OIL
Oil India Ltd
Historical option data for OIL
26 Dec 2024 04:14 PM IST
| OIL 30JAN2025 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.50
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 427.05 | 22.7 | 1.40 | 32.43 | 20 | -2 | 10 | |||
| 24 Dec | 425.60 | 21.3 | -0.55 | 28.69 | 22 | 6 | 11 | |||
| 23 Dec | 420.65 | 21.85 | -10.80 | 35.41 | 9 | 4 | 5 | |||
| 20 Dec | 421.80 | 32.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 438.95 | 32.65 | 30.31 | 2 | 1 | 1 | ||||
For Oil India Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 CE is 0.62
Historical price for 420 CE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 22.7, which was 1.40 higher than the previous day. The implied volatity was 32.43, the open interest changed by -2 which decreased total open position to 10
On 24 Dec OIL was trading at 425.60. The strike last trading price was 21.3, which was -0.55 lower than the previous day. The implied volatity was 28.69, the open interest changed by 6 which increased total open position to 11
On 23 Dec OIL was trading at 420.65. The strike last trading price was 21.85, which was -10.80 lower than the previous day. The implied volatity was 35.41, the open interest changed by 4 which increased total open position to 5
On 20 Dec OIL was trading at 421.80. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Dec OIL was trading at 438.95. The strike last trading price was 32.65, which was lower than the previous day. The implied volatity was 30.31, the open interest changed by 1 which increased total open position to 1
| OIL 30JAN2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.50
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 427.05 | 11.45 | -0.90 | 31.15 | 51 | 5 | 61 |
| 24 Dec | 425.60 | 12.35 | -4.40 | 32.15 | 54 | 24 | 46 |
| 23 Dec | 420.65 | 16.75 | 2.55 | 35.88 | 10 | 6 | 21 |
| 20 Dec | 421.80 | 14.2 | 3.35 | 30.54 | 19 | 9 | 11 |
| 19 Dec | 438.95 | 10.85 | 36.25 | 3 | 1 | 1 | |
For Oil India Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 PE is -0.38
Historical price for 420 PE is as follows
On 26 Dec OIL was trading at 427.05. The strike last trading price was 11.45, which was -0.90 lower than the previous day. The implied volatity was 31.15, the open interest changed by 5 which increased total open position to 61
On 24 Dec OIL was trading at 425.60. The strike last trading price was 12.35, which was -4.40 lower than the previous day. The implied volatity was 32.15, the open interest changed by 24 which increased total open position to 46
On 23 Dec OIL was trading at 420.65. The strike last trading price was 16.75, which was 2.55 higher than the previous day. The implied volatity was 35.88, the open interest changed by 6 which increased total open position to 21
On 20 Dec OIL was trading at 421.80. The strike last trading price was 14.2, which was 3.35 higher than the previous day. The implied volatity was 30.54, the open interest changed by 9 which increased total open position to 11
On 19 Dec OIL was trading at 438.95. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was 36.25, the open interest changed by 1 which increased total open position to 1
