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Related Pages for OIL
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OIL
Oil India Ltd
469.95 0.40 (0.09%)

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Historical option data for OIL

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OIL 26DEC2024 510 CE
Delta: 0.15
Vega: 0.21
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.60 2.55 -0.80 36.96 11 2 215
11 Dec 469.55 3.35 -0.55 38.92 122 2 213
10 Dec 469.30 3.9 -0.35 40.04 232 67 211
9 Dec 467.85 4.25 -1.30 40.16 123 -13 139
6 Dec 474.90 5.55 -0.35 37.39 140 -2 152
5 Dec 473.75 5.9 -3.80 37.70 417 41 155
4 Dec 489.10 9.7 -1.00 36.23 200 52 113
3 Dec 490.30 10.7 1.95 34.95 146 39 60
2 Dec 479.35 8.75 -1.20 39.22 79 18 20
29 Nov 490.60 9.95 31.46 2 1 1

For Oil India Ltd - strike price 510 expiring on 26DEC2024

Delta for 510 CE is 0.15

Historical price for 510 CE is as follows

On 12 Dec OIL was trading at 469.60. The strike last trading price was 2.55, which was -0.80 lower than the previous day. The implied volatity was 36.96, the open interest changed by 2 which increased total open position to 215


On 11 Dec OIL was trading at 469.55. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 38.92, the open interest changed by 2 which increased total open position to 213


On 10 Dec OIL was trading at 469.30. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 40.04, the open interest changed by 67 which increased total open position to 211


On 9 Dec OIL was trading at 467.85. The strike last trading price was 4.25, which was -1.30 lower than the previous day. The implied volatity was 40.16, the open interest changed by -13 which decreased total open position to 139


On 6 Dec OIL was trading at 474.90. The strike last trading price was 5.55, which was -0.35 lower than the previous day. The implied volatity was 37.39, the open interest changed by -2 which decreased total open position to 152


On 5 Dec OIL was trading at 473.75. The strike last trading price was 5.9, which was -3.80 lower than the previous day. The implied volatity was 37.70, the open interest changed by 41 which increased total open position to 155


On 4 Dec OIL was trading at 489.10. The strike last trading price was 9.7, which was -1.00 lower than the previous day. The implied volatity was 36.23, the open interest changed by 52 which increased total open position to 113


On 3 Dec OIL was trading at 490.30. The strike last trading price was 10.7, which was 1.95 higher than the previous day. The implied volatity was 34.95, the open interest changed by 39 which increased total open position to 60


On 2 Dec OIL was trading at 479.35. The strike last trading price was 8.75, which was -1.20 lower than the previous day. The implied volatity was 39.22, the open interest changed by 18 which increased total open position to 20


On 29 Nov OIL was trading at 490.60. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 1


OIL 26DEC2024 510 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.60 40.85 0.00 0.00 0 0 0
11 Dec 469.55 40.85 0.00 0.00 0 0 0
10 Dec 469.30 40.85 0.00 0.00 0 0 0
9 Dec 467.85 40.85 0.00 0.00 0 0 0
6 Dec 474.90 40.85 0.00 0.00 0 3 0
5 Dec 473.75 40.85 9.25 43.32 5 2 2
4 Dec 489.10 31.6 0.00 - 0 0 0
3 Dec 490.30 31.6 0.00 - 0 0 0
2 Dec 479.35 31.6 0.00 - 0 0 0
29 Nov 490.60 31.6 - 0 0 0

For Oil India Ltd - strike price 510 expiring on 26DEC2024

Delta for 510 PE is 0.00

Historical price for 510 PE is as follows

On 12 Dec OIL was trading at 469.60. The strike last trading price was 40.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec OIL was trading at 469.55. The strike last trading price was 40.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec OIL was trading at 469.30. The strike last trading price was 40.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec OIL was trading at 467.85. The strike last trading price was 40.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec OIL was trading at 474.90. The strike last trading price was 40.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 5 Dec OIL was trading at 473.75. The strike last trading price was 40.85, which was 9.25 higher than the previous day. The implied volatity was 43.32, the open interest changed by 2 which increased total open position to 2


On 4 Dec OIL was trading at 489.10. The strike last trading price was 31.6, 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 31.6, 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 31.6, 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 31.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0