OIL
Oil India Ltd
Historical option data for OIL
25 Feb 2026 02:23 PM IST
| OIL 30-MAR-2026 475 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.56
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 469.25 | 19.35 | -2.9 | 35.65 | 362 | 125 | 235 | |||||||||
| 24 Feb | 472.20 | 23.55 | 0.4 | 38.08 | 431 | 43 | 107 | |||||||||
| 23 Feb | 473.75 | 23.45 | -1.85 | 37.58 | 95 | 12 | 63 | |||||||||
| 20 Feb | 475.55 | 24.85 | -2 | 37.65 | 150 | 29 | 50 | |||||||||
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| 19 Feb | 476.70 | 27.1 | 14.75 | 37.94 | 54 | 16 | 17 | |||||||||
| 18 Feb | 453.45 | 12.35 | -8.75 | 31.89 | 1 | 0 | 0 | |||||||||
| 17 Feb | 464.70 | 21.1 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 16 Feb | 463.80 | 21.1 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 13 Feb | 455.25 | 21.1 | 0 | 2.7 | 0 | 0 | 0 | |||||||||
| 12 Feb | 474.85 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 479.25 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 488.85 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 490.05 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 497.25 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 498.50 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 507.10 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 488.90 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 483.30 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 501.80 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 510.05 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 514.75 | 21.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 490.50 | 21.1 | 0 | 3.02 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 475 expiring on 30MAR2026
Delta for 475 CE is 0.51
Historical price for 475 CE is as follows
On 25 Feb OIL was trading at 469.25. The strike last trading price was 19.35, which was -2.9 lower than the previous day. The implied volatity was 35.65, the open interest changed by 125 which increased total open position to 235
On 24 Feb OIL was trading at 472.20. The strike last trading price was 23.55, which was 0.4 higher than the previous day. The implied volatity was 38.08, the open interest changed by 43 which increased total open position to 107
On 23 Feb OIL was trading at 473.75. The strike last trading price was 23.45, which was -1.85 lower than the previous day. The implied volatity was 37.58, the open interest changed by 12 which increased total open position to 63
On 20 Feb OIL was trading at 475.55. The strike last trading price was 24.85, which was -2 lower than the previous day. The implied volatity was 37.65, the open interest changed by 29 which increased total open position to 50
On 19 Feb OIL was trading at 476.70. The strike last trading price was 27.1, which was 14.75 higher than the previous day. The implied volatity was 37.94, the open interest changed by 16 which increased total open position to 17
On 18 Feb OIL was trading at 453.45. The strike last trading price was 12.35, which was -8.75 lower than the previous day. The implied volatity was 31.89, the open interest changed by 0 which decreased total open position to 0
On 17 Feb OIL was trading at 464.70. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 16 Feb OIL was trading at 463.80. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 13 Feb OIL was trading at 455.25. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 12 Feb OIL was trading at 474.85. The strike last trading price was 21.1, 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 11 Feb OIL was trading at 479.25. The strike last trading price was 21.1, 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 10 Feb OIL was trading at 488.85. The strike last trading price was 21.1, 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 9 Feb OIL was trading at 490.05. The strike last trading price was 21.1, 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 Feb OIL was trading at 497.25. The strike last trading price was 21.1, 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 5 Feb OIL was trading at 498.50. The strike last trading price was 21.1, 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 4 Feb OIL was trading at 507.10. The strike last trading price was 21.1, 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 3 Feb OIL was trading at 488.90. The strike last trading price was 21.1, 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 2 Feb OIL was trading at 483.30. The strike last trading price was 21.1, 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 1 Feb OIL was trading at 501.80. The strike last trading price was 21.1, 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 30 Jan OIL was trading at 510.05. The strike last trading price was 21.1, 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 29 Jan OIL was trading at 514.75. The strike last trading price was 21.1, 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 28 Jan OIL was trading at 490.50. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| OIL 30MAR2026 475 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.56
