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[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd

130.71 -2.41 (-1.81%)

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Historical option data for IOC

21 Nov 2024 04:12 PM IST
IOC 28NOV2024 125 CE
Delta: 0.84
Vega: 0.04
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 130.71 6.8 -1.80 36.19 143 20 45
20 Nov 133.12 8.6 0.00 30.26 7 -2 26
19 Nov 133.12 8.6 -1.00 30.26 7 -1 26
18 Nov 134.14 9.6 -0.55 - 13 4 28
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 0.84

Historical price for 125 CE is as follows

On 21 Nov IOC was trading at 130.71. The strike last trading price was 6.8, which was -1.80 lower than the previous day. The implied volatity was 36.19, the open interest changed by 20 which increased total open position to 45


On 20 Nov IOC was trading at 133.12. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by -2 which decreased total open position to 26


On 19 Nov IOC was trading at 133.12. The strike last trading price was 8.6, which was -1.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by -1 which decreased total open position to 26


On 18 Nov IOC was trading at 134.14. The strike last trading price was 9.6, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 28


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: -0.16
Vega: 0.04
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 130.71 0.6 0.05 37.08 2,602 -213 459
20 Nov 133.12 0.55 0.00 38.09 1,175 1 686
19 Nov 133.12 0.55 0.15 38.09 1,175 15 686
18 Nov 134.14 0.4 -0.05 36.26 844 74 672
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 -0.16

Historical price for 125 PE is as follows

On 21 Nov IOC was trading at 130.71. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 37.08, the open interest changed by -213 which decreased total open position to 459


On 20 Nov IOC was trading at 133.12. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 38.09, the open interest changed by 1 which increased total open position to 686


On 19 Nov IOC was trading at 133.12. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 38.09, the open interest changed by 15 which increased total open position to 686


On 18 Nov IOC was trading at 134.14. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.26, the open interest changed by 74 which increased total open position to 672


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