OIL
Oil India Ltd
Historical option data for OIL
30 Jan 2026 04:13 PM IST
| OIL 24-FEB-2026 490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.41
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 510.05 | 29.45 | -6.05 | 26.98 | 54 | -24 | 145 | |||||||||
| 29 Jan | 514.75 | 35.95 | 12.25 | 35 | 866 | -209 | 170 | |||||||||
| 28 Jan | 490.50 | 24.6 | 18.7 | 40.86 | 7,197 | 279 | 381 | |||||||||
| 27 Jan | 448.55 | 5.2 | 2.15 | 35.22 | 162 | 24 | 103 | |||||||||
| 23 Jan | 435.70 | 3.05 | -0.5 | 33 | 4 | 1 | 78 | |||||||||
| 22 Jan | 436.45 | 3.55 | 0.55 | 34.03 | 21 | 1 | 77 | |||||||||
| 21 Jan | 433.55 | 3 | -0.25 | 32.29 | 9 | -1 | 76 | |||||||||
| 20 Jan | 429.00 | 3.25 | -1.9 | - | 0 | 0 | 77 | |||||||||
| 19 Jan | 435.80 | 3.25 | -1.9 | 32 | 28 | 3 | 77 | |||||||||
| 16 Jan | 448.65 | 4.7 | -2.9 | 29.27 | 61 | -13 | 74 | |||||||||
| 14 Jan | 458.00 | 7.55 | 2.35 | 28.52 | 204 | 53 | 86 | |||||||||
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| 13 Jan | 447.90 | 5.25 | 3.65 | 27.57 | 19 | 0 | 25 | |||||||||
| 12 Jan | 425.60 | 1.6 | -0.4 | - | 0 | 0 | 25 | |||||||||
| 9 Jan | 420.05 | 1.6 | -0.4 | - | 0 | 0 | 25 | |||||||||
| 8 Jan | 409.95 | 1.6 | -0.4 | 32.22 | 9 | 6 | 24 | |||||||||
| 7 Jan | 418.40 | 2 | -13.05 | 29.48 | 19 | 17 | 17 | |||||||||
For Oil India Ltd - strike price 490 expiring on 24FEB2026
Delta for 490 CE is 0.77
Historical price for 490 CE is as follows
On 30 Jan OIL was trading at 510.05. The strike last trading price was 29.45, which was -6.05 lower than the previous day. The implied volatity was 26.98, the open interest changed by -24 which decreased total open position to 145
On 29 Jan OIL was trading at 514.75. The strike last trading price was 35.95, which was 12.25 higher than the previous day. The implied volatity was 35, the open interest changed by -209 which decreased total open position to 170
On 28 Jan OIL was trading at 490.50. The strike last trading price was 24.6, which was 18.7 higher than the previous day. The implied volatity was 40.86, the open interest changed by 279 which increased total open position to 381
On 27 Jan OIL was trading at 448.55. The strike last trading price was 5.2, which was 2.15 higher than the previous day. The implied volatity was 35.22, the open interest changed by 24 which increased total open position to 103
On 23 Jan OIL was trading at 435.70. The strike last trading price was 3.05, which was -0.5 lower than the previous day. The implied volatity was 33, the open interest changed by 1 which increased total open position to 78
On 22 Jan OIL was trading at 436.45. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 34.03, the open interest changed by 1 which increased total open position to 77
On 21 Jan OIL was trading at 433.55. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 32.29, the open interest changed by -1 which decreased total open position to 76
On 20 Jan OIL was trading at 429.00. The strike last trading price was 3.25, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 19 Jan OIL was trading at 435.80. The strike last trading price was 3.25, which was -1.9 lower than the previous day. The implied volatity was 32, the open interest changed by 3 which increased total open position to 77
On 16 Jan OIL was trading at 448.65. The strike last trading price was 4.7, which was -2.9 lower than the previous day. The implied volatity was 29.27, the open interest changed by -13 which decreased total open position to 74
On 14 Jan OIL was trading at 458.00. The strike last trading price was 7.55, which was 2.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by 53 which increased total open position to 86
On 13 Jan OIL was trading at 447.90. The strike last trading price was 5.25, which was 3.65 higher than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 25
On 12 Jan OIL was trading at 425.60. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 9 Jan OIL was trading at 420.05. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 8 Jan OIL was trading at 409.95. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by 6 which increased total open position to 24
On 7 Jan OIL was trading at 418.40. The strike last trading price was 2, which was -13.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 17 which increased total open position to 17
| OIL 24FEB2026 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.49
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 510.05 | 16.6 | 1.45 | 51.98 | 535 | 87 | 278 |
| 29 Jan | 514.75 | 14.7 | -8.45 | 49.58 | 619 | 10 | 191 |
| 28 Jan | 490.50 | 22.15 | -37.85 | 47.52 | 1,228 | 178 | 180 |
| 27 Jan | 448.55 | 60 | -16.6 | - | 0 | 0 | 2 |
| 23 Jan | 435.70 | 60 | -16.6 | 52.46 | 2 | 1 | 1 |
| 22 Jan | 436.45 | 76.6 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 433.55 | 76.6 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 429.00 | 76.6 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 435.80 | 76.6 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 448.65 | 76.6 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 458.00 | 76.6 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 447.90 | 76.6 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 425.60 | 76.6 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 420.05 | 76.6 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 409.95 | 76.6 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 418.40 | 76.6 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 490 expiring on 24FEB2026
Delta for 490 PE is -0.33
Historical price for 490 PE is as follows
On 30 Jan OIL was trading at 510.05. The strike last trading price was 16.6, which was 1.45 higher than the previous day. The implied volatity was 51.98, the open interest changed by 87 which increased total open position to 278
On 29 Jan OIL was trading at 514.75. The strike last trading price was 14.7, which was -8.45 lower than the previous day. The implied volatity was 49.58, the open interest changed by 10 which increased total open position to 191
On 28 Jan OIL was trading at 490.50. The strike last trading price was 22.15, which was -37.85 lower than the previous day. The implied volatity was 47.52, the open interest changed by 178 which increased total open position to 180
On 27 Jan OIL was trading at 448.55. The strike last trading price was 60, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Jan OIL was trading at 435.70. The strike last trading price was 60, which was -16.6 lower than the previous day. The implied volatity was 52.46, the open interest changed by 1 which increased total open position to 1
On 22 Jan OIL was trading at 436.45. The strike last trading price was 76.6, 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 21 Jan OIL was trading at 433.55. The strike last trading price was 76.6, 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 20 Jan OIL was trading at 429.00. The strike last trading price was 76.6, 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 19 Jan OIL was trading at 435.80. The strike last trading price was 76.6, 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 Jan OIL was trading at 448.65. The strike last trading price was 76.6, 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 14 Jan OIL was trading at 458.00. The strike last trading price was 76.6, 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 Jan OIL was trading at 447.90. The strike last trading price was 76.6, 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 12 Jan OIL was trading at 425.60. The strike last trading price was 76.6, 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 9 Jan OIL was trading at 420.05. The strike last trading price was 76.6, 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 8 Jan OIL was trading at 409.95. The strike last trading price was 76.6, 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 7 Jan OIL was trading at 418.40. The strike last trading price was 76.6, 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






























































































































































































































