OIL
Oil India Ltd
Historical option data for OIL
04 Apr 2025 10:34 AM IST
| OIL 24APR2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.26
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 362.75 | 4.25 | -8.4 | 37.40 | 678 | 66 | 349 | |||
| 3 Apr | 386.05 | 12.85 | -4.05 | 36.51 | 388 | 47 | 284 | |||
| 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 | |||
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| 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 0.24
Historical price for 390 CE is as follows
On 4 Apr OIL was trading at 362.75. The strike last trading price was 4.25, which was -8.4 lower than the previous day. The implied volatity was 37.40, the open interest changed by 66 which increased total open position to 349
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: -0.72
Vega: 0.29
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 362.75 | 31.5 | 14.75 | 45.17 | 93 | -9 | 124 |
| 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 -0.72
Historical price for 390 PE is as follows
On 4 Apr OIL was trading at 362.75. The strike last trading price was 31.5, which was 14.75 higher than the previous day. The implied volatity was 45.17, the open interest changed by -9 which decreased total open position to 124
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
