OIL
Oil India Ltd
Historical option data for OIL
24 Dec 2025 04:13 PM IST
| OIL 27-JAN-2026 420 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.48
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 408.90 | 7.65 | -1.05 | 21.66 | 32 | -1 | 154 | |||||||||
| 23 Dec | 410.25 | 9.1 | 1.7 | 21.74 | 178 | 18 | 157 | |||||||||
| 22 Dec | 406.00 | 7.4 | -0.05 | 22.81 | 46 | 16 | 139 | |||||||||
| 19 Dec | 405.05 | 7.55 | 1.15 | 21.25 | 182 | 91 | 123 | |||||||||
| 18 Dec | 399.85 | 6.5 | 0.7 | 21.61 | 15 | 5 | 32 | |||||||||
| 17 Dec | 398.15 | 5.5 | -2.75 | 22.56 | 18 | 10 | 25 | |||||||||
| 16 Dec | 401.70 | 8.25 | -0.7 | - | 0 | 0 | 15 | |||||||||
| 15 Dec | 403.55 | 8.25 | -0.7 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 404.35 | 8.25 | -0.7 | 22.63 | 1 | 0 | 14 | |||||||||
| 11 Dec | 404.85 | 8.95 | 1.15 | 22.52 | 4 | 2 | 14 | |||||||||
| 10 Dec | 399.85 | 7.8 | -2.2 | 24.20 | 6 | -1 | 11 | |||||||||
| 9 Dec | 401.90 | 10 | -0.05 | 26.53 | 2 | 1 | 11 | |||||||||
| 8 Dec | 403.95 | 10.05 | -2.95 | 24.14 | 1 | 0 | 10 | |||||||||
| 5 Dec | 411.95 | 13 | -1.4 | 22.11 | 1 | 0 | 9 | |||||||||
| 4 Dec | 408.15 | 14.4 | -2.5 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 410.70 | 14.4 | -2.5 | 24.94 | 2 | 0 | 9 | |||||||||
| 2 Dec | 416.65 | 16.9 | 1.35 | 24.15 | 6 | 2 | 8 | |||||||||
| 1 Dec | 414.20 | 15.55 | -7.1 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 413.20 | 15.55 | -7.1 | 23.40 | 2 | 0 | 5 | |||||||||
| 27 Nov | 417.20 | 22.65 | -13 | - | 0 | 5 | 0 | |||||||||
| 26 Nov | 423.15 | 22.65 | -13 | 25.78 | 5 | 3 | 3 | |||||||||
| 25 Nov | 421.05 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 420.60 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 436.85 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 433.35 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 436.25 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 436.85 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 434.45 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 441.15 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 435.95 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 431.80 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 433.70 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 433.05 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 431.50 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 437.00 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 433.35 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 434.75 | 35.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 420 expiring on 27JAN2026
Delta for 420 CE is 0.41
Historical price for 420 CE is as follows
On 24 Dec OIL was trading at 408.90. The strike last trading price was 7.65, which was -1.05 lower than the previous day. The implied volatity was 21.66, the open interest changed by -1 which decreased total open position to 154
On 23 Dec OIL was trading at 410.25. The strike last trading price was 9.1, which was 1.7 higher than the previous day. The implied volatity was 21.74, the open interest changed by 18 which increased total open position to 157
On 22 Dec OIL was trading at 406.00. The strike last trading price was 7.4, which was -0.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by 16 which increased total open position to 139
On 19 Dec OIL was trading at 405.05. The strike last trading price was 7.55, which was 1.15 higher than the previous day. The implied volatity was 21.25, the open interest changed by 91 which increased total open position to 123
On 18 Dec OIL was trading at 399.85. The strike last trading price was 6.5, which was 0.7 higher than the previous day. The implied volatity was 21.61, the open interest changed by 5 which increased total open position to 32
On 17 Dec OIL was trading at 398.15. The strike last trading price was 5.5, which was -2.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 10 which increased total open position to 25
On 16 Dec OIL was trading at 401.70. The strike last trading price was 8.25, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 15 Dec OIL was trading at 403.55. The strike last trading price was 8.25, which was -0.7 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 8.25, which was -0.7 lower than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 14
On 11 Dec OIL was trading at 404.85. The strike last trading price was 8.95, which was 1.15 higher than the previous day. The implied volatity was 22.52, the open interest changed by 2 which increased total open position to 14
