OIL
Oil India Ltd
Historical option data for OIL
09 Apr 2026 09:31 AM IST
| OIL 28-Apr-2026 (19d) 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.42
Theta: -0.43
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 9 Apr | 459.95 | 11.45 | -0.05 | 35.05 | 174 | 5 | 561 | |||||||||
| 8 Apr | 458.95 | 11.65 | -12.95 | 35.08 | 2,946 | 353 | 559 | |||||||||
| 7 Apr | 481.90 | 25.15 | 6.1 | 34.14 | 403 | -6 | 206 | |||||||||
| 6 Apr | 472.20 | 18.1 | -4.95 | 36.23 | 304 | -64 | 208 | |||||||||
| 2 Apr | 480.15 | 21.85 | 0.25 | 33.49 | 1,039 | 93 | 271 | |||||||||
| 1 Apr | 473.40 | 22 | -2.35 | 34.16 | 137 | 6 | 178 | |||||||||
| 30 Mar | 475.45 | 23.6 | 1.65 | 40.17 | 188 | -3 | 172 | |||||||||
| 27 Mar | 478.00 | 22.7 | 3.05 | 29.34 | 1,362 | 61 | 176 | |||||||||
| 25 Mar | 471.40 | 20.4 | -4.6 | 29.85 | 281 | 14 | 101 | |||||||||
| 24 Mar | 477.95 | 24.8 | 5.05 | 31.06 | 176 | 54 | 87 | |||||||||
| 23 Mar | 464.65 | 19.9 | -2.8 | 35.29 | 55 | 23 | 34 | |||||||||
| 20 Mar | 475.50 | 22.7 | -3.8 | 28.14 | 4 | -1 | 11 | |||||||||
| 19 Mar | 477.05 | 26.5 | 5.9 | 33.74 | 7 | 1 | 13 | |||||||||
| 18 Mar | 470.45 | 20.6 | 0 | 29.66 | 2 | 0 | 12 | |||||||||
| 17 Mar | 473.75 | 20.6 | 1.3 | 25.09 | 4 | 0 | 12 | |||||||||
| 16 Mar | 460.10 | 17.8 | -11.2 | 31.29 | 26 | 5 | 11 | |||||||||
| 13 Mar | 470.55 | 29 | 0 | - | 0 | -1 | 0 | |||||||||
| 12 Mar | 479.30 | 29 | 0 | 28.83 | 1 | 2 | 0 | |||||||||
| 11 Mar | 482.70 | 29 | 4 | 28.66 | 7 | 3 | 8 | |||||||||
| 10 Mar | 470.55 | 25.55 | -4.6 | 31.39 | 9 | 6 | 6 | |||||||||
| 9 Mar | 474.05 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 484.50 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 479.10 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 492.10 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 488.05 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 501.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 510.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 514.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 470 expiring on 28APR2026
Delta for 470 CE is 0.44
Historical price for 470 CE is as follows
On 9 Apr OIL was trading at 459.95. The strike last trading price was 11.45, which was -0.05 lower than the previous day. The implied volatity was 35.05, the open interest changed by 5 which increased total open position to 561
On 8 Apr OIL was trading at 458.95. The strike last trading price was 11.65, which was -12.95 lower than the previous day. The implied volatity was 35.08, the open interest changed by 353 which increased total open position to 559
On 7 Apr OIL was trading at 481.90. The strike last trading price was 25.15, which was 6.1 higher than the previous day. The implied volatity was 34.14, the open interest changed by -6 which decreased total open position to 206
On 6 Apr OIL was trading at 472.20. The strike last trading price was 18.1, which was -4.95 lower than the previous day. The implied volatity was 36.23, the open interest changed by -64 which decreased total open position to 208
On 2 Apr OIL was trading at 480.15. The strike last trading price was 21.85, which was 0.25 higher than the previous day. The implied volatity was 33.49, the open interest changed by 93 which increased total open position to 271
On 1 Apr OIL was trading at 473.40. The strike last trading price was 22, which was -2.35 lower than the previous day. The implied volatity was 34.16, the open interest changed by 6 which increased total open position to 178
On 30 Mar OIL was trading at 475.45. The strike last trading price was 23.6, which was 1.65 higher than the previous day. The implied volatity was 40.17, the open interest changed by -3 which decreased total open position to 172
On 27 Mar OIL was trading at 478.00. The strike last trading price was 22.7, which was 3.05 higher than the previous day. The implied volatity was 29.34, the open interest changed by 61 which increased total open position to 176
On 25 Mar OIL was trading at 471.40. The strike last trading price was 20.4, which was -4.6 lower than the previous day. The implied volatity was 29.85, the open interest changed by 14 which increased total open position to 101
On 24 Mar OIL was trading at 477.95. The strike last trading price was 24.8, which was 5.05 higher than the previous day. The implied volatity was 31.06, the open interest changed by 54 which increased total open position to 87
On 23 Mar OIL was trading at 464.65. The strike last trading price was 19.9, which was -2.8 lower than the previous day. The implied volatity was 35.29, the open interest changed by 23 which increased total open position to 34
