OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 28OCT2025 400 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.50
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 17.4 | 2.3 | 23.92 | 48 | 16 | 64 | |||||||||
| 14 Sept | 398.40 | 15.75 | -0.2 | 24.89 | 5 | 2 | 11 | |||||||||
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| 17 Aug | 400.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.63
Historical price for 400 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 17.4, which was 2.3 higher than the previous day. The implied volatity was 23.92, the open interest changed by 16 which increased total open position to 64
On 14 Sept OIL was trading at 398.40. The strike last trading price was 15.75, which was -0.2 lower than the previous day. The implied volatity was 24.89, the open interest changed by 2 which increased total open position to 11
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 400 PE | |||||||
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Delta: -0.38
Vega: 0.50
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 10 | -2 | 26.80 | 21 | 8 | 56 |
| 14 Sept | 398.40 | 13.5 | -7.55 | 26.97 | 1 | 1 | 0 |
| 17 Aug | 400.75 | 0 | 0 | 1.52 | 0 | 0 | 0 |
For Oil India Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.38
Historical price for 400 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 26.80, the open interest changed by 8 which increased total open position to 56
On 14 Sept OIL was trading at 398.40. The strike last trading price was 13.5, which was -7.55 lower than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased 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 1.52, the open interest changed by 0 which decreased total open position to 0
