IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 117.5 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 | 52.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 135.99 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 138.79 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 140.34 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 144.61 | 52.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 140.80 | 52.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 52.45 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 117.5 expiring on 28NOV2024
Delta for 117.5 CE is -
Historical price for 117.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 52.45, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IOC was trading at 139.43. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 52.45, 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 Nov IOC was trading at 138.93. The strike last trading price was 52.45, 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 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.15 | -0.05 | 40.62 | 23 | 7 | 48 |
| 13 Nov | 135.99 | 0.2 | 0.00 | 44.20 | 32 | 7 | 41 |
| 12 Nov | 138.79 | 0.2 | 0.05 | 46.46 | 6 | -2 | 34 |
| 11 Nov | 139.43 | 0.15 | 0.00 | 43.98 | 7 | 4 | 37 |
| 8 Nov | 140.34 | 0.15 | 0.00 | 41.67 | 19 | -3 | 37 |
| 7 Nov | 144.15 | 0.15 | -0.05 | 45.74 | 9 | 0 | 39 |
| 6 Nov | 144.61 | 0.2 | -0.15 | 47.55 | 38 | -2 | 34 |
| 5 Nov | 140.80 | 0.35 | -0.15 | 46.45 | 68 | 1 | 36 |
| 4 Nov | 138.93 | 0.5 | 46.90 | 69 | 36 | 36 | |
For Indian Oil Corp Ltd - strike price 117.5 expiring on 28NOV2024
Delta for 117.5 PE is -0.03
Historical price for 117.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.62, the open interest changed by 7 which increased total open position to 48
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.20, the open interest changed by 7 which increased total open position to 41
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 46.46, the open interest changed by -2 which decreased total open position to 34
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.98, the open interest changed by 4 which increased total open position to 37
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 41.67, the open interest changed by -3 which decreased total open position to 37
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.74, the open interest changed by 0 which decreased total open position to 39
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 47.55, the open interest changed by -2 which decreased total open position to 34
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 46.45, the open interest changed by 1 which increased total open position to 36
On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 46.90, the open interest changed by 36 which increased total open position to 36
