OIL
Oil India Ltd
Historical option data for OIL
21 Sep 2025 04:14 PM IST
| OIL 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 404.05 | 33.7 | 0 | 25.87 | 0 | 0 | 0 | |||||||||
| 17 Aug | 400.75 | 33.7 | 0 | 13.15 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 25.87, 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 33.7, which was 0 lower than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 0
| OIL 30SEP2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.11
Theta: -0.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 404.05 | 75.75 | -10.5 | 67.00 | 5 | -5 | 4 |
| 17 Aug | 400.75 | 80.5 | 16.8 | 50.58 | 5 | 5 | 4 |
For Oil India Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.92
Historical price for 480 PE is as follows
On 21 Sept OIL was trading at 404.05. The strike last trading price was 75.75, which was -10.5 lower than the previous day. The implied volatity was 67.00, the open interest changed by -5 which decreased total open position to 4
On 17 Aug OIL was trading at 400.75. The strike last trading price was 80.5, which was 16.8 higher than the previous day. The implied volatity was 50.58, the open interest changed by 5 which increased total open position to 4