On 10 Dec OIL was trading at 399.85. The strike last trading price was 7.8, which was -2.2 lower than the previous day. The implied volatity was 24.20, the open interest changed by -1 which decreased total open position to 11
On 9 Dec OIL was trading at 401.90. The strike last trading price was 10, which was -0.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 11
On 8 Dec OIL was trading at 403.95. The strike last trading price was 10.05, which was -2.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 0 which decreased total open position to 10
On 5 Dec OIL was trading at 411.95. The strike last trading price was 13, which was -1.4 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 9
On 4 Dec OIL was trading at 408.15. The strike last trading price was 14.4, which was -2.5 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 14.4, which was -2.5 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 9
On 2 Dec OIL was trading at 416.65. The strike last trading price was 16.9, which was 1.35 higher than the previous day. The implied volatity was 24.15, the open interest changed by 2 which increased total open position to 8
On 1 Dec OIL was trading at 414.20. The strike last trading price was 15.55, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov OIL was trading at 413.20. The strike last trading price was 15.55, which was -7.1 lower than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 5
On 27 Nov OIL was trading at 417.20. The strike last trading price was 22.65, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 26 Nov OIL was trading at 423.15. The strike last trading price was 22.65, which was -13 lower than the previous day. The implied volatity was 25.78, the open interest changed by 3 which increased total open position to 3
On 25 Nov OIL was trading at 421.05. The strike last trading price was 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 35.65, 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 420 PE | |||||||
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Delta: -0.58
Vega: 0.49
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 408.90 | 15.5 | 0.3 | 22.98 | 19 | 9 | 185 |
| 23 Dec | 410.25 | 14.9 | -2.65 | 24.73 | 34 | 4 | 176 |
| 22 Dec | 406.00 | 17.55 | -0.65 | 23.06 | 12 | -7 | 172 |
| 19 Dec | 405.05 | 18.15 | -5.65 | 24.87 | 158 | 142 | 179 |
| 18 Dec | 399.85 | 23.8 | -0.2 | 31.22 | 3 | 0 | 37 |
| 17 Dec | 398.15 | 24 | 1 | 25.09 | 1 | 0 | 36 |
| 16 Dec | 401.70 | 23 | 1.5 | 26.87 | 1 | 0 | 35 |
| 15 Dec | 403.55 | 21.5 | 3.75 | - | 0 | 0 | 0 |
| 12 Dec | 404.35 | 21.5 | 3.75 | - | 0 | 0 | 35 |
| 11 Dec | 404.85 | 21.5 | 3.75 | - | 0 | 0 | 35 |
| 10 Dec | 399.85 | 21.5 | 3.75 | - | 0 | 0 | 35 |
| 9 Dec | 401.90 | 21.5 | 3.75 | - | 0 | 13 | 0 |
| 8 Dec | 403.95 | 21.5 | 3.75 | 26.21 | 13 | 11 | 33 |
| 5 Dec | 411.95 | 17.75 | -2.25 | 26.79 | 1 | 0 | 22 |
| 4 Dec | 408.15 | 20 | 1.5 | 26.42 | 4 | 3 | 21 |
| 3 Dec | 410.70 | 18.5 | 1 | - | 0 | 0 | 0 |
| 2 Dec | 416.65 | 18.5 | 1 | - | 0 | 0 | 0 |
| 1 Dec | 414.20 | 18.5 | 1 | - | 0 | 3 | 0 |
| 28 Nov | 413.20 | 18.5 | 1 | 27.26 | 3 | 2 | 17 |
| 27 Nov | 417.20 | 17.5 | 2.5 | 28.47 | 8 | 7 | 14 |
| 26 Nov | 423.15 | 15 | -1.25 | 28.04 | 4 | 3 | 6 |
| 25 Nov | 421.05 | 16.25 | -20.3 | 29.08 | 3 | 1 | 1 |
| 24 Nov | 420.60 | 36.55 | 0 | 1.34 | 0 | 0 | 0 |
| 19 Nov | 436.85 | 36.55 | 0 | 4.07 | 0 | 0 | 0 |
| 18 Nov | 433.35 | 36.55 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 436.25 | 36.55 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 436.85 | 36.55 | 0 | 3.43 | 0 | 0 | 0 |
| 13 Nov | 434.45 | 36.55 | 0 | 3.66 | 0 | 0 | 0 |
| 12 Nov | 441.15 | 36.55 | 0 | 4.66 | 0 | 0 | 0 |
| 11 Nov | 435.95 | 36.55 | 0 | 3.99 | 0 | 0 | 0 |
| 10 Nov | 431.80 | 36.55 | 0 | 3.26 | 0 | 0 | 0 |
| 7 Nov | 433.70 | 36.55 | 0 | 3.53 | 0 | 0 | 0 |
| 6 Nov | 433.05 | 36.55 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 431.50 | 36.55 | 0 | 3.11 | 0 | 0 | 0 |
| 3 Nov | 437.00 | 36.55 | 0 | 4.06 | 0 | 0 | 0 |
| 31 Oct | 433.35 | 36.55 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 434.75 | 36.55 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 420 expiring on 27JAN2026
Delta for 420 PE is -0.58
Historical price for 420 PE is as follows
On 24 Dec OIL was trading at 408.90. The strike last trading price was 15.5, which was 0.3 higher than the previous day. The implied volatity was 22.98, the open interest changed by 9 which increased total open position to 185
On 23 Dec OIL was trading at 410.25. The strike last trading price was 14.9, which was -2.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by 4 which increased total open position to 176
