OIL
Oil India Ltd
Historical option data for OIL
17 Apr 2025 04:13 PM IST
| OIL 24APR2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.20
Theta: -0.50
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 384.40 | 4.5 | 0.8 | 31.87 | 809 | -17 | 326 | |||
| 16 Apr | 378.30 | 3.6 | 2 | 35.16 | 788 | -21 | 343 | |||
| 15 Apr | 365.95 | 1.8 | -1.15 | 36.83 | 309 | -17 | 364 | |||
| 11 Apr | 358.90 | 2.7 | -0.75 | 44.96 | 283 | -12 | 381 | |||
| 9 Apr | 349.65 | 3.7 | -0.15 | 52.41 | 363 | -28 | 396 | |||
| 8 Apr | 353.45 | 3.7 | -0.75 | 48.05 | 437 | 12 | 437 | |||
| 7 Apr | 343.25 | 4.35 | 0.5 | 58.87 | 891 | 39 | 429 | |||
| 4 Apr | 357.75 | 3.95 | -8.7 | 38.97 | 1,265 | 110 | 393 | |||
| 3 Apr | 386.05 | 12.85 | -4.05 | 36.51 | 388 | 47 | 284 | |||
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| 2 Apr | 392.10 | 16.45 | 1.35 | 38.24 | 428 | 0 | 237 | |||
| 1 Apr | 385.45 | 14.95 | -1.85 | 40.98 | 440 | 13 | 237 | |||
| 28 Mar | 386.75 | 16 | -3.65 | 41.90 | 643 | 92 | 224 | |||
| 27 Mar | 386.05 | 20 | 4.55 | 48.66 | 318 | 40 | 131 | |||
| 26 Mar | 380.90 | 15.95 | -4.8 | 40.43 | 78 | 29 | 92 | |||
| 25 Mar | 390.30 | 20.75 | -4.8 | 44.35 | 91 | 46 | 63 | |||
| 24 Mar | 398.10 | 25.55 | 2.55 | 43.14 | 11 | -3 | 17 | |||
| 21 Mar | 393.60 | 21.65 | 0.7 | 38.40 | 27 | 14 | 20 | |||
| 20 Mar | 391.30 | 20.95 | 1 | 38.54 | 6 | 2 | 5 | |||
| 19 Mar | 385.85 | 19.95 | 1 | 41.72 | 3 | 2 | 3 | |||
| 18 Mar | 385.80 | 18.95 | -3.7 | 39.80 | 1 | 0 | 0 | |||
| 17 Mar | 378.15 | 22.65 | 0 | 1.88 | 0 | 0 | 0 | |||
| 13 Mar | 375.50 | 22.65 | 0 | 2.40 | 0 | 0 | 0 | |||
| 12 Mar | 366.80 | 22.65 | 0 | 4.29 | 0 | 0 | 0 | |||
| 7 Mar | 369.75 | 22.65 | 0 | 3.39 | 0 | 0 | 0 | |||
| 6 Mar | 372.20 | 22.65 | 0 | 3.03 | 0 | 0 | 0 | |||
| 4 Mar | 351.20 | 22.65 | 0 | 6.83 | 0 | 0 | 0 | |||
| 3 Mar | 341.65 | 22.65 | 0 | 8.84 | 0 | 0 | 0 | |||
For Oil India Ltd - strike price 390 expiring on 24APR2025
Delta for 390 CE is 0.39
Historical price for 390 CE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 4.5, which was 0.8 higher than the previous day. The implied volatity was 31.87, the open interest changed by -17 which decreased total open position to 326
On 16 Apr OIL was trading at 378.30. The strike last trading price was 3.6, which was 2 higher than the previous day. The implied volatity was 35.16, the open interest changed by -21 which decreased total open position to 343
On 15 Apr OIL was trading at 365.95. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by -17 which decreased total open position to 364
On 11 Apr OIL was trading at 358.90. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 44.96, the open interest changed by -12 which decreased total open position to 381
On 9 Apr OIL was trading at 349.65. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 52.41, the open interest changed by -28 which decreased total open position to 396
On 8 Apr OIL was trading at 353.45. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 48.05, the open interest changed by 12 which increased total open position to 437
On 7 Apr OIL was trading at 343.25. The strike last trading price was 4.35, which was 0.5 higher than the previous day. The implied volatity was 58.87, the open interest changed by 39 which increased total open position to 429
On 4 Apr OIL was trading at 357.75. The strike last trading price was 3.95, which was -8.7 lower than the previous day. The implied volatity was 38.97, the open interest changed by 110 which increased total open position to 393
On 3 Apr OIL was trading at 386.05. The strike last trading price was 12.85, which was -4.05 lower than the previous day. The implied volatity was 36.51, the open interest changed by 47 which increased total open position to 284
On 2 Apr OIL was trading at 392.10. The strike last trading price was 16.45, which was 1.35 higher than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 237
On 1 Apr OIL was trading at 385.45. The strike last trading price was 14.95, which was -1.85 lower than the previous day. The implied volatity was 40.98, the open interest changed by 13 which increased total open position to 237
On 28 Mar OIL was trading at 386.75. The strike last trading price was 16, which was -3.65 lower than the previous day. The implied volatity was 41.90, the open interest changed by 92 which increased total open position to 224
