Historical option data for OIL
21 May 2026 03:02 PM IST
| OIL 26-May-2026 (5d) 495 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0
Theta: -0.6
Gamma: 0.01906
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 May | 504.15 | 12.8 | -2 (-13.51%) | 29.54 | 22 | 0 | 177 | |||||||||
| 20 May | 504.40 | 15.55 | 2.05 (15.19%) | 34.78 | 120 | -27 | 178 | |||||||||
| 19 May | 501.70 | 13.8 | -4.2 (-23.33%) | 34.39 | 30 | -2 | 206 | |||||||||
| 18 May | 506.05 | 18 | -10.5 (-36.84%) | 39.55 | 20 | -6 | 208 | |||||||||
| 15 May | 518.30 | 28.5 | -1.05 (-3.55%) | 38.91 | 12 | -5 | 214 | |||||||||
| 14 May | 517.55 | 28 | 5.25 (23.08%) | 35.17 | 101 | -25 | 223 | |||||||||
| 13 May | 507.10 | 21.55 | 7.1 (49.13%) | 40.54 | 1,269 | -142 | 250 | |||||||||
| 12 May | 490.95 | 13.6 | 9.65 (244.30%) | 39.83 | 4,247 | 69 | 394 | |||||||||
| 11 May | 456.00 | 3.95 | -0.2 (-4.82%) | 0 | 129 | 66 | 323 | |||||||||
| 8 May | 454.20 | 4.05 | 0.15 (3.85%) | 40.3 | 52 | -5 | 257 | |||||||||
| 7 May | 452.85 | 3.85 | -0.2 (-4.94%) | 39.41 | 207 | 24 | 262 | |||||||||
| 6 May | 450.25 | 3.9 | -5.65 (-59.16%) | 39.41 | 416 | -31 | 236 | |||||||||
| 5 May | 476.50 | 9.75 | -0.25 (-2.50%) | 34.83 | 286 | -10 | 269 | |||||||||
| 4 May | 475.10 | 10.15 | -7.1 (-41.16%) | 36.54 | 366 | 108 | 277 | |||||||||
| 30 Apr | 490.80 | 17.6 | -1.55 (-8.09%) | 34.43 | 646 | 84 | 253 | |||||||||
| 29 Apr | 492.85 | 19.75 | -3.5 (-15.05%) | 35.71 | 513 | 40 | 167 | |||||||||
| 28 Apr | 497.20 | 23.7 | 10.8 (83.72%) | 39.15 | 869 | 109 | 126 | |||||||||
| 27 Apr | 476.20 | 12.8 | 0.5 (4.07%) | 35.99 | 25 | 1 | 17 | |||||||||
| 24 Apr | 473.70 | 12.3 | -12.65 (-50.70%) | 35.67 | 27 | 16 | 16 | |||||||||
| 23 Apr | 473.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 469.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 465.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 471.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 470.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 463.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 477.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 471.30 | 0 | 0 (0.00%) | 3.21 | 0 | 0 | 0 | |||||||||
| 9 Apr | 470.75 | 24.95 | 0 (0.00%) | 3.14 | 0 | 0 | 0 | |||||||||
| 8 Apr | 458.95 | 24.95 | 0 (0.00%) | 5.1 | 0 | 0 | 0 | |||||||||
| 7 Apr | 481.90 | 24.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 472.20 | 24.95 | 0 (0.00%) | 3.02 | 0 | 0 | 0 | |||||||||
| 2 Apr | 480.15 | 0 | 0 (0.00%) | 1.51 | 0 | 0 | 0 | |||||||||
| 1 Apr | 473.40 | 0 | 0 (0.00%) | 2.44 | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 495 expiring on 26MAY2026
Delta for 495 CE is 0.71
Historical price for 495 CE is as follows
On 21 May OIL was trading at 504.15. The strike last trading price was 12.8, which was -2 lower than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 177
On 20 May OIL was trading at 504.40. The strike last trading price was 15.55, which was 2.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by -27 which decreased total open position to 178
On 19 May OIL was trading at 501.70. The strike last trading price was 13.8, which was -4.2 lower than the previous day. The implied volatity was 34.39, the open interest changed by -2 which decreased total open position to 206
On 18 May OIL was trading at 506.05. The strike last trading price was 18, which was -10.5 lower than the previous day. The implied volatity was 39.55, the open interest changed by -6 which decreased total open position to 208
On 15 May OIL was trading at 518.30. The strike last trading price was 28.5, which was -1.05 lower than the previous day. The implied volatity was 38.91, the open interest changed by -5 which decreased total open position to 214
On 14 May OIL was trading at 517.55. The strike last trading price was 28, which was 5.25 higher than the previous day. The implied volatity was 35.17, the open interest changed by -25 which decreased total open position to 223
On 13 May OIL was trading at 507.10. The strike last trading price was 21.55, which was 7.1 higher than the previous day. The implied volatity was 40.54, the open interest changed by -142 which decreased total open position to 250
