OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 404.05 | 0.3 | 0 | 37.77 | 10 | -5 | 65 | |||||||||
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| 14 Sept | 398.40 | 0.35 | 0 | 32.99 | 1 | 0 | 64 | |||||||||
| 17 Aug | 400.75 | 3 | -0.25 | 30.57 | 8 | 0 | 23 | |||||||||
For Oil India Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.03
Historical price for 460 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.77, the open interest changed by -5 which decreased total open position to 65
On 14 Sept OIL was trading at 398.40. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 64
On 17 Aug OIL was trading at 400.75. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 23
| OIL 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 50 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 398.40 | 50 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 400.75 | 51.55 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is 0.00
Historical price for 460 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 50, 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 50, 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 51.55, 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
