OIL
Oil India Ltd
Historical option data for OIL
14 Jan 2026 04:13 PM IST
| OIL 27-JAN-2026 445 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.3
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 458.00 | 19.1 | 8 | 31.52 | 584 | -91 | 143 | |||||||||
| 13 Jan | 447.90 | 11.8 | 8.65 | 23.9 | 4,628 | -121 | 231 | |||||||||
| 12 Jan | 425.60 | 3.2 | 0.45 | 27.18 | 184 | 95 | 352 | |||||||||
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| 9 Jan | 420.05 | 2.8 | 1.3 | 27.83 | 394 | -57 | 257 | |||||||||
| 8 Jan | 409.95 | 1.3 | -1.05 | 28.02 | 150 | 61 | 314 | |||||||||
| 7 Jan | 418.40 | 2.35 | -1.6 | 24.95 | 297 | 155 | 253 | |||||||||
| 6 Jan | 425.55 | 3.85 | 1 | 24.69 | 82 | 7 | 98 | |||||||||
| 5 Jan | 419.90 | 2.85 | -2.1 | 24.55 | 138 | 49 | 91 | |||||||||
| 2 Jan | 428.85 | 4.85 | 0.55 | 22.68 | 51 | 5 | 42 | |||||||||
| 1 Jan | 427.55 | 4.3 | 0 | 21.67 | 75 | 14 | 33 | |||||||||
| 31 Dec | 424.35 | 4.3 | -17.35 | 22.62 | 30 | 19 | 19 | |||||||||
| 30 Dec | 411.45 | 21.65 | 0 | 7.21 | 0 | 0 | 0 | |||||||||
| 29 Dec | 406.30 | 21.65 | 0 | 8.34 | 0 | 0 | 0 | |||||||||
| 26 Dec | 402.75 | 21.65 | 0 | 8.77 | 0 | 0 | 0 | |||||||||
| 24 Dec | 408.90 | 21.65 | 0 | 7.21 | 0 | 0 | 0 | |||||||||
| 23 Dec | 410.25 | 21.65 | 0 | 6.46 | 0 | 0 | 0 | |||||||||
| 22 Dec | 406.00 | 21.65 | 0 | 7.66 | 0 | 0 | 0 | |||||||||
| 19 Dec | 405.05 | 21.65 | 0 | 7.43 | 0 | 0 | 0 | |||||||||
| 18 Dec | 399.85 | 21.65 | 0 | 8.46 | 0 | 0 | 0 | |||||||||
| 17 Dec | 398.15 | 21.65 | 0 | 8.48 | 0 | 0 | 0 | |||||||||
| 16 Dec | 401.70 | 21.65 | 0 | 7.81 | 0 | 0 | 0 | |||||||||
| 15 Dec | 403.55 | 21.65 | - | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 404.35 | 21.65 | 0 | 6.85 | 0 | 0 | 0 | |||||||||
| 11 Dec | 404.85 | 21.65 | 0 | 6.67 | 0 | 0 | 0 | |||||||||
| 10 Dec | 399.85 | 21.65 | 0 | 7.57 | 0 | 0 | 0 | |||||||||
| 9 Dec | 401.90 | 21.65 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 403.95 | 21.65 | 0 | 6.49 | 0 | 0 | 0 | |||||||||
| 5 Dec | 411.95 | 21.65 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 4 Dec | 408.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 410.70 | 21.65 | 0 | 5.01 | 0 | 0 | 0 | |||||||||
| 2 Dec | 416.65 | 21.65 | 0 | 3.8 | 0 | 0 | 0 | |||||||||
| 1 Dec | 414.20 | 21.65 | 0 | 4.18 | 0 | 0 | 0 | |||||||||
| 28 Nov | 413.20 | 21.65 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
| 27 Nov | 417.20 | 21.65 | 0 | 3.64 | 0 | 0 | 0 | |||||||||
| 26 Nov | 423.15 | 21.65 | 0 | 2.66 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 445 expiring on 27JAN2026
Delta for 445 CE is 0.71
Historical price for 445 CE is as follows
On 14 Jan OIL was trading at 458.00. The strike last trading price was 19.1, which was 8 higher than the previous day. The implied volatity was 31.52, the open interest changed by -91 which decreased total open position to 143
On 13 Jan OIL was trading at 447.90. The strike last trading price was 11.8, which was 8.65 higher than the previous day. The implied volatity was 23.9, the open interest changed by -121 which decreased total open position to 231
On 12 Jan OIL was trading at 425.60. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 27.18, the open interest changed by 95 which increased total open position to 352
On 9 Jan OIL was trading at 420.05. The strike last trading price was 2.8, which was 1.3 higher than the previous day. The implied volatity was 27.83, the open interest changed by -57 which decreased total open position to 257
On 8 Jan OIL was trading at 409.95. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was 28.02, the open interest changed by 61 which increased total open position to 314
On 7 Jan OIL was trading at 418.40. The strike last trading price was 2.35, which was -1.6 lower than the previous day. The implied volatity was 24.95, the open interest changed by 155 which increased total open position to 253
On 6 Jan OIL was trading at 425.55. The strike last trading price was 3.85, which was 1 higher than the previous day. The implied volatity was 24.69, the open interest changed by 7 which increased total open position to 98
On 5 Jan OIL was trading at 419.90. The strike last trading price was 2.85, which was -2.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by 49 which increased total open position to 91
On 2 Jan OIL was trading at 428.85. The strike last trading price was 4.85, which was 0.55 higher than the previous day. The implied volatity was 22.68, the open interest changed by 5 which increased total open position to 42
On 1 Jan OIL was trading at 427.55. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 21.67, the open interest changed by 14 which increased total open position to 33
On 31 Dec OIL was trading at 424.35. The strike last trading price was 4.3, which was -17.35 lower than the previous day. The implied volatity was 22.62, the open interest changed by 19 which increased total open position to 19
