Historical option data for OIL
10 Jun 2026 04:12 PM IST
| OIL 30-Jun-2026 (19d) 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0
Theta: -0.33
Gamma: 0.0104
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 427.35 | 6.95 | -24.05 (-77.58%) | 33.91 | 2,704 | 672 | 738 | |||||||||
| 9 Jun | 475.95 | 30.7 | -6.3 (-17.03%) | 30.37 | 4 | -3 | 66 | |||||||||
| 8 Jun | 481.00 | 37 | -1 (-2.63%) | 37.11 | 17 | 4 | 69 | |||||||||
| 5 Jun | 483.35 | 38.45 | -7.55 (-16.41%) | 30.11 | 4 | 0 | 65 | |||||||||
| 4 Jun | 488.90 | 45.85 | -2.15 (-4.48%) | 31.76 | 4 | 0 | 65 | |||||||||
| 3 Jun | 490.95 | 47.55 | 4.55 (10.58%) | 38.29 | 10 | -1 | 65 | |||||||||
| 2 Jun | 484.10 | 42.6 | 2.6 (6.50%) | 35.88 | 4 | 0 | 66 | |||||||||
| 1 Jun | 482.75 | 40 | -11 (-21.57%) | 33.16 | 4 | 1 | 66 | |||||||||
| 29 May | 476.15 | 51.2 | 0.2 (0.39%) | - | 4 | 0 | 65 | |||||||||
| 27 May | 488.00 | 51.2 | 0.2 (0.39%) | 34.63 | 4 | 0 | 65 | |||||||||
| 26 May | 492.10 | 51.2 | 9.2 (21.90%) | 34.63 | 4 | 4 | 65 | |||||||||
| 25 May | 482.55 | 42.25 | -20.75 (-32.94%) | 35.4 | 61 | 58 | 61 | |||||||||
| 22 May | 499.75 | 63 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 21 May | 503.50 | 63 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 20 May | 504.40 | 63 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 501.70 | 63 | 0 (0.00%) | 33.53 | 0 | 0 | 3 | |||||||||
| 18 May | 506.05 | 63 | -14 (-18.18%) | 33.53 | 1 | 0 | 3 | |||||||||
| 15 May | 518.30 | 77 | 0 (0.00%) | 28.56 | 0 | 0 | 3 | |||||||||
| 14 May | 517.55 | 77 | 25 (48.08%) | 28.56 | 1 | -1 | 3 | |||||||||
| 13 May | 507.10 | 52 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 12 May | 490.95 | 52 | 23 (79.31%) | 0 | 7 | 1 | 5 | |||||||||
| 11 May | 456.00 | 29 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 454.20 | 29 | 0 (0.00%) | 36.91 | 0 | 0 | 4 | |||||||||
| 7 May | 452.85 | 29 | -28.2 (-49.30%) | 36.91 | 4 | 3 | 3 | |||||||||
| 6 May | 450.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 476.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 475.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 490.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 469.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 465.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 471.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 462.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 463.25 | 0 | 0 | - | 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 450 expiring on 30JUN2026
Delta for 450 CE is 0.32
Historical price for 450 CE is as follows
On 10 Jun OIL was trading at 427.35. The strike last trading price was 6.95, which was -24.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by 672 which increased total open position to 738
On 9 Jun OIL was trading at 475.95. The strike last trading price was 30.7, which was -6.3 lower than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 66
On 8 Jun OIL was trading at 481.00. The strike last trading price was 37, which was -1 lower than the previous day. The implied volatity was 37.11, the open interest changed by 4 which increased total open position to 69
On 5 Jun OIL was trading at 483.35. The strike last trading price was 38.45, which was -7.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 65
On 4 Jun OIL was trading at 488.90. The strike last trading price was 45.85, which was -2.15 lower than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 65
On 3 Jun OIL was trading at 490.95. The strike last trading price was 47.55, which was 4.55 higher than the previous day. The implied volatity was 38.29, the open interest changed by -1 which decreased total open position to 65
On 2 Jun OIL was trading at 484.10. The strike last trading price was 42.6, which was 2.6 higher than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 66
On 1 Jun OIL was trading at 482.75. The strike last trading price was 40, which was -11 lower than the previous day. The implied volatity was 33.16, the open interest changed by 1 which increased total open position to 66
On 29 May OIL was trading at 476.15. The strike last trading price was 51.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 27 May OIL was trading at 488.00. The strike last trading price was 51.2, which was 0.2 higher than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 65
On 26 May OIL was trading at 492.10. The strike last trading price was 51.2, which was 9.2 higher than the previous day. The implied volatity was 34.63, the open interest changed by 4 which increased total open position to 65
On 25 May OIL was trading at 482.55. The strike last trading price was 42.25, which was -20.75 lower than the previous day. The implied volatity was 35.4, the open interest changed by 58 which increased total open position to 61
On 22 May OIL was trading at 499.75. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May OIL was trading at 503.50. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May OIL was trading at 504.40. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May OIL was trading at 501.70. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 3
On 18 May OIL was trading at 506.05. The strike last trading price was 63, which was -14 lower than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 3
