`
Related Pages for OIL
[--[65.84.65.76]--]
OIL
Oil India Ltd
469.7 0.15 (0.03%)

Back to Option Chain

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 520 CE
Delta: 0.10
Vega: 0.17
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 469.60 1.7 -0.60 38.27 20 12 361
11 Dec 469.55 2.3 -0.30 40.07 154 -22 348
10 Dec 469.30 2.6 -0.40 40.44 404 113 373
9 Dec 467.85 3 -1.00 41.06 221 54 261
6 Dec 474.90 4 -0.10 38.25 136 19 207
5 Dec 473.75 4.1 -2.80 37.86 539 94 190
4 Dec 489.10 6.9 -0.60 36.17 226 37 96
3 Dec 490.30 7.5 1.00 34.52 168 1 57
2 Dec 479.35 6.5 -1.20 39.49 163 44 54
29 Nov 490.60 7.7 32.90 21 10 10

For Oil India Ltd - strike price 520 expiring on 26DEC2024

Delta for 520 CE is 0.10

Historical price for 520 CE is as follows

On 12 Dec OIL was trading at 469.60. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 38.27, the open interest changed by 12 which increased total open position to 361


On 11 Dec OIL was trading at 469.55. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 40.07, the open interest changed by -22 which decreased total open position to 348


On 10 Dec OIL was trading at 469.30. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 40.44, the open interest changed by 113 which increased total open position to 373


On 9 Dec OIL was trading at 467.85. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 41.06, the open interest changed by 54 which increased total open position to 261


On 6 Dec OIL was trading at 474.90. The strike last trading price was 4, which was -0.10 lower than the previous day. The implied volatity was 38.25, the open interest changed by 19 which increased total open position to 207


On 5 Dec OIL was trading at 473.75. The strike last trading price was 4.1, which was -2.80 lower than the previous day. The implied volatity was 37.86, the open interest changed by 94 which increased total open position to 190


On 4 Dec OIL was trading at 489.10. The strike last trading price was 6.9, which was -0.60 lower than the previous day. The implied volatity was 36.17, the open interest changed by 37 which increased total open position to 96


On 3 Dec OIL was trading at 490.30. The strike last trading price was 7.5, which was 1.00 higher than the previous day. The implied volatity was 34.52, the open interest changed by 1 which increased total open position to 57


On 2 Dec OIL was trading at 479.35. The strike last trading price was 6.5, which was -1.20 lower than the previous day. The implied volatity was 39.49, the open interest changed by 44 which increased total open position to 54


On 29 Nov OIL was trading at 490.60. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was 32.90, the open interest changed by 10 which increased total open position to 10


OIL 26DEC2024 520 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 42.25 0.00 0.00 0 0 0
11 Dec 469.55 42.25 0.00 0.00 0 0 0
10 Dec 469.30 42.25 0.00 0.00 0 0 0
9 Dec 467.85 42.25 0.00 0.00 0 0 0
6 Dec 474.90 42.25 0.00 0.00 0 2 0
5 Dec 473.75 42.25 6.35 - 4 1 13
4 Dec 489.10 35.9 0.75 35.98 16 8 13
3 Dec 490.30 35.15 1.35 39.07 2 0 4
2 Dec 479.35 33.8 -3.45 - 4 0 0
29 Nov 490.60 37.25 - 0 0 0

For Oil India Ltd - strike price 520 expiring on 26DEC2024

Delta for 520 PE is 0.00

Historical price for 520 PE is as follows

On 12 Dec OIL was trading at 469.60. The strike last trading price was 42.25, 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 42.25, 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 42.25, 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 42.25, 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 42.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 5 Dec OIL was trading at 473.75. The strike last trading price was 42.25, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13


On 4 Dec OIL was trading at 489.10. The strike last trading price was 35.9, which was 0.75 higher than the previous day. The implied volatity was 35.98, the open interest changed by 8 which increased total open position to 13


On 3 Dec OIL was trading at 490.30. The strike last trading price was 35.15, which was 1.35 higher than the previous day. The implied volatity was 39.07, 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 33.8, which was -3.45 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 37.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0