[--[65.84.65.76]--]

OIL

Oil India Ltd
408.9 -1.35 (-0.33%)
L: 408 H: 413.5

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Historical option data for OIL

24 Dec 2025 04:13 PM IST
OIL 27-JAN-2026 420 CE
Delta: 0.41
Vega: 0.48
Theta: -0.20
Gamma: 0.01
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
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
Delta: -0.58
Vega: 0.49
Theta: -0.09
Gamma: 0.01
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