OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 410 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.27
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 5.6 | 1.65 | 26.63 | 2,383 | 470 | 1,156 | |||||||||
| 14 Sept | 398.40 | 4.4 | 0.15 | 23.32 | 817 | 10 | 460 | |||||||||
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| 17 Aug | 400.75 | 53.35 | 0 | 0.90 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.42
Historical price for 410 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 5.6, which was 1.65 higher than the previous day. The implied volatity was 26.63, the open interest changed by 470 which increased total open position to 1156
On 14 Sept OIL was trading at 398.40. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 23.32, the open interest changed by 10 which increased total open position to 460
On 17 Aug OIL was trading at 400.75. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
| OIL 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.28
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 11.05 | -2.6 | 31.29 | 120 | 42 | 137 |
| 14 Sept | 398.40 | 15.8 | -1.75 | 28.87 | 15 | 2 | 86 |
| 17 Aug | 400.75 | 19.2 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.56
Historical price for 410 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 11.05, which was -2.6 lower than the previous day. The implied volatity was 31.29, the open interest changed by 42 which increased total open position to 137
On 14 Sept OIL was trading at 398.40. The strike last trading price was 15.8, which was -1.75 lower than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 86
On 17 Aug OIL was trading at 400.75. The strike last trading price was 19.2, 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