On 30 Dec OIL was trading at 411.45. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 29 Dec OIL was trading at 406.30. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0
On 26 Dec OIL was trading at 402.75. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
On 24 Dec OIL was trading at 408.90. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 23 Dec OIL was trading at 410.25. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 22 Dec OIL was trading at 406.00. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.66, the open interest changed by 0 which decreased total open position to 0
On 19 Dec OIL was trading at 405.05. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0
On 18 Dec OIL was trading at 399.85. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 17 Dec OIL was trading at 398.15. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 16 Dec OIL was trading at 401.70. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.81, the open interest changed by 0 which decreased total open position to 0
On 15 Dec OIL was trading at 403.55. The strike last trading price was 21.65, 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 12 Dec OIL was trading at 404.35. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 11 Dec OIL was trading at 404.85. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0
On 10 Dec OIL was trading at 399.85. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 9 Dec OIL was trading at 401.90. The strike last trading price was 21.65, 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 8 Dec OIL was trading at 403.95. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
On 5 Dec OIL was trading at 411.95. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 4.86, 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 -, 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 3 Dec OIL was trading at 410.70. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 5.01, 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 21.65, which was 0 lower than the previous day. The implied volatity was 3.8, 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 21.65, which was 0 lower than the previous day. The implied volatity was 4.18, 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 21.65, which was 0 lower than the previous day. The implied volatity was 4.32, 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 21.65, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 26 Nov OIL was trading at 423.15. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
| OIL 27JAN2026 445 PE | |||||||
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Delta: -0.28
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 458.00 | 4.8 | -4.7 | 30.44 | 1,265 | 59 | 184 |
| 13 Jan | 447.90 | 9.3 | -18.1 | 34.85 | 354 | 110 | 120 |
| 12 Jan | 425.60 | 27.15 | -10.15 | - | 0 | 0 | 10 |
| 9 Jan | 420.05 | 27.15 | -10.15 | 31.65 | 5 | 1 | 9 |
| 8 Jan | 409.95 | 37.3 | 13.95 | 34.56 | 13 | 4 | 7 |
| 7 Jan | 418.40 | 23.35 | -8.85 | - | 0 | 0 | 3 |
| 6 Jan | 425.55 | 23.35 | -8.85 | 31.18 | 8 | 0 | 2 |
| 5 Jan | 419.90 | 32.2 | -8.75 | - | 0 | 0 | 2 |
| 2 Jan | 428.85 | 32.2 | -8.75 | - | 0 | 0 | 2 |
| 1 Jan | 427.55 | 32.2 | -8.75 | - | 0 | 0 | 2 |
| 31 Dec | 424.35 | 32.2 | -8.75 | - | 0 | 2 | 0 |
| 30 Dec | 411.45 | 32.2 | -8.75 | 26.35 | 2 | 0 | 0 |
| 29 Dec | 406.30 | 40.95 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 402.75 | 40.95 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 408.90 | 40.95 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 410.25 | 40.95 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 406.00 | 40.95 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 405.05 | 40.95 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 399.85 | 40.95 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 398.15 | 40.95 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 401.70 | 40.95 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 403.55 | 40.95 | - | - | 0 | 0 | 0 |
| 12 Dec | 404.35 | 40.95 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 404.85 | 40.95 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 399.85 | 40.95 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 401.90 | 40.95 | - | - | 0 | 0 | 0 |
| 8 Dec | 403.95 | 40.95 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 411.95 | 40.95 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 408.15 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 410.70 | 40.95 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 416.65 | 40.95 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 414.20 | 40.95 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 413.20 | 40.95 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 417.20 | 40.95 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 423.15 | 40.95 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 445 expiring on 27JAN2026
