IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:12 AM IST
| IOC 26DEC2024 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 142.25 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 143.19 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 143.54 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 142.33 | 23 | -0.20 | 45.51 | 2 | 0 | 16 | |||
| 6 Dec | 141.96 | 23.2 | 3.20 | 51.97 | 2 | 0 | 17 | |||
| 5 Dec | 139.44 | 20 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 139.86 | 20 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 3 Dec | 139.51 | 20 | 1.55 | - | 3 | 2 | 16 | |||
| 2 Dec | 137.65 | 18.45 | -1.00 | - | 3 | 1 | 14 | |||
| 29 Nov | 138.63 | 19.45 | -1.75 | - | 10 | 4 | 12 | |||
| 28 Nov | 137.75 | 21.2 | 1.20 | 58.90 | 1 | 0 | 8 | |||
| 27 Nov | 139.00 | 20 | 2.00 | - | 3 | 0 | 7 | |||
| 26 Nov | 136.96 | 18 | -0.30 | 28.51 | 2 | 1 | 6 | |||
| 25 Nov | 136.40 | 18.3 | 5.00 | 35.02 | 3 | -1 | 4 | |||
| 22 Nov | 132.61 | 13.3 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 21 Nov | 130.71 | 13.3 | -40.50 | 32.93 | 5 | 4 | 4 | |||
| 20 Nov | 133.12 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 133.12 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 134.14 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 134.76 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 135.99 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 138.79 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 140.34 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 140.80 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 53.8 | 53.80 | - | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 120 expiring on 26DEC2024
Delta for 120 CE is 0.00
Historical price for 120 CE is as follows
On 12 Dec IOC was trading at 142.25. The strike last trading price was 23, 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 Dec IOC was trading at 143.19. The strike last trading price was 23, 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 10 Dec IOC was trading at 143.54. The strike last trading price was 23, 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 9 Dec IOC was trading at 142.33. The strike last trading price was 23, which was -0.20 lower than the previous day. The implied volatity was 45.51, the open interest changed by 0 which decreased total open position to 16
On 6 Dec IOC was trading at 141.96. The strike last trading price was 23.2, which was 3.20 higher than the previous day. The implied volatity was 51.97, the open interest changed by 0 which decreased total open position to 17
On 5 Dec IOC was trading at 139.44. The strike last trading price was 20, 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 4 Dec IOC was trading at 139.86. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec IOC was trading at 139.51. The strike last trading price was 20, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 16
On 2 Dec IOC was trading at 137.65. The strike last trading price was 18.45, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 29 Nov IOC was trading at 138.63. The strike last trading price was 19.45, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12
On 28 Nov IOC was trading at 137.75. The strike last trading price was 21.2, which was 1.20 higher than the previous day. The implied volatity was 58.90, the open interest changed by 0 which decreased total open position to 8
On 27 Nov IOC was trading at 139.00. The strike last trading price was 20, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 26 Nov IOC was trading at 136.96. The strike last trading price was 18, which was -0.30 lower than the previous day. The implied volatity was 28.51, the open interest changed by 1 which increased total open position to 6
On 25 Nov IOC was trading at 136.40. The strike last trading price was 18.3, which was 5.00 higher than the previous day. The implied volatity was 35.02, the open interest changed by -1 which decreased total open position to 4
On 22 Nov IOC was trading at 132.61. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Nov IOC was trading at 130.71. The strike last trading price was 13.3, which was -40.50 lower than the previous day. The implied volatity was 32.93, the open interest changed by 4 which increased total open position to 4
On 20 Nov IOC was trading at 133.12. The strike last trading price was 53.8, 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 19 Nov IOC was trading at 133.12. The strike last trading price was 53.8, 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 18 Nov IOC was trading at 134.14. The strike last trading price was 53.8, 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 53.8, 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 13 Nov IOC was trading at 135.99. The strike last trading price was 53.8, 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 12 Nov IOC was trading at 138.79. The strike last trading price was 53.8, 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 Nov IOC was trading at 139.43. The strike last trading price was 53.8, 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 8 Nov IOC was trading at 140.34. The strike last trading price was 53.8, 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 7 Nov IOC was trading at 144.15. The strike last trading price was 53.8, 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 Nov IOC was trading at 144.61. The strike last trading price was 53.8, 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 Nov IOC was trading at 140.80. The strike last trading price was 53.8, 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 Nov IOC was trading at 138.93. The strike last trading price was 53.8, which was 53.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IOC was trading at 143.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 26DEC2024 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 12 Dec | 142.25 | 0.1 | 0.00 | 44.66 | 53 | -3 | 685 |
| 11 Dec | 143.19 | 0.1 | 0.00 | 44.66 | 53 | -2 | 685 |
| 10 Dec | 143.54 | 0.1 | -0.05 | 43.31 | 370 | -149 | 687 |
| 9 Dec | 142.33 | 0.15 | 0.00 | 43.54 | 242 | 90 | 839 |
