OIL
Oil India Ltd
Historical option data for OIL
17 Apr 2025 04:13 PM IST
| OIL 24APR2025 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.15
Theta: -0.46
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 384.40 | 16.9 | 3.75 | 35.13 | 154 | -3 | 256 | |||
| 16 Apr | 378.30 | 12.6 | 5.65 | 33.42 | 1,181 | -24 | 260 | |||
| 15 Apr | 365.95 | 7.55 | 0.05 | 37.00 | 505 | 77 | 293 | |||
| 11 Apr | 358.90 | 6.85 | -1.15 | 42.57 | 314 | 1 | 216 | |||
| 9 Apr | 349.65 | 8.4 | 0.15 | 52.76 | 477 | 11 | 213 | |||
| 8 Apr | 353.45 | 8.15 | -0.55 | 46.50 | 279 | 28 | 206 | |||
| 7 Apr | 343.25 | 8.7 | 0 | 59.15 | 975 | 45 | 181 | |||
| 4 Apr | 357.75 | 9 | -15.05 | 37.18 | 866 | 114 | 136 | |||
| 3 Apr | 386.05 | 24.15 | -3.45 | 35.53 | 27 | 5 | 22 | |||
| 2 Apr | 392.10 | 27.6 | 0.6 | 33.69 | 45 | 4 | 17 | |||
| 1 Apr | 385.45 | 27 | -2 | 43.61 | 2 | 0 | 13 | |||
| 28 Mar | 386.75 | 29 | -4.1 | 47.90 | 20 | 12 | 13 | |||
| 27 Mar | 386.05 | 33.1 | 2.35 | 54.83 | 1 | 0 | 0 | |||
| 26 Mar | 380.90 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 390.30 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 398.10 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 393.60 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 391.30 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 385.85 | 30.75 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Mar | 385.80 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 378.15 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 375.50 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 366.80 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 369.75 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 372.20 | 30.75 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 351.20 | 30.75 | 0 | 2.88 | 0 | 0 | 0 | |||
| 3 Mar | 341.65 | 30.75 | 0 | 5.19 | 0 | 0 | 0 | |||
For Oil India Ltd - strike price 370 expiring on 24APR2025
Delta for 370 CE is 0.80
Historical price for 370 CE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 16.9, which was 3.75 higher than the previous day. The implied volatity was 35.13, the open interest changed by -3 which decreased total open position to 256
On 16 Apr OIL was trading at 378.30. The strike last trading price was 12.6, which was 5.65 higher than the previous day. The implied volatity was 33.42, the open interest changed by -24 which decreased total open position to 260
On 15 Apr OIL was trading at 365.95. The strike last trading price was 7.55, which was 0.05 higher than the previous day. The implied volatity was 37.00, the open interest changed by 77 which increased total open position to 293
On 11 Apr OIL was trading at 358.90. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 42.57, the open interest changed by 1 which increased total open position to 216
On 9 Apr OIL was trading at 349.65. The strike last trading price was 8.4, which was 0.15 higher than the previous day. The implied volatity was 52.76, the open interest changed by 11 which increased total open position to 213
On 8 Apr OIL was trading at 353.45. The strike last trading price was 8.15, which was -0.55 lower than the previous day. The implied volatity was 46.50, the open interest changed by 28 which increased total open position to 206
On 7 Apr OIL was trading at 343.25. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 59.15, the open interest changed by 45 which increased total open position to 181
On 4 Apr OIL was trading at 357.75. The strike last trading price was 9, which was -15.05 lower than the previous day. The implied volatity was 37.18, the open interest changed by 114 which increased total open position to 136
On 3 Apr OIL was trading at 386.05. The strike last trading price was 24.15, which was -3.45 lower than the previous day. The implied volatity was 35.53, the open interest changed by 5 which increased total open position to 22
On 2 Apr OIL was trading at 392.10. The strike last trading price was 27.6, which was 0.6 higher than the previous day. The implied volatity was 33.69, the open interest changed by 4 which increased total open position to 17