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 469.25 | 22.55 | -0.25 | 38.63 | 378 | -7 | 173 |
| 24 Feb | 472.20 | 21.65 | -1 | 40.45 | 718 | 139 | 181 |
| 23 Feb | 473.75 | 22.5 | 0.35 | 41.17 | 21 | 7 | 41 |
| 20 Feb | 475.55 | 22.4 | 0.75 | 40 | 66 | 23 | 33 |
| 19 Feb | 476.70 | 21.65 | -20.95 | 40.55 | 10 | 0 | 0 |
| 18 Feb | 453.45 | 42.6 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 464.70 | 42.6 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 463.80 | 42.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 455.25 | 42.6 | 0 | 0.39 | 0 | 0 | 0 |
| 12 Feb | 474.85 | 42.6 | 0 | 0.92 | 0 | 0 | 0 |
| 11 Feb | 479.25 | 42.6 | 0 | 1.65 | 0 | 0 | 0 |
| 10 Feb | 488.85 | 42.6 | 0 | 2.67 | 0 | 0 | 0 |
| 9 Feb | 490.05 | 42.6 | 0 | 3.52 | 0 | 0 | 0 |
| 6 Feb | 497.25 | 42.6 | 0 | 4.41 | 0 | 0 | 0 |
| 5 Feb | 498.50 | 42.6 | 0 | 4.87 | 0 | 0 | 0 |
| 4 Feb | 507.10 | 42.6 | 0 | 5.9 | 0 | 0 | 0 |
| 3 Feb | 488.90 | 42.6 | 0 | 3.2 | 0 | 0 | 0 |
| 2 Feb | 483.30 | 42.6 | 0 | 2.6 | 0 | 0 | 0 |
| 1 Feb | 501.80 | 42.6 | 0 | 5.04 | 0 | 0 | 0 |
| 30 Jan | 510.05 | 42.6 | 0 | 5.91 | 0 | 0 | 0 |
| 29 Jan | 514.75 | 42.6 | 0 | 6.89 | 0 | 0 | 0 |
| 28 Jan | 490.50 | 42.6 | 0 | 3.83 | 0 | 0 | 0 |
For Oil India Ltd - strike price 475 expiring on 30MAR2026
Delta for 475 PE is -0.49
Historical price for 475 PE is as follows
On 25 Feb OIL was trading at 469.25. The strike last trading price was 22.55, which was -0.25 lower than the previous day. The implied volatity was 38.63, the open interest changed by -7 which decreased total open position to 173
On 24 Feb OIL was trading at 472.20. The strike last trading price was 21.65, which was -1 lower than the previous day. The implied volatity was 40.45, the open interest changed by 139 which increased total open position to 181
On 23 Feb OIL was trading at 473.75. The strike last trading price was 22.5, which was 0.35 higher than the previous day. The implied volatity was 41.17, the open interest changed by 7 which increased total open position to 41
On 20 Feb OIL was trading at 475.55. The strike last trading price was 22.4, which was 0.75 higher than the previous day. The implied volatity was 40, the open interest changed by 23 which increased total open position to 33
On 19 Feb OIL was trading at 476.70. The strike last trading price was 21.65, which was -20.95 lower than the previous day. The implied volatity was 40.55, the open interest changed by 0 which decreased total open position to 0
On 18 Feb OIL was trading at 453.45. The strike last trading price was 42.6, 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 17 Feb OIL was trading at 464.70. The strike last trading price was 42.6, 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 16 Feb OIL was trading at 463.80. The strike last trading price was 42.6, 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 13 Feb OIL was trading at 455.25. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 12 Feb OIL was trading at 474.85. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 11 Feb OIL was trading at 479.25. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 10 Feb OIL was trading at 488.85. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 9 Feb OIL was trading at 490.05. The strike last trading price was 42.6, 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 6 Feb OIL was trading at 497.25. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 5 Feb OIL was trading at 498.50. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 4 Feb OIL was trading at 507.10. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 5.9, the open interest changed by 0 which decreased total open position to 0
On 3 Feb OIL was trading at 488.90. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 2 Feb OIL was trading at 483.30. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 2.6, 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 42.6, which was 0 lower than the previous day. The implied volatity was 5.04, 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 42.6, which was 0 lower than the previous day. The implied volatity was 5.91, 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 42.6, which was 0 lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0
On 28 Jan OIL was trading at 490.50. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
