -0.45 | 47.36 | 207 | 3 | 276 |
| 16 Apr | 378.30 | 1.35 | -2.35 | 44.61 | 352 | -7 | 276 |
| 15 Apr | 365.95 | 2.75 | -5.3 | 40.19 | 435 | 99 | 282 |
| 11 Apr | 358.90 | 8.25 | -6.7 | 45.47 | 283 | -5 | 183 |
| 9 Apr | 349.65 | 14.2 | 1.95 | 55.54 | 378 | 35 | 189 |
| 8 Apr | 353.45 | 11.7 | -9.15 | 49.40 | 348 | 3 | 153 |
| 7 Apr | 343.25 | 20.7 | 11.2 | 62.91 | 323 | 1 | 150 |
| 4 Apr | 357.75 | 9.3 | 6.55 | 43.72 | 754 | 31 | 156 |
| 3 Apr | 386.05 | 2.55 | -0.05 | 40.49 | 109 | 2 | 127 |
| 2 Apr | 392.10 | 2.8 | -1.2 | 43.99 | 240 | 41 | 125 |
| 1 Apr | 385.45 | 4.1 | -0.95 | 45.28 | 182 | 7 | 83 |
| 28 Mar | 386.75 | 5.25 | 0.1 | 45.18 | 179 | 46 | 76 |
| 27 Mar | 386.05 | 5.15 | -0.5 | 45.07 | 25 | 1 | 22 |
| 26 Mar | 380.90 | 5.45 | 1.3 | 44.22 | 25 | 5 | 23 |
| 25 Mar | 390.30 | 4.1 | 1.3 | 42.05 | 48 | 10 | 18 |
| 24 Mar | 398.10 | 2.8 | -0.7 | 41.10 | 3 | 0 | 9 |
| 21 Mar | 393.60 | 3.5 | -1.55 | 39.68 | 4 | 1 | 9 |
| 20 Mar | 391.30 | 5.05 | -2.9 | 43.56 | 4 | 0 | 8 |
| 19 Mar | 385.85 | 7.95 | 0 | 0.00 | 0 | 4 | 0 |
| 18 Mar | 385.80 | 7.95 | -0.2 | 47.59 | 5 | 3 | 7 |
| 17 Mar | 378.15 | 7.9 | -0.1 | 42.88 | 15 | 3 | 7 |
| 13 Mar | 375.50 | 8 | -13.1 | 39.48 | 4 | 1 | 1 |
| 12 Mar | 366.80 | 21.1 | 0 | 5.13 | 0 | 0 | 0 |
| 7 Mar | 369.75 | 21.1 | 0 | 5.54 | 0 | 0 | 0 |
| 6 Mar | 372.20 | 21.1 | 0 | 5.78 | 0 | 0 | 0 |
| 4 Mar | 351.20 | 21.1 | 0 | 1.76 | 0 | 0 | 0 |
| 3 Mar | 341.65 | 21.1 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 350 expiring on 24APR2025
Delta for 350 PE is -0.07
Historical price for 350 PE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 47.36, the open interest changed by 3 which increased total open position to 276
On 16 Apr OIL was trading at 378.30. The strike last trading price was 1.35, which was -2.35 lower than the previous day. The implied volatity was 44.61, the open interest changed by -7 which decreased total open position to 276
On 15 Apr OIL was trading at 365.95. The strike last trading price was 2.75, which was -5.3 lower than the previous day. The implied volatity was 40.19, the open interest changed by 99 which increased total open position to 282
On 11 Apr OIL was trading at 358.90. The strike last trading price was 8.25, which was -6.7 lower than the previous day. The implied volatity was 45.47, the open interest changed by -5 which decreased total open position to 183
On 9 Apr OIL was trading at 349.65. The strike last trading price was 14.2, which was 1.95 higher than the previous day. The implied volatity was 55.54, the open interest changed by 35 which increased total open position to 189
On 8 Apr OIL was trading at 353.45. The strike last trading price was 11.7, which was -9.15 lower than the previous day. The implied volatity was 49.40, the open interest changed by 3 which increased total open position to 153
On 7 Apr OIL was trading at 343.25. The strike last trading price was 20.7, which was 11.2 higher than the previous day. The implied volatity was 62.91, the open interest changed by 1 which increased total open position to 150
On 4 Apr OIL was trading at 357.75. The strike last trading price was 9.3, which was 6.55 higher than the previous day. The implied volatity was 43.72, the open interest changed by 31 which increased total open position to 156
On 3 Apr OIL was trading at 386.05. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 40.49, the open interest changed by 2 which increased total open position to 127
On 2 Apr OIL was trading at 392.10. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 43.99, the open interest changed by 41 which increased total open position to 125
On 1 Apr OIL was trading at 385.45. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 45.28, the open interest changed by 7 which increased total open position to 83
On 28 Mar OIL was trading at 386.75. The strike last trading price was 5.25, which was 0.1 higher than the previous day. The implied volatity was 45.18, the open interest changed by 46 which increased total open position to 76
On 27 Mar OIL was trading at 386.05. The strike last trading price was 5.15, which was -0.5 lower than the previous day. The implied volatity was 45.07, the open interest changed by 1 which increased total open position to 22
On 26 Mar OIL was trading at 380.90. The strike last trading price was 5.45, which was 1.3 higher than the previous day. The implied volatity was 44.22, the open interest changed by 5 which increased total open position to 23
On 25 Mar OIL was trading at 390.30. The strike last trading price was 4.1, which was 1.3 higher than the previous day. The implied volatity was 42.05, the open interest changed by 10 which increased total open position to 18
On 24 Mar OIL was trading at 398.10. The strike last trading price was 2.8, which was -0.7 lower than the previous day. The implied volatity was 41.10, the open interest changed by 0 which decreased total open position to 9
On 21 Mar OIL was trading at 393.60. The strike last trading price was 3.5, which was -1.55 lower than the previous day. The implied volatity was 39.68, the open interest changed by 1 which increased total open position to 9
On 20 Mar OIL was trading at 391.30. The strike last trading price was 5.05, which was -2.9 lower than the previous day. The implied volatity was 43.56, the open interest changed by 0 which decreased total open position to 8
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 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Mar OIL was trading at 385.80. The strike last trading price was 7.95, which was -0.2 lower than the previous day. The implied volatity was 47.59, the open interest changed by 3 which increased total open position to 7
On 17 Mar OIL was trading at 378.15. The strike last trading price was 7.9, which was -0.1 lower than the previous day. The implied volatity was 42.88, the open interest changed by 3 which increased total open position to 7
On 13 Mar OIL was trading at 375.50. The strike last trading price was 8, which was -13.1 lower than the previous day. The implied volatity was 39.48, the open interest changed by 1 which increased total open position to 1
On 12 Mar OIL was trading at 366.80. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 5.13, 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 21.1, which was 0 lower than the previous day. The implied volatity was 5.54, 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 21.1, which was 0 lower than the previous day. The implied volatity was 5.78, 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 21.1, which was 0 lower than the previous day. The implied volatity was 1.76, 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 21.1, 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
