[--[65.84.65.76]--]

OIL

Oil India Ltd
521.45 +32.55 (6.66%)
L: 490.25 H: 521.7

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Historical option data for OIL

04 Feb 2026 11:13 AM IST
OIL 24-FEB-2026 480 CE
Delta: 0.96
Vega: 0.09
Theta: -0.17
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 521.05 42.65 19.9 20.38 159 -31 194
3 Feb 488.90 22.25 2.95 38.9 605 64 231
2 Feb 483.30 19 -10.5 33.17 686 95 207
1 Feb 501.80 29.5 -5.85 28.58 27 -8 113
30 Jan 510.05 35.6 -6.75 20.95 45 -15 123
29 Jan 514.75 42.75 14 33.36 262 -41 139
28 Jan 490.50 29.7 21.8 39.01 4,584 -34 180
27 Jan 448.55 7.95 3.05 36.54 269 76 217
23 Jan 435.70 5 1.05 34.33 81 21 141
22 Jan 436.45 3.95 0.1 30.86 128 19 121
21 Jan 433.55 3.9 0.8 30.81 56 24 102
20 Jan 429.00 3.1 -0.95 31.73 22 0 79
19 Jan 435.80 4 -2.45 30.02 30 10 79
16 Jan 448.65 6.45 -3.5 28.61 33 15 69
14 Jan 458.00 9.95 2.95 27.64 101 20 53
13 Jan 447.90 6.95 4 26.46 53 29 33
12 Jan 425.60 2.95 -0.85 28.36 7 4 5
9 Jan 420.05 3.8 -13.6 - 0 0 1
8 Jan 409.95 3.8 -13.6 - 0 0 1
7 Jan 418.40 3.8 -13.6 - 0 0 1
6 Jan 425.55 3.8 -13.6 - 0 0 1
5 Jan 419.90 3.8 -13.6 - 0 0 1
2 Jan 428.85 3.8 -13.6 - 0 0 1
1 Jan 427.55 3.8 -13.6 - 0 0 1


For Oil India Ltd - strike price 480 expiring on 24FEB2026

Delta for 480 CE is 0.96

Historical price for 480 CE is as follows

On 4 Feb OIL was trading at 521.05. The strike last trading price was 42.65, which was 19.9 higher than the previous day. The implied volatity was 20.38, the open interest changed by -31 which decreased total open position to 194


On 3 Feb OIL was trading at 488.90. The strike last trading price was 22.25, which was 2.95 higher than the previous day. The implied volatity was 38.9, the open interest changed by 64 which increased total open position to 231


On 2 Feb OIL was trading at 483.30. The strike last trading price was 19, which was -10.5 lower than the previous day. The implied volatity was 33.17, the open interest changed by 95 which increased total open position to 207


On 1 Feb OIL was trading at 501.80. The strike last trading price was 29.5, which was -5.85 lower than the previous day. The implied volatity was 28.58, the open interest changed by -8 which decreased total open position to 113


On 30 Jan OIL was trading at 510.05. The strike last trading price was 35.6, which was -6.75 lower than the previous day. The implied volatity was 20.95, the open interest changed by -15 which decreased total open position to 123


On 29 Jan OIL was trading at 514.75. The strike last trading price was 42.75, which was 14 higher than the previous day. The implied volatity was 33.36, the open interest changed by -41 which decreased total open position to 139


On 28 Jan OIL was trading at 490.50. The strike last trading price was 29.7, which was 21.8 higher than the previous day. The implied volatity was 39.01, the open interest changed by -34 which decreased total open position to 180


On 27 Jan OIL was trading at 448.55. The strike last trading price was 7.95, which was 3.05 higher than the previous day. The implied volatity was 36.54, the open interest changed by 76 which increased total open position to 217


On 23 Jan OIL was trading at 435.70. The strike last trading price was 5, which was 1.05 higher than the previous day. The implied volatity was 34.33, the open interest changed by 21 which increased total open position to 141


On 22 Jan OIL was trading at 436.45. The strike last trading price was 3.95, which was 0.1 higher than the previous day. The implied volatity was 30.86, the open interest changed by 19 which increased total open position to 121


On 21 Jan OIL was trading at 433.55. The strike last trading price was 3.9, which was 0.8 higher than the previous day. The implied volatity was 30.81, the open interest changed by 24 which increased total open position to 102


On 20 Jan OIL was trading at 429.00. The strike last trading price was 3.1, which was -0.95 lower than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 79


On 19 Jan OIL was trading at 435.80. The strike last trading price was 4, which was -2.45 lower than the previous day. The implied volatity was 30.02, the open interest changed by 10 which increased total open position to 79


On 16 Jan OIL was trading at 448.65. The strike last trading price was 6.45, which was -3.5 lower than the previous day. The implied volatity was 28.61, the open interest changed by 15 which increased total open position to 69


On 14 Jan OIL was trading at 458.00. The strike last trading price was 9.95, which was 2.95 higher than the previous day. The implied volatity was 27.64, the open interest changed by 20 which increased total open position to 53


On 13 Jan OIL was trading at 447.90. The strike last trading price was 6.95, which was 4 higher than the previous day. The implied volatity was 26.46, the open interest changed by 29 which increased total open position to 33


