OIL
Oil India Ltd
Historical option data for OIL
12 Dec 2024 11:54 AM IST
| OIL 26DEC2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 469.95 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 469.55 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 469.30 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Dec | 467.85 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 474.90 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 473.75 | 81.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 489.10 | 81.9 | 81.90 | - | 0 | 0 | 0 | |||
| 2 Dec | 479.35 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Oil India Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 12 Dec OIL was trading at 469.95. The strike last trading price was 81.9, 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 81.9, 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 81.9, 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 81.9, 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 81.9, 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 81.9, 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 81.9, which was 81.90 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| OIL 26DEC2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.15
Theta: -0.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 469.95 | 1.4 | -0.50 | 35.88 | 6 | -2 | 79 |
| 11 Dec | 469.55 | 1.9 | -0.60 | 38.09 | 47 | 15 | 81 |
| 10 Dec | 469.30 | 2.5 | -1.70 | 39.83 | 45 | 3 | 62 |
| 9 Dec | 467.85 | 4.2 | 1.25 | 46.00 | 40 | 12 | 57 |
| 6 Dec | 474.90 | 2.95 | -0.65 | 40.59 | 16 | 2 | 44 |
| 5 Dec | 473.75 | 3.6 | -1.20 | 42.09 | 67 | 42 | 42 |
| 4 Dec | 489.10 | 4.8 | 4.80 | 14.61 | 0 | 0 | 0 |
| 2 Dec | 479.35 | 0 | 0.00 | 0 | 0 | 0 | |
For Oil India Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -0.09
Historical price for 430 PE is as follows
On 12 Dec OIL was trading at 469.95. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 35.88, the open interest changed by -2 which decreased total open position to 79
On 11 Dec OIL was trading at 469.55. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 38.09, the open interest changed by 15 which increased total open position to 81
On 10 Dec OIL was trading at 469.30. The strike last trading price was 2.5, which was -1.70 lower than the previous day. The implied volatity was 39.83, the open interest changed by 3 which increased total open position to 62
On 9 Dec OIL was trading at 467.85. The strike last trading price was 4.2, which was 1.25 higher than the previous day. The implied volatity was 46.00, the open interest changed by 12 which increased total open position to 57
On 6 Dec OIL was trading at 474.90. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 40.59, the open interest changed by 2 which increased total open position to 44
On 5 Dec OIL was trading at 473.75. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 42.09, the open interest changed by 42 which increased total open position to 42
On 4 Dec OIL was trading at 489.10. The strike last trading price was 4.8, which was 4.80 higher than the previous day. The implied volatity was 14.61, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
