OIL
Oil India Ltd
Historical option data for OIL
16 Jan 2026 11:48 AM IST
| OIL 27-JAN-2026 415 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 445.75 | 47.8 | 14.45 | - | 0 | 0 | 37 | |||||||||
| 14 Jan | 458.00 | 47.8 | 14.45 | 54.8 | 3 | -2 | 38 | |||||||||
| 13 Jan | 447.90 | 34.05 | 17.95 | 17.91 | 38 | -16 | 40 | |||||||||
| 12 Jan | 425.60 | 16.05 | 2.65 | 25.38 | 93 | -5 | 57 | |||||||||
| 9 Jan | 420.05 | 13 | 5.6 | 25.41 | 396 | -15 | 62 | |||||||||
| 8 Jan | 409.95 | 6.7 | -5.25 | 23.86 | 230 | 6 | 76 | |||||||||
| 7 Jan | 418.40 | 11.9 | -5.55 | 21.71 | 202 | 20 | 69 | |||||||||
| 6 Jan | 425.55 | 17.45 | 3.9 | 24.74 | 23 | 4 | 49 | |||||||||
| 5 Jan | 419.90 | 13.8 | -7.9 | 23.2 | 92 | 8 | 44 | |||||||||
| 2 Jan | 428.85 | 21.7 | 2.85 | 27.41 | 10 | -1 | 36 | |||||||||
| 1 Jan | 427.55 | 19.6 | 1.7 | 23.46 | 112 | -28 | 37 | |||||||||
| 31 Dec | 424.35 | 17.9 | 7.4 | 22.14 | 287 | 28 | 65 | |||||||||
| 30 Dec | 411.45 | 10.9 | 2.55 | 23.65 | 52 | 10 | 37 | |||||||||
| 29 Dec | 406.30 | 8.15 | 0.9 | 23.66 | 39 | 3 | 28 | |||||||||
| 26 Dec | 402.75 | 7.25 | -2.8 | 23.16 | 17 | 5 | 22 | |||||||||
| 24 Dec | 408.90 | 9.9 | -2.55 | 22.02 | 16 | -1 | 18 | |||||||||
| 23 Dec | 410.25 | 11.85 | -0.1 | 22.67 | 35 | 9 | 14 | |||||||||
| 22 Dec | 406.00 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 19 Dec | 405.05 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 18 Dec | 399.85 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 17 Dec | 398.15 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 16 Dec | 401.70 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 15 Dec | 403.55 | 11.95 | -3.95 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 404.35 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 404.85 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 10 Dec | 399.85 | 11.95 | -3.95 | - | 0 | 0 | 5 | |||||||||
| 9 Dec | 401.90 | 11.95 | -3.95 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 403.95 | 11.95 | -3.95 | - | 1 | 0 | 5 | |||||||||
| 5 Dec | 411.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 408.15 | 15.9 | -18.85 | - | 0 | 5 | 0 | |||||||||
| 3 Dec | 410.70 | 15.9 | -18.85 | 23.57 | 7 | 5 | 5 | |||||||||
| 2 Dec | 416.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 414.20 | 34.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 413.20 | 34.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Nov | 417.20 | 34.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 423.15 | 34.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 415 expiring on 27JAN2026
Delta for 415 CE is -
Historical price for 415 CE is as follows
On 16 Jan OIL was trading at 445.75. The strike last trading price was 47.8, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 14 Jan OIL was trading at 458.00. The strike last trading price was 47.8, which was 14.45 higher than the previous day. The implied volatity was 54.8, the open interest changed by -2 which decreased total open position to 38
On 13 Jan OIL was trading at 447.90. The strike last trading price was 34.05, which was 17.95 higher than the previous day. The implied volatity was 17.91, the open interest changed by -16 which decreased total open position to 40
On 12 Jan OIL was trading at 425.60. The strike last trading price was 16.05, which was 2.65 higher than the previous day. The implied volatity was 25.38, the open interest changed by -5 which decreased total open position to 57
On 9 Jan OIL was trading at 420.05. The strike last trading price was 13, which was 5.6 higher than the previous day. The implied volatity was 25.41, the open interest changed by -15 which decreased total open position to 62
On 8 Jan OIL was trading at 409.95. The strike last trading price was 6.7, which was -5.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 6 which increased total open position to 76
On 7 Jan OIL was trading at 418.40. The strike last trading price was 11.9, which was -5.55 lower than the previous day. The implied volatity was 21.71, the open interest changed by 20 which increased total open position to 69
On 6 Jan OIL was trading at 425.55. The strike last trading price was 17.45, which was 3.9 higher than the previous day. The implied volatity was 24.74, the open interest changed by 4 which increased total open position to 49
On 5 Jan OIL was trading at 419.90. The strike last trading price was 13.8, which was -7.9 lower than the previous day. The implied volatity was 23.2, the open interest changed by 8 which increased total open position to 44
On 2 Jan OIL was trading at 428.85. The strike last trading price was 21.7, which was 2.85 higher than the previous day. The implied volatity was 27.41, the open interest changed by -1 which decreased total open position to 36
On 1 Jan OIL was trading at 427.55. The strike last trading price was 19.6, which was 1.7 higher than the previous day. The implied volatity was 23.46, the open interest changed by -28 which decreased total open position to 37
On 31 Dec OIL was trading at 424.35. The strike last trading price was 17.9, which was 7.4 higher than the previous day. The implied volatity was 22.14, the open interest changed by 28 which increased total open position to 65
On 30 Dec OIL was trading at 411.45. The strike last trading price was 10.9, which was 2.55 higher than the previous day. The implied volatity was 23.65, the open interest changed by 10 which increased total open position to 37
