OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 404.05 | 0.75 | 0.15 | 31.92 | 144 | 70 | 258 | |||||||||
| 14 Sept | 398.40 | 0.8 | 0.05 | 28.58 | 41 | 4 | 183 | |||||||||
| 17 Aug | 400.75 | 50 | 0 | 6.50 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.08
Historical price for 440 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 31.92, the open interest changed by 70 which increased total open position to 258
On 14 Sept OIL was trading at 398.40. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.58, the open interest changed by 4 which increased total open position to 183
On 17 Aug OIL was trading at 400.75. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
| OIL 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 43.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 398.40 | 46.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 400.75 | 40.65 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 43.55, 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 14 Sept OIL was trading at 398.40. The strike last trading price was 46.05, 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 40.65, 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