On 15 May OIL was trading at 518.30. The strike last trading price was 77, which was 0 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 3
On 14 May OIL was trading at 517.55. The strike last trading price was 77, which was 25 higher than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 3
On 13 May OIL was trading at 507.10. The strike last trading price was 52, 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 12 May OIL was trading at 490.95. The strike last trading price was 52, which was 23 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 29, 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 29, which was 0 lower than the previous day. The implied volatity was 36.91, 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 29, which was -28.2 lower than the previous day. The implied volatity was 36.91, the open interest changed by 3 which increased total open position to 3
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
On 4 May OIL was trading at 475.10. 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 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 22 Apr OIL was trading at 469.75. 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 21 Apr OIL was trading at 465.15. 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
On 20 Apr OIL was trading at 471.70. 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 17 Apr OIL was trading at 462.40. 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 16 Apr OIL was trading at 462.40. 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 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 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 (19d) 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0
Theta: -0.27
Gamma: 0.01003
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 427.35 | 25.6 | 21 (456.52%) | 35.14 | 2,121 | -42 | 297 |
| 9 Jun | 475.95 | 5.1 | 1.5 (41.67%) | 33.45 | 581 | 158 | 332 |
| 8 Jun | 481.00 | 3.95 | 0.95 (31.67%) | 31.9 | 105 | -1 | 175 |
| 5 Jun | 483.35 | 3 | 0.4 (15.38%) | 28.8 | 60 | -2 | 176 |
| 4 Jun | 488.90 | 2.55 | 0.1 (4.08%) | 29.55 | 38 | -11 | 177 |
| 3 Jun | 490.95 | 2.5 | -0.85 (-25.37%) | 29.26 | 222 | -13 | 189 |
| 2 Jun | 484.10 | 3.4 | -0.75 (-18.07%) | 28.44 | 55 | -18 | 205 |
| 1 Jun | 482.75 | 4.1 | -1.1 (-21.15%) | 29.64 | 70 | 11 | 218 |
| 29 May | 476.15 | 5.6 | 1.75 (45.45%) | 27.77 | 155 | 7 | 182 |
| 27 May | 488.00 | 3.9 | 0.3 (8.33%) | 29.64 | 102 | -16 | 175 |
| 26 May | 492.10 | 3.55 | -2.6 (-42.28%) | 30.16 | 138 | 57 | 189 |
| 25 May | 482.55 | 5.95 | 1.8 (43.37%) | 31.67 | 96 | 31 | 133 |
| 22 May | 499.75 | 4 | 0 (0.00%) | 32.95 | 53 | -3 | 101 |
| 21 May | 503.50 | 4 | 0 (0.00%) | 34.34 | 80 | 58 | 103 |
| 20 May | 504.40 | 4 | -1 (-20.00%) | 34.73 | 41 | 12 | 42 |
| 19 May | 501.70 | 5 | 0 (0.00%) | 35.49 | 2 | 0 | 29 |
| 18 May | 506.05 | 5 | 1 (25.00%) | 36.71 | 9 | -2 | 29 |
| 15 May | 518.30 | 4.4 | 0.5 (12.82%) | 37.3 | 11 | 5 | 29 |
| 14 May | 517.55 | 3.9 | -2.7 (-40.91%) | 37.5 | 14 | -1 | 24 |
| 13 May | 507.10 | 6.7 | -3 (-30.93%) | 0 | 19 | 3 | 24 |
| 12 May | 490.95 | 9.7 | -13.4 (-58.01%) | 0 | 11 | 0 | 21 |
| 11 May | 456.00 | 23.1 | 0 (0.00%) | 0 | 0 | 0 | 21 |
| 8 May | 454.20 | 23.1 | 23.1 (-3.95%) | 38.92 | 0 | 0 | 21 |
| 7 May | 452.85 | 23.1 | -0.95 (-3.95%) | 38.92 | 2 | 0 | 23 |
| 6 May | 450.25 | 24.05 | 6.05 (33.61%) | 36.85 | 32 | 17 | 23 |
| 5 May | 476.50 | 18 | 4 (28.57%) | 38.17 | 1 | 0 | 5 |
| 4 May | 475.10 | 14 | 0.75 (5.66%) | 35.07 | 2 | 3 | 4 |
| 30 Apr | 490.80 | 13.25 | 1.25 (10.42%) | 40.27 | 2 | 1 | 2 |
| 22 Apr | 469.75 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 465.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 471.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 462.40 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 463.25 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 470.80 | 0 | 0 (0.00%) | 4.06 | 0 | 0 | 0 |
| 9 Apr | 470.75 | 0 | 0 (0.00%) | 4.03 | 0 | 0 | 0 |
| 8 Apr | 458.95 | 0 | 0 (0.00%) | 3.35 | 0 | 0 | 0 |
| 7 Apr | 481.90 | 0 | 0 (0.00%) | 5.22 | 0 | 0 | 0 |
| 6 Apr | 472.20 | 0 | 0 (0.00%) | 4.29 | 0 | 0 | 0 |
| 2 Apr | 480.15 | 0 | 0 (0.00%) | 4.8 | 0 | 0 | 0 |
For Oil India Ltd - strike price 450 expiring on 30JUN2026
Delta for 450 PE is -0.68
Historical price for 450 PE is as follows
On 10 Jun OIL was trading at 427.35. The strike last trading price was 25.6, which was 21 higher than the previous day. The implied volatity was 35.14, the open interest changed by -42 which decreased total open position to 297
On 9 Jun OIL was trading at 475.95. The strike last trading price was 5.1, which was 1.5 higher than the previous day. The implied volatity was 33.45, the open interest changed by 158 which increased total open position to 332
On 8 Jun OIL was trading at 481.00. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 31.9, the open interest changed by -1 which decreased total open position to 175
On 5 Jun OIL was trading at 483.35. The strike last trading price was 3, which was 0.4 higher than the previous day. The implied volatity was 28.8, the open interest changed by -2 which decreased total open position to 176
