OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.16
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 1.5 | 0.45 | 30.29 | 250 | 10 | 308 | |||||||||
| 14 Sept | 398.40 | 1.3 | 0.1 | 26.35 | 111 | -1 | 167 | |||||||||
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| 17 Aug | 400.75 | 42 | 0 | 4.75 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.14
Historical price for 430 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 30.29, the open interest changed by 10 which increased total open position to 308
On 14 Sept OIL was trading at 398.40. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 26.35, the open interest changed by -1 which decreased total open position to 167
On 17 Aug OIL was trading at 400.75. The strike last trading price was 42, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
| OIL 30SEP2025 430 PE | |||||||
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Delta: -0.78
Vega: 0.21
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 27.7 | -3.6 | 41.55 | 14 | -1 | 19 |
| 14 Sept | 398.40 | 34.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 400.75 | 32 | 0 | 0.00 | 0 | 0 | 0 |
For Oil India Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.78
Historical price for 430 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 27.7, which was -3.6 lower than the previous day. The implied volatity was 41.55, the open interest changed by -1 which decreased total open position to 19
On 14 Sept OIL was trading at 398.40. The strike last trading price was 34.65, 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
On 17 Aug OIL was trading at 400.75. The strike last trading price was 32, 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
