Historical option data for OIL
11 Jun 2026 04:14 PM IST
| OIL 30-Jun-2026 (18d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0
Theta: -0.33
Gamma: 0.01133
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 429.35 | 7.2 | -0.8 (-10.00%) | 32.92 | 1,026 | 40 | 177 | |||||||||
| 10 Jun | 427.35 | 8.4 | -59.6 (-87.65%) | 33.59 | 614 | 140 | 140 | |||||||||
| 9 Jun | 475.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 481.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 483.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 488.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 490.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 484.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 482.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 476.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 488.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 492.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 506.05 | 0 | -68.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 518.30 | 0 | -68.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 517.55 | 0 | -68.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 507.10 | 0 | -68.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 490.95 | 0 | -68.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 456.00 | 0 | -68.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 454.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 452.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 450.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 476.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 475.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil India Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 CE is 0.34
Historical price for 445 CE is as follows
On 11 Jun OIL was trading at 429.35. The strike last trading price was 7.2, which was -0.8 lower than the previous day. The implied volatity was 32.92, the open interest changed by 40 which increased total open position to 177
On 10 Jun OIL was trading at 427.35. The strike last trading price was 8.4, which was -59.6 lower than the previous day. The implied volatity was 33.59, the open interest changed by 140 which increased total open position to 140
On 9 Jun OIL was trading at 475.95. 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 8 Jun OIL was trading at 481.00. 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 5 Jun OIL was trading at 483.35. 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 4 Jun OIL was trading at 488.90. 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 3 Jun OIL was trading at 490.95. 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 2 Jun OIL was trading at 484.10. 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 1 Jun OIL was trading at 482.75. 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 29 May OIL was trading at 476.15. 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 27 May OIL was trading at 488.00. 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 26 May OIL was trading at 492.10. 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 18 May OIL was trading at 506.05. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OIL was trading at 518.30. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OIL was trading at 517.55. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OIL was trading at 507.10. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OIL was trading at 490.95. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OIL was trading at 456.00. The strike last trading price was 0, which was -68.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OIL was trading at 454.20. 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 7 May OIL was trading at 452.85. 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 6 May OIL was trading at 450.25. 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 5 May OIL was trading at 476.50. 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 4 May OIL was trading at 475.10. 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
| OIL 30-Jun-2026 (18d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0
Theta: -0.25
Gamma: 0.01179
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 429.35 | 20.8 | -2.55 (-10.92%) | 31.55 | 73 | -9 | 76 |
| 10 Jun | 427.35 | 21.65 | 17.9 (477.33%) | 33.49 | 853 | 70 | 83 |
| 9 Jun | 475.95 | 4.1 | 1.4 (51.85%) | 34.04 | 25 | -1 | 14 |
| 8 Jun | 481.00 | 2.7 | 0 (0.00%) | - | 10 | 0 | 15 |
| 5 Jun | 483.35 | 2.7 | 0 (0.00%) | - | 10 | 0 | 15 |
| 4 Jun | 488.90 | 2.7 | 0 (0.00%) | - | 10 | 0 | 15 |
| 3 Jun | 490.95 | 2.7 | 0 (0.00%) | 28.47 | 10 | 0 | 15 |
| 2 Jun | 484.10 | 2.75 | -0.25 (-8.33%) | 28.47 | 10 | -5 | 16 |
| 1 Jun | 482.75 | 3 | -1 (-25.00%) | 30.18 | 11 | 0 | 22 |
| 29 May | 476.15 | 4.7 | 1.45 (44.62%) | 29.22 | 19 | 7 | 22 |
| 27 May | 488.00 | 3.25 | -0.25 (-7.14%) | 30.38 | 17 | 13 | 15 |
| 26 May | 492.10 | 3.5 | -8.1 (-69.83%) | 32.41 | 2 | 2 | 2 |
| 18 May | 506.05 | 0 | -11.6 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 518.30 | 0 | -11.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 517.55 | 0 | -11.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 507.10 | 0 | -11.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 490.95 | 0 | -11.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 456.00 | 0 | -11.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 454.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 452.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 450.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 476.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 475.10 | 0 | 0 | - | 0 | 0 | 0 |
For Oil India Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 PE is -0.66
Historical price for 445 PE is as follows
On 11 Jun OIL was trading at 429.35. The strike last trading price was 20.8, which was -2.55 lower than the previous day. The implied volatity was 31.55, the open interest changed by -9 which decreased total open position to 76
On 10 Jun OIL was trading at 427.35. The strike last trading price was 21.65, which was 17.9 higher than the previous day. The implied volatity was 33.49, the open interest changed by 70 which increased total open position to 83
On 9 Jun OIL was trading at 475.95. The strike last trading price was 4.1, which was 1.4 higher than the previous day. The implied volatity was 34.04, the open interest changed by -1 which decreased total open position to 14
On 8 Jun OIL was trading at 481.00. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Jun OIL was trading at 483.35. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Jun OIL was trading at 488.90. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Jun OIL was trading at 490.95. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 15
On 2 Jun OIL was trading at 484.10. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 28.47, the open interest changed by -5 which decreased total open position to 16
On 1 Jun OIL was trading at 482.75. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 22
On 29 May OIL was trading at 476.15. The strike last trading price was 4.7, which was 1.45 higher than the previous day. The implied volatity was 29.22, the open interest changed by 7 which increased total open position to 22
On 27 May OIL was trading at 488.00. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 30.38, the open interest changed by 13 which increased total open position to 15
On 26 May OIL was trading at 492.10. The strike last trading price was 3.5, which was -8.1 lower than the previous day. The implied volatity was 32.41, the open interest changed by 2 which increased total open position to 2
On 18 May OIL was trading at 506.05. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OIL was trading at 518.30. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OIL was trading at 517.55. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OIL was trading at 507.10. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OIL was trading at 490.95. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OIL was trading at 456.00. The strike last trading price was 0, which was -11.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OIL was trading at 454.20. 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 7 May OIL was trading at 452.85. 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 6 May OIL was trading at 450.25. 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 5 May OIL was trading at 476.50. 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 4 May OIL was trading at 475.10. 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