On 22 Dec OIL was trading at 406.00. The strike last trading price was 17.55, which was -0.65 lower than the previous day. The implied volatity was 23.06, the open interest changed by -7 which decreased total open position to 172
On 19 Dec OIL was trading at 405.05. The strike last trading price was 18.15, which was -5.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by 142 which increased total open position to 179
On 18 Dec OIL was trading at 399.85. The strike last trading price was 23.8, which was -0.2 lower than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 37
On 17 Dec OIL was trading at 398.15. The strike last trading price was 24, which was 1 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 36
On 16 Dec OIL was trading at 401.70. The strike last trading price was 23, which was 1.5 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 35
On 15 Dec OIL was trading at 403.55. The strike last trading price was 21.5, which was 3.75 higher 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 21.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 11 Dec OIL was trading at 404.85. The strike last trading price was 21.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 10 Dec OIL was trading at 399.85. The strike last trading price was 21.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 9 Dec OIL was trading at 401.90. The strike last trading price was 21.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 8 Dec OIL was trading at 403.95. The strike last trading price was 21.5, which was 3.75 higher than the previous day. The implied volatity was 26.21, the open interest changed by 11 which increased total open position to 33
On 5 Dec OIL was trading at 411.95. The strike last trading price was 17.75, which was -2.25 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 22
On 4 Dec OIL was trading at 408.15. The strike last trading price was 20, which was 1.5 higher than the previous day. The implied volatity was 26.42, the open interest changed by 3 which increased total open position to 21
On 3 Dec OIL was trading at 410.70. The strike last trading price was 18.5, which was 1 higher than the previous day. The implied volatity was -, 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 18.5, which was 1 higher 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 18.5, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 28 Nov OIL was trading at 413.20. The strike last trading price was 18.5, which was 1 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 17
On 27 Nov OIL was trading at 417.20. The strike last trading price was 17.5, which was 2.5 higher than the previous day. The implied volatity was 28.47, the open interest changed by 7 which increased total open position to 14
On 26 Nov OIL was trading at 423.15. The strike last trading price was 15, which was -1.25 lower than the previous day. The implied volatity was 28.04, the open interest changed by 3 which increased total open position to 6
On 25 Nov OIL was trading at 421.05. The strike last trading price was 16.25, which was -20.3 lower than the previous day. The implied volatity was 29.08, the open interest changed by 1 which increased total open position to 1
On 24 Nov OIL was trading at 420.60. The strike last trading price was 36.55, 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 19 Nov OIL was trading at 436.85. The strike last trading price was 36.55, which was 0 lower than the previous day. The implied volatity was 4.07, 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 36.55, 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 36.55, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.43, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.66, 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 36.55, which was 0 lower than the previous day. The implied volatity was 4.66, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.99, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.26, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.53, 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 36.55, 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 36.55, which was 0 lower than the previous day. The implied volatity was 3.11, 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 36.55, which was 0 lower than the previous day. The implied volatity was 4.06, 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 36.55, 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 36.55, 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































































































































































































































