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[--[65.84.65.76]--]
OIL
Oil India Ltd

346.4 -7.05 (-1.99%)

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Historical option data for OIL

09 Apr 2025 01:14 PM IST
OIL 24APR2025 400 CE
Delta: 0.11
Vega: 0.13
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 347.15 1.85 -0.7 52.58 180 11 745
8 Apr 353.45 2.5 -0.65 49.23 504 47 745
7 Apr 343.25 3.05 0.55 59.18 861 1 705
4 Apr 357.75 2.6 -6.05 40.11 1,551 36 701
3 Apr 386.05 8.6 -3.6 36.02 727 17 666
2 Apr 392.10 12 0.9 38.74 671 40 648
1 Apr 385.45 10.9 -1.9 41.11 592 -19 606
28 Mar 386.75 12.05 -2.5 42.08 1,492 241 625
27 Mar 386.05 14.15 2.75 44.25 1,238 225 386
26 Mar 380.90 10.85 -4.45 37.84 143 29 161
25 Mar 390.30 14.9 -5.15 41.26 209 30 132
24 Mar 398.10 20.25 3 42.87 170 64 101
21 Mar 393.60 16.6 1.05 38.00 100 9 33
20 Mar 391.30 15.05 2.4 36.05 23 16 23
19 Mar 385.85 12.65 0.65 35.39 1 0 6
18 Mar 385.80 12 0.55 34.13 1 0 6
17 Mar 378.15 11.8 -0.2 38.69 2 1 6
13 Mar 375.50 12 0.65 39.17 9 3 6
12 Mar 366.80 11.35 0 0.00 0 -1 0
11 Mar 369.15 11.35 -0.8 40.78 1 0 4
10 Mar 362.85 12.15 -3.45 48.04 11 4 4
7 Mar 369.75 15.6 0 0.00 0 0 0
6 Mar 372.20 15.6 0 0.00 0 -1 0
5 Mar 368.20 15.6 4.45 47.27 1 0 2
4 Mar 351.20 11.15 0 0.00 0 0 0
28 Feb 342.70 11.15 -2.15 52.54 1 0 1
27 Feb 365.90 13.3 -6.7 41.50 1 0 1
26 Feb 372.40 20 -35.1 48.84 1 1 0
25 Feb 372.40 20 -35.1 48.84 1 0 0
24 Feb 378.80 55.1 0 3.06 0 0 0
21 Feb 392.40 55.1 0 0.34 0 0 0
20 Feb 405.65 55.1 0 - 0 0 0
19 Feb 396.35 55.1 0 - 0 0 0
18 Feb 398.55 55.1 0 0.29 0 0 0
17 Feb 400.55 55.1 0 - 0 0 0
14 Feb 396.35 55.1 0 - 0 0 0
13 Feb 412.90 55.1 0 - 0 0 0
12 Feb 417.55 55.1 0 - 0 0 0
11 Feb 412.20 55.1 0 - 0 0 0
10 Feb 405.25 55.1 0 - 0 0 0
7 Feb 424.80 0 0 - 0 0 0
6 Feb 425.00 0 0 - 0 0 0
5 Feb 431.60 0 0 - 0 0 0
4 Feb 405.45 0 0 - 0 0 0
3 Feb 394.80 0 0 - 0 0 0
1 Feb 410.70 0 0 - 0 0 0


For Oil India Ltd - strike price 400 expiring on 24APR2025

Delta for 400 CE is 0.11

Historical price for 400 CE is as follows

On 9 Apr OIL was trading at 347.15. The strike last trading price was 1.85, which was -0.7 lower than the previous day. The implied volatity was 52.58, the open interest changed by 11 which increased total open position to 745


On 8 Apr OIL was trading at 353.45. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 49.23, the open interest changed by 47 which increased total open position to 745


On 7 Apr OIL was trading at 343.25. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 59.18, the open interest changed by 1 which increased total open position to 705


On 4 Apr OIL was trading at 357.75. The strike last trading price was 2.6, which was -6.05 lower than the previous day. The implied volatity was 40.11, the open interest changed by 36 which increased total open position to 701


On 3 Apr OIL was trading at 386.05. The strike last trading price was 8.6, which was -3.6 lower than the previous day. The implied volatity was 36.02, the open interest changed by 17 which increased total open position to 666


On 2 Apr OIL was trading at 392.10. The strike last trading price was 12, which was 0.9 higher than the previous day. The implied volatity was 38.74, the open interest changed by 40 which increased total open position to 648


