[--[65.84.65.76]--]

OIL

Oil India Ltd
399.85 -2.05 (-0.51%)
L: 395.6 H: 404.75

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Historical option data for OIL

10 Dec 2025 04:13 PM IST
OIL 30-DEC-2025 405 CE
Delta: 0.43
Vega: 0.37
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 399.85 6.05 -2.05 20.83 112 49 155
9 Dec 401.90 7.85 -1.75 21.26 162 59 105
8 Dec 403.95 9.6 -4.35 22.45 79 34 46
5 Dec 411.95 14.35 1.25 20.06 23 -1 12
4 Dec 408.15 12.7 -1.9 22.69 16 9 13
3 Dec 410.70 14.8 -21.2 22.04 8 3 3
2 Dec 416.65 36 0 - 0 0 0
1 Dec 414.20 36 0 - 0 0 0
28 Nov 413.20 36 0 - 0 0 0
27 Nov 417.20 36 0 - 0 0 0
26 Nov 423.15 36 0 - 0 0 0
25 Nov 421.05 36 0 - 0 0 0
24 Nov 420.60 36 0 - 0 0 0
21 Nov 425.05 36 0 - 0 0 0
20 Nov 436.20 36 0 - 0 0 0
19 Nov 436.85 36 0 - 0 0 0
18 Nov 433.35 36 0 - 0 0 0
17 Nov 436.25 36 0 - 0 0 0
14 Nov 436.85 36 0 - 0 0 0
13 Nov 434.45 36 0 - 0 0 0
12 Nov 441.15 36 0 - 0 0 0
11 Nov 435.95 36 0 - 0 0 0
10 Nov 431.80 36 0 - 0 0 0
7 Nov 433.70 36 0 - 0 0 0
6 Nov 433.05 36 0 - 0 0 0
4 Nov 431.50 36 0 - 0 0 0
3 Nov 437.00 36 0 - 0 0 0
31 Oct 433.35 36 0 - 0 0 0
30 Oct 434.75 36 0 - 0 0 0
29 Oct 420.50 36 0 - 0 0 0


For Oil India Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 CE is 0.43

Historical price for 405 CE is as follows

On 10 Dec OIL was trading at 399.85. The strike last trading price was 6.05, which was -2.05 lower than the previous day. The implied volatity was 20.83, the open interest changed by 49 which increased total open position to 155


On 9 Dec OIL was trading at 401.90. The strike last trading price was 7.85, which was -1.75 lower than the previous day. The implied volatity was 21.26, the open interest changed by 59 which increased total open position to 105


On 8 Dec OIL was trading at 403.95. The strike last trading price was 9.6, which was -4.35 lower than the previous day. The implied volatity was 22.45, the open interest changed by 34 which increased total open position to 46


On 5 Dec OIL was trading at 411.95. The strike last trading price was 14.35, which was 1.25 higher than the previous day. The implied volatity was 20.06, the open interest changed by -1 which decreased total open position to 12


On 4 Dec OIL was trading at 408.15. The strike last trading price was 12.7, which was -1.9 lower than the previous day. The implied volatity was 22.69, the open interest changed by 9 which increased total open position to 13


On 3 Dec OIL was trading at 410.70. The strike last trading price was 14.8, which was -21.2 lower than the previous day. The implied volatity was 22.04, the open interest changed by 3 which increased total open position to 3


On 2 Dec OIL was trading at 416.65. The strike last trading price was 36, 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 Dec OIL was trading at 414.20. The strike last trading price was 36, 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 Nov OIL was trading at 413.20. The strike last trading price was 36, 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 Nov OIL was trading at 417.20. The strike last trading price was 36, 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 Nov OIL was trading at 423.15. The strike last trading price was 36, 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 Nov OIL was trading at 421.05. The strike last trading price was 36, 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 Nov OIL was trading at 420.60. The strike last trading price was 36, 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 Nov OIL was trading at 425.05. The strike last trading price was 36, 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 Nov OIL was trading at 436.20. The strike last trading price was 36, 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 Nov OIL was trading at 436.85. The strike last trading price was 36, 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 Nov OIL was trading at 433.35. The strike last trading price was 36, 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 Nov OIL was trading at 436.25. The strike last trading price was 36, 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 Nov OIL was trading at 436.85. The strike last trading price was 36, 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 Nov OIL was trading at 434.45. The strike last trading price was 36, 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 Nov OIL was trading at 441.15. The strike last trading price was 36, 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 Nov OIL was trading at 435.95. The strike last trading price was 36, 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 Nov OIL was trading at 431.80. The strike last trading price was 36, 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 Nov OIL was trading at 433.70. The strike last trading price was 36, 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 Nov OIL was trading at 433.05. The strike last trading price was 36, 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 Nov OIL was trading at 431.50. The strike last trading price was 36, 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 Nov OIL was trading at 437.00. The strike last trading price was 36, 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 31 Oct OIL was trading at 433.35. The strike last trading price was 36, 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 30 Oct OIL was trading at 434.75. The strike last trading price was 36, 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 29 Oct OIL was trading at 420.50. The strike last trading price was 36, 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 30DEC2025 405 PE
Delta: -0.56
Vega: 0.37
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 399.85 10.55 1.85 22.77 54 8 168
9 Dec 401.90 8.7 0.3 21.71 150 16 159
8 Dec 403.95 8.5 2.8 23.29 105 10 143
5 Dec 411.95 5.4 -1.8 22.42 53 0 134
4 Dec 408.15 7.05 0.3 22.04 105 19 134
3 Dec 410.70 6.55 1.65 23.57 235 51 116
2 Dec 416.65 4.9 -1.15 23.91 32 4 66
1 Dec 414.20 5.5 -1.1 23.70 13 8 61
28 Nov 413.20 6.5 1.35 23.26 45 15 54
27 Nov 417.20 5.1 1.4 22.66 49 22 37
26 Nov 423.15 3.6 -1.75 22.02 25 14 16
25 Nov 421.05 5.35 -18.65 24.32 2 1 1
24 Nov 420.60 24 0 4.46 0 0 0
21 Nov 425.05 24 0 5.52 0 0 0
20 Nov 436.20 24 0 7.41 0 0 0
19 Nov 436.85 24 0 7.36 0 0 0
18 Nov 433.35 24 0 6.83 0 0 0
17 Nov 436.25 24 0 7.23 0 0 0
14 Nov 436.85 24 0 6.79 0 0 0
13 Nov 434.45 24 0 6.80 0 0 0
12 Nov 441.15 24 0 7.87 0 0 0
11 Nov 435.95 24 0 7.07 0 0 0
10 Nov 431.80 24 0 6.05 0 0 0
7 Nov 433.70 24 0 6.41 0 0 0
6 Nov 433.05 24 0 6.24 0 0 0
4 Nov 431.50 24 0 5.84 0 0 0
3 Nov 437.00 24 0 6.88 0 0 0
31 Oct 433.35 24 0 - 0 0 0
30 Oct 434.75 24 0 6.24 0 0 0
29 Oct 420.50 24 0 4.22 0 0 0


