OIL
Oil India Ltd
Historical option data for OIL
11 Apr 2025 04:13 PM IST
| OIL 24APR2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.10
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 358.90 | 1.1 | -0.25 | 48.31 | 113 | -47 | 165 | |||
| 9 Apr | 349.65 | 1.45 | -0.35 | 52.33 | 144 | 49 | 213 | |||
| 8 Apr | 353.45 | 1.7 | -0.5 | 50.54 | 184 | -33 | 173 | |||
| 7 Apr | 343.25 | 2.3 | 0.75 | 60.87 | 275 | 19 | 207 | |||
| 4 Apr | 357.75 | 1.75 | -3.95 | 41.52 | 508 | 47 | 187 | |||
| 3 Apr | 386.05 | 5.65 | -3.05 | 36.18 | 342 | 21 | 144 | |||
| 2 Apr | 392.10 | 8.4 | 0.5 | 38.81 | 181 | -1 | 123 | |||
| 1 Apr | 385.45 | 7.9 | -1.45 | 41.69 | 196 | 1 | 126 | |||
| 28 Mar | 386.75 | 9.25 | -1.5 | 43.18 | 311 | 76 | 125 | |||
| 27 Mar | 386.05 | 11.2 | 2.85 | 45.52 | 101 | 25 | 50 | |||
| 26 Mar | 380.90 | 8.7 | -3.3 | 40.35 | 24 | 11 | 23 | |||
| 25 Mar | 390.30 | 12 | -4.2 | 43.09 | 15 | 3 | 12 | |||
| 24 Mar | 398.10 | 16.2 | 3.1 | 43.63 | 13 | 3 | 6 | |||
| 21 Mar | 393.60 | 13.1 | -0.9 | 39.11 | 13 | 2 | 3 | |||
| 20 Mar | 391.30 | 14 | -2.4 | 42.02 | 1 | 0 | 0 | |||
| 12 Mar | 366.80 | 16.4 | 0 | 8.20 | 0 | 0 | 0 | |||
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| 10 Mar | 362.85 | 16.4 | 0 | 9.10 | 0 | 0 | 0 | |||
| 7 Mar | 369.75 | 16.4 | 0 | 7.24 | 0 | 0 | 0 | |||
| 6 Mar | 372.20 | 16.4 | 0 | 6.70 | 0 | 0 | 0 | |||
For Oil India Ltd - strike price 410 expiring on 24APR2025
Delta for 410 CE is 0.08
Historical price for 410 CE is as follows
On 11 Apr OIL was trading at 358.90. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 48.31, the open interest changed by -47 which decreased total open position to 165
On 9 Apr OIL was trading at 349.65. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 52.33, the open interest changed by 49 which increased total open position to 213
On 8 Apr OIL was trading at 353.45. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 50.54, the open interest changed by -33 which decreased total open position to 173
On 7 Apr OIL was trading at 343.25. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 60.87, the open interest changed by 19 which increased total open position to 207
On 4 Apr OIL was trading at 357.75. The strike last trading price was 1.75, which was -3.95 lower than the previous day. The implied volatity was 41.52, the open interest changed by 47 which increased total open position to 187
On 3 Apr OIL was trading at 386.05. The strike last trading price was 5.65, which was -3.05 lower than the previous day. The implied volatity was 36.18, the open interest changed by 21 which increased total open position to 144
On 2 Apr OIL was trading at 392.10. The strike last trading price was 8.4, which was 0.5 higher than the previous day. The implied volatity was 38.81, the open interest changed by -1 which decreased total open position to 123
On 1 Apr OIL was trading at 385.45. The strike last trading price was 7.9, which was -1.45 lower than the previous day. The implied volatity was 41.69, the open interest changed by 1 which increased total open position to 126
On 28 Mar OIL was trading at 386.75. The strike last trading price was 9.25, which was -1.5 lower than the previous day. The implied volatity was 43.18, the open interest changed by 76 which increased total open position to 125
On 27 Mar OIL was trading at 386.05. The strike last trading price was 11.2, which was 2.85 higher than the previous day. The implied volatity was 45.52, the open interest changed by 25 which increased total open position to 50
On 26 Mar OIL was trading at 380.90. The strike last trading price was 8.7, which was -3.3 lower than the previous day. The implied volatity was 40.35, the open interest changed by 11 which increased total open position to 23
On 25 Mar OIL was trading at 390.30. The strike last trading price was 12, which was -4.2 lower than the previous day. The implied volatity was 43.09, the open interest changed by 3 which increased total open position to 12
On 24 Mar OIL was trading at 398.10. The strike last trading price was 16.2, which was 3.1 higher than the previous day. The implied volatity was 43.63, the open interest changed by 3 which increased total open position to 6
On 21 Mar OIL was trading at 393.60. The strike last trading price was 13.1, which was -0.9 lower than the previous day. The implied volatity was 39.11, the open interest changed by 2 which increased total open position to 3
On 20 Mar OIL was trading at 391.30. The strike last trading price was 14, which was -2.4 lower than the previous day. The implied volatity was 42.02, 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 16.4, which was 0 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0
