Historical option data for OIL
22 Jun 2026 01:17 PM IST
| OIL 28-Jul-2026 (36d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.01
Theta: -0.26
Gamma: 0.00909
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 419.00 | 17.95 | -0.05 (-0.28%) | 33.04 | 13 | -2 | 122 | |||||||||
| 19 Jun | 418.15 | 18 | -1 (-5.26%) | 32.38 | 70 | 2 | 123 | |||||||||
| 18 Jun | 420.60 | 19.4 | 1.4 (7.78%) | 31.81 | 87 | 4 | 120 | |||||||||
| 17 Jun | 417.05 | 18.5 | -1.5 (-7.50%) | 32.93 | 53 | 15 | 117 | |||||||||
| 16 Jun | 419.65 | 19.6 | 0.6 (3.16%) | 32.07 | 85 | 56 | 99 | |||||||||
| 15 Jun | 417.20 | 19.3 | -1.7 (-8.10%) | 33.41 | 77 | 27 | 42 | |||||||||
| 12 Jun | 417.80 | 21.4 | -6.6 (-23.57%) | 34.85 | 20 | 7 | 13 | |||||||||
| 11 Jun | 429.35 | 28.45 | 0.45 (1.61%) | 35.45 | 11 | 3 | 6 | |||||||||
| 10 Jun | 427.35 | 27.9 | -65.1 (-70.00%) | 32.73 | 4 | 3 | 3 | |||||||||
| 9 Jun | 475.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 420 expiring on 28JUL2026
Delta for 420 CE is 0.53
Historical price for 420 CE is as follows
On 22 Jun OIL was trading at 419.00. The strike last trading price was 17.95, which was -0.05 lower than the previous day. The implied volatity was 33.04, the open interest changed by -2 which decreased total open position to 122
On 19 Jun OIL was trading at 418.15. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was 32.38, the open interest changed by 2 which increased total open position to 123
On 18 Jun OIL was trading at 420.60. The strike last trading price was 19.4, which was 1.4 higher than the previous day. The implied volatity was 31.81, the open interest changed by 4 which increased total open position to 120
On 17 Jun OIL was trading at 417.05. The strike last trading price was 18.5, which was -1.5 lower than the previous day. The implied volatity was 32.93, the open interest changed by 15 which increased total open position to 117
On 16 Jun OIL was trading at 419.65. The strike last trading price was 19.6, which was 0.6 higher than the previous day. The implied volatity was 32.07, the open interest changed by 56 which increased total open position to 99
On 15 Jun OIL was trading at 417.20. The strike last trading price was 19.3, which was -1.7 lower than the previous day. The implied volatity was 33.41, the open interest changed by 27 which increased total open position to 42
On 12 Jun OIL was trading at 417.80. The strike last trading price was 21.4, which was -6.6 lower than the previous day. The implied volatity was 34.85, the open interest changed by 7 which increased total open position to 13
On 11 Jun OIL was trading at 429.35. The strike last trading price was 28.45, which was 0.45 higher than the previous day. The implied volatity was 35.45, the open interest changed by 3 which increased total open position to 6
On 10 Jun OIL was trading at 427.35. The strike last trading price was 27.9, which was -65.1 lower than the previous day. The implied volatity was 32.73, the open interest changed by 3 which increased total open position to 3
On 9 Jun OIL was trading at 475.95. 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 28-Jul-2026 (36d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.01
Theta: -0.19
Gamma: 0.00965
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 419.00 | 16 | -1 (-5.88%) | 31.16 | 18 | 6 | 64 |
| 19 Jun | 418.15 | 17 | 1.2 (7.59%) | 30.62 | 21 | 9 | 58 |
| 18 Jun | 420.60 | 15.8 | -1.05 (-6.23%) | 30.68 | 33 | 24 | 48 |
| 17 Jun | 417.05 | 16.75 | 0.75 (4.69%) | 29.57 | 19 | 6 | 24 |
| 16 Jun | 419.65 | 16 | -3 (-15.79%) | 31.17 | 3 | 1 | 18 |
| 15 Jun | 417.20 | 19 | 0.7 (3.83%) | 32.48 | 2 | 2 | 17 |
| 12 Jun | 417.80 | 18.6 | 2.5 (15.53%) | 32.8 | 16 | 11 | 15 |
| 11 Jun | 429.35 | 16.1 | 0.1 (0.63%) | 35.79 | 4 | -3 | 4 |
| 10 Jun | 427.35 | 16 | 11.75 (276.47%) | 35.47 | 14 | 6 | 8 |
| 9 Jun | 475.95 | 4.5 | -5.3 (-54.08%) | 35 | 2 | 1 | 1 |
For Oil India Ltd - strike price 420 expiring on 28JUL2026
Delta for 420 PE is -0.47
Historical price for 420 PE is as follows
On 22 Jun OIL was trading at 419.00. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 31.16, the open interest changed by 6 which increased total open position to 64
On 19 Jun OIL was trading at 418.15. The strike last trading price was 17, which was 1.2 higher than the previous day. The implied volatity was 30.62, the open interest changed by 9 which increased total open position to 58
On 18 Jun OIL was trading at 420.60. The strike last trading price was 15.8, which was -1.05 lower than the previous day. The implied volatity was 30.68, the open interest changed by 24 which increased total open position to 48
On 17 Jun OIL was trading at 417.05. The strike last trading price was 16.75, which was 0.75 higher than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 24
On 16 Jun OIL was trading at 419.65. The strike last trading price was 16, which was -3 lower than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 18
On 15 Jun OIL was trading at 417.20. The strike last trading price was 19, which was 0.7 higher than the previous day. The implied volatity was 32.48, the open interest changed by 2 which increased total open position to 17
On 12 Jun OIL was trading at 417.80. The strike last trading price was 18.6, which was 2.5 higher than the previous day. The implied volatity was 32.8, the open interest changed by 11 which increased total open position to 15
On 11 Jun OIL was trading at 429.35. The strike last trading price was 16.1, which was 0.1 higher than the previous day. The implied volatity was 35.79, the open interest changed by -3 which decreased total open position to 4
On 10 Jun OIL was trading at 427.35. The strike last trading price was 16, which was 11.75 higher than the previous day. The implied volatity was 35.47, the open interest changed by 6 which increased total open position to 8
On 9 Jun OIL was trading at 475.95. The strike last trading price was 4.5, which was -5.3 lower than the previous day. The implied volatity was 35, the open interest changed by 1 which increased total open position to 1
