IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 115 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 135.99 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 138.79 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 140.34 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 140.80 | 57.85 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 115 expiring on 28NOV2024
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 57.85, 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 13 Nov IOC was trading at 135.99. The strike last trading price was 57.85, 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 12 Nov IOC was trading at 138.79. The strike last trading price was 57.85, 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 8 Nov IOC was trading at 140.34. The strike last trading price was 57.85, 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 7 Nov IOC was trading at 144.15. The strike last trading price was 57.85, 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 Nov IOC was trading at 144.61. The strike last trading price was 57.85, 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 Nov IOC was trading at 140.80. The strike last trading price was 57.85, 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 28NOV2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.1 | 0.00 | 42.65 | 52 | 5 | 175 |
| 13 Nov | 135.99 | 0.1 | 0.00 | 43.71 | 122 | 0 | 169 |
| 12 Nov | 138.79 | 0.1 | -0.05 | 45.62 | 58 | 4 | 168 |
| 8 Nov | 140.34 | 0.15 | 0.00 | 45.96 | 161 | 84 | 162 |
| 7 Nov | 144.15 | 0.15 | 0.00 | 49.80 | 17 | 10 | 77 |
| 6 Nov | 144.61 | 0.15 | -0.10 | 49.10 | 69 | 16 | 73 |
| 5 Nov | 140.80 | 0.25 | 47.53 | 80 | 58 | 58 | |
For Indian Oil Corp Ltd - strike price 115 expiring on 28NOV2024
Delta for 115 PE is -0.02
Historical price for 115 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.65, the open interest changed by 5 which increased total open position to 175
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 43.71, the open interest changed by 0 which decreased total open position to 169
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by 4 which increased total open position to 168
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.96, the open interest changed by 84 which increased total open position to 162
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.80, the open interest changed by 10 which increased total open position to 77
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 49.10, the open interest changed by 16 which increased total open position to 73
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 47.53, the open interest changed by 58 which increased total open position to 58