On 12 May OIL was trading at 490.95. The strike last trading price was 13.6, which was 9.65 higher than the previous day. The implied volatity was 39.83, the open interest changed by 69 which increased total open position to 394
On 11 May OIL was trading at 456.00. The strike last trading price was 3.95, which was -0.2 lower than the previous day. The implied volatity was 0, the open interest changed by 66 which increased total open position to 323
On 8 May OIL was trading at 454.20. The strike last trading price was 4.05, which was 0.15 higher than the previous day. The implied volatity was 40.3, the open interest changed by -5 which decreased total open position to 257
On 7 May OIL was trading at 452.85. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 39.41, the open interest changed by 24 which increased total open position to 262
On 6 May OIL was trading at 450.25. The strike last trading price was 3.9, which was -5.65 lower than the previous day. The implied volatity was 39.41, the open interest changed by -31 which decreased total open position to 236
On 5 May OIL was trading at 476.50. The strike last trading price was 9.75, which was -0.25 lower than the previous day. The implied volatity was 34.83, the open interest changed by -10 which decreased total open position to 269
On 4 May OIL was trading at 475.10. The strike last trading price was 10.15, which was -7.1 lower than the previous day. The implied volatity was 36.54, the open interest changed by 108 which increased total open position to 277
On 30 Apr OIL was trading at 490.80. The strike last trading price was 17.6, which was -1.55 lower than the previous day. The implied volatity was 34.43, the open interest changed by 84 which increased total open position to 253
On 29 Apr OIL was trading at 492.85. The strike last trading price was 19.75, which was -3.5 lower than the previous day. The implied volatity was 35.71, the open interest changed by 40 which increased total open position to 167
On 28 Apr OIL was trading at 497.20. The strike last trading price was 23.7, which was 10.8 higher than the previous day. The implied volatity was 39.15, the open interest changed by 109 which increased total open position to 126
On 27 Apr OIL was trading at 476.20. The strike last trading price was 12.8, which was 0.5 higher than the previous day. The implied volatity was 35.99, the open interest changed by 1 which increased total open position to 17
On 24 Apr OIL was trading at 473.70. The strike last trading price was 12.3, which was -12.65 lower than the previous day. The implied volatity was 35.67, the open interest changed by 16 which increased total open position to 16
On 23 Apr OIL was trading at 473.90. The strike last trading price was 0, 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 22 Apr OIL was trading at 469.75. The strike last trading price was 0, 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 Apr OIL was trading at 465.15. The strike last trading price was 0, 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 Apr OIL was trading at 471.70. The strike last trading price was 0, 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 Apr OIL was trading at 470.10. The strike last trading price was 0, 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 Apr OIL was trading at 462.40. The strike last trading price was 0, 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 15 Apr OIL was trading at 463.25. The strike last trading price was 0, 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 Apr OIL was trading at 477.15. The strike last trading price was 0, 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 Apr OIL was trading at 471.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 9 Apr OIL was trading at 470.75. The strike last trading price was 24.95, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 8 Apr OIL was trading at 458.95. The strike last trading price was 24.95, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
On 7 Apr OIL was trading at 481.90. The strike last trading price was 24.95, 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 Apr OIL was trading at 472.20. The strike last trading price was 24.95, 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
