IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 13.4 | -1.30 | 42.14 | 2 | -1 | 2 | |||
| 13 Nov | 135.99 | 14.7 | -2.20 | 36.06 | 3 | 0 | 3 | |||
| 12 Nov | 138.79 | 16.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 16.9 | -1.35 | - | 1 | 0 | 3 | |||
| 8 Nov | 140.34 | 18.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 18.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 18.25 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 5 Nov | 140.80 | 18.25 | 0.25 | - | 6 | -2 | 6 | |||
| 4 Nov | 138.93 | 18 | 18.00 | 41.60 | 8 | 6 | 6 | |||
| 1 Nov | 144.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 143.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 144.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 147.02 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 122.5 expiring on 28NOV2024
Delta for 122.5 CE is 0.89
Historical price for 122.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 13.4, which was -1.30 lower than the previous day. The implied volatity was 42.14, the open interest changed by -1 which decreased total open position to 2
On 13 Nov IOC was trading at 135.99. The strike last trading price was 14.7, which was -2.20 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 3
On 12 Nov IOC was trading at 138.79. The strike last trading price was 16.9, 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 16.9, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Nov IOC was trading at 140.34. The strike last trading price was 18.25, 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 18.25, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 5 Nov IOC was trading at 140.80. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 6
On 4 Nov IOC was trading at 138.93. The strike last trading price was 18, which was 18.00 higher than the previous day. The implied volatity was 41.60, the open interest changed by 6 which increased total open position to 6
On 1 Nov IOC was trading at 144.99. The strike last trading price was 0, 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 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 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, 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 28 Oct IOC was trading at 147.02. 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 28NOV2024 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.04
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.3 | 0.00 | 35.46 | 235 | 7 | 219 |
| 13 Nov | 135.99 | 0.3 | 0.05 | 37.32 | 185 | -30 | 214 |
| 12 Nov | 138.79 | 0.25 | -0.05 | 38.64 | 101 | 61 | 238 |
| 11 Nov | 139.43 | 0.3 | 0.00 | 40.34 | 215 | 94 | 179 |
| 8 Nov | 140.34 | 0.3 | 0.10 | 38.62 | 222 | -95 | 86 |
| 7 Nov | 144.15 | 0.2 | 0.00 | 39.92 | 115 | -5 | 184 |
| 6 Nov | 144.61 | 0.2 | -0.30 | 39.63 | 259 | 146 | 193 |
| 5 Nov | 140.80 | 0.5 | -0.35 | 41.24 | 228 | 43 | 50 |
| 4 Nov | 138.93 | 0.85 | 0.85 | 43.85 | 14 | 6 | 6 |
| 1 Nov | 144.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 142.62 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 143.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 144.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 147.02 | 0 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 122.5 expiring on 28NOV2024
Delta for 122.5 PE is -0.07
Historical price for 122.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 35.46, the open interest changed by 7 which increased total open position to 219
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.32, the open interest changed by -30 which decreased total open position to 214
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 38.64, the open interest changed by 61 which increased total open position to 238
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.34, the open interest changed by 94 which increased total open position to 179
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 38.62, the open interest changed by -95 which decreased total open position to 86
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 39.92, the open interest changed by -5 which decreased total open position to 184
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 39.63, the open interest changed by 146 which increased total open position to 193
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 41.24, the open interest changed by 43 which increased total open position to 50
On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.85, which was 0.85 higher than the previous day. The implied volatity was 43.85, the open interest changed by 6 which increased total open position to 6
On 1 Nov IOC was trading at 144.99. The strike last trading price was 0, 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 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 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, 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 28 Oct IOC was trading at 147.02. 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