On 1 Apr OIL was trading at 385.45. The strike last trading price was 10.9, which was -1.9 lower than the previous day. The implied volatity was 41.11, the open interest changed by -19 which decreased total open position to 606


On 28 Mar OIL was trading at 386.75. The strike last trading price was 12.05, which was -2.5 lower than the previous day. The implied volatity was 42.08, the open interest changed by 241 which increased total open position to 625


On 27 Mar OIL was trading at 386.05. The strike last trading price was 14.15, which was 2.75 higher than the previous day. The implied volatity was 44.25, the open interest changed by 225 which increased total open position to 386


On 26 Mar OIL was trading at 380.90. The strike last trading price was 10.85, which was -4.45 lower than the previous day. The implied volatity was 37.84, the open interest changed by 29 which increased total open position to 161


On 25 Mar OIL was trading at 390.30. The strike last trading price was 14.9, which was -5.15 lower than the previous day. The implied volatity was 41.26, the open interest changed by 30 which increased total open position to 132


On 24 Mar OIL was trading at 398.10. The strike last trading price was 20.25, which was 3 higher than the previous day. The implied volatity was 42.87, the open interest changed by 64 which increased total open position to 101


On 21 Mar OIL was trading at 393.60. The strike last trading price was 16.6, which was 1.05 higher than the previous day. The implied volatity was 38.00, the open interest changed by 9 which increased total open position to 33


On 20 Mar OIL was trading at 391.30. The strike last trading price was 15.05, which was 2.4 higher than the previous day. The implied volatity was 36.05, the open interest changed by 16 which increased total open position to 23


On 19 Mar OIL was trading at 385.85. The strike last trading price was 12.65, which was 0.65 higher than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 6


On 18 Mar OIL was trading at 385.80. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 6


On 17 Mar OIL was trading at 378.15. The strike last trading price was 11.8, which was -0.2 lower than the previous day. The implied volatity was 38.69, the open interest changed by 1 which increased total open position to 6


On 13 Mar OIL was trading at 375.50. The strike last trading price was 12, which was 0.65 higher than the previous day. The implied volatity was 39.17, the open interest changed by 3 which increased total open position to 6


On 12 Mar OIL was trading at 366.80. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Mar OIL was trading at 369.15. The strike last trading price was 11.35, which was -0.8 lower than the previous day. The implied volatity was 40.78, the open interest changed by 0 which decreased total open position to 4


On 10 Mar OIL was trading at 362.85. The strike last trading price was 12.15, which was -3.45 lower than the previous day. The implied volatity was 48.04, the open interest changed by 4 which increased total open position to 4


On 7 Mar OIL was trading at 369.75. The strike last trading price was 15.6, 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 6 Mar OIL was trading at 372.20. The strike last trading price was 15.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Mar OIL was trading at 368.20. The strike last trading price was 15.6, which was 4.45 higher than the previous day. The implied volatity was 47.27, the open interest changed by 0 which decreased total open position to 2


On 4 Mar OIL was trading at 351.20. The strike last trading price was 11.15, 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 28 Feb OIL was trading at 342.70. The strike last trading price was 11.15, which was -2.15 lower than the previous day. The implied volatity was 52.54, the open interest changed by 0 which decreased total open position to 1


On 27 Feb OIL was trading at 365.90. The strike last trading price was 13.3, which was -6.7 lower than the previous day. The implied volatity was 41.50, the open interest changed by 0 which decreased total open position to 1


On 26 Feb OIL was trading at 372.40. The strike last trading price was 20, which was -35.1 lower than the previous day. The implied volatity was 48.84, the open interest changed by 1 which increased total open position to 0


On 25 Feb OIL was trading at 372.40. The strike last trading price was 20, which was -35.1 lower than the previous day. The implied volatity was 48.84, the open interest changed by 0 which decreased total open position to 0


On 24 Feb OIL was trading at 378.80. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 21 Feb OIL was trading at 392.40. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 20 Feb OIL was trading at 405.65. The strike last trading price was 55.1, 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


On 19 Feb OIL was trading at 396.35. The strike last trading price was 55.1, 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


On 18 Feb OIL was trading at 398.55. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 17 Feb OIL was trading at 400.55. The strike last trading price was 55.1, 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


On 14 Feb OIL was trading at 396.35. The strike last trading price was 55.1, 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


