Historical option data for OIL
12 Jun 2026 04:10 PM IST
| OIL 30-Jun-2026 (17d) 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0
Theta: -0.29
Gamma: 0.0111
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 417.80 | 4.85 | -4.15 (-46.11%) | 31.89 | 2,019 | 186 | 693 | |||||||||
| 11 Jun | 429.35 | 8.9 | -1.1 (-11.00%) | 32.08 | 3,604 | -45 | 508 | |||||||||
| 10 Jun | 427.35 | 10.55 | -28.45 (-72.95%) | 34.37 | 2,607 | 546 | 553 | |||||||||
| 9 Jun | 475.95 | 39 | -18 (-31.58%) | 31.12 | 11 | 3 | 7 | |||||||||
| 8 Jun | 481.00 | 56.8 | -0.2 (-0.35%) | - | 1 | 0 | 4 | |||||||||
| 5 Jun | 483.35 | 56.8 | -0.2 (-0.35%) | - | 1 | 0 | 4 | |||||||||
| 4 Jun | 488.90 | 56.8 | -0.2 (-0.35%) | 39.35 | 1 | 0 | 4 | |||||||||
| 3 Jun | 490.95 | 56.8 | 8.8 (18.33%) | 39.35 | 1 | 0 | 4 | |||||||||
| 2 Jun | 484.10 | 48.1 | 0.1 (0.21%) | - | 1 | 0 | 4 | |||||||||
| 1 Jun | 482.75 | 48.1 | 0.1 (0.21%) | 34.87 | 1 | 0 | 4 | |||||||||
| 29 May | 476.15 | 48.1 | -22.9 (-32.25%) | 34.87 | 1 | 0 | 4 | |||||||||
| 27 May | 488.00 | 71.1 | 0.1 (0.14%) | - | 0 | 0 | 4 | |||||||||
| 26 May | 492.10 | 71.1 | 0.1 (0.14%) | - | 0 | 0 | 4 | |||||||||
| 25 May | 482.55 | 71.1 | 0.1 (0.14%) | - | 0 | 0 | 4 | |||||||||
| 22 May | 499.75 | 71.1 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 21 May | 503.50 | 71.1 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 504.40 | 71.1 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 19 May | 501.70 | 71.1 | 0 (0.00%) | 34.07 | 0 | 0 | 4 | |||||||||
| 18 May | 506.05 | 71.1 | -12.2 (-14.65%) | 34.07 | 1 | -1 | 4 | |||||||||
| 15 May | 518.30 | 83.3 | 27.5 (49.28%) | 30.37 | 5 | 1 | 6 | |||||||||
| 14 May | 517.55 | 55.8 | 0 (0.00%) | 0 | 0 | 0 | 5 | |||||||||
| 13 May | 507.10 | 55.8 | 0 (0.00%) | 0 | 0 | 0 | 5 | |||||||||
| 12 May | 490.95 | 55.8 | 5.65 (11.27%) | 0 | 1 | 1 | 5 | |||||||||
| 11 May | 456.00 | 50.15 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 454.20 | 50.15 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 7 May | 452.85 | 50.15 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 6 May | 450.25 | 50.15 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 5 May | 476.50 | 50.15 | 0 (0.00%) | 33.79 | 0 | 0 | 4 | |||||||||
| 4 May | 475.10 | 50.15 | -13.1 (-20.71%) | 33.79 | 4 | 0 | 0 | |||||||||
| 30 Apr | 490.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 463.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 470.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 470.75 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 458.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 481.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 472.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 480.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 440 expiring on 30JUN2026
Delta for 440 CE is 0.27
Historical price for 440 CE is as follows
On 12 Jun OIL was trading at 417.80. The strike last trading price was 4.85, which was -4.15 lower than the previous day. The implied volatity was 31.89, the open interest changed by 186 which increased total open position to 693
On 11 Jun OIL was trading at 429.35. The strike last trading price was 8.9, which was -1.1 lower than the previous day. The implied volatity was 32.08, the open interest changed by -45 which decreased total open position to 508
On 10 Jun OIL was trading at 427.35. The strike last trading price was 10.55, which was -28.45 lower than the previous day. The implied volatity was 34.37, the open interest changed by 546 which increased total open position to 553
On 9 Jun OIL was trading at 475.95. The strike last trading price was 39, which was -18 lower than the previous day. The implied volatity was 31.12, the open interest changed by 3 which increased total open position to 7
On 8 Jun OIL was trading at 481.00. The strike last trading price was 56.8, which was -0.2 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 56.8, which was -0.2 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 56.8, which was -0.2 lower than the previous day. The implied volatity was 39.35, 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 56.8, which was 8.8 higher than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 4
On 2 Jun OIL was trading at 484.10. The strike last trading price was 48.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Jun OIL was trading at 482.75. The strike last trading price was 48.1, which was 0.1 higher than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 4
On 29 May OIL was trading at 476.15. The strike last trading price was 48.1, which was -22.9 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 4
On 27 May OIL was trading at 488.00. The strike last trading price was 71.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May OIL was trading at 492.10. The strike last trading price was 71.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May OIL was trading at 482.55. The strike last trading price was 71.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May OIL was trading at 499.75. The strike last trading price was 71.1, 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 21 May OIL was trading at 503.50. The strike last trading price was 71.1, 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 20 May OIL was trading at 504.40. The strike last trading price was 71.1, 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 19 May OIL was trading at 501.70. The strike last trading price was 71.1, which was 0 lower than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 4