On 20 Mar OIL was trading at 475.50. The strike last trading price was 22.7, which was -3.8 lower than the previous day. The implied volatity was 28.14, the open interest changed by -1 which decreased total open position to 11
On 19 Mar OIL was trading at 477.05. The strike last trading price was 26.5, which was 5.9 higher than the previous day. The implied volatity was 33.74, the open interest changed by 1 which increased total open position to 13
On 18 Mar OIL was trading at 470.45. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 12
On 17 Mar OIL was trading at 473.75. The strike last trading price was 20.6, which was 1.3 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 12
On 16 Mar OIL was trading at 460.10. The strike last trading price was 17.8, which was -11.2 lower than the previous day. The implied volatity was 31.29, the open interest changed by 5 which increased total open position to 11
On 13 Mar OIL was trading at 470.55. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Mar OIL was trading at 479.30. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 0
On 11 Mar OIL was trading at 482.70. The strike last trading price was 29, which was 4 higher than the previous day. The implied volatity was 28.66, the open interest changed by 3 which increased total open position to 8
On 10 Mar OIL was trading at 470.55. The strike last trading price was 25.55, which was -4.6 lower than the previous day. The implied volatity was 31.39, the open interest changed by 6 which increased total open position to 6
On 9 Mar OIL was trading at 474.05. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar OIL was trading at 484.50. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar OIL was trading at 479.10. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar OIL was trading at 492.10. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar OIL was trading at 488.05. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb OIL was trading at 501.80. 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 30 Jan OIL was trading at 510.05. 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 29 Jan OIL was trading at 514.75. 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
| OIL 28-Apr-2026 (19d) 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.42
Theta: -0.33
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 459.95 | 19.85 | -0.4 | 37.14 | 20 | -10 | 536 |
| 8 Apr | 458.95 | 19.25 | 7.8 | 34.89 | 1,497 | 141 | 547 |
| 7 Apr | 481.90 | 11.1 | -5.85 | 39.95 | 577 | 56 | 389 |
| 6 Apr | 472.20 | 17.9 | 2.55 | 42.08 | 301 | -40 | 336 |
| 2 Apr | 480.15 | 15.85 | -1.35 | 40.18 | 872 | 54 | 376 |
| 1 Apr | 473.40 | 16.55 | -2.85 | 40.16 | 440 | 78 | 322 |
| 30 Mar | 475.45 | 19.3 | -2.25 | 40.97 | 325 | 108 | 247 |
| 27 Mar | 478.00 | 20.35 | -0.05 | 46.12 | 473 | 37 | 142 |
| 25 Mar | 471.40 | 20.55 | 3.35 | 41.36 | 205 | 51 | 101 |
| 24 Mar | 477.95 | 17.15 | -6.95 | 39 | 56 | 36 | 51 |
| 23 Mar | 464.65 | 24.1 | 7.15 | 40.3 | 12 | -1 | 14 |
| 20 Mar | 475.50 | 16.95 | -3.15 | 35.23 | 5 | 4 | 15 |
| 19 Mar | 477.05 | 20.1 | -7.85 | 40.18 | 10 | 2 | 7 |
| 18 Mar | 470.45 | 27.95 | 7.35 | - | 0 | 0 | 5 |
| 17 Mar | 473.75 | 27.95 | 7.35 | - | 5 | 0 | 5 |
| 16 Mar | 460.10 | 27.95 | 7.35 | 40.82 | 5 | 0 | 5 |
| 13 Mar | 470.55 | 20.6 | -5.8 | 36.19 | 2 | 1 | 6 |
| 12 Mar | 479.30 | 26.15 | -18.25 | - | 0 | 0 | 0 |
| 11 Mar | 482.70 | 26.15 | -18.25 | - | 0 | 0 | 5 |
| 10 Mar | 470.55 | 26.15 | -18.25 | 43.75 | 8 | 4 | 4 |
| 9 Mar | 474.05 | 44.4 | 0 | 1.4 | 0 | 0 | 0 |
| 6 Mar | 484.50 | 44.4 | 0 | 3.34 | 0 | 0 | 0 |
| 5 Mar | 479.10 | 44.4 | 0 | 3.16 | 0 | 0 | 0 |
| 4 Mar | 492.10 | 44.4 | 0 | 4.57 | 0 | 0 | 0 |
| 2 Mar | 488.05 | 44.4 | 0 | 3.52 | 0 | 0 | 0 |
| 1 Feb | 501.80 | - | - | - | 0 | 0 | 0 |
| 30 Jan | 510.05 | 0 | 0 | 6.33 | 0 | 0 | 0 |
| 29 Jan | 514.75 | 0 | 0 | 6.24 | 0 | 0 | 0 |
For Oil India Ltd - strike price 470 expiring on 28APR2026
Delta for 470 PE is -0.56
Historical price for 470 PE is as follows
On 9 Apr OIL was trading at 459.95. The strike last trading price was 19.85, which was -0.4 lower than the previous day. The implied volatity was 37.14, the open interest changed by -10 which decreased total open position to 536
On 8 Apr OIL was trading at 458.95. The strike last trading price was 19.25, which was 7.8 higher than the previous day. The implied volatity was 34.89, the open interest changed by 141 which increased total open position to 547
