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Related Pages for OIL
[--[65.84.65.76]--]
OIL
Oil India Ltd
470 0.45 (0.10%)

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Historical option data for OIL

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OIL 26DEC2024 450 CE
Delta: 0.78
Vega: 0.27
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 25.5 -1.70 32.06 23 -2 90
11 Dec 469.55 27.2 -0.80 36.07 25 12 91
10 Dec 469.30 28 -0.65 38.24 14 2 79
9 Dec 467.85 28.65 -5.50 39.22 38 -13 75
6 Dec 474.90 34.15 1.65 40.26 39 14 89
5 Dec 473.75 32.5 -12.05 35.36 105 36 75
4 Dec 489.10 44.55 -3.40 37.67 86 20 38
3 Dec 490.30 47.95 7.90 38.74 15 6 20
2 Dec 479.35 40.05 -6.45 43.79 11 6 13
29 Nov 490.60 46.5 33.77 7 6 6

For Oil India Ltd - strike price 450 expiring on 26DEC2024

Delta for 450 CE is 0.78

Historical price for 450 CE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 25.5, which was -1.70 lower than the previous day. The implied volatity was 32.06, the open interest changed by -2 which decreased total open position to 90


On 11 Dec OIL was trading at 469.55. The strike last trading price was 27.2, which was -0.80 lower than the previous day. The implied volatity was 36.07, the open interest changed by 12 which increased total open position to 91


On 10 Dec OIL was trading at 469.30. The strike last trading price was 28, which was -0.65 lower than the previous day. The implied volatity was 38.24, the open interest changed by 2 which increased total open position to 79


On 9 Dec OIL was trading at 467.85. The strike last trading price was 28.65, which was -5.50 lower than the previous day. The implied volatity was 39.22, the open interest changed by -13 which decreased total open position to 75


On 6 Dec OIL was trading at 474.90. The strike last trading price was 34.15, which was 1.65 higher than the previous day. The implied volatity was 40.26, the open interest changed by 14 which increased total open position to 89


On 5 Dec OIL was trading at 473.75. The strike last trading price was 32.5, which was -12.05 lower than the previous day. The implied volatity was 35.36, the open interest changed by 36 which increased total open position to 75


On 4 Dec OIL was trading at 489.10. The strike last trading price was 44.55, which was -3.40 lower than the previous day. The implied volatity was 37.67, the open interest changed by 20 which increased total open position to 38


On 3 Dec OIL was trading at 490.30. The strike last trading price was 47.95, which was 7.90 higher than the previous day. The implied volatity was 38.74, the open interest changed by 6 which increased total open position to 20


On 2 Dec OIL was trading at 479.35. The strike last trading price was 40.05, which was -6.45 lower than the previous day. The implied volatity was 43.79, the open interest changed by 6 which increased total open position to 13


On 29 Nov OIL was trading at 490.60. The strike last trading price was 46.5, which was lower than the previous day. The implied volatity was 33.77, the open interest changed by 6 which increased total open position to 6


OIL 26DEC2024 450 PE
Delta: -0.22
Vega: 0.28
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 4.1 -1.15 33.12 74 -3 131
11 Dec 469.55 5.25 -1.15 36.39 50 0 135
10 Dec 469.30 6.4 -2.40 38.61 88 -4 135
9 Dec 467.85 8.8 2.10 44.43 100 29 139
6 Dec 474.90 6.7 -0.90 39.29 59 18 110
5 Dec 473.75 7.6 2.50 40.60 328 14 91
4 Dec 489.10 5.1 1.00 41.12 171 26 73
3 Dec 490.30 4.1 -2.85 38.83 86 10 45
2 Dec 479.35 6.95 -1.65 39.25 73 32 32
29 Nov 490.60 8.6 9.40 0 0 0

For Oil India Ltd - strike price 450 expiring on 26DEC2024

Delta for 450 PE is -0.22

Historical price for 450 PE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 33.12, the open interest changed by -3 which decreased total open position to 131


On 11 Dec OIL was trading at 469.55. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 135


On 10 Dec OIL was trading at 469.30. The strike last trading price was 6.4, which was -2.40 lower than the previous day. The implied volatity was 38.61, the open interest changed by -4 which decreased total open position to 135


On 9 Dec OIL was trading at 467.85. The strike last trading price was 8.8, which was 2.10 higher than the previous day. The implied volatity was 44.43, the open interest changed by 29 which increased total open position to 139


On 6 Dec OIL was trading at 474.90. The strike last trading price was 6.7, which was -0.90 lower than the previous day. The implied volatity was 39.29, the open interest changed by 18 which increased total open position to 110


On 5 Dec OIL was trading at 473.75. The strike last trading price was 7.6, which was 2.50 higher than the previous day. The implied volatity was 40.60, the open interest changed by 14 which increased total open position to 91


On 4 Dec OIL was trading at 489.10. The strike last trading price was 5.1, which was 1.00 higher than the previous day. The implied volatity was 41.12, the open interest changed by 26 which increased total open position to 73


On 3 Dec OIL was trading at 490.30. The strike last trading price was 4.1, which was -2.85 lower than the previous day. The implied volatity was 38.83, the open interest changed by 10 which increased total open position to 45


On 2 Dec OIL was trading at 479.35. The strike last trading price was 6.95, which was -1.65 lower than the previous day. The implied volatity was 39.25, the open interest changed by 32 which increased total open position to 32


On 29 Nov OIL was trading at 490.60. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was 9.40, the open interest changed by 0 which decreased total open position to 0