OIL
Oil India Ltd
Historical option data for OIL
26 Dec 2024 04:14 PM IST
| OIL 30JAN2025 410 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 | 108.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 425.60 | 108.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 420.65 | 108.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 421.80 | 108.75 | - | 0 | 0 | 0 | ||||
For Oil India Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 CE is -
Historical price for 410 CE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 108.75, 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 108.75, 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 108.75, 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 108.75, 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 410 PE | |||||||
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Delta: -0.29
Vega: 0.45
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 427.05 | 8.2 | -2.80 | 32.03 | 8 | 7 | 19 |
| 24 Dec | 425.60 | 11 | -1.00 | 37.13 | 17 | 7 | 12 |
| 23 Dec | 420.65 | 12 | 3.15 | 35.05 | 7 | 3 | 3 |
| 20 Dec | 421.80 | 8.85 | 3.50 | 0 | 0 | 0 | |
For Oil India Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 PE is -0.29
Historical price for 410 PE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was 32.03, the open interest changed by 7 which increased total open position to 19
On 24 Dec OIL was trading at 425.60. The strike last trading price was 11, which was -1.00 lower than the previous day. The implied volatity was 37.13, the open interest changed by 7 which increased total open position to 12
On 23 Dec OIL was trading at 420.65. The strike last trading price was 12, which was 3.15 higher than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 3
On 20 Dec OIL was trading at 421.80. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
