[--[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 04:13 PM IST
OIL 30-DEC-2025 420 CE
Delta: 0.42
Vega: 0.42
Theta: -0.21
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 411.95 6.35 0.15 19.95 177 -16 337
4 Dec 408.15 5.95 -0.95 22.78 439 22 352
3 Dec 410.70 6.95 -2.35 21.51 725 57 330
2 Dec 416.65 9.3 0.35 19.96 159 3 271
1 Dec 414.20 9.4 1.1 21.75 339 5 270
28 Nov 413.20 8.15 -2.7 19.86 367 65 268
27 Nov 417.20 10.5 -4.1 20.59 240 81 202
26 Nov 423.15 14.1 0.75 21.25 132 9 122
25 Nov 421.05 13.45 0.9 22.89 174 31 112
24 Nov 420.60 14.2 -2.35 24.16 134 64 88
21 Nov 425.05 16.65 -6.35 19.47 15 7 23
20 Nov 436.20 23 -0.55 16.12 1 0 16
19 Nov 436.85 23.55 -2.25 17.02 4 1 15
18 Nov 433.35 25.8 0.65 - 0 0 0
17 Nov 436.25 25.8 0.65 21.47 2 0 14
14 Nov 436.85 25.15 0.15 21.53 2 0 13
13 Nov 434.45 25 -5.65 20.31 13 1 14
12 Nov 441.15 30.65 2.55 21.76 1 0 13
11 Nov 435.95 28.1 0.1 22.50 1 0 13
10 Nov 431.80 28 3.25 - 0 1 0
7 Nov 433.70 28 3.25 24.92 1 0 12
6 Nov 433.05 24.75 -5.25 19.78 3 0 12
4 Nov 431.50 30 2.8 - 0 2 0
3 Nov 437.00 30 2.8 21.89 4 1 11
31 Oct 433.35 27.2 7.1 - 0 4 0
30 Oct 434.75 27.2 7.1 20.15 7 4 10
29 Oct 420.50 20 -4.2 23.39 6 1 2
28 Oct 412.75 24.2 -13.2 - 0 0 0
27 Oct 422.35 24.2 -13.2 - 0 1 0
23 Oct 417.40 37.4 0 - 0 0 0
21 Oct 406.60 37.4 0 1.05 0 0 0
20 Oct 406.95 37.4 0 0.86 0 0 0
17 Oct 408.90 37.4 0 - 0 0 0
16 Oct 417.25 37.4 0 - 0 0 0
15 Oct 423.05 37.4 0 - 0 0 0
13 Oct 416.45 37.4 0 - 0 0 0
10 Oct 418.20 37.4 0 - 0 0 0
9 Oct 417.90 37.4 0 - 0 0 0
8 Oct 416.80 37.4 0 - 0 0 0
7 Oct 422.45 37.4 0 - 0 0 0
6 Oct 419.20 0 0 - 0 0 0
3 Oct 414.70 0 0 - 0 0 0


For Oil India Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 CE is 0.42

Historical price for 420 CE is as follows

On 5 Dec OIL was trading at 411.95. The strike last trading price was 6.35, which was 0.15 higher than the previous day. The implied volatity was 19.95, the open interest changed by -16 which decreased total open position to 337


On 4 Dec OIL was trading at 408.15. The strike last trading price was 5.95, which was -0.95 lower than the previous day. The implied volatity was 22.78, the open interest changed by 22 which increased total open position to 352


On 3 Dec OIL was trading at 410.70. The strike last trading price was 6.95, which was -2.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by 57 which increased total open position to 330


On 2 Dec OIL was trading at 416.65. The strike last trading price was 9.3, which was 0.35 higher than the previous day. The implied volatity was 19.96, the open interest changed by 3 which increased total open position to 271


On 1 Dec OIL was trading at 414.20. The strike last trading price was 9.4, which was 1.1 higher than the previous day. The implied volatity was 21.75, the open interest changed by 5 which increased total open position to 270


On 28 Nov OIL was trading at 413.20. The strike last trading price was 8.15, which was -2.7 lower than the previous day. The implied volatity was 19.86, the open interest changed by 65 which increased total open position to 268