On 2 Apr OIL was trading at 480.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 1 Apr OIL was trading at 473.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
| OIL 26-May-2026 (5d) 495 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0
Theta: -0.45
Gamma: 0.02018
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 May | 504.15 | 2.65 | -0.35 (-11.67%) | 26.55 | 257 | 46 | 304 |
| 20 May | 504.40 | 2.9 | -2.1 (-42.00%) | 27.52 | 519 | 10 | 257 |
| 19 May | 501.70 | 5.1 | -0.3 (-5.56%) | 29.12 | 116 | 3 | 249 |
| 18 May | 506.05 | 5.4 | 1.45 (36.71%) | 32.57 | 236 | -28 | 246 |
| 15 May | 518.30 | 4.05 | 0.2 (5.19%) | 35.46 | 175 | -5 | 277 |
| 14 May | 517.55 | 3.85 | -4.2 (-52.17%) | 32.75 | 544 | 11 | 282 |
| 13 May | 507.10 | 8.4 | -8 (-48.78%) | 34.6 | 910 | 55 | 270 |
| 12 May | 490.95 | 16.55 | -29.65 (-64.18%) | 37.29 | 1,472 | 31 | 215 |
| 11 May | 456.00 | 46.2 | 0 (0.00%) | 0 | 0 | 0 | 184 |
| 8 May | 454.20 | 46.2 | 46.2 (13.93%) | 43.03 | 0 | 0 | 184 |
| 7 May | 452.85 | 46.2 | 5.65 (13.93%) | 43.03 | 23 | -3 | 184 |
| 6 May | 450.25 | 40.55 | 14.05 (53.02%) | 31.46 | 41 | -16 | 188 |
| 5 May | 476.50 | 26.5 | 0.6 (2.32%) | 34.42 | 33 | -20 | 205 |
| 4 May | 475.10 | 25.8 | 5.5 (27.09%) | 32.99 | 161 | 61 | 226 |
| 30 Apr | 490.80 | 19.9 | 0.2 (1.02%) | 36.26 | 349 | 166 | 331 |
| 29 Apr | 492.85 | 19.25 | 1.75 (10.00%) | 36.26 | 244 | 21 | 163 |
| 28 Apr | 497.20 | 17.25 | -18.1 (-51.20%) | 35.5 | 260 | 136 | 138 |
| 27 Apr | 476.20 | 35.35 | 35.35 (-3.15%) | - | 0 | 0 | 2 |
| 24 Apr | 473.70 | 35.35 | -1.15 (-3.15%) | - | 0 | 0 | 2 |
| 23 Apr | 473.90 | 35.35 | -1.15 (-3.15%) | - | 0 | 0 | 2 |
| 22 Apr | 469.75 | 35.35 | -1.15 (-3.15%) | - | 0 | 0 | 2 |
| 21 Apr | 465.15 | 35.35 | -1.15 (-3.15%) | 37.34 | 0 | 0 | 2 |
| 20 Apr | 471.70 | 35.35 | -3.7 (-9.48%) | 37.34 | 2 | 0 | 0 |
| 17 Apr | 470.10 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 462.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 463.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 477.15 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 471.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 470.75 | 39.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 458.95 | 39.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 481.90 | 39.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 472.20 | 39.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 480.15 | 39.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 473.40 | 39.05 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Oil India Ltd - strike price 495 expiring on 26MAY2026
Delta for 495 PE is -0.26
Historical price for 495 PE is as follows
On 21 May OIL was trading at 504.15. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 26.55, the open interest changed by 46 which increased total open position to 304
On 20 May OIL was trading at 504.40. The strike last trading price was 2.9, which was -2.1 lower than the previous day. The implied volatity was 27.52, the open interest changed by 10 which increased total open position to 257
On 19 May OIL was trading at 501.70. The strike last trading price was 5.1, which was -0.3 lower than the previous day. The implied volatity was 29.12, the open interest changed by 3 which increased total open position to 249
On 18 May OIL was trading at 506.05. The strike last trading price was 5.4, which was 1.45 higher than the previous day. The implied volatity was 32.57, the open interest changed by -28 which decreased total open position to 246
On 15 May OIL was trading at 518.30. The strike last trading price was 4.05, which was 0.2 higher than the previous day. The implied volatity was 35.46, the open interest changed by -5 which decreased total open position to 277
On 14 May OIL was trading at 517.55. The strike last trading price was 3.85, which was -4.2 lower than the previous day. The implied volatity was 32.75, the open interest changed by 11 which increased total open position to 282
On 13 May OIL was trading at 507.10. The strike last trading price was 8.4, which was -8 lower than the previous day. The implied volatity was 34.6, the open interest changed by 55 which increased total open position to 270
On 12 May OIL was trading at 490.95. The strike last trading price was 16.55, which was -29.65 lower than the previous day. The implied volatity was 37.29, the open interest changed by 31 which increased total open position to 215
