OIL
Oil India Ltd
Historical option data for OIL
12 Dec 2024 10:14 AM IST
| OIL 26DEC2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 469.55 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 469.55 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 469.30 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 467.85 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 474.90 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 473.75 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 489.10 | 90.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 479.35 | 90.5 | - | 0 | 0 | 0 | ||||
For Oil India Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 12 Dec OIL was trading at 469.55. The strike last trading price was 90.5, 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 11 Dec OIL was trading at 469.55. The strike last trading price was 90.5, 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 10 Dec OIL was trading at 469.30. The strike last trading price was 90.5, 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 9 Dec OIL was trading at 467.85. The strike last trading price was 90.5, 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 6 Dec OIL was trading at 474.90. The strike last trading price was 90.5, 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 5 Dec OIL was trading at 473.75. The strike last trading price was 90.5, 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 4 Dec OIL was trading at 489.10. The strike last trading price was 90.5, 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 2 Dec OIL was trading at 479.35. The strike last trading price was 90.5, 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 26DEC2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 469.55 | 0.85 | -0.25 | 37.62 | 50 | -1 | 279 |
| 11 Dec | 469.55 | 1.1 | -0.40 | 39.21 | 60 | -26 | 278 |
| 10 Dec | 469.30 | 1.5 | -1.05 | 40.74 | 221 | 89 | 304 |
| 9 Dec | 467.85 | 2.55 | 0.50 | 45.64 | 136 | 64 | 220 |
| 6 Dec | 474.90 | 2.05 | -0.45 | 42.32 | 111 | -1 | 150 |
| 5 Dec | 473.75 | 2.5 | 1.15 | 43.47 | 350 | 119 | 152 |
| 4 Dec | 489.10 | 1.35 | -1.15 | 42.13 | 40 | 29 | 33 |
| 2 Dec | 479.35 | 2.5 | 42.81 | 5 | 2 | 3 | |
For Oil India Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -0.06
Historical price for 420 PE is as follows
On 12 Dec OIL was trading at 469.55. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 37.62, the open interest changed by -1 which decreased total open position to 279
On 11 Dec OIL was trading at 469.55. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 39.21, the open interest changed by -26 which decreased total open position to 278
On 10 Dec OIL was trading at 469.30. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 40.74, the open interest changed by 89 which increased total open position to 304
On 9 Dec OIL was trading at 467.85. The strike last trading price was 2.55, which was 0.50 higher than the previous day. The implied volatity was 45.64, the open interest changed by 64 which increased total open position to 220
On 6 Dec OIL was trading at 474.90. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 42.32, the open interest changed by -1 which decreased total open position to 150
On 5 Dec OIL was trading at 473.75. The strike last trading price was 2.5, which was 1.15 higher than the previous day. The implied volatity was 43.47, the open interest changed by 119 which increased total open position to 152
On 4 Dec OIL was trading at 489.10. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 42.13, the open interest changed by 29 which increased total open position to 33
On 2 Dec OIL was trading at 479.35. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 42.81, the open interest changed by 2 which increased total open position to 3
