OIL
Oil India Ltd
Historical option data for OIL
08 May 2026 04:10 PM IST
| OIL 26-May-2026 (16d) 475 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0
Theta: -0.39
Gamma: 0.00949
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 454.20 | 7.45 | 0.15000000000000036 (2.05%) | 36.96 | 134 | -13 | 243 | |||||||||
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| 7 May | 452.85 | 7.2 | -0.5 (-6.49%) | 36.62 | 321 | 37 | 255 | |||||||||
| 6 May | 450.25 | 7.45 | -10.2 (-57.79%) | 37.39 | 412 | 108 | 213 | |||||||||
| 5 May | 476.50 | 17.9 | -0.3000000000000007 (-1.65%) | 33.86 | 411 | 22 | 110 | |||||||||
| 4 May | 475.10 | 18.4 | -8.350000000000001 (-31.21%) | 36.45 | 147 | 32 | 89 | |||||||||
| 30 Apr | 490.80 | 26.75 | -4 (-13.01%) | 35.18 | 2 | 0 | 57 | |||||||||
| 29 Apr | 492.85 | 30.75 | -6.25 (-16.89%) | 35.61 | 30 | 9 | 58 | |||||||||
| 28 Apr | 497.20 | 37 | 15.7 (73.71%) | 38.98 | 55 | -2 | 50 | |||||||||
| 27 Apr | 476.20 | 21.4 | 2.25 (11.75%) | 36.78 | 85 | 18 | 53 | |||||||||
| 24 Apr | 473.70 | 19.05 | -14.749999999999996 (-43.64%) | 33.2 | 50 | 33 | 33 | |||||||||
| 23 Apr | 473.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 469.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 465.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 471.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 470.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 463.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 477.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 471.30 | 0 | 0 (0.00%) | 0.22 | 0 | 0 | 0 | |||||||||
| 9 Apr | 470.75 | 33.8 | 0 (0.00%) | 0.01 | 0 | 0 | 0 | |||||||||
| 8 Apr | 458.95 | 33.8 | 0 (0.00%) | 1.7 | 0 | 0 | 0 | |||||||||
| 7 Apr | 481.90 | 33.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 472.20 | 33.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 480.15 | 33.8 | 0 (0.00%) | 0.28 | 0 | 0 | 0 | |||||||||
| 1 Apr | 473.40 | 33.8 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 475 expiring on 26MAY2026
Delta for 475 CE is 0.32
Historical price for 475 CE is as follows
On 8 May OIL was trading at 454.20. The strike last trading price was 7.45, which was 0.15000000000000036 higher than the previous day. The implied volatity was 36.96, the open interest changed by -13 which decreased total open position to 243
On 7 May OIL was trading at 452.85. The strike last trading price was 7.2, which was -0.5 lower than the previous day. The implied volatity was 36.62, the open interest changed by 37 which increased total open position to 255
On 6 May OIL was trading at 450.25. The strike last trading price was 7.45, which was -10.2 lower than the previous day. The implied volatity was 37.39, the open interest changed by 108 which increased total open position to 213
On 5 May OIL was trading at 476.50. The strike last trading price was 17.9, which was -0.3000000000000007 lower than the previous day. The implied volatity was 33.86, the open interest changed by 22 which increased total open position to 110
On 4 May OIL was trading at 475.10. The strike last trading price was 18.4, which was -8.350000000000001 lower than the previous day. The implied volatity was 36.45, the open interest changed by 32 which increased total open position to 89
On 30 Apr OIL was trading at 490.80. The strike last trading price was 26.75, which was -4 lower than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 57
On 29 Apr OIL was trading at 492.85. The strike last trading price was 30.75, which was -6.25 lower than the previous day. The implied volatity was 35.61, the open interest changed by 9 which increased total open position to 58
On 28 Apr OIL was trading at 497.20. The strike last trading price was 37, which was 15.7 higher than the previous day. The implied volatity was 38.98, the open interest changed by -2 which decreased total open position to 50
On 27 Apr OIL was trading at 476.20. The strike last trading price was 21.4, which was 2.25 higher than the previous day. The implied volatity was 36.78, the open interest changed by 18 which increased total open position to 53
On 24 Apr OIL was trading at 473.70. The strike last trading price was 19.05, which was -14.749999999999996 lower than the previous day. The implied volatity was 33.2, the open interest changed by 33 which increased total open position to 33
On 23 Apr OIL was trading at 473.90. 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 22 Apr OIL was trading at 469.75. 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 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 470.10. 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 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 13 Apr OIL was trading at 477.15. 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 10 Apr OIL was trading at 471.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, 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 33.8, which was 0 lower than the previous day. The implied volatity was 0.01, 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 33.8, which was 0 lower than the previous day. The implied volatity was 1.7, 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 33.8, 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 33.8, 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 33.8, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 1 Apr OIL was trading at 473.40. The strike last trading price was 33.8, 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 0
