OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.16
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 17 | 3.35 | 22.38 | 120 | -23 | 206 | |||||||||
| 14 Sept | 398.40 | 13.85 | 0.9 | 21.83 | 240 | 33 | 242 | |||||||||
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| 17 Aug | 400.75 | 66.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.85
Historical price for 390 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 17, which was 3.35 higher than the previous day. The implied volatity was 22.38, the open interest changed by -23 which decreased total open position to 206
On 14 Sept OIL was trading at 398.40. The strike last trading price was 13.85, which was 0.9 higher than the previous day. The implied volatity was 21.83, the open interest changed by 33 which increased total open position to 242
On 17 Aug OIL was trading at 400.75. The strike last trading price was 66.55, 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 390 PE | |||||||
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Delta: -0.19
Vega: 0.19
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 1.95 | -1.1 | 26.47 | 407 | 48 | 270 |
| 14 Sept | 398.40 | 4.75 | -1.65 | 25.79 | 327 | -5 | 236 |
| 17 Aug | 400.75 | 12 | 1.65 | 33.67 | 12 | 8 | 21 |
For Oil India Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.19
Historical price for 390 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 1.95, which was -1.1 lower than the previous day. The implied volatity was 26.47, the open interest changed by 48 which increased total open position to 270
On 14 Sept OIL was trading at 398.40. The strike last trading price was 4.75, which was -1.65 lower than the previous day. The implied volatity was 25.79, the open interest changed by -5 which decreased total open position to 236
On 17 Aug OIL was trading at 400.75. The strike last trading price was 12, which was 1.65 higher than the previous day. The implied volatity was 33.67, the open interest changed by 8 which increased total open position to 21
