OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 360 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 41 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 398.40 | 39.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.00
Historical price for 360 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 41, which was 0 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 14 Sept OIL was trading at 398.40. The strike last trading price was 39.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| OIL 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 0.25 | -0.05 | 35.97 | 9 | -2 | 136 |
| 14 Sept | 398.40 | 0.6 | -0.15 | 30.09 | 18 | 3 | 136 |
For Oil India Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.03
Historical price for 360 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.97, the open interest changed by -2 which decreased total open position to 136
On 14 Sept OIL was trading at 398.40. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 30.09, the open interest changed by 3 which increased total open position to 136
