OIL
Oil India Ltd
Historical option data for OIL
10 Dec 2025 04:13 PM IST
| OIL 30-DEC-2025 405 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.37
Theta: -0.24
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.37
Theta: -0.15
Gamma: 0.02
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| 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































































































































































































