Delta for 445 PE is -0.28
Historical price for 445 PE is as follows
On 14 Jan OIL was trading at 458.00. The strike last trading price was 4.8, which was -4.7 lower than the previous day. The implied volatity was 30.44, the open interest changed by 59 which increased total open position to 184
On 13 Jan OIL was trading at 447.90. The strike last trading price was 9.3, which was -18.1 lower than the previous day. The implied volatity was 34.85, the open interest changed by 110 which increased total open position to 120
On 12 Jan OIL was trading at 425.60. The strike last trading price was 27.15, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Jan OIL was trading at 420.05. The strike last trading price was 27.15, which was -10.15 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 9
On 8 Jan OIL was trading at 409.95. The strike last trading price was 37.3, which was 13.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by 4 which increased total open position to 7
On 7 Jan OIL was trading at 418.40. The strike last trading price was 23.35, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Jan OIL was trading at 425.55. The strike last trading price was 23.35, which was -8.85 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 2
On 5 Jan OIL was trading at 419.90. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jan OIL was trading at 428.85. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jan OIL was trading at 427.55. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Dec OIL was trading at 424.35. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 30 Dec OIL was trading at 411.45. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 0
On 29 Dec OIL was trading at 406.30. The strike last trading price was 40.95, 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 26 Dec OIL was trading at 402.75. The strike last trading price was 40.95, 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 Dec OIL was trading at 408.90. The strike last trading price was 40.95, 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 23 Dec OIL was trading at 410.25. The strike last trading price was 40.95, 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 22 Dec OIL was trading at 406.00. The strike last trading price was 40.95, 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 Dec OIL was trading at 405.05. The strike last trading price was 40.95, 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 Dec OIL was trading at 399.85. The strike last trading price was 40.95, 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 Dec OIL was trading at 398.15. The strike last trading price was 40.95, 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 16 Dec OIL was trading at 401.70. The strike last trading price was 40.95, 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 Dec OIL was trading at 403.55. The strike last trading price was 40.95, 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 12 Dec OIL was trading at 404.35. The strike last trading price was 40.95, 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 Dec OIL was trading at 404.85. The strike last trading price was 40.95, 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 Dec OIL was trading at 399.85. The strike last trading price was 40.95, 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 Dec OIL was trading at 401.90. The strike last trading price was 40.95, 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 8 Dec OIL was trading at 403.95. The strike last trading price was 40.95, 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 Dec OIL was trading at 411.95. The strike last trading price was 40.95, 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 Dec OIL was trading at 408.15. 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 3 Dec OIL was trading at 410.70. The strike last trading price was 40.95, 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 Dec OIL was trading at 416.65. The strike last trading price was 40.95, 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 Dec OIL was trading at 414.20. The strike last trading price was 40.95, 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 28 Nov OIL was trading at 413.20. The strike last trading price was 40.95, 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 27 Nov OIL was trading at 417.20. The strike last trading price was 40.95, 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 26 Nov OIL was trading at 423.15. The strike last trading price was 40.95, 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































































































































































































































