
OIL
Oil India Ltd
Historical option data for OIL
01 Nov 2025 08:16 PM IST
OIL 25-NOV-2025 420 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
||||||||||||||||
1 Nov | 433.35 | 20.25 | -1.15 | - | 78 | -4 | 320 | |||||||||
27 Oct | 422.35 | 14.8 | 0.25 | - | 634 | -110 | 351 | |||||||||
26 Oct | 419.50 | 14.25 | 0.2 | - | 2,046 | 195 | 468 | |||||||||
25 Oct | 419.50 | 14.25 | 0.2 | - | 2,046 | 195 | 468 | |||||||||
18 Oct | 408.90 | 9.25 | -4.7 | - | 36 | 19 | 43 | |||||||||
15 Oct | 414.10 | 13.6 | -1.2 | - | 8 | 0 | 13 | |||||||||
28 Sept | 410.25 | 18 | -4.2 | 28.91 | 1 | -1 | 4 | |||||||||
21 Sept | 404.05 | 26.95 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
14 Sept | 398.40 | 26.95 | 0 | 2.21 | 0 | 0 | 0 |
For Oil India Ltd - strike price 420 expiring on 25NOV2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 1 Nov OIL was trading at 433.35. The strike last trading price was 20.25, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 320
On 27 Oct OIL was trading at 422.35. The strike last trading price was 14.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -110 which decreased total open position to 351
On 26 Oct OIL was trading at 419.50. The strike last trading price was 14.25, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 468
On 25 Oct OIL was trading at 419.50. The strike last trading price was 14.25, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 468
On 18 Oct OIL was trading at 408.90. The strike last trading price was 9.25, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 43
On 15 Oct OIL was trading at 414.10. The strike last trading price was 13.6, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 28 Sept OIL was trading at 410.25. The strike last trading price was 18, which was -4.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by -1 which decreased total open position to 4
On 21 Sept OIL was trading at 404.05. The strike last trading price was 26.95, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 14 Sept OIL was trading at 398.40. The strike last trading price was 26.95, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
OIL 25NOV2025 420 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
1 Nov | 433.35 | 7.7 | -0.35 | - | 237 | 41 | 322 |
27 Oct | 422.35 | 13.05 | -2.2 | - | 202 | -3 | 175 |
26 Oct | 419.50 | 15.2 | 0.1 | - | 310 | 78 | 185 |
25 Oct | 419.50 | 15.2 | 0.1 | - | 310 | 78 | 185 |
18 Oct | 408.90 | 20 | 2.1 | - | 7 | 6 | 10 |
15 Oct | 414.10 | 20.05 | -2.45 | - | 3 | 0 | 3 |
28 Sept | 410.25 | 50.25 | 0 | - | 0 | 0 | 0 |
21 Sept | 404.05 | 0 | 0 | - | 0 | 0 | 0 |
14 Sept | 398.40 | 0 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 420 expiring on 25NOV2025
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 1 Nov OIL was trading at 433.35. The strike last trading price was 7.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 322
On 27 Oct OIL was trading at 422.35. The strike last trading price was 13.05, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 175
On 26 Oct OIL was trading at 419.50. The strike last trading price was 15.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 185
On 25 Oct OIL was trading at 419.50. The strike last trading price was 15.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 185
On 18 Oct OIL was trading at 408.90. The strike last trading price was 20, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 15 Oct OIL was trading at 414.10. The strike last trading price was 20.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 28 Sept OIL was trading at 410.25. The strike last trading price was 50.25, 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
On 21 Sept OIL was trading at 404.05. 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
On 14 Sept OIL was trading at 398.40. 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