IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:02 AM IST
| IOC 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 143.19 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 143.19 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Dec | 143.54 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 142.33 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 141.96 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 139.44 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 139.86 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 139.51 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 137.65 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 138.63 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 137.75 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 139.00 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 136.96 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 136.40 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 132.61 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 130.71 | 46.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 134.76 | 46.8 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 115 expiring on 26DEC2024
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IOC was trading at 143.19. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IOC was trading at 143.54. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IOC was trading at 142.33. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IOC was trading at 141.96. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IOC was trading at 139.44. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IOC was trading at 139.86. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IOC was trading at 139.51. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IOC was trading at 137.65. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IOC was trading at 138.63. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IOC was trading at 137.75. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IOC was trading at 139.00. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IOC was trading at 136.96. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov IOC was trading at 136.40. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov IOC was trading at 132.61. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IOC was trading at 130.71. The strike last trading price was 46.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IOC was trading at 134.76. The strike last trading price was 46.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IOC 26DEC2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 143.19 | 0.05 | 0.00 | 48.58 | 39 | -35 | 415 |
| 11 Dec | 143.19 | 0.05 | 0.00 | 48.58 | 39 | -34 | 415 |
| 10 Dec | 143.54 | 0.05 | 0.00 | 47.07 | 7 | 1 | 449 |
| 9 Dec | 142.33 | 0.05 | 0.00 | 44.56 | 11 | 0 | 448 |
| 6 Dec | 141.96 | 0.05 | -0.05 | 40.95 | 23 | -8 | 448 |
| 5 Dec | 139.44 | 0.1 | 0.00 | 41.15 | 7 | -4 | 456 |
| 4 Dec | 139.86 | 0.1 | 0.00 | 40.68 | 186 | -11 | 461 |
| 3 Dec | 139.51 | 0.1 | -0.05 | 39.34 | 80 | 2 | 471 |
| 2 Dec | 137.65 | 0.15 | -0.10 | 39.32 | 363 | 232 | 483 |
| 29 Nov | 138.63 | 0.25 | -0.10 | 41.71 | 313 | 95 | 253 |
| 28 Nov | 137.75 | 0.35 | 0.00 | 43.29 | 172 | 95 | 159 |
| 27 Nov | 139.00 | 0.35 | -0.05 | 43.87 | 23 | 3 | 60 |
| 26 Nov | 136.96 | 0.4 | 0.00 | 41.36 | 14 | 6 | 52 |
| 25 Nov | 136.40 | 0.4 | -0.30 | 40.66 | 21 | 15 | 45 |
| 22 Nov | 132.61 | 0.7 | -0.25 | 38.97 | 15 | 11 | 41 |
| 21 Nov | 130.71 | 0.95 | 0.50 | 39.64 | 38 | 29 | 29 |
| 14 Nov | 134.76 | 0.45 | 34.01 | 6 | 1 | 1 | |
For Indian Oil Corp Ltd - strike price 115 expiring on 26DEC2024
Delta for 115 PE is -0.01
Historical price for 115 PE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 48.58, the open interest changed by -35 which decreased total open position to 415
On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 48.58, the open interest changed by -34 which decreased total open position to 415
On 10 Dec IOC was trading at 143.54. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 47.07, the open interest changed by 1 which increased total open position to 449
On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 44.56, the open interest changed by 0 which decreased total open position to 448
On 6 Dec IOC was trading at 141.96. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.95, the open interest changed by -8 which decreased total open position to 448
On 5 Dec IOC was trading at 139.44. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 41.15, the open interest changed by -4 which decreased total open position to 456
On 4 Dec IOC was trading at 139.86. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 40.68, the open interest changed by -11 which decreased total open position to 461
On 3 Dec IOC was trading at 139.51. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 39.34, the open interest changed by 2 which increased total open position to 471
On 2 Dec IOC was trading at 137.65. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 39.32, the open interest changed by 232 which increased total open position to 483
On 29 Nov IOC was trading at 138.63. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 41.71, the open interest changed by 95 which increased total open position to 253
On 28 Nov IOC was trading at 137.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 43.29, the open interest changed by 95 which increased total open position to 159
On 27 Nov IOC was trading at 139.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 43.87, the open interest changed by 3 which increased total open position to 60
On 26 Nov IOC was trading at 136.96. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.36, the open interest changed by 6 which increased total open position to 52
On 25 Nov IOC was trading at 136.40. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 40.66, the open interest changed by 15 which increased total open position to 45
On 22 Nov IOC was trading at 132.61. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 38.97, the open interest changed by 11 which increased total open position to 41
On 21 Nov IOC was trading at 130.71. The strike last trading price was 0.95, which was 0.50 higher than the previous day. The implied volatity was 39.64, the open interest changed by 29 which increased total open position to 29
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 34.01, the open interest changed by 1 which increased total open position to 1