On 11 May OIL was trading at 456.00. The strike last trading price was 46.2, 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 184
On 8 May OIL was trading at 454.20. The strike last trading price was 46.2, which was 46.2 higher than the previous day. The implied volatity was 43.03, the open interest changed by 0 which decreased total open position to 184
On 7 May OIL was trading at 452.85. The strike last trading price was 46.2, which was 5.65 higher than the previous day. The implied volatity was 43.03, the open interest changed by -3 which decreased total open position to 184
On 6 May OIL was trading at 450.25. The strike last trading price was 40.55, which was 14.05 higher than the previous day. The implied volatity was 31.46, the open interest changed by -16 which decreased total open position to 188
On 5 May OIL was trading at 476.50. The strike last trading price was 26.5, which was 0.6 higher than the previous day. The implied volatity was 34.42, the open interest changed by -20 which decreased total open position to 205
On 4 May OIL was trading at 475.10. The strike last trading price was 25.8, which was 5.5 higher than the previous day. The implied volatity was 32.99, the open interest changed by 61 which increased total open position to 226
On 30 Apr OIL was trading at 490.80. The strike last trading price was 19.9, which was 0.2 higher than the previous day. The implied volatity was 36.26, the open interest changed by 166 which increased total open position to 331
On 29 Apr OIL was trading at 492.85. The strike last trading price was 19.25, which was 1.75 higher than the previous day. The implied volatity was 36.26, the open interest changed by 21 which increased total open position to 163
On 28 Apr OIL was trading at 497.20. The strike last trading price was 17.25, which was -18.1 lower than the previous day. The implied volatity was 35.5, the open interest changed by 136 which increased total open position to 138
On 27 Apr OIL was trading at 476.20. The strike last trading price was 35.35, which was 35.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr OIL was trading at 473.70. The strike last trading price was 35.35, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr OIL was trading at 473.90. The strike last trading price was 35.35, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr OIL was trading at 469.75. The strike last trading price was 35.35, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr OIL was trading at 465.15. The strike last trading price was 35.35, which was -1.15 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 2
On 20 Apr OIL was trading at 471.70. The strike last trading price was 35.35, which was -3.7 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 0
On 17 Apr OIL was trading at 470.10. The strike last trading price was 0, 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 Apr OIL was trading at 462.40. The strike last trading price was 0, 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 15 Apr OIL was trading at 463.25. The strike last trading price was 0, 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 Apr OIL was trading at 477.15. The strike last trading price was 0, 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 Apr OIL was trading at 471.30. The strike last trading price was 0, 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 Apr OIL was trading at 470.75. The strike last trading price was 39.05, 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 Apr OIL was trading at 458.95. The strike last trading price was 39.05, 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 Apr OIL was trading at 481.90. The strike last trading price was 39.05, 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 Apr OIL was trading at 472.20. The strike last trading price was 39.05, 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 Apr OIL was trading at 480.15. The strike last trading price was 39.05, 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 Apr OIL was trading at 473.40. The strike last trading price was 39.05, 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
