[--[65.84.65.76]--]

OIL

Oil India Ltd
411.95 +3.80 (0.93%)
L: 406.35 H: 412.9

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Historical option data for OIL

05 Dec 2025 03:33 PM IST
OIL 30-DEC-2025 415 CE
Delta: 0.51
Vega: 0.43
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 411.95 8.6 0.65 20.06 130 -7 245
4 Dec 408.15 7.8 -1.35 22.72 54 18 252
3 Dec 410.70 9.1 -2.7 21.53 371 127 228
2 Dec 416.65 11.9 0.2 19.83 86 9 95
1 Dec 414.20 11.3 0.55 20.46 195 21 92
28 Nov 413.20 10.2 -3.15 19.73 195 66 71
27 Nov 417.20 13.45 -17.55 21.23 10 5 5
26 Nov 423.15 31 0 - 0 0 0
25 Nov 421.05 31 0 - 0 0 0
24 Nov 420.60 31 0 - 0 0 0
21 Nov 425.05 31 0 - 0 0 0
20 Nov 436.20 31 0 - 0 0 0
19 Nov 436.85 31 0 - 0 0 0
18 Nov 433.35 31 0 - 0 0 0
17 Nov 436.25 31 0 - 0 0 0
14 Nov 436.85 31 0 - 0 0 0
13 Nov 434.45 31 0 - 0 0 0
12 Nov 441.15 31 0 - 0 0 0
11 Nov 435.95 31 0 - 0 0 0
10 Nov 431.80 31 0 - 0 0 0
7 Nov 433.70 31 0 - 0 0 0
6 Nov 433.05 31 0 - 0 0 0
4 Nov 431.50 31 0 - 0 0 0
3 Nov 437.00 31 0 - 0 0 0
31 Oct 433.35 31 0 - 0 0 0
30 Oct 434.75 31 0 - 0 0 0
29 Oct 420.50 31 0 - 0 0 0


For Oil India Ltd - strike price 415 expiring on 30DEC2025

Delta for 415 CE is 0.51

Historical price for 415 CE is as follows

On 5 Dec OIL was trading at 411.95. The strike last trading price was 8.6, which was 0.65 higher than the previous day. The implied volatity was 20.06, the open interest changed by -7 which decreased total open position to 245


On 4 Dec OIL was trading at 408.15. The strike last trading price was 7.8, which was -1.35 lower than the previous day. The implied volatity was 22.72, the open interest changed by 18 which increased total open position to 252


On 3 Dec OIL was trading at 410.70. The strike last trading price was 9.1, which was -2.7 lower than the previous day. The implied volatity was 21.53, the open interest changed by 127 which increased total open position to 228


On 2 Dec OIL was trading at 416.65. The strike last trading price was 11.9, which was 0.2 higher than the previous day. The implied volatity was 19.83, the open interest changed by 9 which increased total open position to 95


On 1 Dec OIL was trading at 414.20. The strike last trading price was 11.3, which was 0.55 higher than the previous day. The implied volatity was 20.46, the open interest changed by 21 which increased total open position to 92


On 28 Nov OIL was trading at 413.20. The strike last trading price was 10.2, which was -3.15 lower than the previous day. The implied volatity was 19.73, the open interest changed by 66 which increased total open position to 71


On 27 Nov OIL was trading at 417.20. The strike last trading price was 13.45, which was -17.55 lower than the previous day. The implied volatity was 21.23, the open interest changed by 5 which increased total open position to 5