On 12 Jan OIL was trading at 425.60. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 28.36, the open interest changed by 4 which increased total open position to 5


On 9 Jan OIL was trading at 420.05. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan OIL was trading at 409.95. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan OIL was trading at 418.40. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan OIL was trading at 425.55. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jan OIL was trading at 419.90. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Jan OIL was trading at 428.85. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Jan OIL was trading at 427.55. The strike last trading price was 3.8, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


OIL 24FEB2026 480 PE
Delta: -0.22
Vega: 0.36
Theta: -0.44
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 521.05 8.65 -8.2 52 288 0 240
3 Feb 488.90 17.6 -2.15 46.51 810 -49 240
2 Feb 483.30 19.55 3.7 48.07 1,565 -27 300
1 Feb 501.80 16.5 3.7 55.14 543 71 327
30 Jan 510.05 12.8 1.25 51.42 402 -49 253
29 Jan 514.75 11.2 -7.1 49.11 784 59 303
28 Jan 490.50 17.55 -38.85 47.33 1,986 241 244
27 Jan 448.55 56.4 8.5 - 0 0 3
23 Jan 435.70 56.4 8.5 60.87 3 2 3
22 Jan 436.45 47.9 -21.2 - 0 0 1
21 Jan 433.55 47.9 -21.2 - 0 0 1
20 Jan 429.00 47.9 -21.2 - 0 0 1
19 Jan 435.80 47.9 -21.2 - 0 0 1
16 Jan 448.65 47.9 -21.2 52.3 1 0 0
14 Jan 458.00 69.1 0 - 0 0 0
13 Jan 447.90 69.1 0 - 0 0 0
12 Jan 425.60 69.1 0 - 0 0 0
9 Jan 420.05 69.1 0 - 0 0 0
8 Jan 409.95 69.1 0 - 0 0 0
7 Jan 418.40 69.1 0 - 0 0 0
6 Jan 425.55 69.1 0 - 0 0 0
5 Jan 419.90 69.1 0 - 0 0 0
2 Jan 428.85 69.1 0 - 0 0 0
1 Jan 427.55 69.1 0 - 0 0 0


For Oil India Ltd - strike price 480 expiring on 24FEB2026

Delta for 480 PE is -0.22

Historical price for 480 PE is as follows

On 4 Feb OIL was trading at 521.05. The strike last trading price was 8.65, which was -8.2 lower than the previous day. The implied volatity was 52, the open interest changed by 0 which decreased total open position to 240


On 3 Feb OIL was trading at 488.90. The strike last trading price was 17.6, which was -2.15 lower than the previous day. The implied volatity was 46.51, the open interest changed by -49 which decreased total open position to 240


On 2 Feb OIL was trading at 483.30. The strike last trading price was 19.55, which was 3.7 higher than the previous day. The implied volatity was 48.07, the open interest changed by -27 which decreased total open position to 300


On 1 Feb OIL was trading at 501.80. The strike last trading price was 16.5, which was 3.7 higher than the previous day. The implied volatity was 55.14, the open interest changed by 71 which increased total open position to 327


On 30 Jan OIL was trading at 510.05. The strike last trading price was 12.8, which was 1.25 higher than the previous day. The implied volatity was 51.42, the open interest changed by -49 which decreased total open position to 253


On 29 Jan OIL was trading at 514.75. The strike last trading price was 11.2, which was -7.1 lower than the previous day. The implied volatity was 49.11, the open interest changed by 59 which increased total open position to 303


On 28 Jan OIL was trading at 490.50. The strike last trading price was 17.55, which was -38.85 lower than the previous day. The implied volatity was 47.33, the open interest changed by 241 which increased total open position to 244


On 27 Jan OIL was trading at 448.55. The strike last trading price was 56.4, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Jan OIL was trading at 435.70. The strike last trading price was 56.4, which was 8.5 higher than the previous day. The implied volatity was 60.87, the open interest changed by 2 which increased total open position to 3


On 22 Jan OIL was trading at 436.45. The strike last trading price was 47.9, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan OIL was trading at 433.55. The strike last trading price was 47.9, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan OIL was trading at 429.00. The strike last trading price was 47.9, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jan OIL was trading at 435.80. The strike last trading price was 47.9, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan OIL was trading at 448.65. The strike last trading price was 47.9, which was -21.2 lower than the previous day. The implied volatity was 52.3, the open interest changed by 0 which decreased total open position to 0


On 14 Jan OIL was trading at 458.00. The strike last trading price was 69.1, 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 13 Jan OIL was trading at 447.90. The strike last trading price was 69.1, 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 12 Jan OIL was trading at 425.60. The strike last trading price was 69.1, 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 Jan OIL was trading at 420.05. The strike last trading price was 69.1, 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 8 Jan OIL was trading at 409.95. The strike last trading price was 69.1, 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 Jan OIL was trading at 418.40. The strike last trading price was 69.1, 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 Jan OIL was trading at 425.55. The strike last trading price was 69.1, 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 Jan OIL was trading at 419.90. The strike last trading price was 69.1, 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 Jan OIL was trading at 428.85. The strike last trading price was 69.1, 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 Jan OIL was trading at 427.55. The strike last trading price was 69.1, 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