On 7 Apr OIL was trading at 481.90. The strike last trading price was 11.1, which was -5.85 lower than the previous day. The implied volatity was 39.95, the open interest changed by 56 which increased total open position to 389
On 6 Apr OIL was trading at 472.20. The strike last trading price was 17.9, which was 2.55 higher than the previous day. The implied volatity was 42.08, the open interest changed by -40 which decreased total open position to 336
On 2 Apr OIL was trading at 480.15. The strike last trading price was 15.85, which was -1.35 lower than the previous day. The implied volatity was 40.18, the open interest changed by 54 which increased total open position to 376
On 1 Apr OIL was trading at 473.40. The strike last trading price was 16.55, which was -2.85 lower than the previous day. The implied volatity was 40.16, the open interest changed by 78 which increased total open position to 322
On 30 Mar OIL was trading at 475.45. The strike last trading price was 19.3, which was -2.25 lower than the previous day. The implied volatity was 40.97, the open interest changed by 108 which increased total open position to 247
On 27 Mar OIL was trading at 478.00. The strike last trading price was 20.35, which was -0.05 lower than the previous day. The implied volatity was 46.12, the open interest changed by 37 which increased total open position to 142
On 25 Mar OIL was trading at 471.40. The strike last trading price was 20.55, which was 3.35 higher than the previous day. The implied volatity was 41.36, the open interest changed by 51 which increased total open position to 101
On 24 Mar OIL was trading at 477.95. The strike last trading price was 17.15, which was -6.95 lower than the previous day. The implied volatity was 39, the open interest changed by 36 which increased total open position to 51
On 23 Mar OIL was trading at 464.65. The strike last trading price was 24.1, which was 7.15 higher than the previous day. The implied volatity was 40.3, the open interest changed by -1 which decreased total open position to 14
On 20 Mar OIL was trading at 475.50. The strike last trading price was 16.95, which was -3.15 lower than the previous day. The implied volatity was 35.23, the open interest changed by 4 which increased total open position to 15
On 19 Mar OIL was trading at 477.05. The strike last trading price was 20.1, which was -7.85 lower than the previous day. The implied volatity was 40.18, the open interest changed by 2 which increased total open position to 7
On 18 Mar OIL was trading at 470.45. The strike last trading price was 27.95, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar OIL was trading at 473.75. The strike last trading price was 27.95, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar OIL was trading at 460.10. The strike last trading price was 27.95, which was 7.35 higher than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 5
On 13 Mar OIL was trading at 470.55. The strike last trading price was 20.6, which was -5.8 lower than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 6
On 12 Mar OIL was trading at 479.30. The strike last trading price was 26.15, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar OIL was trading at 482.70. The strike last trading price was 26.15, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar OIL was trading at 470.55. The strike last trading price was 26.15, which was -18.25 lower than the previous day. The implied volatity was 43.75, the open interest changed by 4 which increased total open position to 4
On 9 Mar OIL was trading at 474.05. The strike last trading price was 44.4, which was 0 lower than the previous day. The implied volatity was 1.4, the open interest changed by 0 which decreased total open position to 0
On 6 Mar OIL was trading at 484.50. The strike last trading price was 44.4, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 5 Mar OIL was trading at 479.10. The strike last trading price was 44.4, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 4 Mar OIL was trading at 492.10. The strike last trading price was 44.4, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 2 Mar OIL was trading at 488.05. The strike last trading price was 44.4, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 1 Feb OIL was trading at 501.80. 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 30 Jan OIL was trading at 510.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 29 Jan OIL was trading at 514.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0
