OIL
Oil India Ltd
Historical option data for OIL
30 Mar 2026 04:13 PM IST
| OIL 28-Apr-2026 (28d) 475 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.53
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 475.45 | 20.5 | 0.65 | 38.94 | 241 | -9 | 129 | |||||||||
| 27 Mar | 478.00 | 20.55 | 3.4 | 30.56 | 306 | 97 | 134 | |||||||||
| 25 Mar | 471.40 | 18 | -3.9 | 30.14 | 54 | 21 | 37 | |||||||||
| 24 Mar | 477.95 | 21.9 | 4.35 | 30.89 | 2 | -1 | 15 | |||||||||
| 23 Mar | 464.65 | 17.6 | -4.4 | 35.16 | 19 | 11 | 15 | |||||||||
| 20 Mar | 475.50 | 22 | 0.95 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 477.05 | 22 | 0.95 | 30.77 | 2 | 1 | 5 | |||||||||
| 18 Mar | 470.45 | 19 | -16.5 | 31 | 4 | 3 | 3 | |||||||||
| 17 Mar | 473.75 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 460.10 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 470.55 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 479.30 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 482.70 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 470.55 | 35.5 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 474.05 | 35.5 | 0.9 | - | 0 | -1 | 0 | |||||||||
| 6 Mar | 484.50 | 35.5 | 0.9 | 37.46 | 1 | 0 | 1 | |||||||||
| 5 Mar | 479.10 | 34.6 | 0 | 37.56 | 1 | 0 | 0 | |||||||||
| 4 Mar | 492.10 | 34.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 488.05 | 34.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 475 expiring on 28APR2026
Delta for 475 CE is 0.52
Historical price for 475 CE is as follows
On 30 Mar OIL was trading at 475.45. The strike last trading price was 20.5, which was 0.65 higher than the previous day. The implied volatity was 38.94, the open interest changed by -9 which decreased total open position to 129
On 27 Mar OIL was trading at 478.00. The strike last trading price was 20.55, which was 3.4 higher than the previous day. The implied volatity was 30.56, the open interest changed by 97 which increased total open position to 134
On 25 Mar OIL was trading at 471.40. The strike last trading price was 18, which was -3.9 lower than the previous day. The implied volatity was 30.14, the open interest changed by 21 which increased total open position to 37
On 24 Mar OIL was trading at 477.95. The strike last trading price was 21.9, which was 4.35 higher than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 15
On 23 Mar OIL was trading at 464.65. The strike last trading price was 17.6, which was -4.4 lower than the previous day. The implied volatity was 35.16, the open interest changed by 11 which increased total open position to 15
On 20 Mar OIL was trading at 475.50. The strike last trading price was 22, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar OIL was trading at 477.05. The strike last trading price was 22, which was 0.95 higher than the previous day. The implied volatity was 30.77, the open interest changed by 1 which increased total open position to 5
On 18 Mar OIL was trading at 470.45. The strike last trading price was 19, which was -16.5 lower than the previous day. The implied volatity was 31, the open interest changed by 3 which increased total open position to 3
On 17 Mar OIL was trading at 473.75. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar OIL was trading at 460.10. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar OIL was trading at 470.55. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar OIL was trading at 479.30. The strike last trading price was 35.5, which was 0.9 higher 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 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar OIL was trading at 470.55. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar OIL was trading at 474.05. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 6 Mar OIL was trading at 484.50. The strike last trading price was 35.5, which was 0.9 higher than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 1
On 5 Mar OIL was trading at 479.10. The strike last trading price was 34.6, which was 0 lower than the previous day. The implied volatity was 37.56, 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 34.6, 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 34.6, 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 (28d) 475 PE | |||||||
