[--[65.84.65.76]--]

OIL

Oil India Ltd
445 -13.00 (-2.84%)
L: 441.7 H: 452.95

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Historical option data for OIL

16 Jan 2026 12:47 PM IST
OIL 27-JAN-2026 415 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 445.00 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
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 445.00. 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
Delta: -0.11
Vega: 0.15
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 445.00 1.5 0.65 35.06 206 -1 220
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 -0.11

Historical price for 415 PE is as follows

On 16 Jan OIL was trading at 445.00. The strike last trading price was 1.5, which was 0.65 higher than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 220


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