On 27 Nov OIL was trading at 417.20. The strike last trading price was 10.5, which was -4.1 lower than the previous day. The implied volatity was 20.59, the open interest changed by 81 which increased total open position to 202


On 26 Nov OIL was trading at 423.15. The strike last trading price was 14.1, which was 0.75 higher than the previous day. The implied volatity was 21.25, the open interest changed by 9 which increased total open position to 122


On 25 Nov OIL was trading at 421.05. The strike last trading price was 13.45, which was 0.9 higher than the previous day. The implied volatity was 22.89, the open interest changed by 31 which increased total open position to 112


On 24 Nov OIL was trading at 420.60. The strike last trading price was 14.2, which was -2.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by 64 which increased total open position to 88


On 21 Nov OIL was trading at 425.05. The strike last trading price was 16.65, which was -6.35 lower than the previous day. The implied volatity was 19.47, the open interest changed by 7 which increased total open position to 23


On 20 Nov OIL was trading at 436.20. The strike last trading price was 23, which was -0.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 16


On 19 Nov OIL was trading at 436.85. The strike last trading price was 23.55, which was -2.25 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1 which increased total open position to 15


On 18 Nov OIL was trading at 433.35. The strike last trading price was 25.8, which was 0.65 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 25.8, which was 0.65 higher than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 14


On 14 Nov OIL was trading at 436.85. The strike last trading price was 25.15, which was 0.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 13


On 13 Nov OIL was trading at 434.45. The strike last trading price was 25, which was -5.65 lower than the previous day. The implied volatity was 20.31, the open interest changed by 1 which increased total open position to 14


On 12 Nov OIL was trading at 441.15. The strike last trading price was 30.65, which was 2.55 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 13


On 11 Nov OIL was trading at 435.95. The strike last trading price was 28.1, which was 0.1 higher than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 13


On 10 Nov OIL was trading at 431.80. The strike last trading price was 28, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov OIL was trading at 433.70. The strike last trading price was 28, which was 3.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 12


On 6 Nov OIL was trading at 433.05. The strike last trading price was 24.75, which was -5.25 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 12


On 4 Nov OIL was trading at 431.50. The strike last trading price was 30, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Nov OIL was trading at 437.00. The strike last trading price was 30, which was 2.8 higher than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 11


On 31 Oct OIL was trading at 433.35. The strike last trading price was 27.2, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 30 Oct OIL was trading at 434.75. The strike last trading price was 27.2, which was 7.1 higher than the previous day. The implied volatity was 20.15, the open interest changed by 4 which increased total open position to 10


On 29 Oct OIL was trading at 420.50. The strike last trading price was 20, which was -4.2 lower than the previous day. The implied volatity was 23.39, the open interest changed by 1 which increased total open position to 2


