OIL
Oil India Ltd
Historical option data for OIL
12 Dec 2024 12:04 PM IST
| OIL 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 469.75 | 38.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 469.55 | 38.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 469.30 | 38.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Dec | 467.85 | 38.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 474.90 | 38.65 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 5 Dec | 473.75 | 38.65 | -35.00 | 28.97 | 5 | 3 | 3 | |||
| 4 Dec | 489.10 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 490.30 | 73.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 479.35 | 73.65 | - | 0 | 0 | 0 | ||||
For Oil India Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.00
Historical price for 440 CE is as follows
On 12 Dec OIL was trading at 469.75. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec OIL was trading at 473.75. The strike last trading price was 38.65, which was -35.00 lower than the previous day. The implied volatity was 28.97, the open interest changed by 3 which increased total open position to 3
On 4 Dec OIL was trading at 489.10. The strike last trading price was 73.65, 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 3 Dec OIL was trading at 490.30. The strike last trading price was 73.65, 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 73.65, 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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.21
Theta: -0.23
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 469.75 | 2.3 | -1.10 | 33.73 | 46 | 14 | 286 |
| 11 Dec | 469.55 | 3.4 | -0.50 | 37.94 | 150 | 45 | 271 |
| 10 Dec | 469.30 | 3.9 | -2.05 | 38.48 | 201 | 63 | 226 |
| 9 Dec | 467.85 | 5.95 | 1.45 | 44.48 | 105 | 3 | 171 |
| 6 Dec | 474.90 | 4.5 | -0.85 | 39.87 | 88 | 34 | 167 |
| 5 Dec | 473.75 | 5.35 | 1.95 | 41.49 | 352 | 85 | 129 |
| 4 Dec | 489.10 | 3.4 | 0.45 | 41.45 | 66 | 9 | 43 |
| 3 Dec | 490.30 | 2.95 | -2.25 | 40.41 | 133 | 28 | 38 |
| 2 Dec | 479.35 | 5.2 | 40.99 | 34 | 11 | 11 | |
For Oil India Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 PE is -0.14
Historical price for 440 PE is as follows
On 12 Dec OIL was trading at 469.75. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 33.73, the open interest changed by 14 which increased total open position to 286
On 11 Dec OIL was trading at 469.55. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 37.94, the open interest changed by 45 which increased total open position to 271
On 10 Dec OIL was trading at 469.30. The strike last trading price was 3.9, which was -2.05 lower than the previous day. The implied volatity was 38.48, the open interest changed by 63 which increased total open position to 226
On 9 Dec OIL was trading at 467.85. The strike last trading price was 5.95, which was 1.45 higher than the previous day. The implied volatity was 44.48, the open interest changed by 3 which increased total open position to 171
On 6 Dec OIL was trading at 474.90. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was 39.87, the open interest changed by 34 which increased total open position to 167
On 5 Dec OIL was trading at 473.75. The strike last trading price was 5.35, which was 1.95 higher than the previous day. The implied volatity was 41.49, the open interest changed by 85 which increased total open position to 129
On 4 Dec OIL was trading at 489.10. The strike last trading price was 3.4, which was 0.45 higher than the previous day. The implied volatity was 41.45, the open interest changed by 9 which increased total open position to 43
On 3 Dec OIL was trading at 490.30. The strike last trading price was 2.95, which was -2.25 lower than the previous day. The implied volatity was 40.41, the open interest changed by 28 which increased total open position to 38
On 2 Dec OIL was trading at 479.35. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 40.99, the open interest changed by 11 which increased total open position to 11
