OIL
Oil India Ltd
Historical option data for OIL
09 Apr 2025 01:14 PM IST
| OIL 24APR2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 0.28
Theta: -0.53
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 347.15 | 13.9 | -2.6 | 51.91 | 400 | 54 | 193 | |||
| 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 | |||
| 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 0.50
Historical price for 350 CE is as follows
On 9 Apr OIL was trading at 347.15. The strike last trading price was 13.9, which was -2.6 lower than the previous day. The implied volatity was 51.91, the open interest changed by 54 which increased total open position to 193
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.28
Theta: -0.44
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 347.15 | 15.6 | 3.35 | 52.60 | 270 | 46 | 200 |
| 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 -0.49
Historical price for 350 PE is as follows
On 9 Apr OIL was trading at 347.15. The strike last trading price was 15.6, which was 3.35 higher than the previous day. The implied volatity was 52.60, the open interest changed by 46 which increased total open position to 200
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
