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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 480 CE
Delta: 0.41
Vega: 0.36
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 8.9 -1.60 33.78 382 67 683
11 Dec 469.55 10.5 -0.95 36.70 456 -49 618
10 Dec 469.30 11.45 -0.90 38.36 912 -86 671
9 Dec 467.85 12.35 -2.70 39.56 902 325 758
6 Dec 474.90 15.05 0.05 36.85 579 15 433
5 Dec 473.75 15 -8.80 36.21 1,534 311 421
4 Dec 489.10 23.8 -1.30 38.01 115 -28 110
3 Dec 490.30 25.1 4.25 35.41 381 87 140
2 Dec 479.35 20.85 -24.25 41.09 109 53 53
29 Nov 490.60 45.1 - 0 0 0

For Oil India Ltd - strike price 480 expiring on 26DEC2024

Delta for 480 CE is 0.41

Historical price for 480 CE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 8.9, which was -1.60 lower than the previous day. The implied volatity was 33.78, the open interest changed by 67 which increased total open position to 683


On 11 Dec OIL was trading at 469.55. The strike last trading price was 10.5, which was -0.95 lower than the previous day. The implied volatity was 36.70, the open interest changed by -49 which decreased total open position to 618


On 10 Dec OIL was trading at 469.30. The strike last trading price was 11.45, which was -0.90 lower than the previous day. The implied volatity was 38.36, the open interest changed by -86 which decreased total open position to 671


On 9 Dec OIL was trading at 467.85. The strike last trading price was 12.35, which was -2.70 lower than the previous day. The implied volatity was 39.56, the open interest changed by 325 which increased total open position to 758


On 6 Dec OIL was trading at 474.90. The strike last trading price was 15.05, which was 0.05 higher than the previous day. The implied volatity was 36.85, the open interest changed by 15 which increased total open position to 433


On 5 Dec OIL was trading at 473.75. The strike last trading price was 15, which was -8.80 lower than the previous day. The implied volatity was 36.21, the open interest changed by 311 which increased total open position to 421


On 4 Dec OIL was trading at 489.10. The strike last trading price was 23.8, which was -1.30 lower than the previous day. The implied volatity was 38.01, the open interest changed by -28 which decreased total open position to 110


On 3 Dec OIL was trading at 490.30. The strike last trading price was 25.1, which was 4.25 higher than the previous day. The implied volatity was 35.41, the open interest changed by 87 which increased total open position to 140


On 2 Dec OIL was trading at 479.35. The strike last trading price was 20.85, which was -24.25 lower than the previous day. The implied volatity was 41.09, the open interest changed by 53 which increased total open position to 53


On 29 Nov OIL was trading at 490.60. The strike last trading price was 45.1, 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 480 PE
Delta: -0.59
Vega: 0.36
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.95 16.75 -2.35 32.82 17 0 169
11 Dec 469.55 19.1 -0.80 38.76 28 -9 168
10 Dec 469.30 19.9 -2.90 39.14 89 -25 176
9 Dec 467.85 22.8 4.25 45.14 60 -1 202
6 Dec 474.90 18.55 -1.45 38.60 116 -27 203
5 Dec 473.75 20 6.80 40.52 843 154 228
4 Dec 489.10 13.2 1.20 38.19 99 -10 74
3 Dec 490.30 12 -5.90 37.51 108 27 80
2 Dec 479.35 17.9 6.85 38.21 156 39 53
29 Nov 490.60 11.05 32.08 27 13 13

For Oil India Ltd - strike price 480 expiring on 26DEC2024

Delta for 480 PE is -0.59

Historical price for 480 PE is as follows

On 12 Dec OIL was trading at 469.95. The strike last trading price was 16.75, which was -2.35 lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 169


On 11 Dec OIL was trading at 469.55. The strike last trading price was 19.1, which was -0.80 lower than the previous day. The implied volatity was 38.76, the open interest changed by -9 which decreased total open position to 168


On 10 Dec OIL was trading at 469.30. The strike last trading price was 19.9, which was -2.90 lower than the previous day. The implied volatity was 39.14, the open interest changed by -25 which decreased total open position to 176


On 9 Dec OIL was trading at 467.85. The strike last trading price was 22.8, which was 4.25 higher than the previous day. The implied volatity was 45.14, the open interest changed by -1 which decreased total open position to 202


On 6 Dec OIL was trading at 474.90. The strike last trading price was 18.55, which was -1.45 lower than the previous day. The implied volatity was 38.60, the open interest changed by -27 which decreased total open position to 203


On 5 Dec OIL was trading at 473.75. The strike last trading price was 20, which was 6.80 higher than the previous day. The implied volatity was 40.52, the open interest changed by 154 which increased total open position to 228


On 4 Dec OIL was trading at 489.10. The strike last trading price was 13.2, which was 1.20 higher than the previous day. The implied volatity was 38.19, the open interest changed by -10 which decreased total open position to 74


On 3 Dec OIL was trading at 490.30. The strike last trading price was 12, which was -5.90 lower than the previous day. The implied volatity was 37.51, the open interest changed by 27 which increased total open position to 80


On 2 Dec OIL was trading at 479.35. The strike last trading price was 17.9, which was 6.85 higher than the previous day. The implied volatity was 38.21, the open interest changed by 39 which increased total open position to 53


On 29 Nov OIL was trading at 490.60. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was 32.08, the open interest changed by 13 which increased total open position to 13