OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 400 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.26
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 9.85 | 2.15 | 23.52 | 1,352 | -52 | 583 | |||||||||
| 14 Sept | 398.40 | 8.35 | 0.6 | 23.15 | 938 | 49 | 578 | |||||||||
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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 0.65
Historical price for 400 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 9.85, which was 2.15 higher than the previous day. The implied volatity was 23.52, the open interest changed by -52 which decreased total open position to 583
On 14 Sept OIL was trading at 398.40. The strike last trading price was 8.35, which was 0.6 higher than the previous day. The implied volatity was 23.15, the open interest changed by 49 which increased total open position to 578
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: -0.37
Vega: 0.27
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 5.1 | -1.9 | 27.52 | 570 | 30 | 408 |
| 14 Sept | 398.40 | 9.05 | -2.2 | 26.17 | 105 | -3 | 328 |
| 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 -0.37
Historical price for 400 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 5.1, which was -1.9 lower than the previous day. The implied volatity was 27.52, the open interest changed by 30 which increased total open position to 408
On 14 Sept OIL was trading at 398.40. The strike last trading price was 9.05, which was -2.2 lower than the previous day. The implied volatity was 26.17, the open interest changed by -3 which decreased total open position to 328
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