On 29 Dec OIL was trading at 406.30. The strike last trading price was 8.15, which was 0.9 higher than the previous day. The implied volatity was 23.66, the open interest changed by 3 which increased total open position to 28
On 26 Dec OIL was trading at 402.75. The strike last trading price was 7.25, which was -2.8 lower than the previous day. The implied volatity was 23.16, the open interest changed by 5 which increased total open position to 22
On 24 Dec OIL was trading at 408.90. The strike last trading price was 9.9, which was -2.55 lower than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 18
On 23 Dec OIL was trading at 410.25. The strike last trading price was 11.85, which was -0.1 lower than the previous day. The implied volatity was 22.67, the open interest changed by 9 which increased total open position to 14
On 22 Dec OIL was trading at 406.00. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Dec OIL was trading at 405.05. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Dec OIL was trading at 399.85. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Dec OIL was trading at 398.15. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Dec OIL was trading at 401.70. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Dec OIL was trading at 403.55. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec OIL was trading at 404.35. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec OIL was trading at 404.85. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec OIL was trading at 399.85. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec OIL was trading at 401.90. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec OIL was trading at 403.95. The strike last trading price was 11.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec OIL was trading at 411.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec OIL was trading at 408.15. The strike last trading price was 15.9, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Dec OIL was trading at 410.70. The strike last trading price was 15.9, which was -18.85 lower than the previous day. The implied volatity was 23.57, the open interest changed by 5 which increased total open position to 5
On 2 Dec OIL was trading at 416.65. The strike last trading price was -, which was - 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 34.75, 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 34.75, 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 34.75, 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 34.75, 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 27JAN2026 415 PE | |||||||
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Delta: -0.1
Vega: 0.14
Theta: -0.2
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 445.75 | 1.35 | 0.5 | 34.77 | 160 | -6 | 215 |
| 14 Jan | 458.00 | 0.85 | -0.7 | 35.56 | 490 | -83 | 222 |
| 13 Jan | 447.90 | 1.55 | -3.65 | 34.77 | 896 | 144 | 306 |
| 12 Jan | 425.60 | 5.05 | -2.7 | 29.45 | 154 | 4 | 160 |
| 9 Jan | 420.05 | 7.85 | -6.25 | 29.31 | 366 | 60 | 157 |
| 8 Jan | 409.95 | 14.5 | 6.3 | 31.92 | 280 | -42 | 97 |
| 7 Jan | 418.40 | 8.45 | 2.95 | 29.07 | 653 | -27 | 157 |
| 6 Jan | 425.55 | 5.2 | -1.8 | 25.68 | 126 | -1 | 186 |
| 5 Jan | 419.90 | 6.75 | 2.6 | 24.86 | 1,441 | 107 | 185 |
| 2 Jan | 428.85 | 4.05 | -1.15 | 23.05 | 96 | 4 | 80 |
| 1 Jan | 427.55 | 5.25 | -0.6 | 25.01 | 297 | 4 | 76 |
| 31 Dec | 424.35 | 5.7 | -4.85 | 24.28 | 321 | 61 | 74 |
| 30 Dec | 411.45 | 9.95 | -3.8 | 22.16 | 15 | 1 | 13 |
| 29 Dec | 406.30 | 13.75 | -3 | 22.85 | 1 | 0 | 11 |
| 26 Dec | 402.75 | 16.75 | 3.95 | 24.52 | 12 | 5 | 15 |
| 24 Dec | 408.90 | 12.7 | -4.3 | - | 0 | 0 | 10 |
| 23 Dec | 410.25 | 12.7 | -4.3 | 25.64 | 17 | 7 | 9 |
| 22 Dec | 406.00 | 17 | -7.4 | - | 0 | 0 | 2 |
| 19 Dec | 405.05 | 17 | -7.4 | 28.21 | 2 | 1 | 1 |
| 18 Dec | 399.85 | 24.4 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 398.15 | 24.4 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 401.70 | 24.4 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 403.55 | 24.4 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 404.35 | 24.4 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 404.85 | 24.4 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 399.85 | 24.4 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 401.90 | 24.4 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 403.95 | 24.4 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 411.95 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 408.15 | 24.4 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 410.70 | 24.4 | 0 | 0.4 | 0 | 0 | 0 |
| 2 Dec | 416.65 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 414.20 | 24.4 | 0 | 1.2 | 0 | 0 | 0 |
| 28 Nov | 413.20 | 24.4 | 0 | 0.98 | 0 | 0 | 0 |
| 27 Nov | 417.20 | 24.4 | 0 | 1.63 | 0 | 0 | 0 |
| 26 Nov | 423.15 | 24.4 | 0 | 2.53 | 0 | 0 | 0 |
For Oil India Ltd - strike price 415 expiring on 27JAN2026
Delta for 415 PE is -0.1
Historical price for 415 PE is as follows
On 16 Jan OIL was trading at 445.75. The strike last trading price was 1.35, which was 0.5 higher than the previous day. The implied volatity was 34.77, the open interest changed by -6 which decreased total open position to 215
On 14 Jan OIL was trading at 458.00. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 35.56, the open interest changed by -83 which decreased total open position to 222
On 13 Jan OIL was trading at 447.90. The strike last trading price was 1.55, which was -3.65 lower than the previous day. The implied volatity was 34.77, the open interest changed by 144 which increased total open position to 306
