`
Related Pages for OIL
[--[65.84.65.76]--]
OIL
Oil India Ltd
469.6 0.05 (0.01%)

Back to Option Chain

Historical option data for OIL

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OIL 26DEC2024 490 CE
Delta: 0.30
Vega: 0.32
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.75 5.7 -1.45 34.12 215 -16 416
11 Dec 469.55 7.15 -0.90 36.98 301 21 432
10 Dec 469.30 8.05 -0.70 38.63 369 8 421
9 Dec 467.85 8.75 -2.30 39.44 313 96 414
6 Dec 474.90 11.05 -0.05 37.02 283 -20 321
5 Dec 473.75 11.1 -6.75 36.54 765 164 339
4 Dec 489.10 17.85 -1.80 36.62 304 59 175
3 Dec 490.30 19.65 4.45 35.77 724 78 116
2 Dec 479.35 15.2 -24.05 38.71 140 38 38
29 Nov 490.60 39.25 - 0 0 0

For Oil India Ltd - strike price 490 expiring on 26DEC2024

Delta for 490 CE is 0.30

Historical price for 490 CE is as follows

On 12 Dec OIL was trading at 469.75. The strike last trading price was 5.7, which was -1.45 lower than the previous day. The implied volatity was 34.12, the open interest changed by -16 which decreased total open position to 416


On 11 Dec OIL was trading at 469.55. The strike last trading price was 7.15, which was -0.90 lower than the previous day. The implied volatity was 36.98, the open interest changed by 21 which increased total open position to 432


On 10 Dec OIL was trading at 469.30. The strike last trading price was 8.05, which was -0.70 lower than the previous day. The implied volatity was 38.63, the open interest changed by 8 which increased total open position to 421


On 9 Dec OIL was trading at 467.85. The strike last trading price was 8.75, which was -2.30 lower than the previous day. The implied volatity was 39.44, the open interest changed by 96 which increased total open position to 414


On 6 Dec OIL was trading at 474.90. The strike last trading price was 11.05, which was -0.05 lower than the previous day. The implied volatity was 37.02, the open interest changed by -20 which decreased total open position to 321


On 5 Dec OIL was trading at 473.75. The strike last trading price was 11.1, which was -6.75 lower than the previous day. The implied volatity was 36.54, the open interest changed by 164 which increased total open position to 339


On 4 Dec OIL was trading at 489.10. The strike last trading price was 17.85, which was -1.80 lower than the previous day. The implied volatity was 36.62, the open interest changed by 59 which increased total open position to 175


On 3 Dec OIL was trading at 490.30. The strike last trading price was 19.65, which was 4.45 higher than the previous day. The implied volatity was 35.77, the open interest changed by 78 which increased total open position to 116


On 2 Dec OIL was trading at 479.35. The strike last trading price was 15.2, which was -24.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 38 which increased total open position to 38


On 29 Nov OIL was trading at 490.60. The strike last trading price was 39.25, 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 490 PE
Delta: -0.71
Vega: 0.32
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.75 23.75 -1.70 33.32 4 0 43
11 Dec 469.55 25.45 -4.15 38.46 8 -2 43
10 Dec 469.30 29.6 1.35 48.05 17 -8 46
9 Dec 467.85 28.25 4.65 42.97 35 -17 55
6 Dec 474.90 23.6 -2.75 36.74 4 -2 73
5 Dec 473.75 26.35 9.30 41.67 558 -136 75
4 Dec 489.10 17.05 -0.45 36.50 322 191 217
3 Dec 490.30 17.5 -2.30 39.83 28 20 26
2 Dec 479.35 19.8 5.80 30.88 8 2 4
29 Nov 490.60 14 29.38 6 2 2

For Oil India Ltd - strike price 490 expiring on 26DEC2024

Delta for 490 PE is -0.71

Historical price for 490 PE is as follows

On 12 Dec OIL was trading at 469.75. The strike last trading price was 23.75, which was -1.70 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 43


On 11 Dec OIL was trading at 469.55. The strike last trading price was 25.45, which was -4.15 lower than the previous day. The implied volatity was 38.46, the open interest changed by -2 which decreased total open position to 43


On 10 Dec OIL was trading at 469.30. The strike last trading price was 29.6, which was 1.35 higher than the previous day. The implied volatity was 48.05, the open interest changed by -8 which decreased total open position to 46


On 9 Dec OIL was trading at 467.85. The strike last trading price was 28.25, which was 4.65 higher than the previous day. The implied volatity was 42.97, the open interest changed by -17 which decreased total open position to 55


On 6 Dec OIL was trading at 474.90. The strike last trading price was 23.6, which was -2.75 lower than the previous day. The implied volatity was 36.74, the open interest changed by -2 which decreased total open position to 73


On 5 Dec OIL was trading at 473.75. The strike last trading price was 26.35, which was 9.30 higher than the previous day. The implied volatity was 41.67, the open interest changed by -136 which decreased total open position to 75


On 4 Dec OIL was trading at 489.10. The strike last trading price was 17.05, which was -0.45 lower than the previous day. The implied volatity was 36.50, the open interest changed by 191 which increased total open position to 217


On 3 Dec OIL was trading at 490.30. The strike last trading price was 17.5, which was -2.30 lower than the previous day. The implied volatity was 39.83, the open interest changed by 20 which increased total open position to 26


On 2 Dec OIL was trading at 479.35. The strike last trading price was 19.8, which was 5.80 higher than the previous day. The implied volatity was 30.88, the open interest changed by 2 which increased total open position to 4


On 29 Nov OIL was trading at 490.60. The strike last trading price was 14, which was lower than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 2