OIL
Oil India Ltd
Historical option data for OIL
05 Dec 2025 03:33 PM IST
| OIL 30-DEC-2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.43
Theta: -0.23
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.43
Theta: -0.14
Gamma: 0.02
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| 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































































































































































































