On 12 Jan OIL was trading at 425.60. The strike last trading price was 5.05, which was -2.7 lower than the previous day. The implied volatity was 29.45, the open interest changed by 4 which increased total open position to 160
On 9 Jan OIL was trading at 420.05. The strike last trading price was 7.85, which was -6.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by 60 which increased total open position to 157
On 8 Jan OIL was trading at 409.95. The strike last trading price was 14.5, which was 6.3 higher than the previous day. The implied volatity was 31.92, the open interest changed by -42 which decreased total open position to 97
On 7 Jan OIL was trading at 418.40. The strike last trading price was 8.45, which was 2.95 higher than the previous day. The implied volatity was 29.07, the open interest changed by -27 which decreased total open position to 157
On 6 Jan OIL was trading at 425.55. The strike last trading price was 5.2, which was -1.8 lower than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 186
On 5 Jan OIL was trading at 419.90. The strike last trading price was 6.75, which was 2.6 higher than the previous day. The implied volatity was 24.86, the open interest changed by 107 which increased total open position to 185
On 2 Jan OIL was trading at 428.85. The strike last trading price was 4.05, which was -1.15 lower than the previous day. The implied volatity was 23.05, the open interest changed by 4 which increased total open position to 80
On 1 Jan OIL was trading at 427.55. The strike last trading price was 5.25, which was -0.6 lower than the previous day. The implied volatity was 25.01, the open interest changed by 4 which increased total open position to 76
On 31 Dec OIL was trading at 424.35. The strike last trading price was 5.7, which was -4.85 lower than the previous day. The implied volatity was 24.28, the open interest changed by 61 which increased total open position to 74
On 30 Dec OIL was trading at 411.45. The strike last trading price was 9.95, which was -3.8 lower than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 13
On 29 Dec OIL was trading at 406.30. The strike last trading price was 13.75, which was -3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 11
On 26 Dec OIL was trading at 402.75. The strike last trading price was 16.75, which was 3.95 higher than the previous day. The implied volatity was 24.52, the open interest changed by 5 which increased total open position to 15
On 24 Dec OIL was trading at 408.90. The strike last trading price was 12.7, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Dec OIL was trading at 410.25. The strike last trading price was 12.7, which was -4.3 lower than the previous day. The implied volatity was 25.64, the open interest changed by 7 which increased total open position to 9
On 22 Dec OIL was trading at 406.00. The strike last trading price was 17, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec OIL was trading at 405.05. The strike last trading price was 17, which was -7.4 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 1
On 18 Dec OIL was trading at 399.85. The strike last trading price was 24.4, 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 Dec OIL was trading at 398.15. The strike last trading price was 24.4, 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 16 Dec OIL was trading at 401.70. The strike last trading price was 24.4, 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 15 Dec OIL was trading at 403.55. The strike last trading price was 24.4, 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 Dec OIL was trading at 404.35. The strike last trading price was 24.4, 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 Dec OIL was trading at 404.85. The strike last trading price was 24.4, 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 Dec OIL was trading at 399.85. The strike last trading price was 24.4, 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 9 Dec OIL was trading at 401.90. The strike last trading price was 24.4, 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 8 Dec OIL was trading at 403.95. The strike last trading price was 24.4, 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 Dec OIL was trading at 411.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec OIL was trading at 408.15. The strike last trading price was 24.4, 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 Dec OIL was trading at 410.70. The strike last trading price was 24.4, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 2 Dec OIL was trading at 416.65. The strike last trading price was -, which was - 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 24.4, which was 0 lower than the previous day. The implied volatity was 1.2, 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 24.4, which was 0 lower than the previous day. The implied volatity was 0.98, 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 24.4, which was 0 lower than the previous day. The implied volatity was 1.63, 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 24.4, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0































































































































































































