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Delta: -0.48
Vega: 0.53
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 475.45 | 22.9 | -1.05 | 43.02 | 207 | 37 | 179 |
| 27 Mar | 478.00 | 23.15 | 0.15 | 46.95 | 328 | 110 | 144 |
| 25 Mar | 471.40 | 23.3 | 4.1 | 41.84 | 31 | 9 | 33 |
| 24 Mar | 477.95 | 19.2 | -8.5 | 38.63 | 33 | 20 | 23 |
| 23 Mar | 464.65 | 27.7 | 6.15 | 41.81 | 5 | 3 | 5 |
| 20 Mar | 475.50 | 21.55 | -10.45 | - | 0 | 2 | 0 |
| 19 Mar | 477.05 | 21.55 | -10.45 | 38.72 | 3 | 2 | 2 |
| 18 Mar | 470.45 | 32 | 0 | 0 | 0 | 0 | 0 |
| 17 Mar | 473.75 | 32 | 0 | 0.68 | 0 | 0 | 0 |
| 16 Mar | 460.10 | 32 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 470.55 | 32 | 0 | 0.47 | 0 | 0 | 0 |
| 12 Mar | 479.30 | 32 | 0 | 2.14 | 0 | 0 | 0 |
| 11 Mar | 482.70 | 32 | 0 | 2.1 | 0 | 0 | 0 |
| 10 Mar | 470.55 | 32 | 0 | 0.57 | 0 | 0 | 0 |
| 9 Mar | 474.05 | 32 | 0 | 0.57 | 0 | 0 | 0 |
| 6 Mar | 484.50 | 32 | 0 | 2.77 | 0 | 0 | 0 |
| 5 Mar | 479.10 | 32 | 0 | 2.34 | 0 | 0 | 0 |
| 4 Mar | 492.10 | 32 | 0 | 3.79 | 0 | 0 | 0 |
| 2 Mar | 488.05 | 32 | 0 | 2.74 | 0 | 0 | 0 |
For Oil India Ltd - strike price 475 expiring on 28APR2026
Delta for 475 PE is -0.48
Historical price for 475 PE is as follows
On 30 Mar OIL was trading at 475.45. The strike last trading price was 22.9, which was -1.05 lower than the previous day. The implied volatity was 43.02, the open interest changed by 37 which increased total open position to 179
On 27 Mar OIL was trading at 478.00. The strike last trading price was 23.15, which was 0.15 higher than the previous day. The implied volatity was 46.95, the open interest changed by 110 which increased total open position to 144
On 25 Mar OIL was trading at 471.40. The strike last trading price was 23.3, which was 4.1 higher than the previous day. The implied volatity was 41.84, the open interest changed by 9 which increased total open position to 33
On 24 Mar OIL was trading at 477.95. The strike last trading price was 19.2, which was -8.5 lower than the previous day. The implied volatity was 38.63, the open interest changed by 20 which increased total open position to 23
On 23 Mar OIL was trading at 464.65. The strike last trading price was 27.7, which was 6.15 higher than the previous day. The implied volatity was 41.81, the open interest changed by 3 which increased total open position to 5
On 20 Mar OIL was trading at 475.50. The strike last trading price was 21.55, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Mar OIL was trading at 477.05. The strike last trading price was 21.55, which was -10.45 lower than the previous day. The implied volatity was 38.72, the open interest changed by 2 which increased total open position to 2
On 18 Mar OIL was trading at 470.45. The strike last trading price was 32, 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
On 17 Mar OIL was trading at 473.75. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 16 Mar OIL was trading at 460.10. The strike last trading price was 32, 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 Mar OIL was trading at 470.55. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 12 Mar OIL was trading at 479.30. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 2.14, 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 32, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 10 Mar OIL was trading at 470.55. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 9 Mar OIL was trading at 474.05. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 0.57, 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 32, which was 0 lower than the previous day. The implied volatity was 2.77, 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 32, which was 0 lower than the previous day. The implied volatity was 2.34, 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 32, which was 0 lower than the previous day. The implied volatity was 3.79, 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 32, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
