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Related Pages for OIL
[--[65.84.65.76]--]
OIL
Oil India Ltd
469.1 -0.45 (-0.10%)

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Historical option data for OIL

12 Dec 2024 12:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OIL 26DEC2024 460 CE
Delta: 0.64
Vega: 0.34
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 468.90 18.9 -1.25 35.35 6 2 22
11 Dec 469.55 20.15 -0.85 35.28 2 1 20
10 Dec 469.30 21 -1.20 37.07 33 0 19
9 Dec 467.85 22.2 -36.20 39.26 21 19 19
6 Dec 474.90 58.4 0.00 - 0 0 0
5 Dec 473.75 58.4 0.00 - 0 0 0
4 Dec 489.10 58.4 0.00 - 0 0 0
3 Dec 490.30 58.4 0.00 - 0 0 0
2 Dec 479.35 58.4 0.00 - 0 0 0
29 Nov 490.60 58.4 - 0 0 0

For Oil India Ltd - strike price 460 expiring on 26DEC2024

Delta for 460 CE is 0.64

Historical price for 460 CE is as follows

On 12 Dec OIL was trading at 468.90. The strike last trading price was 18.9, which was -1.25 lower than the previous day. The implied volatity was 35.35, the open interest changed by 2 which increased total open position to 22


On 11 Dec OIL was trading at 469.55. The strike last trading price was 20.15, which was -0.85 lower than the previous day. The implied volatity was 35.28, the open interest changed by 1 which increased total open position to 20


On 10 Dec OIL was trading at 469.30. The strike last trading price was 21, which was -1.20 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 19


On 9 Dec OIL was trading at 467.85. The strike last trading price was 22.2, which was -36.20 lower than the previous day. The implied volatity was 39.26, the open interest changed by 19 which increased total open position to 19


On 6 Dec OIL was trading at 474.90. The strike last trading price was 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 29 Nov OIL was trading at 490.60. The strike last trading price was 58.4, 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 460 PE
Delta: -0.35
Vega: 0.34
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 468.90 7.2 -1.30 32.37 180 -43 262
11 Dec 469.55 8.5 -1.00 36.52 132 12 305
10 Dec 469.30 9.5 -2.50 37.78 528 107 292
9 Dec 467.85 12 2.60 43.14 339 58 184
6 Dec 474.90 9.4 -1.60 38.13 76 -29 126
5 Dec 473.75 11 4.20 40.84 433 106 156
4 Dec 489.10 6.8 1.00 39.20 16 6 50
3 Dec 490.30 5.8 -4.30 37.68 75 40 45
2 Dec 479.35 10.1 -1.10 39.55 9 6 6
29 Nov 490.60 11.2 7.39 0 0 0

For Oil India Ltd - strike price 460 expiring on 26DEC2024

Delta for 460 PE is -0.35

Historical price for 460 PE is as follows

On 12 Dec OIL was trading at 468.90. The strike last trading price was 7.2, which was -1.30 lower than the previous day. The implied volatity was 32.37, the open interest changed by -43 which decreased total open position to 262


On 11 Dec OIL was trading at 469.55. The strike last trading price was 8.5, which was -1.00 lower than the previous day. The implied volatity was 36.52, the open interest changed by 12 which increased total open position to 305


On 10 Dec OIL was trading at 469.30. The strike last trading price was 9.5, which was -2.50 lower than the previous day. The implied volatity was 37.78, the open interest changed by 107 which increased total open position to 292


On 9 Dec OIL was trading at 467.85. The strike last trading price was 12, which was 2.60 higher than the previous day. The implied volatity was 43.14, the open interest changed by 58 which increased total open position to 184


On 6 Dec OIL was trading at 474.90. The strike last trading price was 9.4, which was -1.60 lower than the previous day. The implied volatity was 38.13, the open interest changed by -29 which decreased total open position to 126


On 5 Dec OIL was trading at 473.75. The strike last trading price was 11, which was 4.20 higher than the previous day. The implied volatity was 40.84, the open interest changed by 106 which increased total open position to 156


On 4 Dec OIL was trading at 489.10. The strike last trading price was 6.8, which was 1.00 higher than the previous day. The implied volatity was 39.20, the open interest changed by 6 which increased total open position to 50


On 3 Dec OIL was trading at 490.30. The strike last trading price was 5.8, which was -4.30 lower than the previous day. The implied volatity was 37.68, the open interest changed by 40 which increased total open position to 45


On 2 Dec OIL was trading at 479.35. The strike last trading price was 10.1, which was -1.10 lower than the previous day. The implied volatity was 39.55, the open interest changed by 6 which increased total open position to 6


On 29 Nov OIL was trading at 490.60. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0