OIL
Oil India Ltd
Historical option data for OIL
17 Aug 2025 12:58 AM IST
| OIL 30SEP2025 400 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.56
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 400.75 | 16.55 | -4.75 | 23.30 | 37 | 26 | 32 | |||||||||
For Oil India Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.59
Historical price for 400 CE is as follows
On 17 Aug OIL was trading at 400.75. The strike last trading price was 16.55, which was -4.75 lower than the previous day. The implied volatity was 23.30, the open interest changed by 26 which increased total open position to 32
| OIL 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.56
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 400.75 | 16.5 | 2.55 | 34.09 | 19 | 12 | 32 |
For Oil India Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.43
Historical price for 400 PE is as follows
On 17 Aug OIL was trading at 400.75. The strike last trading price was 16.5, which was 2.55 higher than the previous day. The implied volatity was 34.09, the open interest changed by 12 which increased total open position to 32
