Historical option data for OIL
18 Jun 2026 01:08 PM IST
| OIL 30-Jun-2026 (12d) 435 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0
Theta: -0.33
Gamma: 0.01479
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 420.00 | 3.8 | -0.2 (-5.00%) | 29.28 | 936 | 32 | 498 | |||||||||
| 17 Jun | 417.05 | 3.9 | -0.85 (-17.89%) | 31.56 | 1,396 | -49 | 465 | |||||||||
| 16 Jun | 419.65 | 4.6 | -0.4 (-8.00%) | 30.38 | 786 | 21 | 514 | |||||||||
| 15 Jun | 417.20 | 4.9 | -1.1 (-18.33%) | 32.37 | 1,066 | 52 | 494 | |||||||||
| 12 Jun | 417.80 | 5.95 | -5.05 (-45.91%) | 31.31 | 1,134 | 64 | 441 | |||||||||
| 11 Jun | 429.35 | 11.05 | -0.95 (-7.92%) | 32.37 | 2,588 | 100 | 379 | |||||||||
| 10 Jun | 427.35 | 12.75 | -63.25 (-83.22%) | 34.57 | 1,114 | 278 | 278 | |||||||||
| 9 Jun | 475.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 481.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 483.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 488.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 490.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 484.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 482.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 506.05 | 0 | -75.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 518.30 | 0 | -75.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 517.55 | 0 | -75.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 507.10 | 0 | -75.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 490.95 | 0 | -75.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 456.00 | 0 | -75.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 454.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 452.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 450.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 476.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 435 expiring on 30JUN2026
Delta for 435 CE is 0.28
Historical price for 435 CE is as follows
On 18 Jun OIL was trading at 420.00. The strike last trading price was 3.8, which was -0.2 lower than the previous day. The implied volatity was 29.28, the open interest changed by 32 which increased total open position to 498
On 17 Jun OIL was trading at 417.05. The strike last trading price was 3.9, which was -0.85 lower than the previous day. The implied volatity was 31.56, the open interest changed by -49 which decreased total open position to 465
On 16 Jun OIL was trading at 419.65. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 30.38, the open interest changed by 21 which increased total open position to 514
On 15 Jun OIL was trading at 417.20. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 32.37, the open interest changed by 52 which increased total open position to 494
On 12 Jun OIL was trading at 417.80. The strike last trading price was 5.95, which was -5.05 lower than the previous day. The implied volatity was 31.31, the open interest changed by 64 which increased total open position to 441
On 11 Jun OIL was trading at 429.35. The strike last trading price was 11.05, which was -0.95 lower than the previous day. The implied volatity was 32.37, the open interest changed by 100 which increased total open position to 379
On 10 Jun OIL was trading at 427.35. The strike last trading price was 12.75, which was -63.25 lower than the previous day. The implied volatity was 34.57, the open interest changed by 278 which increased total open position to 278
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
On 8 Jun OIL was trading at 481.00. 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 5 Jun OIL was trading at 483.35. 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 4 Jun OIL was trading at 488.90. 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 Jun OIL was trading at 490.95. 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
On 2 Jun OIL was trading at 484.10. 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 1 Jun OIL was trading at 482.75. 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 18 May OIL was trading at 506.05. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OIL was trading at 518.30. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OIL was trading at 517.55. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OIL was trading at 507.10. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OIL was trading at 490.95. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OIL was trading at 456.00. The strike last trading price was 0, which was -75.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OIL was trading at 454.20. 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 7 May OIL was trading at 452.85. 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 6 May OIL was trading at 450.25. 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 5 May OIL was trading at 476.50. 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 30-Jun-2026 (12d) 435 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0
Theta: -0.21
Gamma: 0.01493
