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

Back to Option Chain

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 470 CE
Delta: 0.54
Vega: 0.37
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 13.3 -1.55 33.65 225 17 364
11 Dec 469.55 14.85 -1.15 36.28 553 90 347
10 Dec 469.30 16 -0.80 38.52 291 35 257
9 Dec 467.85 16.8 -3.30 39.46 502 104 224
6 Dec 474.90 20.1 0.20 36.92 224 -34 120
5 Dec 473.75 19.9 -16.10 36.02 383 150 153
4 Dec 489.10 36 6.30 52.02 1 0 4
3 Dec 490.30 29.7 3.70 30.62 2 0 4
2 Dec 479.35 26 -25.50 40.83 8 5 5
29 Nov 490.60 51.5 - 0 0 0

For Oil India Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 CE is 0.54

Historical price for 470 CE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 13.3, which was -1.55 lower than the previous day. The implied volatity was 33.65, the open interest changed by 17 which increased total open position to 364


On 11 Dec OIL was trading at 469.55. The strike last trading price was 14.85, which was -1.15 lower than the previous day. The implied volatity was 36.28, the open interest changed by 90 which increased total open position to 347


On 10 Dec OIL was trading at 469.30. The strike last trading price was 16, which was -0.80 lower than the previous day. The implied volatity was 38.52, the open interest changed by 35 which increased total open position to 257


On 9 Dec OIL was trading at 467.85. The strike last trading price was 16.8, which was -3.30 lower than the previous day. The implied volatity was 39.46, the open interest changed by 104 which increased total open position to 224


On 6 Dec OIL was trading at 474.90. The strike last trading price was 20.1, which was 0.20 higher than the previous day. The implied volatity was 36.92, the open interest changed by -34 which decreased total open position to 120


On 5 Dec OIL was trading at 473.75. The strike last trading price was 19.9, which was -16.10 lower than the previous day. The implied volatity was 36.02, the open interest changed by 150 which increased total open position to 153


On 4 Dec OIL was trading at 489.10. The strike last trading price was 36, which was 6.30 higher than the previous day. The implied volatity was 52.02, the open interest changed by 0 which decreased total open position to 4


On 3 Dec OIL was trading at 490.30. The strike last trading price was 29.7, which was 3.70 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 4


On 2 Dec OIL was trading at 479.35. The strike last trading price was 26, which was -25.50 lower than the previous day. The implied volatity was 40.83, the open interest changed by 5 which increased total open position to 5


On 29 Nov OIL was trading at 490.60. The strike last trading price was 51.5, 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 470 PE
Delta: -0.46
Vega: 0.37
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 11.3 -1.90 33.02 246 -10 183
11 Dec 469.55 13.2 -0.80 37.54 57 9 193
10 Dec 469.30 14 -2.70 38.02 219 -13 183
9 Dec 467.85 16.7 3.25 43.52 267 57 193
6 Dec 474.90 13.45 -1.35 38.24 145 -28 137
5 Dec 473.75 14.8 5.35 40.06 830 93 165
4 Dec 489.10 9.45 1.35 38.30 63 6 72
3 Dec 490.30 8.1 -5.90 36.61 91 45 66
2 Dec 479.35 14 8.55 39.72 119 16 20
29 Nov 490.60 5.45 27.15 7 3 3

For Oil India Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 PE is -0.46

Historical price for 470 PE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 11.3, which was -1.90 lower than the previous day. The implied volatity was 33.02, the open interest changed by -10 which decreased total open position to 183


On 11 Dec OIL was trading at 469.55. The strike last trading price was 13.2, which was -0.80 lower than the previous day. The implied volatity was 37.54, the open interest changed by 9 which increased total open position to 193


On 10 Dec OIL was trading at 469.30. The strike last trading price was 14, which was -2.70 lower than the previous day. The implied volatity was 38.02, the open interest changed by -13 which decreased total open position to 183


On 9 Dec OIL was trading at 467.85. The strike last trading price was 16.7, which was 3.25 higher than the previous day. The implied volatity was 43.52, the open interest changed by 57 which increased total open position to 193


On 6 Dec OIL was trading at 474.90. The strike last trading price was 13.45, which was -1.35 lower than the previous day. The implied volatity was 38.24, the open interest changed by -28 which decreased total open position to 137


On 5 Dec OIL was trading at 473.75. The strike last trading price was 14.8, which was 5.35 higher than the previous day. The implied volatity was 40.06, the open interest changed by 93 which increased total open position to 165


On 4 Dec OIL was trading at 489.10. The strike last trading price was 9.45, which was 1.35 higher than the previous day. The implied volatity was 38.30, the open interest changed by 6 which increased total open position to 72


On 3 Dec OIL was trading at 490.30. The strike last trading price was 8.1, which was -5.90 lower than the previous day. The implied volatity was 36.61, the open interest changed by 45 which increased total open position to 66


On 2 Dec OIL was trading at 479.35. The strike last trading price was 14, which was 8.55 higher than the previous day. The implied volatity was 39.72, the open interest changed by 16 which increased total open position to 20


On 29 Nov OIL was trading at 490.60. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 27.15, the open interest changed by 3 which increased total open position to 3