On 13 Feb OIL was trading at 412.90. The strike last trading price was 55.1, 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


On 12 Feb OIL was trading at 417.55. The strike last trading price was 55.1, 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


On 11 Feb OIL was trading at 412.20. The strike last trading price was 55.1, 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


On 10 Feb OIL was trading at 405.25. The strike last trading price was 55.1, 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


On 7 Feb OIL was trading at 424.80. The strike last trading price was 0, 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


On 6 Feb OIL was trading at 425.00. The strike last trading price was 0, 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


On 5 Feb OIL was trading at 431.60. The strike last trading price was 0, 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


On 4 Feb OIL was trading at 405.45. The strike last trading price was 0, 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


On 3 Feb OIL was trading at 394.80. The strike last trading price was 0, 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


On 1 Feb OIL was trading at 410.70. The strike last trading price was 0, 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


OIL 24APR2025 400 PE
Delta: -0.79
Vega: 0.21
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 347.15 57.55 8.35 77.99 3 0 131
8 Apr 353.45 49.2 -10.15 64.29 2 0 131
7 Apr 343.25 59.7 13.2 75.30 11 -6 131
4 Apr 357.75 46.5 25.2 64.21 47 -5 137
3 Apr 386.05 21.25 2.2 39.79 78 -5 143
2 Apr 392.10 19.45 -3.5 41.64 105 25 148
1 Apr 385.45 22.95 -1.6 41.81 112 39 124
28 Mar 386.75 25.55 1.15 43.19 101 17 85
27 Mar 386.05 24.9 -2.6 45.25 68 16 62
26 Mar 380.90 27.5 4.55 46.20 50 19 46
25 Mar 390.30 22.95 4.25 41.88 38 13 27
24 Mar 398.10 18.7 0.45 41.53 20 13 14
21 Mar 393.60 18.25 -12.45 34.36 1 0 0
20 Mar 391.30 30.7 0 - 0 0 0
19 Mar 385.85 30.7 0 - 0 0 0
18 Mar 385.80 30.7 0 - 0 0 0
17 Mar 378.15 30.7 0 - 0 0 0
13 Mar 375.50 30.7 0 - 0 0 0
12 Mar 366.80 30.7 0 - 0 0 0
11 Mar 369.15 30.7 0 - 0 0 0
10 Mar 362.85 30.7 0 - 0 0 0
7 Mar 369.75 30.7 0 - 0 0 0
6 Mar 372.20 30.7 0 - 0 0 0
5 Mar 368.20 30.7 0 - 0 0 0
4 Mar 351.20 30.7 0 - 0 0 0
28 Feb 342.70 30.7 0 - 0 0 0
27 Feb 365.90 30.7 0 - 0 0 0
26 Feb 372.40 30.7 0 - 0 0 0
25 Feb 372.40 30.7 0 - 0 0 0
24 Feb 378.80 30.7 0 - 0 0 0
21 Feb 392.40 30.7 0 - 0 0 0
20 Feb 405.65 30.7 0 2.16 0 0 0
19 Feb 396.35 30.7 0 0.59 0 0 0
18 Feb 398.55 30.7 0 1.35 0 0 0
17 Feb 400.55 30.7 0 1.19 0 0 0
14 Feb 396.35 30.7 0 0.42 0 0 0
13 Feb 412.90 30.7 0 3.36 0 0 0
12 Feb 417.55 30.7 0 4.33 0 0 0
11 Feb 412.20 30.7 0 3.37 0 0 0
10 Feb 405.25 30.7 0 1.95 0 0 0
7 Feb 424.80 30.7 0 5.19 0 0 0
6 Feb 425.00 0 0 5.23 0 0 0
5 Feb 431.60 0 0 6.03 0 0 0
4 Feb 405.45 0 0 2.24 0 0 0
3 Feb 394.80 0 0 0.34 0 0 0
1 Feb 410.70 0 0 3.27 0 0 0


For Oil India Ltd - strike price 400 expiring on 24APR2025

Delta for 400 PE is -0.79

Historical price for 400 PE is as follows

On 9 Apr OIL was trading at 347.15. The strike last trading price was 57.55, which was 8.35 higher than the previous day. The implied volatity was 77.99, the open interest changed by 0 which decreased total open position to 131


On 8 Apr OIL was trading at 353.45. The strike last trading price was 49.2, which was -10.15 lower than the previous day. The implied volatity was 64.29, the open interest changed by 0 which decreased total open position to 131


