OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 380 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 404.05 | 24.2 | 2.4 | - | 26 | -1 | 62 | |||||||||
| 14 Sept | 398.40 | 21.45 | 1.25 | 20.93 | 14 | 2 | 34 | |||||||||
| 17 Aug | 400.75 | 84.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is -
Historical price for 380 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 24.2, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 62
On 14 Sept OIL was trading at 398.40. The strike last trading price was 21.45, which was 1.25 higher than the previous day. The implied volatity was 20.93, the open interest changed by 2 which increased total open position to 34
On 17 Aug OIL was trading at 400.75. The strike last trading price was 84.8, 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 30SEP2025 380 PE | |||||||
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Delta: -0.08
Vega: 0.10
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 0.7 | -0.45 | 27.30 | 91 | -12 | 314 |
| 14 Sept | 398.40 | 2.35 | -1.1 | 26.51 | 129 | 7 | 166 |
| 17 Aug | 400.75 | 8 | -8.45 | 32.54 | 2 | 2 | 1 |
For Oil India Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.08
Historical price for 380 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 27.30, the open interest changed by -12 which decreased total open position to 314
On 14 Sept OIL was trading at 398.40. The strike last trading price was 2.35, which was -1.1 lower than the previous day. The implied volatity was 26.51, the open interest changed by 7 which increased total open position to 166
On 17 Aug OIL was trading at 400.75. The strike last trading price was 8, which was -8.45 lower than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 1
