OIL
Oil India Ltd
Historical option data for OIL
28 Sep 2025 10:09 PM IST
| OIL 28-OCT-2025 420 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.48
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 410.25 | 10.5 | -2.8 | 28.26 | 173 | -3 | 271 | |||||||||
| 21 Sept | 404.05 | 8.5 | 1.05 | 24.80 | 60 | 47 | 65 | |||||||||
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| 14 Sept | 398.40 | 6.95 | -1.45 | 23.57 | 1 | 1 | 11 | |||||||||
| 17 Aug | 400.75 | 55.3 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 420 expiring on 28OCT2025
Delta for 420 CE is 0.43
Historical price for 420 CE is as follows
On 28 Sept OIL was trading at 410.25. The strike last trading price was 10.5, which was -2.8 lower than the previous day. The implied volatity was 28.26, the open interest changed by -3 which decreased total open position to 271
On 21 Sept OIL was trading at 404.05. The strike last trading price was 8.5, which was 1.05 higher than the previous day. The implied volatity was 24.80, the open interest changed by 47 which increased total open position to 65
On 14 Sept OIL was trading at 398.40. The strike last trading price was 6.95, which was -1.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by 1 which increased total open position to 11
On 17 Aug OIL was trading at 400.75. The strike last trading price was 55.3, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
| OIL 28OCT2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.48
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 410.25 | 18.8 | 3.2 | 30.70 | 54 | 4 | 100 |
| 21 Sept | 404.05 | 22.25 | -2 | 30.36 | 11 | 11 | 11 |
| 14 Sept | 398.40 | 29.1 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 400.75 | 0 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 420 expiring on 28OCT2025
Delta for 420 PE is -0.56
Historical price for 420 PE is as follows
On 28 Sept OIL was trading at 410.25. The strike last trading price was 18.8, which was 3.2 higher than the previous day. The implied volatity was 30.70, the open interest changed by 4 which increased total open position to 100
On 21 Sept OIL was trading at 404.05. The strike last trading price was 22.25, which was -2 lower than the previous day. The implied volatity was 30.36, the open interest changed by 11 which increased total open position to 11
On 14 Sept OIL was trading at 398.40. The strike last trading price was 29.1, 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 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
