OIL
Oil India Ltd
Historical option data for OIL
04 Feb 2026 11:13 AM IST
| OIL 24-FEB-2026 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.09
Theta: -0.17
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.22
Vega: 0.36
Theta: -0.44
Gamma: 0
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| 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






























































































































































































