On 18 May OIL was trading at 506.05. The strike last trading price was 71.1, which was -12.2 lower than the previous day. The implied volatity was 34.07, the open interest changed by -1 which decreased total open position to 4
On 15 May OIL was trading at 518.30. The strike last trading price was 83.3, which was 27.5 higher than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 6
On 14 May OIL was trading at 517.55. The strike last trading price was 55.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 13 May OIL was trading at 507.10. The strike last trading price was 55.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 12 May OIL was trading at 490.95. The strike last trading price was 55.8, which was 5.65 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 5
On 11 May OIL was trading at 456.00. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May OIL was trading at 454.20. The strike last trading price was 50.15, 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 7 May OIL was trading at 452.85. The strike last trading price was 50.15, 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 6 May OIL was trading at 450.25. The strike last trading price was 50.15, 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 May OIL was trading at 476.50. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 33.79, the open interest changed by 0 which decreased total open position to 4
On 4 May OIL was trading at 475.10. The strike last trading price was 50.15, which was -13.1 lower than the previous day. The implied volatity was 33.79, the open interest changed by 0 which decreased total open position to 0
On 30 Apr OIL was trading at 490.80. 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 15 Apr OIL was trading at 463.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr OIL was trading at 470.80. 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 9 Apr OIL was trading at 470.75. 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 8 Apr OIL was trading at 458.95. 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 7 Apr OIL was trading at 481.90. 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 6 Apr OIL was trading at 472.20. 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 2 Apr OIL was trading at 480.15. 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 (17d) 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0
Theta: -0.22
Gamma: 0.01098
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 417.80 | 24.85 | 7.2 (40.79%) | 31.93 | 120 | -13 | 225 |
| 11 Jun | 429.35 | 17.55 | -3.05 (-14.81%) | 31.43 | 553 | 26 | 238 |
| 10 Jun | 427.35 | 18.8 | 15.9 (548.28%) | 32.02 | 2,415 | 153 | 213 |
| 9 Jun | 475.95 | 3.2 | 1.1 (52.38%) | 33.67 | 40 | 11 | 60 |
| 8 Jun | 481.00 | 2.45 | 0.8 (48.48%) | 32.15 | 24 | -9 | 48 |
| 5 Jun | 483.35 | 1.65 | 1.65 (0.00%) | 31.42 | 8 | 0 | 57 |
| 4 Jun | 488.90 | 1.65 | 0 (0.00%) | 31.42 | 8 | -2 | 58 |
| 3 Jun | 490.95 | 1.65 | -0.65 (-28.26%) | 30.97 | 28 | 0 | 58 |
| 2 Jun | 484.10 | 2.3 | -0.4 (-14.81%) | 30.06 | 7 | -2 | 58 |
| 1 Jun | 482.75 | 2.7 | -0.7 (-20.59%) | 30.63 | 35 | -9 | 60 |
| 29 May | 476.15 | 3.5 | 1.05 (42.86%) | 30.74 | 54 | 16 | 71 |
| 27 May | 488.00 | 2.45 | -0.05 (-2.00%) | 29.94 | 59 | -5 | 60 |
| 26 May | 492.10 | 2.5 | -1.85 (-42.53%) | 31.32 | 54 | 6 | 55 |
| 25 May | 482.55 | 4.15 | 1.25 (43.10%) | 32.33 | 60 | 35 | 48 |
| 22 May | 499.75 | 3 | 0 (0.00%) | 33.45 | 8 | 2 | 11 |
| 21 May | 503.50 | 3 | 3 (-25.00%) | 35.33 | 1 | 0 | 9 |
| 20 May | 504.40 | 3 | -1 (-25.00%) | 35.33 | 1 | 1 | 9 |
| 19 May | 501.70 | 4 | 4 (-60.00%) | 37.79 | 0 | 0 | 8 |
| 18 May | 506.05 | 4 | -6 (-60.00%) | 37.79 | 3 | 2 | 8 |
| 15 May | 518.30 | 10 | 0 (0.00%) | - | 0 | 0 | 6 |
| 14 May | 517.55 | 10 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 13 May | 507.10 | 10 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 12 May | 490.95 | 10 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 11 May | 456.00 | 10 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 8 May | 454.20 | 10 | 10 | - | 0 | 0 | 6 |
| 7 May | 452.85 | 10 | 10 | - | 0 | 0 | 6 |
| 6 May | 450.25 | 10 | 10 | - | 0 | 0 | 6 |
| 5 May | 476.50 | 10 | 10 (-4.76%) | 34.39 | 0 | 0 | 6 |
| 4 May | 475.10 | 10 | -0.5 (-4.76%) | 34.39 | 1 | 0 | 5 |
| 30 Apr | 490.80 | 10.5 | -9.45 (-47.37%) | 39.87 | 5 | 4 | 4 |
| 15 Apr | 463.25 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 470.80 | 0 | 0 (0.00%) | 5.31 | 0 | 0 | 0 |
| 9 Apr | 470.75 | 0 | 0 (0.00%) | 5.27 | 0 | 0 | 0 |
| 8 Apr | 458.95 | 0 | 0 (0.00%) | 4.36 | 0 | 0 | 0 |
| 7 Apr | 481.90 | 0 | 0 (0.00%) | 6.41 | 0 | 0 | 0 |
| 6 Apr | 472.20 | 0 | 0 (0.00%) | 5.5 | 0 | 0 | 0 |
| 2 Apr | 480.15 | 0 | 0 (0.00%) | 5.96 | 0 | 0 | 0 |
For Oil India Ltd - strike price 440 expiring on 30JUN2026
Delta for 440 PE is -0.73
Historical price for 440 PE is as follows