On 27 Mar OIL was trading at 386.05. The strike last trading price was 20, which was 4.55 higher than the previous day. The implied volatity was 48.66, the open interest changed by 40 which increased total open position to 131
On 26 Mar OIL was trading at 380.90. The strike last trading price was 15.95, which was -4.8 lower than the previous day. The implied volatity was 40.43, the open interest changed by 29 which increased total open position to 92
On 25 Mar OIL was trading at 390.30. The strike last trading price was 20.75, which was -4.8 lower than the previous day. The implied volatity was 44.35, the open interest changed by 46 which increased total open position to 63
On 24 Mar OIL was trading at 398.10. The strike last trading price was 25.55, which was 2.55 higher than the previous day. The implied volatity was 43.14, the open interest changed by -3 which decreased total open position to 17
On 21 Mar OIL was trading at 393.60. The strike last trading price was 21.65, which was 0.7 higher than the previous day. The implied volatity was 38.40, the open interest changed by 14 which increased total open position to 20
On 20 Mar OIL was trading at 391.30. The strike last trading price was 20.95, which was 1 higher than the previous day. The implied volatity was 38.54, the open interest changed by 2 which increased total open position to 5
On 19 Mar OIL was trading at 385.85. The strike last trading price was 19.95, which was 1 higher than the previous day. The implied volatity was 41.72, the open interest changed by 2 which increased total open position to 3
On 18 Mar OIL was trading at 385.80. The strike last trading price was 18.95, which was -3.7 lower than the previous day. The implied volatity was 39.80, 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 22.65, which was 0 lower than the previous day. The implied volatity was 1.88, 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 22.65, which was 0 lower than the previous day. The implied volatity was 2.40, 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 22.65, which was 0 lower than the previous day. The implied volatity was 4.29, 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 22.65, which was 0 lower than the previous day. The implied volatity was 3.39, 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 22.65, which was 0 lower than the previous day. The implied volatity was 3.03, 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 22.65, which was 0 lower than the previous day. The implied volatity was 6.83, 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 22.65, which was 0 lower than the previous day. The implied volatity was 8.84, the open interest changed by 0 which decreased total open position to 0
| OIL 24APR2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.20
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 384.40 | 10 | -4.8 | 33.08 | 249 | 69 | 134 |
| 16 Apr | 378.30 | 15.5 | -9.3 | 38.99 | 77 | -15 | 66 |
| 15 Apr | 365.95 | 23.45 | -9.85 | 34.37 | 15 | -13 | 82 |
| 11 Apr | 358.90 | 33.3 | -9.05 | 41.24 | 11 | 1 | 95 |
| 9 Apr | 349.65 | 42.7 | 2.6 | 63.46 | 12 | -5 | 95 |
| 8 Apr | 353.45 | 40.1 | -8.45 | 59.55 | 13 | 7 | 101 |
| 7 Apr | 343.25 | 48.55 | 14.3 | 61.83 | 27 | -10 | 98 |
| 4 Apr | 357.75 | 34.2 | 17.45 | 47.59 | 148 | -21 | 112 |
| 3 Apr | 386.05 | 16.75 | 3.05 | 43.38 | 154 | 1 | 134 |
| 2 Apr | 392.10 | 14.3 | -2.9 | 42.05 | 104 | -41 | 135 |
| 1 Apr | 385.45 | 17.35 | -1.85 | 42.40 | 230 | 40 | 176 |
| 28 Mar | 386.75 | 19.6 | 1.1 | 43.04 | 251 | 38 | 136 |
| 27 Mar | 386.05 | 18.85 | -1.65 | 42.39 | 92 | 27 | 99 |
| 26 Mar | 380.90 | 19.5 | 2.05 | 41.21 | 105 | 37 | 71 |
| 25 Mar | 390.30 | 18 | 4.5 | 42.98 | 66 | 23 | 31 |
| 24 Mar | 398.10 | 13.5 | -1.8 | 40.43 | 4 | 1 | 8 |
| 21 Mar | 393.60 | 16.6 | -25.9 | 41.52 | 10 | 6 | 6 |
| 20 Mar | 391.30 | 42.5 | 0 | 1.34 | 0 | 0 | 0 |
| 19 Mar | 385.85 | 42.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 385.80 | 42.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 378.15 | 42.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 375.50 | 42.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 366.80 | 42.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 369.75 | 42.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 372.20 | 42.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 351.20 | 42.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 341.65 | 42.5 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 390 expiring on 24APR2025