On 7 Apr OIL was trading at 343.25. The strike last trading price was 59.7, which was 13.2 higher than the previous day. The implied volatity was 75.30, the open interest changed by -6 which decreased total open position to 131


On 4 Apr OIL was trading at 357.75. The strike last trading price was 46.5, which was 25.2 higher than the previous day. The implied volatity was 64.21, the open interest changed by -5 which decreased total open position to 137


On 3 Apr OIL was trading at 386.05. The strike last trading price was 21.25, which was 2.2 higher than the previous day. The implied volatity was 39.79, the open interest changed by -5 which decreased total open position to 143


On 2 Apr OIL was trading at 392.10. The strike last trading price was 19.45, which was -3.5 lower than the previous day. The implied volatity was 41.64, the open interest changed by 25 which increased total open position to 148


On 1 Apr OIL was trading at 385.45. The strike last trading price was 22.95, which was -1.6 lower than the previous day. The implied volatity was 41.81, the open interest changed by 39 which increased total open position to 124


On 28 Mar OIL was trading at 386.75. The strike last trading price was 25.55, which was 1.15 higher than the previous day. The implied volatity was 43.19, the open interest changed by 17 which increased total open position to 85


On 27 Mar OIL was trading at 386.05. The strike last trading price was 24.9, which was -2.6 lower than the previous day. The implied volatity was 45.25, the open interest changed by 16 which increased total open position to 62


On 26 Mar OIL was trading at 380.90. The strike last trading price was 27.5, which was 4.55 higher than the previous day. The implied volatity was 46.20, the open interest changed by 19 which increased total open position to 46


On 25 Mar OIL was trading at 390.30. The strike last trading price was 22.95, which was 4.25 higher than the previous day. The implied volatity was 41.88, the open interest changed by 13 which increased total open position to 27


On 24 Mar OIL was trading at 398.10. The strike last trading price was 18.7, which was 0.45 higher than the previous day. The implied volatity was 41.53, the open interest changed by 13 which increased total open position to 14


On 21 Mar OIL was trading at 393.60. The strike last trading price was 18.25, which was -12.45 lower than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 0


On 20 Mar OIL was trading at 391.30. The strike last trading price was 30.7, 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


On 19 Mar OIL was trading at 385.85. The strike last trading price was 30.7, 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


On 18 Mar OIL was trading at 385.80. The strike last trading price was 30.7, 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


On 17 Mar OIL was trading at 378.15. The strike last trading price was 30.7, 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


On 13 Mar OIL was trading at 375.50. The strike last trading price was 30.7, 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


On 12 Mar OIL was trading at 366.80. The strike last trading price was 30.7, 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


On 11 Mar OIL was trading at 369.15. The strike last trading price was 30.7, 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


On 10 Mar OIL was trading at 362.85. The strike last trading price was 30.7, 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


On 7 Mar OIL was trading at 369.75. The strike last trading price was 30.7, 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


On 6 Mar OIL was trading at 372.20. The strike last trading price was 30.7, 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


On 5 Mar OIL was trading at 368.20. The strike last trading price was 30.7, 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


On 4 Mar OIL was trading at 351.20. The strike last trading price was 30.7, 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


On 28 Feb OIL was trading at 342.70. The strike last trading price was 30.7, 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


On 27 Feb OIL was trading at 365.90. The strike last trading price was 30.7, 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


On 26 Feb OIL was trading at 372.40. The strike last trading price was 30.7, 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


On 25 Feb OIL was trading at 372.40. The strike last trading price was 30.7, 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


On 24 Feb OIL was trading at 378.80. The strike last trading price was 30.7, 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


On 21 Feb OIL was trading at 392.40. The strike last trading price was 30.7, 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


On 20 Feb OIL was trading at 405.65. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 19 Feb OIL was trading at 396.35. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 18 Feb OIL was trading at 398.55. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 17 Feb OIL was trading at 400.55. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 14 Feb OIL was trading at 396.35. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 13 Feb OIL was trading at 412.90. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 12 Feb OIL was trading at 417.55. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0


On 11 Feb OIL was trading at 412.20. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 10 Feb OIL was trading at 405.25. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


On 7 Feb OIL was trading at 424.80. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0


On 6 Feb OIL was trading at 425.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 5 Feb OIL was trading at 431.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0


On 4 Feb OIL was trading at 405.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 3 Feb OIL was trading at 394.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 1 Feb OIL was trading at 410.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0