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[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd

142.25 -0.94 (-0.66%)

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Historical option data for IOC

12 Dec 2024 09:02 AM IST
IOC 26DEC2024 115 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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