On 26 Nov OIL was trading at 423.15. The strike last trading price was 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 415 PE
Delta: -0.49
Vega: 0.43
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 411.95 9.9 -2.25 22.93 47 -15 232
4 Dec 408.15 12.2 0.85 22.36 29 -4 247
3 Dec 410.70 11 2.2 23.46 257 156 252
2 Dec 416.65 8.65 -1 24.12 41 11 95
1 Dec 414.20 9.3 -1.8 23.47 54 8 84
28 Nov 413.20 11.25 2.55 24.31 111 11 76
27 Nov 417.20 8.75 2.6 22.64 104 41 63
26 Nov 423.15 6.4 -1.6 21.73 32 12 21
25 Nov 421.05 8.05 -1.2 22.74 15 4 9
24 Nov 420.60 8.9 1.05 24.02 17 2 5
21 Nov 425.05 7.85 0.5 26.07 1 0 2
20 Nov 436.20 7.35 0.05 - 0 0 0
19 Nov 436.85 7.35 0.05 - 0 0 0
18 Nov 433.35 7.35 0.05 - 0 0 0
17 Nov 436.25 7.35 0.05 - 0 0 0
14 Nov 436.85 7.35 0.05 - 0 1 0
13 Nov 434.45 7.35 0.05 28.24 1 0 1
12 Nov 441.15 7.3 -21.6 30.95 1 0 0
11 Nov 435.95 28.9 0 5.27 0 0 0
10 Nov 431.80 28.9 0 4.37 0 0 0
7 Nov 433.70 28.9 0 4.65 0 0 0
6 Nov 433.05 28.9 0 4.48 0 0 0
4 Nov 431.50 28.9 0 4.10 0 0 0
3 Nov 437.00 28.9 0 5.21 0 0 0
31 Oct 433.35 28.9 0 - 0 0 0
30 Oct 434.75 28.9 0 4.62 0 0 0
29 Oct 420.50 28.9 0 2.49 0 0 0


For Oil India Ltd - strike price 415 expiring on 30DEC2025

Delta for 415 PE is -0.49

Historical price for 415 PE is as follows

On 5 Dec OIL was trading at 411.95. The strike last trading price was 9.9, which was -2.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by -15 which decreased total open position to 232


On 4 Dec OIL was trading at 408.15. The strike last trading price was 12.2, which was 0.85 higher than the previous day. The implied volatity was 22.36, the open interest changed by -4 which decreased total open position to 247


On 3 Dec OIL was trading at 410.70. The strike last trading price was 11, which was 2.2 higher than the previous day. The implied volatity was 23.46, the open interest changed by 156 which increased total open position to 252


On 2 Dec OIL was trading at 416.65. The strike last trading price was 8.65, which was -1 lower than the previous day. The implied volatity was 24.12, the open interest changed by 11 which increased total open position to 95


On 1 Dec OIL was trading at 414.20. The strike last trading price was 9.3, which was -1.8 lower than the previous day. The implied volatity was 23.47, the open interest changed by 8 which increased total open position to 84


On 28 Nov OIL was trading at 413.20. The strike last trading price was 11.25, which was 2.55 higher than the previous day. The implied volatity was 24.31, the open interest changed by 11 which increased total open position to 76


On 27 Nov OIL was trading at 417.20. The strike last trading price was 8.75, which was 2.6 higher than the previous day. The implied volatity was 22.64, the open interest changed by 41 which increased total open position to 63


On 26 Nov OIL was trading at 423.15. The strike last trading price was 6.4, which was -1.6 lower than the previous day. The implied volatity was 21.73, the open interest changed by 12 which increased total open position to 21


On 25 Nov OIL was trading at 421.05. The strike last trading price was 8.05, which was -1.2 lower than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 9


On 24 Nov OIL was trading at 420.60. The strike last trading price was 8.9, which was 1.05 higher than the previous day. The implied volatity was 24.02, the open interest changed by 2 which increased total open position to 5


On 21 Nov OIL was trading at 425.05. The strike last trading price was 7.85, which was 0.5 higher than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 2


On 20 Nov OIL was trading at 436.20. The strike last trading price was 7.35, which was 0.05 higher 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 7.35, which was 0.05 higher 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 7.35, which was 0.05 higher 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 7.35, which was 0.05 higher 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 7.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov OIL was trading at 434.45. The strike last trading price was 7.35, which was 0.05 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 1


On 12 Nov OIL was trading at 441.15. The strike last trading price was 7.3, which was -21.6 lower than the previous day. The implied volatity was 30.95, 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 28.9, which was 0 lower than the previous day. The implied volatity was 5.27, 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 28.9, which was 0 lower than the previous day. The implied volatity was 4.37, 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 28.9, which was 0 lower than the previous day. The implied volatity was 4.65, 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 28.9, which was 0 lower than the previous day. The implied volatity was 4.48, 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 28.9, which was 0 lower than the previous day. The implied volatity was 4.10, 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 28.9, which was 0 lower than the previous day. The implied volatity was 5.21, 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 28.9, 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 28.9, which was 0 lower than the previous day. The implied volatity was 4.62, 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 28.9, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0