| OIL 26-May-2026 (16d) 475 PE | |||||||
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Delta: -0.67
Vega: 0
Theta: -0.36
Gamma: 0.00894
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 454.20 | 28.25 | -1 (-3.42%) | 39.92 | 16 | 4 | 85 |
| 7 May | 452.85 | 28.9 | -0.3500000000000014 (-1.20%) | 38.84 | 2 | -1 | 82 |
| 6 May | 450.25 | 29.05 | 14.450000000000001 (98.97%) | 34.32 | 226 | -47 | 79 |
| 5 May | 476.50 | 14.1 | -0.75 (-5.05%) | 35.45 | 232 | 28 | 126 |
| 4 May | 475.10 | 14.1 | 2.8499999999999996 (25.33%) | 32.8 | 345 | 31 | 98 |
| 30 Apr | 490.80 | 11.3 | 0.45000000000000107 (4.15%) | 36.07 | 80 | 0 | 67 |
| 29 Apr | 492.85 | 10.85 | 1.0999999999999996 (11.28%) | 36.76 | 108 | 8 | 66 |
| 28 Apr | 497.20 | 9.55 | -7.800000000000001 (-44.96%) | 36.08 | 167 | 28 | 61 |
| 27 Apr | 476.20 | 17.3 | -10.8 (-38.43%) | 35.24 | 41 | 33 | 33 |
| 24 Apr | 473.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 473.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 469.75 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 465.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 471.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 470.10 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 463.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 477.15 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 471.30 | 0 | 0 (0.00%) | 0.37 | 0 | 0 | 0 |
| 9 Apr | 470.75 | 28.1 | 0 (0.00%) | 0.4 | 0 | 0 | 0 |
| 8 Apr | 458.95 | 28.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 481.90 | 28.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 472.20 | 28.1 | 0 (0.00%) | 0.43 | 0 | 0 | 0 |
| 2 Apr | 480.15 | 28.1 | 0 (0.00%) | 1.5 | 0 | 0 | 0 |
| 1 Apr | 473.40 | 28.1 | 0 (0.00%) | 1.18 | 0 | 0 | 0 |
For Oil India Ltd - strike price 475 expiring on 26MAY2026
Delta for 475 PE is -0.67
Historical price for 475 PE is as follows
On 8 May OIL was trading at 454.20. The strike last trading price was 28.25, which was -1 lower than the previous day. The implied volatity was 39.92, the open interest changed by 4 which increased total open position to 85
On 7 May OIL was trading at 452.85. The strike last trading price was 28.9, which was -0.3500000000000014 lower than the previous day. The implied volatity was 38.84, the open interest changed by -1 which decreased total open position to 82
On 6 May OIL was trading at 450.25. The strike last trading price was 29.05, which was 14.450000000000001 higher than the previous day. The implied volatity was 34.32, the open interest changed by -47 which decreased total open position to 79
On 5 May OIL was trading at 476.50. The strike last trading price was 14.1, which was -0.75 lower than the previous day. The implied volatity was 35.45, the open interest changed by 28 which increased total open position to 126
On 4 May OIL was trading at 475.10. The strike last trading price was 14.1, which was 2.8499999999999996 higher than the previous day. The implied volatity was 32.8, the open interest changed by 31 which increased total open position to 98
On 30 Apr OIL was trading at 490.80. The strike last trading price was 11.3, which was 0.45000000000000107 higher than the previous day. The implied volatity was 36.07, the open interest changed by 0 which decreased total open position to 67
On 29 Apr OIL was trading at 492.85. The strike last trading price was 10.85, which was 1.0999999999999996 higher than the previous day. The implied volatity was 36.76, the open interest changed by 8 which increased total open position to 66
On 28 Apr OIL was trading at 497.20. The strike last trading price was 9.55, which was -7.800000000000001 lower than the previous day. The implied volatity was 36.08, the open interest changed by 28 which increased total open position to 61
On 27 Apr OIL was trading at 476.20. The strike last trading price was 17.3, which was -10.8 lower than the previous day. The implied volatity was 35.24, the open interest changed by 33 which increased total open position to 33
On 24 Apr OIL was trading at 473.70. 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 23 Apr OIL was trading at 473.90. 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 22 Apr OIL was trading at 469.75. 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 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 470.10. 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 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 13 Apr OIL was trading at 477.15. 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 10 Apr OIL was trading at 471.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.37, 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 28.1, which was 0 lower than the previous day. The implied volatity was 0.4, 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 28.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr OIL was trading at 481.90. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr OIL was trading at 472.20. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 0.43, 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 28.1, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 1 Apr OIL was trading at 473.40. The strike last trading price was 28.1, 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