On 28 Oct OIL was trading at 412.75. The strike last trading price was 24.2, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct OIL was trading at 422.35. The strike last trading price was 24.2, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct OIL was trading at 417.40. The strike last trading price was 37.4, 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 21 Oct OIL was trading at 406.60. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 20 Oct OIL was trading at 406.95. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 17 Oct OIL was trading at 408.90. The strike last trading price was 37.4, 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 Oct OIL was trading at 417.25. The strike last trading price was 37.4, 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 Oct OIL was trading at 423.05. The strike last trading price was 37.4, 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 13 Oct OIL was trading at 416.45. The strike last trading price was 37.4, 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 Oct OIL was trading at 418.20. The strike last trading price was 37.4, 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 Oct OIL was trading at 417.90. The strike last trading price was 37.4, 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 Oct OIL was trading at 416.80. The strike last trading price was 37.4, 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 7 Oct OIL was trading at 422.45. The strike last trading price was 37.4, 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 6 Oct OIL was trading at 419.20. The strike last trading price was 0, 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 Oct OIL was trading at 414.70. The strike last trading price was 0, 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 420 PE
Delta: -0.57
Vega: 0.42
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 411.95 12.7 -2.8 23.06 39 -9 271
4 Dec 408.15 15.3 1.4 22.36 30 -3 280
3 Dec 410.70 14 3 23.90 76 -6 283
2 Dec 416.65 11 -1.35 24.11 31 1 289
1 Dec 414.20 11.8 -1.85 23.51 34 -8 288
28 Nov 413.20 14.25 3.2 25.55 133 -9 296
27 Nov 417.20 11 3 22.45 189 18 305
26 Nov 423.15 8.4 -1.75 21.84 118 29 287
25 Nov 421.05 10 -2.45 22.32 186 80 255
24 Nov 420.60 12.8 3.05 27.28 277 77 170
21 Nov 425.05 9.7 2.75 26.05 113 9 93
20 Nov 436.20 6.95 -0.65 26.91 32 20 84
19 Nov 436.85 7.8 -1.85 28.40 37 -5 63
18 Nov 433.35 9.3 0.65 29.50 31 19 68
17 Nov 436.25 8.65 -1.25 29.50 51 32 48
14 Nov 436.85 9.9 -2.1 30.10 10 0 17
13 Nov 434.45 12 2.6 33.82 21 3 17
12 Nov 441.15 9.4 -1.2 32.19 19 4 13
11 Nov 435.95 10.6 -0.9 31.99 3 -1 9
10 Nov 431.80 11.5 -0.5 30.04 1 0 9
7 Nov 433.70 12 -0.45 - 0 2 0
6 Nov 433.05 12 -0.45 31.12 4 1 8
4 Nov 431.50 12.45 1.45 30.81 3 2 6
3 Nov 437.00 11 -2.75 31.30 2 1 3
31 Oct 433.35 13.75 -23.5 - 0 2 0
30 Oct 434.75 13.75 -23.5 33.16 2 1 1
29 Oct 420.50 37.25 0 1.49 0 0 0
28 Oct 412.75 37.25 0 0.05 0 0 0
27 Oct 422.35 37.25 0 1.73 0 0 0
23 Oct 417.40 37.25 0 0.67 0 0 0
21 Oct 406.60 37.25 0 - 0 0 0
20 Oct 406.95 37.25 0 - 0 0 0
17 Oct 408.90 37.25 0 - 0 0 0
16 Oct 417.25 37.25 0 0.99 0 0 0
15 Oct 423.05 37.25 0 - 0 0 0
13 Oct 416.45 37.25 0 0.89 0 0 0
10 Oct 418.20 37.25 0 1.15 0 0 0
9 Oct 417.90 37.25 0 1.34 0 0 0
8 Oct 416.80 37.25 0 0.93 0 0 0
7 Oct 422.45 37.25 0 - 0 0 0
6 Oct 419.20 0 0 - 0 0 0
3 Oct 414.70 0 0 0.89 0 0 0


For Oil India Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 PE is -0.57

Historical price for 420 PE is as follows

On 5 Dec OIL was trading at 411.95. The strike last trading price was 12.7, which was -2.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by -9 which decreased total open position to 271


On 4 Dec OIL was trading at 408.15. The strike last trading price was 15.3, which was 1.4 higher than the previous day. The implied volatity was 22.36, the open interest changed by -3 which decreased total open position to 280


On 3 Dec OIL was trading at 410.70. The strike last trading price was 14, which was 3 higher than the previous day. The implied volatity was 23.90, the open interest changed by -6 which decreased total open position to 283


On 2 Dec OIL was trading at 416.65. The strike last trading price was 11, which was -1.35 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 289


On 1 Dec OIL was trading at 414.20. The strike last trading price was 11.8, which was -1.85 lower than the previous day. The implied volatity was 23.51, the open interest changed by -8 which decreased total open position to 288


On 28 Nov OIL was trading at 413.20. The strike last trading price was 14.25, which was 3.2 higher than the previous day. The implied volatity was 25.55, the open interest changed by -9 which decreased total open position to 296


On 27 Nov OIL was trading at 417.20. The strike last trading price was 11, which was 3 higher than the previous day. The implied volatity was 22.45, the open interest changed by 18 which increased total open position to 305


