IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.04
Theta: -0.10
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 15.8 | -1.25 | 46.26 | 31 | -12 | 23 | |||
| 13 Nov | 135.99 | 17.05 | -4.30 | 35.49 | 4 | -2 | 33 | |||
| 12 Nov | 138.79 | 21.35 | 0.65 | 79.23 | 1 | 0 | 36 | |||
| 11 Nov | 139.43 | 20.7 | -4.60 | 54.48 | 5 | -1 | 37 | |||
| 8 Nov | 140.34 | 25.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 25.3 | 0.00 | 0.00 | 0 | -22 | 0 | |||
| 6 Nov | 144.61 | 25.3 | 3.50 | - | 81 | -27 | 33 | |||
| 5 Nov | 140.80 | 21.8 | 1.55 | 43.34 | 61 | 41 | 60 | |||
| 4 Nov | 138.93 | 20.25 | -4.55 | 41.86 | 28 | 18 | 19 | |||
| 1 Nov | 144.99 | 24.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 144.12 | 24.8 | -3.20 | - | 1 | 0 | 1 | |||
| 28 Oct | 147.02 | 28 | - | 1 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 120 expiring on 28NOV2024
Delta for 120 CE is 0.92
Historical price for 120 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 15.8, which was -1.25 lower than the previous day. The implied volatity was 46.26, the open interest changed by -12 which decreased total open position to 23
On 13 Nov IOC was trading at 135.99. The strike last trading price was 17.05, which was -4.30 lower than the previous day. The implied volatity was 35.49, the open interest changed by -2 which decreased total open position to 33
On 12 Nov IOC was trading at 138.79. The strike last trading price was 21.35, which was 0.65 higher than the previous day. The implied volatity was 79.23, the open interest changed by 0 which decreased total open position to 36
On 11 Nov IOC was trading at 139.43. The strike last trading price was 20.7, which was -4.60 lower than the previous day. The implied volatity was 54.48, the open interest changed by -1 which decreased total open position to 37
On 8 Nov IOC was trading at 140.34. The strike last trading price was 25.3, 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 25.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 6 Nov IOC was trading at 144.61. The strike last trading price was 25.3, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 33
On 5 Nov IOC was trading at 140.80. The strike last trading price was 21.8, which was 1.55 higher than the previous day. The implied volatity was 43.34, the open interest changed by 41 which increased total open position to 60
On 4 Nov IOC was trading at 138.93. The strike last trading price was 20.25, which was -4.55 lower than the previous day. The implied volatity was 41.86, the open interest changed by 18 which increased total open position to 19
On 1 Nov IOC was trading at 144.99. The strike last trading price was 24.8, 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 31 Oct IOC was trading at 142.62. The strike last trading price was 24.8, 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 24.8, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 24.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IOC was trading at 147.02. The strike last trading price was 28, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.25 | 0.00 | 39.46 | 406 | 86 | 651 |
| 13 Nov | 135.99 | 0.25 | 0.05 | 41.00 | 377 | 40 | 556 |
| 12 Nov | 138.79 | 0.2 | -0.05 | 41.64 | 65 | 31 | 521 |
| 11 Nov | 139.43 | 0.25 | 0.00 | 43.56 | 224 | 12 | 492 |
| 8 Nov | 140.34 | 0.25 | 0.05 | 41.51 | 157 | 31 | 480 |
| 7 Nov | 144.15 | 0.2 | -0.05 | 43.94 | 86 | -2 | 449 |
| 6 Nov | 144.61 | 0.25 | -0.20 | 45.39 | 442 | -4 | 461 |
| 5 Nov | 140.80 | 0.45 | -0.25 | 44.61 | 556 | 27 | 479 |
| 4 Nov | 138.93 | 0.7 | 0.25 | 46.20 | 1,205 | 185 | 454 |
| 1 Nov | 144.99 | 0.45 | -0.15 | 47.73 | 44 | 11 | 270 |
| 31 Oct | 142.62 | 0.6 | 0.10 | - | 241 | 82 | 258 |
| 30 Oct | 143.40 | 0.5 | 0.00 | - | 96 | 65 | 176 |
| 29 Oct | 144.12 | 0.5 | -0.25 | - | 176 | 94 | 110 |
| 28 Oct | 147.02 | 0.75 | - | 20 | 14 | 14 | |
For Indian Oil Corp Ltd - strike price 120 expiring on 28NOV2024
Delta for 120 PE is -0.06
Historical price for 120 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.46, the open interest changed by 86 which increased total open position to 651
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.00, the open interest changed by 40 which increased total open position to 556
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 41.64, the open interest changed by 31 which increased total open position to 521
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 43.56, the open interest changed by 12 which increased total open position to 492
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.51, the open interest changed by 31 which increased total open position to 480
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.94, the open interest changed by -2 which decreased total open position to 449
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 45.39, the open interest changed by -4 which decreased total open position to 461
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 44.61, the open interest changed by 27 which increased total open position to 479
On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 46.20, the open interest changed by 185 which increased total open position to 454
On 1 Nov IOC was trading at 144.99. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 47.73, the open interest changed by 11 which increased total open position to 270
On 31 Oct IOC was trading at 142.62. The strike last trading price was 0.6, which was 0.10 higher 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 0.5, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IOC was trading at 147.02. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
