IOC
Indian Oil Corp Ltd
126.95
0.32 (0.25%)
Option Chain for IOC
15 Jan 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 4875 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 40.00 | 0.00 | 105 | -0.40 | 0.10 | 48.85 | 9 | 3 | 3 | -0.02 |
- | 0 | 0 | 0 | - | 32.05 | 0.00 | 107.5 | 0.05 | 0.20 | 49.49 | 4 | 1 | 106 | -0.04 |
0.88 | 9 | 0 | 2 | 67.87 | 18.90 | 2.90 | 110 | -0.05 | 0.25 | 46.06 | 269 | -14 | 597 | -0.05 |
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- | 4 | 0 | 1 | - | 14.95 | -0.50 | 112.5 | -0.05 | 0.30 | 42.09 | 236 | 6 | 111 | -0.06 |
- | 25 | -2 | 17 | - | 12.60 | 0.15 | 115 | -0.15 | 0.40 | 39.02 | 526 | 76 | 626 | -0.08 |
0.92 | 25 | 5 | 40 | 30.73 | 10.60 | -0.15 | 117.5 | -0.10 | 0.65 | 37.96 | 412 | -18 | 176 | -0.13 |
0.86 | 183 | -54 | 222 | 30.18 | 8.40 | -0.15 | 120 | -0.10 | 1.00 | 36.61 | 937 | 16 | 733 | -0.19 |
0.77 | 194 | 17 | 161 | 30.08 | 6.40 | -0.15 | 122.5 | -0.10 | 1.45 | 34.53 | 987 | -62 | 329 | -0.26 |
0.66 | 521 | -4 | 1,138 | 29.71 | 4.65 | -0.20 | 125 | -0.20 | 2.15 | 33.19 | 1,916 | -18 | 731 | -0.36 |
0.53 | 394 | -23 | 1,567 | 29.48 | 3.20 | -0.15 | 127.5 | -0.20 | 3.20 | 32.72 | 1,291 | 78 | 460 | -0.47 |
0.40 | 1,196 | 130 | 3,304 | 29.92 | 2.15 | -0.10 | 130 | -0.15 | 4.60 | 32.95 | 1,140 | 63 | 841 | -0.59 |
0.29 | 510 | 60 | 1,377 | 30.54 | 1.40 | 0.00 | 132.5 | -0.15 | 6.30 | 33.44 | 311 | 7 | 314 | -0.69 |
0.20 | 1,482 | -40 | 1,795 | 31.31 | 0.90 | -0.05 | 135 | -0.15 | 8.30 | 34.91 | 212 | 8 | 720 | -0.77 |
0.14 | 851 | -1 | 1,072 | 32.66 | 0.60 | -0.05 | 137.5 | 0.50 | 11.00 | 44.12 | 66 | 10 | 242 | -0.78 |
0.10 | 2,250 | -2 | 1,341 | 33.96 | 0.40 | -0.05 | 140 | 0.50 | 13.30 | 47.58 | 91 | -48 | 764 | -0.81 |
0.07 | 618 | 37 | 180 | 36.11 | 0.30 | -0.05 | 142.5 | -0.15 | 15.00 | 38.79 | 17 | -8 | 158 | -0.91 |
0.06 | 1,529 | 78 | 573 | 38.91 | 0.25 | -0.05 | 145 | -0.90 | 17.50 | 43.57 | 1 | 0 | 385 | -0.92 |
0.05 | 505 | -9 | 36 | 42.96 | 0.25 | 0.00 | 147.5 | 0.00 | 21.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 1,662 | 25 | 154 | 44.90 | 0.20 | 0.00 | 150 | 0.15 | 23.50 | 72.69 | 14 | -13 | 699 | -0.84 |
0.03 | 219 | 0 | 27 | 46.22 | 0.15 | -0.05 | 152.5 | 0.00 | 27.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 449 | 4 | 5 | 46.65 | 0.10 | 0.00 | 155 | 0.00 | 29.25 | 0.00 | 0 | -12 | 0 | 0.00 |
0.02 | 164 | 0 | 2 | 50.29 | 0.10 | 0.00 | 157.5 | 0.00 | 19.85 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 872 | 3 | 40 | - | 0.10 | 0.00 | 160 | 0.00 | 34.15 | 0.00 | 0 | -58 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.05 | 0.00 | 162.5 | 0.00 | 23.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 3 | 0 | 0.00 | 0.05 | 0.00 | 165 | 0.00 | 40.85 | 0.00 | 0 | -2 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 167.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 591 | 1 | 23 | - | 0.05 | 0.00 | 170 | -0.05 | 43.55 | - | 4 | -1 | 639 | - |
14,253 | 8,634 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.