OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.22
Theta: -0.31
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 2.9 | 0.9 | 28.33 | 1,017 | 50 | 675 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 398.40 | 2.35 | 0.15 | 24.65 | 602 | 9 | 445 | |||||||||
| 17 Aug | 400.75 | 8.5 | -3.5 | 24.49 | 2 | 0 | 11 | |||||||||
For Oil India Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.25
Historical price for 420 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 2.9, which was 0.9 higher than the previous day. The implied volatity was 28.33, the open interest changed by 50 which increased total open position to 675
On 14 Sept OIL was trading at 398.40. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 24.65, the open interest changed by 9 which increased total open position to 445
On 17 Aug OIL was trading at 400.75. The strike last trading price was 8.5, which was -3.5 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 11
| OIL 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.23
Theta: -0.25
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 17.7 | -3.5 | 31.23 | 28 | -8 | 56 |
| 14 Sept | 398.40 | 23.25 | -2.5 | 29.83 | 16 | -2 | 62 |
| 17 Aug | 400.75 | 25.75 | 0 | 0.00 | 0 | 0 | 0 |
For Oil India Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.73
Historical price for 420 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 17.7, which was -3.5 lower than the previous day. The implied volatity was 31.23, the open interest changed by -8 which decreased total open position to 56
On 14 Sept OIL was trading at 398.40. The strike last trading price was 23.25, which was -2.5 lower than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 62
On 17 Aug OIL was trading at 400.75. The strike last trading price was 25.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
