OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 370 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 | |||||||||
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| 21 Sept | 404.05 | 30.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 398.40 | 30.25 | 3.55 | 14.56 | 8 | -1 | 5 | |||||||||
For Oil India Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.00
Historical price for 370 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 30.25, 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 30.25, which was 3.55 higher than the previous day. The implied volatity was 14.56, the open interest changed by -1 which decreased total open position to 5
| OIL 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 0.4 | -0.1 | 31.57 | 84 | -20 | 186 |
| 14 Sept | 398.40 | 1.2 | -0.5 | 28.27 | 44 | -3 | 149 |
For Oil India Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.04
Historical price for 370 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.57, the open interest changed by -20 which decreased total open position to 186
On 14 Sept OIL was trading at 398.40. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 28.27, the open interest changed by -3 which decreased total open position to 149