On 4 Jun OIL was trading at 488.90. The strike last trading price was 2.55, which was 0.1 higher than the previous day. The implied volatity was 29.55, the open interest changed by -11 which decreased total open position to 177
On 3 Jun OIL was trading at 490.95. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 29.26, the open interest changed by -13 which decreased total open position to 189
On 2 Jun OIL was trading at 484.10. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 28.44, the open interest changed by -18 which decreased total open position to 205
On 1 Jun OIL was trading at 482.75. The strike last trading price was 4.1, which was -1.1 lower than the previous day. The implied volatity was 29.64, the open interest changed by 11 which increased total open position to 218
On 29 May OIL was trading at 476.15. The strike last trading price was 5.6, which was 1.75 higher than the previous day. The implied volatity was 27.77, the open interest changed by 7 which increased total open position to 182
On 27 May OIL was trading at 488.00. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 29.64, the open interest changed by -16 which decreased total open position to 175
On 26 May OIL was trading at 492.10. The strike last trading price was 3.55, which was -2.6 lower than the previous day. The implied volatity was 30.16, the open interest changed by 57 which increased total open position to 189
On 25 May OIL was trading at 482.55. The strike last trading price was 5.95, which was 1.8 higher than the previous day. The implied volatity was 31.67, the open interest changed by 31 which increased total open position to 133
On 22 May OIL was trading at 499.75. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 32.95, the open interest changed by -3 which decreased total open position to 101
On 21 May OIL was trading at 503.50. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 34.34, the open interest changed by 58 which increased total open position to 103
On 20 May OIL was trading at 504.40. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 34.73, the open interest changed by 12 which increased total open position to 42
On 19 May OIL was trading at 501.70. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 29
On 18 May OIL was trading at 506.05. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 36.71, the open interest changed by -2 which decreased total open position to 29
On 15 May OIL was trading at 518.30. The strike last trading price was 4.4, which was 0.5 higher than the previous day. The implied volatity was 37.3, the open interest changed by 5 which increased total open position to 29
On 14 May OIL was trading at 517.55. The strike last trading price was 3.9, which was -2.7 lower than the previous day. The implied volatity was 37.5, the open interest changed by -1 which decreased total open position to 24
On 13 May OIL was trading at 507.10. The strike last trading price was 6.7, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 24
On 12 May OIL was trading at 490.95. The strike last trading price was 9.7, which was -13.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 21
On 11 May OIL was trading at 456.00. The strike last trading price was 23.1, 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 21
On 8 May OIL was trading at 454.20. The strike last trading price was 23.1, which was 23.1 higher than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 21
On 7 May OIL was trading at 452.85. The strike last trading price was 23.1, which was -0.95 lower than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 23
On 6 May OIL was trading at 450.25. The strike last trading price was 24.05, which was 6.05 higher than the previous day. The implied volatity was 36.85, the open interest changed by 17 which increased total open position to 23
On 5 May OIL was trading at 476.50. The strike last trading price was 18, which was 4 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 5
On 4 May OIL was trading at 475.10. The strike last trading price was 14, which was 0.75 higher than the previous day. The implied volatity was 35.07, the open interest changed by 3 which increased total open position to 4
On 30 Apr OIL was trading at 490.80. The strike last trading price was 13.25, which was 1.25 higher than the previous day. The implied volatity was 40.27, the open interest changed by 1 which increased total open position to 2
On 22 Apr OIL was trading at 469.75. 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 21 Apr OIL was trading at 465.15. 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
On 20 Apr OIL was trading at 471.70. 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 17 Apr OIL was trading at 462.40. 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 16 Apr OIL was trading at 462.40. 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 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 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 4.06, 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 4.03, 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 3.35, 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 5.22, 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 4.29, 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 4.8, the open interest changed by 0 which decreased total open position to 0