On 10 Mar OIL was trading at 362.85. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was 9.10, 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 16.4, which was 0 lower than the previous day. The implied volatity was 7.24, 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 16.4, which was 0 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0
| OIL 24APR2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.13
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 358.90 | 53.25 | -7.05 | 57.01 | 7 | 0 | 66 |
| 9 Apr | 349.65 | 60.3 | 8.05 | 67.88 | 7 | -1 | 66 |
| 8 Apr | 353.45 | 52.45 | 0.2 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 343.25 | 52.45 | 0.2 | 0.00 | 0 | 6 | 0 |
| 4 Apr | 357.75 | 52.45 | 23.45 | 56.09 | 54 | 6 | 67 |
| 3 Apr | 386.05 | 28.8 | 3.8 | 42.09 | 16 | 0 | 61 |
| 2 Apr | 392.10 | 25 | -3.4 | 39.69 | 22 | 1 | 62 |
| 1 Apr | 385.45 | 28.4 | -4.3 | 38.10 | 22 | -6 | 61 |
| 28 Mar | 386.75 | 32.7 | 2.6 | 44.42 | 59 | 6 | 67 |
| 27 Mar | 386.05 | 30.35 | -2.2 | 40.34 | 53 | 39 | 61 |
| 26 Mar | 380.90 | 32.45 | 5.45 | 42.13 | 14 | 6 | 22 |
| 25 Mar | 390.30 | 27 | -29 | 36.69 | 25 | 11 | 11 |
| 24 Mar | 398.10 | 56 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 393.60 | 56 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 391.30 | 56 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 366.80 | 56 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 362.85 | 56 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 369.75 | 56 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 372.20 | 56 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 410 expiring on 24APR2025
Delta for 410 PE is -0.88
Historical price for 410 PE is as follows
On 11 Apr OIL was trading at 358.90. The strike last trading price was 53.25, which was -7.05 lower than the previous day. The implied volatity was 57.01, the open interest changed by 0 which decreased total open position to 66
On 9 Apr OIL was trading at 349.65. The strike last trading price was 60.3, which was 8.05 higher than the previous day. The implied volatity was 67.88, the open interest changed by -1 which decreased total open position to 66
On 8 Apr OIL was trading at 353.45. The strike last trading price was 52.45, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr OIL was trading at 343.25. The strike last trading price was 52.45, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Apr OIL was trading at 357.75. The strike last trading price was 52.45, which was 23.45 higher than the previous day. The implied volatity was 56.09, the open interest changed by 6 which increased total open position to 67
On 3 Apr OIL was trading at 386.05. The strike last trading price was 28.8, which was 3.8 higher than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 61
On 2 Apr OIL was trading at 392.10. The strike last trading price was 25, which was -3.4 lower than the previous day. The implied volatity was 39.69, the open interest changed by 1 which increased total open position to 62
On 1 Apr OIL was trading at 385.45. The strike last trading price was 28.4, which was -4.3 lower than the previous day. The implied volatity was 38.10, the open interest changed by -6 which decreased total open position to 61
On 28 Mar OIL was trading at 386.75. The strike last trading price was 32.7, which was 2.6 higher than the previous day. The implied volatity was 44.42, the open interest changed by 6 which increased total open position to 67
On 27 Mar OIL was trading at 386.05. The strike last trading price was 30.35, which was -2.2 lower than the previous day. The implied volatity was 40.34, the open interest changed by 39 which increased total open position to 61
On 26 Mar OIL was trading at 380.90. The strike last trading price was 32.45, which was 5.45 higher than the previous day. The implied volatity was 42.13, the open interest changed by 6 which increased total open position to 22
On 25 Mar OIL was trading at 390.30. The strike last trading price was 27, which was -29 lower than the previous day. The implied volatity was 36.69, the open interest changed by 11 which increased total open position to 11
On 24 Mar OIL was trading at 398.10. The strike last trading price was 56, 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 56, 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 56, 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 56, 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 10 Mar OIL was trading at 362.85. The strike last trading price was 56, 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 56, 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 56, 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