On 1 Apr OIL was trading at 385.45. The strike last trading price was 27, which was -2 lower than the previous day. The implied volatity was 43.61, the open interest changed by 0 which decreased total open position to 13
On 28 Mar OIL was trading at 386.75. The strike last trading price was 29, which was -4.1 lower than the previous day. The implied volatity was 47.90, the open interest changed by 12 which increased total open position to 13
On 27 Mar OIL was trading at 386.05. The strike last trading price was 33.1, which was 2.35 higher than the previous day. The implied volatity was 54.83, 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 30.75, 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 30.75, 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 24 Mar OIL was trading at 398.10. The strike last trading price was 30.75, 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 21 Mar OIL was trading at 393.60. The strike last trading price was 30.75, 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 20 Mar OIL was trading at 391.30. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, which was 0 lower than the previous day. The implied volatity was 2.88, 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 30.75, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
| OIL 24APR2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.15
Theta: -0.36
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 384.40 | 2.25 | -2.2 | 35.52 | 221 | 36 | 218 |
| 16 Apr | 378.30 | 4.35 | -6.1 | 36.24 | 450 | 10 | 182 |
| 15 Apr | 365.95 | 9.15 | -9.4 | 35.09 | 117 | 38 | 171 |
| 11 Apr | 358.90 | 19.1 | -6.85 | 46.36 | 107 | -4 | 133 |
| 9 Apr | 349.65 | 25.95 | 1.75 | 55.65 | 32 | 6 | 135 |
| 8 Apr | 353.45 | 24.2 | -9.4 | 54.02 | 30 | -5 | 129 |
| 7 Apr | 343.25 | 34.95 | 14.9 | 68.59 | 80 | -19 | 132 |
| 4 Apr | 357.75 | 19.6 | 12.5 | 44.81 | 1,047 | 43 | 158 |
| 3 Apr | 386.05 | 6.8 | 0.4 | 39.31 | 142 | -12 | 116 |
| 2 Apr | 392.10 | 6.65 | -2.1 | 42.19 | 259 | 52 | 129 |
| 1 Apr | 385.45 | 8.7 | -1.5 | 42.80 | 69 | 14 | 78 |
| 28 Mar | 386.75 | 10.75 | -0.05 | 43.91 | 123 | 31 | 64 |
| 27 Mar | 386.05 | 10 | -1.25 | 42.95 | 43 | 3 | 34 |
| 26 Mar | 380.90 | 10.9 | 0.9 | 42.69 | 86 | 25 | 32 |
| 25 Mar | 390.30 | 10 | 3.3 | 44.00 | 9 | 2 | 6 |
| 24 Mar | 398.10 | 6.7 | 0.8 | 40.64 | 8 | 4 | 5 |
| 21 Mar | 393.60 | 5.9 | -24.9 | 33.92 | 1 | 0 | 0 |
| 20 Mar | 391.30 | 30.8 | 0 | 6.14 | 0 | 0 | 0 |
| 19 Mar | 385.85 | 30.8 | 0 | 4.90 | 0 | 0 | 0 |
| 18 Mar | 385.80 | 30.8 | 0 | 4.69 | 0 | 0 | 0 |
| 17 Mar | 378.15 | 30.8 | 0 | 3.12 | 0 | 0 | 0 |
| 13 Mar | 375.50 | 30.8 | 0 | 2.37 | 0 | 0 | 0 |
| 12 Mar | 366.80 | 30.8 | 0 | 0.39 | 0 | 0 | 0 |
| 7 Mar | 369.75 | 30.8 | 0 | 1.15 | 0 | 0 | 0 |
| 6 Mar | 372.20 | 30.8 | 0 | 1.51 | 0 | 0 | 0 |
| 4 Mar | 351.20 | 30.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 341.65 | 30.8 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 370 expiring on 24APR2025
Delta for 370 PE is -0.21
Historical price for 370 PE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 2.25, which was -2.2 lower than the previous day. The implied volatity was 35.52, the open interest changed by 36 which increased total open position to 218
On 16 Apr OIL was trading at 378.30. The strike last trading price was 4.35, which was -6.1 lower than the previous day. The implied volatity was 36.24, the open interest changed by 10 which increased total open position to 182
On 15 Apr OIL was trading at 365.95. The strike last trading price was 9.15, which was -9.4 lower than the previous day. The implied volatity was 35.09, the open interest changed by 38 which increased total open position to 171
On 11 Apr OIL was trading at 358.90. The strike last trading price was 19.1, which was -6.85 lower than the previous day. The implied volatity was 46.36, the open interest changed by -4 which decreased total open position to 133
