IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 10.15 | -1.65 | - | 33 | 3 | 22 | |||
| 13 Nov | 135.99 | 11.8 | -2.55 | - | 15 | 6 | 20 | |||
| 12 Nov | 138.79 | 14.35 | -2.20 | 28.30 | 5 | -1 | 15 | |||
| 11 Nov | 139.43 | 16.55 | -0.10 | 56.29 | 3 | 0 | 17 | |||
| 8 Nov | 140.34 | 16.65 | -4.95 | 41.71 | 7 | -4 | 16 | |||
| 7 Nov | 144.15 | 21.6 | 2.10 | 62.88 | 1 | 0 | 20 | |||
| 6 Nov | 144.61 | 19.5 | 2.80 | - | 1 | 0 | 21 | |||
| 5 Nov | 140.80 | 16.7 | 0.95 | 31.64 | 23 | 0 | 21 | |||
| 4 Nov | 138.93 | 15.75 | -31.35 | 40.19 | 28 | 19 | 19 | |||
|
|
||||||||||
| 1 Nov | 144.99 | 47.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 47.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 47.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 144.12 | 47.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 147.02 | 47.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 146.31 | 47.1 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 125 expiring on 28NOV2024
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 10.15, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 22
On 13 Nov IOC was trading at 135.99. The strike last trading price was 11.8, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 20
On 12 Nov IOC was trading at 138.79. The strike last trading price was 14.35, which was -2.20 lower than the previous day. The implied volatity was 28.30, the open interest changed by -1 which decreased total open position to 15
On 11 Nov IOC was trading at 139.43. The strike last trading price was 16.55, which was -0.10 lower than the previous day. The implied volatity was 56.29, the open interest changed by 0 which decreased total open position to 17
On 8 Nov IOC was trading at 140.34. The strike last trading price was 16.65, which was -4.95 lower than the previous day. The implied volatity was 41.71, the open interest changed by -4 which decreased total open position to 16
On 7 Nov IOC was trading at 144.15. The strike last trading price was 21.6, which was 2.10 higher than the previous day. The implied volatity was 62.88, the open interest changed by 0 which decreased total open position to 20
On 6 Nov IOC was trading at 144.61. The strike last trading price was 19.5, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Nov IOC was trading at 140.80. The strike last trading price was 16.7, which was 0.95 higher than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 21
On 4 Nov IOC was trading at 138.93. The strike last trading price was 15.75, which was -31.35 lower than the previous day. The implied volatity was 40.19, the open interest changed by 19 which increased total open position to 19
On 1 Nov IOC was trading at 144.99. The strike last trading price was 47.1, 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 31 Oct IOC was trading at 142.62. The strike last trading price was 47.1, 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 47.1, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 47.1, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 47.1, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 47.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.05
Theta: -0.05
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.45 | 0.00 | 33.24 | 1,237 | 77 | 587 |
| 13 Nov | 135.99 | 0.45 | 0.05 | 35.48 | 1,384 | 2 | 499 |
| 12 Nov | 138.79 | 0.4 | 0.00 | 37.63 | 538 | 9 | 525 |
| 11 Nov | 139.43 | 0.4 | 0.00 | 37.96 | 391 | -34 | 516 |
| 8 Nov | 140.34 | 0.4 | 0.15 | 36.51 | 502 | 94 | 552 |
| 7 Nov | 144.15 | 0.25 | -0.05 | 37.54 | 373 | 81 | 464 |
| 6 Nov | 144.61 | 0.3 | -0.35 | 38.77 | 719 | 69 | 391 |
| 5 Nov | 140.80 | 0.65 | -0.50 | 39.37 | 817 | 58 | 346 |
| 4 Nov | 138.93 | 1.15 | 0.35 | 42.92 | 1,307 | 159 | 287 |
| 1 Nov | 144.99 | 0.8 | -0.10 | 45.96 | 23 | 15 | 129 |
| 31 Oct | 142.62 | 0.9 | 0.15 | - | 158 | 24 | 113 |
| 30 Oct | 143.40 | 0.75 | -0.05 | - | 49 | 0 | 89 |
| 29 Oct | 144.12 | 0.8 | -0.45 | - | 143 | 58 | 87 |
| 28 Oct | 147.02 | 1.25 | 0.35 | - | 37 | 24 | 29 |
| 25 Oct | 146.31 | 0.9 | - | 16 | 5 | 5 | |
For Indian Oil Corp Ltd - strike price 125 expiring on 28NOV2024
Delta for 125 PE is -0.10
Historical price for 125 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 33.24, the open interest changed by 77 which increased total open position to 587
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 35.48, the open interest changed by 2 which increased total open position to 499
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.63, the open interest changed by 9 which increased total open position to 525
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.96, the open interest changed by -34 which decreased total open position to 516
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 36.51, the open interest changed by 94 which increased total open position to 552
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.54, the open interest changed by 81 which increased total open position to 464
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 38.77, the open interest changed by 69 which increased total open position to 391
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 39.37, the open interest changed by 58 which increased total open position to 346
On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 42.92, the open interest changed by 159 which increased total open position to 287
On 1 Nov IOC was trading at 144.99. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 45.96, the open interest changed by 15 which increased total open position to 129
On 31 Oct IOC was trading at 142.62. The strike last trading price was 0.9, which was 0.15 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 0.75, which was -0.05 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 0.8, which was -0.45 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 1.25, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IOC was trading at 146.31. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
