OIL
Oil India Ltd
Historical option data for OIL
26 Dec 2024 04:14 PM IST
| OIL 30JAN2025 400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 427.05 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 425.60 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 420.65 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Dec | 421.80 | 116.85 | - | 0 | 0 | 0 | ||||
For Oil India Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec OIL was trading at 425.60. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec OIL was trading at 420.65. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec OIL was trading at 421.80. The strike last trading price was 116.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| OIL 30JAN2025 400 PE | |||||||
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Delta: -0.22
Vega: 0.39
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 427.05 | 5.95 | -0.85 | 33.49 | 51 | 4 | 30 |
| 24 Dec | 425.60 | 6.8 | -3.40 | 34.72 | 25 | 16 | 25 |
| 23 Dec | 420.65 | 10.2 | 0.20 | 38.65 | 9 | 6 | 8 |
| 20 Dec | 421.80 | 10 | 37.34 | 2 | 1 | 1 | |
For Oil India Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 PE is -0.22
Historical price for 400 PE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 5.95, which was -0.85 lower than the previous day. The implied volatity was 33.49, the open interest changed by 4 which increased total open position to 30
On 24 Dec OIL was trading at 425.60. The strike last trading price was 6.8, which was -3.40 lower than the previous day. The implied volatity was 34.72, the open interest changed by 16 which increased total open position to 25
On 23 Dec OIL was trading at 420.65. The strike last trading price was 10.2, which was 0.20 higher than the previous day. The implied volatity was 38.65, the open interest changed by 6 which increased total open position to 8
On 20 Dec OIL was trading at 421.80. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 37.34, the open interest changed by 1 which increased total open position to 1