On 9 Apr OIL was trading at 349.65. The strike last trading price was 25.95, which was 1.75 higher than the previous day. The implied volatity was 55.65, the open interest changed by 6 which increased total open position to 135
On 8 Apr OIL was trading at 353.45. The strike last trading price was 24.2, which was -9.4 lower than the previous day. The implied volatity was 54.02, the open interest changed by -5 which decreased total open position to 129
On 7 Apr OIL was trading at 343.25. The strike last trading price was 34.95, which was 14.9 higher than the previous day. The implied volatity was 68.59, the open interest changed by -19 which decreased total open position to 132
On 4 Apr OIL was trading at 357.75. The strike last trading price was 19.6, which was 12.5 higher than the previous day. The implied volatity was 44.81, the open interest changed by 43 which increased total open position to 158
On 3 Apr OIL was trading at 386.05. The strike last trading price was 6.8, which was 0.4 higher than the previous day. The implied volatity was 39.31, the open interest changed by -12 which decreased total open position to 116
On 2 Apr OIL was trading at 392.10. The strike last trading price was 6.65, which was -2.1 lower than the previous day. The implied volatity was 42.19, the open interest changed by 52 which increased total open position to 129
On 1 Apr OIL was trading at 385.45. The strike last trading price was 8.7, which was -1.5 lower than the previous day. The implied volatity was 42.80, the open interest changed by 14 which increased total open position to 78
On 28 Mar OIL was trading at 386.75. The strike last trading price was 10.75, which was -0.05 lower than the previous day. The implied volatity was 43.91, the open interest changed by 31 which increased total open position to 64
On 27 Mar OIL was trading at 386.05. The strike last trading price was 10, which was -1.25 lower than the previous day. The implied volatity was 42.95, the open interest changed by 3 which increased total open position to 34
On 26 Mar OIL was trading at 380.90. The strike last trading price was 10.9, which was 0.9 higher than the previous day. The implied volatity was 42.69, the open interest changed by 25 which increased total open position to 32
On 25 Mar OIL was trading at 390.30. The strike last trading price was 10, which was 3.3 higher than the previous day. The implied volatity was 44.00, the open interest changed by 2 which increased total open position to 6
On 24 Mar OIL was trading at 398.10. The strike last trading price was 6.7, which was 0.8 higher than the previous day. The implied volatity was 40.64, the open interest changed by 4 which increased total open position to 5
On 21 Mar OIL was trading at 393.60. The strike last trading price was 5.9, which was -24.9 lower than the previous day. The implied volatity was 33.92, 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 30.8, which was 0 lower than the previous day. The implied volatity was 6.14, 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 30.8, which was 0 lower than the previous day. The implied volatity was 4.90, 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 30.8, which was 0 lower than the previous day. The implied volatity was 4.69, 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 30.8, which was 0 lower than the previous day. The implied volatity was 3.12, 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 30.8, which was 0 lower than the previous day. The implied volatity was 2.37, 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 30.8, which was 0 lower than the previous day. The implied volatity was 0.39, 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 30.8, which was 0 lower than the previous day. The implied volatity was 1.15, 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 30.8, which was 0 lower than the previous day. The implied volatity was 1.51, 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 30.8, 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 30.8, 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