On 26 Nov OIL was trading at 423.15. The strike last trading price was 8.4, which was -1.75 lower than the previous day. The implied volatity was 21.84, the open interest changed by 29 which increased total open position to 287


On 25 Nov OIL was trading at 421.05. The strike last trading price was 10, which was -2.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by 80 which increased total open position to 255


On 24 Nov OIL was trading at 420.60. The strike last trading price was 12.8, which was 3.05 higher than the previous day. The implied volatity was 27.28, the open interest changed by 77 which increased total open position to 170


On 21 Nov OIL was trading at 425.05. The strike last trading price was 9.7, which was 2.75 higher than the previous day. The implied volatity was 26.05, the open interest changed by 9 which increased total open position to 93


On 20 Nov OIL was trading at 436.20. The strike last trading price was 6.95, which was -0.65 lower than the previous day. The implied volatity was 26.91, the open interest changed by 20 which increased total open position to 84


On 19 Nov OIL was trading at 436.85. The strike last trading price was 7.8, which was -1.85 lower than the previous day. The implied volatity was 28.40, the open interest changed by -5 which decreased total open position to 63


On 18 Nov OIL was trading at 433.35. The strike last trading price was 9.3, which was 0.65 higher than the previous day. The implied volatity was 29.50, the open interest changed by 19 which increased total open position to 68


On 17 Nov OIL was trading at 436.25. The strike last trading price was 8.65, which was -1.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 32 which increased total open position to 48


On 14 Nov OIL was trading at 436.85. The strike last trading price was 9.9, which was -2.1 lower than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 17


On 13 Nov OIL was trading at 434.45. The strike last trading price was 12, which was 2.6 higher than the previous day. The implied volatity was 33.82, the open interest changed by 3 which increased total open position to 17


On 12 Nov OIL was trading at 441.15. The strike last trading price was 9.4, which was -1.2 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 13


On 11 Nov OIL was trading at 435.95. The strike last trading price was 10.6, which was -0.9 lower than the previous day. The implied volatity was 31.99, the open interest changed by -1 which decreased total open position to 9


On 10 Nov OIL was trading at 431.80. The strike last trading price was 11.5, which was -0.5 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 9


On 7 Nov OIL was trading at 433.70. The strike last trading price was 12, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov OIL was trading at 433.05. The strike last trading price was 12, which was -0.45 lower than the previous day. The implied volatity was 31.12, the open interest changed by 1 which increased total open position to 8


On 4 Nov OIL was trading at 431.50. The strike last trading price was 12.45, which was 1.45 higher than the previous day. The implied volatity was 30.81, the open interest changed by 2 which increased total open position to 6


On 3 Nov OIL was trading at 437.00. The strike last trading price was 11, which was -2.75 lower than the previous day. The implied volatity was 31.30, the open interest changed by 1 which increased total open position to 3


On 31 Oct OIL was trading at 433.35. The strike last trading price was 13.75, which was -23.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct OIL was trading at 434.75. The strike last trading price was 13.75, which was -23.5 lower than the previous day. The implied volatity was 33.16, the open interest changed by 1 which increased total open position to 1


On 29 Oct OIL was trading at 420.50. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 28 Oct OIL was trading at 412.75. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 27 Oct OIL was trading at 422.35. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 23 Oct OIL was trading at 417.40. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 21 Oct OIL was trading at 406.60. The strike last trading price was 37.25, 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 Oct OIL was trading at 406.95. The strike last trading price was 37.25, 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 Oct OIL was trading at 408.90. The strike last trading price was 37.25, 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 Oct OIL was trading at 417.25. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 15 Oct OIL was trading at 423.05. The strike last trading price was 37.25, 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 Oct OIL was trading at 416.45. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 10 Oct OIL was trading at 418.20. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 9 Oct OIL was trading at 417.90. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 8 Oct OIL was trading at 416.80. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 7 Oct OIL was trading at 422.45. The strike last trading price was 37.25, 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 Oct OIL was trading at 419.20. The strike last trading price was 0, 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 Oct OIL was trading at 414.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0