OIL
Oil India Ltd
Historical option data for OIL
12 Dec 2025 04:13 PM IST
| OIL 30-DEC-2025 435 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.14
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 404.35 | 0.8 | -0.2 | 22.82 | 46 | 15 | 145 | |||||||||
| 11 Dec | 404.85 | 1 | 0.25 | 22.51 | 101 | -6 | 131 | |||||||||
| 10 Dec | 399.85 | 0.75 | -0.45 | 23.76 | 79 | -11 | 138 | |||||||||
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| 9 Dec | 401.90 | 1.2 | -0.4 | 24.21 | 76 | -16 | 149 | |||||||||
| 8 Dec | 403.95 | 1.55 | -1.2 | 24.14 | 45 | 7 | 173 | |||||||||
| 5 Dec | 411.95 | 2.6 | 0 | 21.30 | 59 | -16 | 166 | |||||||||
| 4 Dec | 408.15 | 2.55 | -0.4 | 23.64 | 54 | 13 | 181 | |||||||||
| 3 Dec | 410.70 | 3.05 | -1.15 | 22.53 | 176 | 80 | 169 | |||||||||
| 2 Dec | 416.65 | 4.2 | 0.05 | 21.01 | 43 | 12 | 89 | |||||||||
| 1 Dec | 414.20 | 4.25 | 0.45 | 22.04 | 41 | 13 | 77 | |||||||||
| 28 Nov | 413.20 | 3.65 | -1.6 | 20.94 | 90 | 3 | 64 | |||||||||
| 27 Nov | 417.20 | 5.15 | -2.25 | 21.40 | 91 | 5 | 61 | |||||||||
| 26 Nov | 423.15 | 7.1 | 0 | 21.12 | 99 | -3 | 53 | |||||||||
| 25 Nov | 421.05 | 7.15 | 0.05 | 23.07 | 28 | 15 | 56 | |||||||||
| 24 Nov | 420.60 | 6.9 | -2.85 | 22.35 | 22 | 5 | 41 | |||||||||
| 21 Nov | 425.05 | 9.8 | -4.45 | 21.33 | 56 | 9 | 37 | |||||||||
| 20 Nov | 436.20 | 14.4 | -0.3 | 19.54 | 11 | 2 | 29 | |||||||||
| 19 Nov | 436.85 | 14.7 | -0.4 | 19.66 | 8 | 3 | 26 | |||||||||
| 18 Nov | 433.35 | 15.35 | -2.55 | 23.08 | 11 | 4 | 20 | |||||||||
| 17 Nov | 436.25 | 17.9 | -4.75 | 24.52 | 17 | 8 | 8 | |||||||||
| 14 Nov | 436.85 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 434.45 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 441.15 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 435.95 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 431.80 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 433.70 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 433.05 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 431.50 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 437.00 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 433.35 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 434.75 | 22.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 420.50 | 22.65 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 435 expiring on 30DEC2025
Delta for 435 CE is 0.09
Historical price for 435 CE is as follows
On 12 Dec OIL was trading at 404.35. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 15 which increased total open position to 145
On 11 Dec OIL was trading at 404.85. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 22.51, the open interest changed by -6 which decreased total open position to 131
On 10 Dec OIL was trading at 399.85. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by -11 which decreased total open position to 138
On 9 Dec OIL was trading at 401.90. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 24.21, the open interest changed by -16 which decreased total open position to 149
On 8 Dec OIL was trading at 403.95. The strike last trading price was 1.55, which was -1.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by 7 which increased total open position to 173
On 5 Dec OIL was trading at 411.95. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 21.30, the open interest changed by -16 which decreased total open position to 166
On 4 Dec OIL was trading at 408.15. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 23.64, the open interest changed by 13 which increased total open position to 181
On 3 Dec OIL was trading at 410.70. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 22.53, the open interest changed by 80 which increased total open position to 169
On 2 Dec OIL was trading at 416.65. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 21.01, the open interest changed by 12 which increased total open position to 89
On 1 Dec OIL was trading at 414.20. The strike last trading price was 4.25, which was 0.45 higher than the previous day. The implied volatity was 22.04, the open interest changed by 13 which increased total open position to 77
On 28 Nov OIL was trading at 413.20. The strike last trading price was 3.65, which was -1.6 lower than the previous day. The implied volatity was 20.94, the open interest changed by 3 which increased total open position to 64
On 27 Nov OIL was trading at 417.20. The strike last trading price was 5.15, which was -2.25 lower than the previous day. The implied volatity was 21.40, the open interest changed by 5 which increased total open position to 61
On 26 Nov OIL was trading at 423.15. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 21.12, the open interest changed by -3 which decreased total open position to 53
On 25 Nov OIL was trading at 421.05. The strike last trading price was 7.15, which was 0.05 higher than the previous day. The implied volatity was 23.07, the open interest changed by 15 which increased total open position to 56
On 24 Nov OIL was trading at 420.60. The strike last trading price was 6.9, which was -2.85 lower than the previous day. The implied volatity was 22.35, the open interest changed by 5 which increased total open position to 41
On 21 Nov OIL was trading at 425.05. The strike last trading price was 9.8, which was -4.45 lower than the previous day. The implied volatity was 21.33, the open interest changed by 9 which increased total open position to 37
On 20 Nov OIL was trading at 436.20. The strike last trading price was 14.4, which was -0.3 lower than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 29
On 19 Nov OIL was trading at 436.85. The strike last trading price was 14.7, which was -0.4 lower than the previous day. The implied volatity was 19.66, the open interest changed by 3 which increased total open position to 26