| 6 Dec | 141.96 | 0.15 | -0.05 | 39.97 | 199 | -10 | 751 |
| 5 Dec | 139.44 | 0.2 | -0.05 | 37.84 | 702 | 8 | 775 |
| 4 Dec | 139.86 | 0.25 | 0.05 | 39.19 | 619 | -48 | 765 |
| 3 Dec | 139.51 | 0.2 | -0.10 | 36.18 | 328 | 61 | 827 |
| 2 Dec | 137.65 | 0.3 | -0.05 | 36.39 | 236 | 72 | 766 |
| 29 Nov | 138.63 | 0.35 | -0.20 | 36.59 | 679 | 197 | 696 |
| 28 Nov | 137.75 | 0.55 | 0.05 | 39.38 | 532 | 241 | 508 |
| 27 Nov | 139.00 | 0.5 | -0.05 | 39.24 | 123 | 50 | 267 |
| 26 Nov | 136.96 | 0.55 | -0.10 | 36.23 | 40 | 15 | 218 |
| 25 Nov | 136.40 | 0.65 | -0.50 | 37.21 | 107 | 37 | 203 |
| 22 Nov | 132.61 | 1.15 | -0.40 | 36.35 | 75 | 19 | 185 |
| 21 Nov | 130.71 | 1.55 | 0.30 | 36.79 | 210 | 13 | 164 |
| 20 Nov | 133.12 | 1.25 | 0.00 | 36.19 | 66 | 24 | 151 |
| 19 Nov | 133.12 | 1.25 | 0.25 | 36.19 | 66 | 24 | 151 |
| 18 Nov | 134.14 | 1 | 0.00 | 35.02 | 53 | 24 | 126 |
| 14 Nov | 134.76 | 1 | 0.05 | 34.25 | 24 | 1 | 102 |
| 13 Nov | 135.99 | 0.95 | 0.30 | 35.38 | 91 | 32 | 102 |
| 12 Nov | 138.79 | 0.65 | 0.05 | 34.05 | 21 | 3 | 68 |
| 11 Nov | 139.43 | 0.6 | -0.10 | 33.88 | 34 | 13 | 65 |
| 8 Nov | 140.34 | 0.7 | 0.10 | 35.13 | 34 | 1 | 52 |
| 7 Nov | 144.15 | 0.6 | -0.05 | 37.40 | 23 | 0 | 51 |
| 6 Nov | 144.61 | 0.65 | -0.40 | 38.15 | 20 | 0 | 51 |
| 5 Nov | 140.80 | 1.05 | -0.45 | 38.62 | 74 | 15 | 52 |
| 4 Nov | 138.93 | 1.5 | 0.50 | 40.78 | 65 | 32 | 35 |
| 31 Oct | 142.62 | 1 | 0.00 | - | 1 | 0 | 2 |
| 30 Oct | 143.40 | 1 | - | 2 | 0 | 1 | |
For Indian Oil Corp Ltd - strike price 120 expiring on 26DEC2024
Delta for 120 PE is -0.02
Historical price for 120 PE is as follows
On 12 Dec IOC was trading at 142.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 44.66, the open interest changed by -3 which decreased total open position to 685
On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 44.66, the open interest changed by -2 which decreased total open position to 685
On 10 Dec IOC was trading at 143.54. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.31, the open interest changed by -149 which decreased total open position to 687
On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.54, the open interest changed by 90 which increased total open position to 839
On 6 Dec IOC was trading at 141.96. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.97, the open interest changed by -10 which decreased total open position to 751
On 5 Dec IOC was trading at 139.44. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.84, the open interest changed by 8 which increased total open position to 775
On 4 Dec IOC was trading at 139.86. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.19, the open interest changed by -48 which decreased total open position to 765
On 3 Dec IOC was trading at 139.51. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 36.18, the open interest changed by 61 which increased total open position to 827
On 2 Dec IOC was trading at 137.65. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by 72 which increased total open position to 766
On 29 Nov IOC was trading at 138.63. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 36.59, the open interest changed by 197 which increased total open position to 696
On 28 Nov IOC was trading at 137.75. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 39.38, the open interest changed by 241 which increased total open position to 508
On 27 Nov IOC was trading at 139.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 39.24, the open interest changed by 50 which increased total open position to 267
On 26 Nov IOC was trading at 136.96. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 36.23, the open interest changed by 15 which increased total open position to 218
On 25 Nov IOC was trading at 136.40. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 37.21, the open interest changed by 37 which increased total open position to 203
On 22 Nov IOC was trading at 132.61. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 36.35, the open interest changed by 19 which increased total open position to 185
On 21 Nov IOC was trading at 130.71. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 36.79, the open interest changed by 13 which increased total open position to 164
On 20 Nov IOC was trading at 133.12. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by 24 which increased total open position to 151
On 19 Nov IOC was trading at 133.12. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 36.19, the open interest changed by 24 which increased total open position to 151
On 18 Nov IOC was trading at 134.14. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 35.02, the open interest changed by 24 which increased total open position to 126
On 14 Nov IOC was trading at 134.76. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 34.25, the open interest changed by 1 which increased total open position to 102
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.95, which was 0.30 higher than the previous day. The implied volatity was 35.38, the open interest changed by 32 which increased total open position to 102
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 34.05, the open interest changed by 3 which increased total open position to 68
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 33.88, the open interest changed by 13 which increased total open position to 65
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 35.13, the open interest changed by 1 which increased total open position to 52
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 37.40, the open interest changed by 0 which decreased total open position to 51
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 51
On 5 Nov IOC was trading at 140.80. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 38.62, the open interest changed by 15 which increased total open position to 52
On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 40.78, the open interest changed by 32 which increased total open position to 35
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IOC was trading at 143.40. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