Delta for 390 PE is -0.61
Historical price for 390 PE is as follows
On 17 Apr OIL was trading at 384.40. The strike last trading price was 10, which was -4.8 lower than the previous day. The implied volatity was 33.08, the open interest changed by 69 which increased total open position to 134
On 16 Apr OIL was trading at 378.30. The strike last trading price was 15.5, which was -9.3 lower than the previous day. The implied volatity was 38.99, the open interest changed by -15 which decreased total open position to 66
On 15 Apr OIL was trading at 365.95. The strike last trading price was 23.45, which was -9.85 lower than the previous day. The implied volatity was 34.37, the open interest changed by -13 which decreased total open position to 82
On 11 Apr OIL was trading at 358.90. The strike last trading price was 33.3, which was -9.05 lower than the previous day. The implied volatity was 41.24, the open interest changed by 1 which increased total open position to 95
On 9 Apr OIL was trading at 349.65. The strike last trading price was 42.7, which was 2.6 higher than the previous day. The implied volatity was 63.46, the open interest changed by -5 which decreased total open position to 95
On 8 Apr OIL was trading at 353.45. The strike last trading price was 40.1, which was -8.45 lower than the previous day. The implied volatity was 59.55, the open interest changed by 7 which increased total open position to 101
On 7 Apr OIL was trading at 343.25. The strike last trading price was 48.55, which was 14.3 higher than the previous day. The implied volatity was 61.83, the open interest changed by -10 which decreased total open position to 98
On 4 Apr OIL was trading at 357.75. The strike last trading price was 34.2, which was 17.45 higher than the previous day. The implied volatity was 47.59, the open interest changed by -21 which decreased total open position to 112
On 3 Apr OIL was trading at 386.05. The strike last trading price was 16.75, which was 3.05 higher than the previous day. The implied volatity was 43.38, the open interest changed by 1 which increased total open position to 134
On 2 Apr OIL was trading at 392.10. The strike last trading price was 14.3, which was -2.9 lower than the previous day. The implied volatity was 42.05, the open interest changed by -41 which decreased total open position to 135
On 1 Apr OIL was trading at 385.45. The strike last trading price was 17.35, which was -1.85 lower than the previous day. The implied volatity was 42.40, the open interest changed by 40 which increased total open position to 176
On 28 Mar OIL was trading at 386.75. The strike last trading price was 19.6, which was 1.1 higher than the previous day. The implied volatity was 43.04, the open interest changed by 38 which increased total open position to 136
On 27 Mar OIL was trading at 386.05. The strike last trading price was 18.85, which was -1.65 lower than the previous day. The implied volatity was 42.39, the open interest changed by 27 which increased total open position to 99
On 26 Mar OIL was trading at 380.90. The strike last trading price was 19.5, which was 2.05 higher than the previous day. The implied volatity was 41.21, the open interest changed by 37 which increased total open position to 71
On 25 Mar OIL was trading at 390.30. The strike last trading price was 18, which was 4.5 higher than the previous day. The implied volatity was 42.98, the open interest changed by 23 which increased total open position to 31
On 24 Mar OIL was trading at 398.10. The strike last trading price was 13.5, which was -1.8 lower than the previous day. The implied volatity was 40.43, the open interest changed by 1 which increased total open position to 8
On 21 Mar OIL was trading at 393.60. The strike last trading price was 16.6, which was -25.9 lower than the previous day. The implied volatity was 41.52, the open interest changed by 6 which increased total open position to 6
On 20 Mar OIL was trading at 391.30. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 1.34, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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