For Oil India Ltd - strike price 405 expiring on 30DEC2025

Delta for 405 PE is -0.56

Historical price for 405 PE is as follows

On 10 Dec OIL was trading at 399.85. The strike last trading price was 10.55, which was 1.85 higher than the previous day. The implied volatity was 22.77, the open interest changed by 8 which increased total open position to 168


On 9 Dec OIL was trading at 401.90. The strike last trading price was 8.7, which was 0.3 higher than the previous day. The implied volatity was 21.71, the open interest changed by 16 which increased total open position to 159


On 8 Dec OIL was trading at 403.95. The strike last trading price was 8.5, which was 2.8 higher than the previous day. The implied volatity was 23.29, the open interest changed by 10 which increased total open position to 143


On 5 Dec OIL was trading at 411.95. The strike last trading price was 5.4, which was -1.8 lower than the previous day. The implied volatity was 22.42, the open interest changed by 0 which decreased total open position to 134


On 4 Dec OIL was trading at 408.15. The strike last trading price was 7.05, which was 0.3 higher than the previous day. The implied volatity was 22.04, the open interest changed by 19 which increased total open position to 134


On 3 Dec OIL was trading at 410.70. The strike last trading price was 6.55, which was 1.65 higher than the previous day. The implied volatity was 23.57, the open interest changed by 51 which increased total open position to 116


On 2 Dec OIL was trading at 416.65. The strike last trading price was 4.9, which was -1.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by 4 which increased total open position to 66


On 1 Dec OIL was trading at 414.20. The strike last trading price was 5.5, which was -1.1 lower than the previous day. The implied volatity was 23.70, the open interest changed by 8 which increased total open position to 61


On 28 Nov OIL was trading at 413.20. The strike last trading price was 6.5, which was 1.35 higher than the previous day. The implied volatity was 23.26, the open interest changed by 15 which increased total open position to 54


On 27 Nov OIL was trading at 417.20. The strike last trading price was 5.1, which was 1.4 higher than the previous day. The implied volatity was 22.66, the open interest changed by 22 which increased total open position to 37


On 26 Nov OIL was trading at 423.15. The strike last trading price was 3.6, which was -1.75 lower than the previous day. The implied volatity was 22.02, the open interest changed by 14 which increased total open position to 16


On 25 Nov OIL was trading at 421.05. The strike last trading price was 5.35, which was -18.65 lower than the previous day. The implied volatity was 24.32, the open interest changed by 1 which increased total open position to 1


On 24 Nov OIL was trading at 420.60. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0


On 21 Nov OIL was trading at 425.05. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0


On 20 Nov OIL was trading at 436.20. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0


On 19 Nov OIL was trading at 436.85. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


On 18 Nov OIL was trading at 433.35. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0


On 17 Nov OIL was trading at 436.25. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0


On 14 Nov OIL was trading at 436.85. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0


On 13 Nov OIL was trading at 434.45. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0


On 12 Nov OIL was trading at 441.15. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0


On 11 Nov OIL was trading at 435.95. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0


On 10 Nov OIL was trading at 431.80. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0


On 7 Nov OIL was trading at 433.70. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0


On 6 Nov OIL was trading at 433.05. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0


On 4 Nov OIL was trading at 431.50. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0


On 3 Nov OIL was trading at 437.00. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0


On 31 Oct OIL was trading at 433.35. The strike last trading price was 24, 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 30 Oct OIL was trading at 434.75. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0


On 29 Oct OIL was trading at 420.50. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0