On 12 Jun OIL was trading at 417.80. The strike last trading price was 24.85, which was 7.2 higher than the previous day. The implied volatity was 31.93, the open interest changed by -13 which decreased total open position to 225
On 11 Jun OIL was trading at 429.35. The strike last trading price was 17.55, which was -3.05 lower than the previous day. The implied volatity was 31.43, the open interest changed by 26 which increased total open position to 238
On 10 Jun OIL was trading at 427.35. The strike last trading price was 18.8, which was 15.9 higher than the previous day. The implied volatity was 32.02, the open interest changed by 153 which increased total open position to 213
On 9 Jun OIL was trading at 475.95. The strike last trading price was 3.2, which was 1.1 higher than the previous day. The implied volatity was 33.67, the open interest changed by 11 which increased total open position to 60
On 8 Jun OIL was trading at 481.00. The strike last trading price was 2.45, which was 0.8 higher than the previous day. The implied volatity was 32.15, the open interest changed by -9 which decreased total open position to 48
On 5 Jun OIL was trading at 483.35. The strike last trading price was 1.65, which was 1.65 higher than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 57
On 4 Jun OIL was trading at 488.90. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 31.42, the open interest changed by -2 which decreased total open position to 58
On 3 Jun OIL was trading at 490.95. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 58
On 2 Jun OIL was trading at 484.10. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 30.06, the open interest changed by -2 which decreased total open position to 58
On 1 Jun OIL was trading at 482.75. The strike last trading price was 2.7, which was -0.7 lower than the previous day. The implied volatity was 30.63, the open interest changed by -9 which decreased total open position to 60
On 29 May OIL was trading at 476.15. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 16 which increased total open position to 71
On 27 May OIL was trading at 488.00. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by -5 which decreased total open position to 60
On 26 May OIL was trading at 492.10. The strike last trading price was 2.5, which was -1.85 lower than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 55
On 25 May OIL was trading at 482.55. The strike last trading price was 4.15, which was 1.25 higher than the previous day. The implied volatity was 32.33, the open interest changed by 35 which increased total open position to 48
On 22 May OIL was trading at 499.75. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 33.45, the open interest changed by 2 which increased total open position to 11
On 21 May OIL was trading at 503.50. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 9
On 20 May OIL was trading at 504.40. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 35.33, the open interest changed by 1 which increased total open position to 9
On 19 May OIL was trading at 501.70. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was 37.79, the open interest changed by 0 which decreased total open position to 8
On 18 May OIL was trading at 506.05. The strike last trading price was 4, which was -6 lower than the previous day. The implied volatity was 37.79, the open interest changed by 2 which increased total open position to 8
On 15 May OIL was trading at 518.30. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 14 May OIL was trading at 517.55. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 13 May OIL was trading at 507.10. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 12 May OIL was trading at 490.95. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 11 May OIL was trading at 456.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 8 May OIL was trading at 454.20. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May OIL was trading at 452.85. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 May OIL was trading at 450.25. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 May OIL was trading at 476.50. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 6
On 4 May OIL was trading at 475.10. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 5
On 30 Apr OIL was trading at 490.80. The strike last trading price was 10.5, which was -9.45 lower than the previous day. The implied volatity was 39.87, the open interest changed by 4 which increased total open position to 4
On 15 Apr OIL was trading at 463.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr OIL was trading at 470.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
On 9 Apr OIL was trading at 470.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
On 8 Apr OIL was trading at 458.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 7 Apr OIL was trading at 481.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 6 Apr OIL was trading at 472.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.5, the open interest changed by 0 which decreased total open position to 0
On 2 Apr OIL was trading at 480.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