On 18 Nov OIL was trading at 433.35. The strike last trading price was 15.35, which was -2.55 lower than the previous day. The implied volatity was 23.08, the open interest changed by 4 which increased total open position to 20
On 17 Nov OIL was trading at 436.25. The strike last trading price was 17.9, which was -4.75 lower than the previous day. The implied volatity was 24.52, the open interest changed by 8 which increased total open position to 8
On 14 Nov OIL was trading at 436.85. The strike last trading price was 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 22.65, 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 29 Oct OIL was trading at 420.50. The strike last trading price was 22.65, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
| OIL 30DEC2025 435 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 404.35 | 25.4 | 9.05 | - | 0 | 0 | 11 |
| 11 Dec | 404.85 | 25.4 | 9.05 | - | 0 | 0 | 11 |
| 10 Dec | 399.85 | 25.4 | 9.05 | - | 0 | 0 | 11 |
| 9 Dec | 401.90 | 25.4 | 9.05 | - | 0 | 0 | 0 |
| 8 Dec | 403.95 | 25.4 | 9.05 | - | 0 | 0 | 11 |
| 5 Dec | 411.95 | 25.4 | 9.05 | - | 0 | 0 | 0 |
| 4 Dec | 408.15 | 25.4 | 9.05 | - | 0 | 0 | 0 |
| 3 Dec | 410.70 | 25.4 | 9.05 | 26.73 | 2 | 0 | 11 |
| 2 Dec | 416.65 | 16.55 | -3.05 | - | 0 | 0 | 0 |
| 1 Dec | 414.20 | 16.55 | -3.05 | - | 0 | 0 | 0 |
| 28 Nov | 413.20 | 16.55 | -3.05 | - | 0 | 0 | 0 |
| 27 Nov | 417.20 | 16.55 | -3.05 | - | 0 | 5 | 0 |
| 26 Nov | 423.15 | 16.55 | -3.05 | 22.30 | 10 | 4 | 10 |
| 25 Nov | 421.05 | 19.6 | 6.6 | 26.87 | 5 | 0 | 1 |
| 24 Nov | 420.60 | 13 | -27.3 | - | 0 | 0 | 0 |
| 21 Nov | 425.05 | 13 | -27.3 | - | 0 | 1 | 0 |
| 20 Nov | 436.20 | 13 | -27.3 | 27.65 | 1 | 0 | 0 |
| 19 Nov | 436.85 | 40.3 | 0 | 1.31 | 0 | 0 | 0 |
| 18 Nov | 433.35 | 40.3 | 0 | 0.84 | 0 | 0 | 0 |
| 17 Nov | 436.25 | 40.3 | 0 | 1.32 | 0 | 0 | 0 |
| 14 Nov | 436.85 | 40.3 | 0 | 1.09 | 0 | 0 | 0 |
| 13 Nov | 434.45 | 40.3 | 0 | 1.19 | 0 | 0 | 0 |
| 12 Nov | 441.15 | 40.3 | 0 | 2.28 | 0 | 0 | 0 |
| 11 Nov | 435.95 | 40.3 | 0 | 1.52 | 0 | 0 | 0 |
| 10 Nov | 431.80 | 40.3 | 0 | 0.63 | 0 | 0 | 0 |
| 7 Nov | 433.70 | 40.3 | 0 | 1.09 | 0 | 0 | 0 |
| 6 Nov | 433.05 | 40.3 | 0 | 0.93 | 0 | 0 | 0 |
| 4 Nov | 431.50 | 40.3 | 0 | 0.55 | 0 | 0 | 0 |
| 3 Nov | 437.00 | 40.3 | 0 | 1.74 | 0 | 0 | 0 |
| 31 Oct | 433.35 | 40.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 434.75 | 40.3 | 0 | 1.18 | 0 | 0 | 0 |
| 29 Oct | 420.50 | 40.3 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 435 expiring on 30DEC2025
Delta for 435 PE is -
Historical price for 435 PE is as follows
On 12 Dec OIL was trading at 404.35. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec OIL was trading at 404.85. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Dec OIL was trading at 399.85. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec OIL was trading at 401.90. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec OIL was trading at 403.95. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec OIL was trading at 411.95. The strike last trading price was 25.4, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec OIL was trading at 408.15. The strike last trading price was 25.4, which was 9.05 higher 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 25.4, which was 9.05 higher than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 11
On 2 Dec OIL was trading at 416.65. The strike last trading price was 16.55, which was -3.05 lower 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 16.55, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov OIL was trading at 413.20. The strike last trading price was 16.55, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov OIL was trading at 417.20. The strike last trading price was 16.55, which was -3.05 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 16.55, which was -3.05 lower than the previous day. The implied volatity was 22.30, the open interest changed by 4 which increased total open position to 10
On 25 Nov OIL was trading at 421.05. The strike last trading price was 19.6, which was 6.6 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 1
On 24 Nov OIL was trading at 420.60. The strike last trading price was 13, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov OIL was trading at 425.05. The strike last trading price was 13, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov OIL was trading at 436.20. The strike last trading price was 13, which was -27.3 lower than the previous day. The implied volatity was 27.65, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.31, 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 40.3, which was 0 lower than the previous day. The implied volatity was 0.84, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.32, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.09, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.19, 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 40.3, which was 0 lower than the previous day. The implied volatity was 2.28, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.52, 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 40.3, which was 0 lower than the previous day. The implied volatity was 0.63, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.09, 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 40.3, 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 4 Nov OIL was trading at 431.50. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 0.55, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.74, 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 40.3, 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 40.3, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 29 Oct OIL was trading at 420.50. The strike last trading price was 40.3, 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































































































































































































