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 420.00 | 18.4 | -2.35 (-11.33%) | 26.78 | 39 | -6 | 127 |
| 17 Jun | 417.05 | 21 | 2 (10.53%) | 26.94 | 24 | 1 | 135 |
| 16 Jun | 419.65 | 19.1 | -2.55 (-11.78%) | 31.47 | 46 | -15 | 134 |
| 15 Jun | 417.20 | 21.65 | 0.3 (1.41%) | 31.13 | 62 | -8 | 152 |
| 12 Jun | 417.80 | 21 | 6.6 (45.83%) | 31.91 | 162 | -9 | 160 |
| 11 Jun | 429.35 | 14.8 | -2.8 (-15.91%) | 31.38 | 404 | 8 | 169 |
| 10 Jun | 427.35 | 16 | 13.6 (566.67%) | 34.01 | 1,722 | 151 | 160 |
| 9 Jun | 475.95 | 2.55 | 1.05 (70.00%) | 34.5 | 19 | 4 | 8 |
| 8 Jun | 481.00 | 1.5 | 0 (0.00%) | - | 2 | 0 | 4 |
| 5 Jun | 483.35 | 1.5 | 0 (0.00%) | - | 2 | 0 | 4 |
| 4 Jun | 488.90 | 1.55 | 0 (0.00%) | 32.77 | 4 | 0 | 4 |
| 3 Jun | 490.95 | 1.55 | -0.75 (-32.61%) | 32.77 | 4 | 2 | 4 |
| 2 Jun | 484.10 | 2.3 | 0 (0.00%) | 31.67 | 2 | 0 | 2 |
| 1 Jun | 482.75 | 2.3 | -6.8 (-74.73%) | 31.67 | 2 | 2 | 2 |
| 18 May | 506.05 | 0 | -9.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 518.30 | 0 | -9.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 517.55 | 0 | -9.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 507.10 | 0 | -9.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 490.95 | 0 | -9.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 456.00 | 0 | -9.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 454.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 452.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 450.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 476.50 | 0 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 435 expiring on 30JUN2026
Delta for 435 PE is -0.76
Historical price for 435 PE is as follows
On 18 Jun OIL was trading at 420.00. The strike last trading price was 18.4, which was -2.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by -6 which decreased total open position to 127
On 17 Jun OIL was trading at 417.05. The strike last trading price was 21, which was 2 higher than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 135
On 16 Jun OIL was trading at 419.65. The strike last trading price was 19.1, which was -2.55 lower than the previous day. The implied volatity was 31.47, the open interest changed by -15 which decreased total open position to 134
On 15 Jun OIL was trading at 417.20. The strike last trading price was 21.65, which was 0.3 higher than the previous day. The implied volatity was 31.13, the open interest changed by -8 which decreased total open position to 152
On 12 Jun OIL was trading at 417.80. The strike last trading price was 21, which was 6.6 higher than the previous day. The implied volatity was 31.91, the open interest changed by -9 which decreased total open position to 160
On 11 Jun OIL was trading at 429.35. The strike last trading price was 14.8, which was -2.8 lower than the previous day. The implied volatity was 31.38, the open interest changed by 8 which increased total open position to 169
On 10 Jun OIL was trading at 427.35. The strike last trading price was 16, which was 13.6 higher than the previous day. The implied volatity was 34.01, the open interest changed by 151 which increased total open position to 160
On 9 Jun OIL was trading at 475.95. The strike last trading price was 2.55, which was 1.05 higher than the previous day. The implied volatity was 34.5, the open interest changed by 4 which increased total open position to 8
On 8 Jun OIL was trading at 481.00. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun OIL was trading at 483.35. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun OIL was trading at 488.90. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 32.77, the open interest changed by 0 which decreased total open position to 4
On 3 Jun OIL was trading at 490.95. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 32.77, the open interest changed by 2 which increased total open position to 4
On 2 Jun OIL was trading at 484.10. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 2
On 1 Jun OIL was trading at 482.75. The strike last trading price was 2.3, which was -6.8 lower than the previous day. The implied volatity was 31.67, the open interest changed by 2 which increased total open position to 2
On 18 May OIL was trading at 506.05. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OIL was trading at 518.30. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OIL was trading at 517.55. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OIL was trading at 507.10. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OIL was trading at 490.95. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OIL was trading at 456.00. The strike last trading price was 0, which was -9.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OIL was trading at 454.20. 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 7 May OIL was trading at 452.85. 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 6 May OIL was trading at 450.25. 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 5 May OIL was trading at 476.50. 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
