OIL
Oil India Ltd
Historical option data for OIL
28 Sep 2025 10:09 PM IST
| OIL 28-OCT-2025 360 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 410.25 | 94.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Aug | 400.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 360 expiring on 28OCT2025
Delta for 360 CE is -
Historical price for 360 CE is as follows
On 28 Sept OIL was trading at 410.25. The strike last trading price was 94.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug OIL was trading at 400.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| OIL 28OCT2025 360 PE | |||||||
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Delta: -0.08
Vega: 0.18
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 410.25 | 1.5 | -8.1 | 33.78 | 4 | 4 | 0 |
| 17 Aug | 400.75 | 9.6 | 0 | 7.93 | 0 | 0 | 0 |
For Oil India Ltd - strike price 360 expiring on 28OCT2025
Delta for 360 PE is -0.08
Historical price for 360 PE is as follows
On 28 Sept OIL was trading at 410.25. The strike last trading price was 1.5, which was -8.1 lower than the previous day. The implied volatity was 33.78, the open interest changed by 4 which increased total open position to 0
On 17 Aug OIL was trading at 400.75. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
