IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.05
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 8.15 | -1.45 | 24.36 | 47 | 0 | 18 | |||
| 13 Nov | 135.99 | 9.6 | -3.65 | 22.15 | 25 | -6 | 17 | |||
| 12 Nov | 138.79 | 13.25 | 0.20 | 49.42 | 5 | -1 | 23 | |||
| 11 Nov | 139.43 | 13.05 | -0.85 | 34.43 | 13 | -3 | 23 | |||
| 8 Nov | 140.34 | 13.9 | -3.85 | 31.90 | 10 | -1 | 26 | |||
| 7 Nov | 144.15 | 17.75 | -0.55 | 36.40 | 1 | 0 | 27 | |||
| 6 Nov | 144.61 | 18.3 | 3.50 | 37.69 | 8 | -2 | 28 | |||
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| 5 Nov | 140.80 | 14.8 | 1.30 | 37.55 | 32 | 12 | 31 | |||
| 4 Nov | 138.93 | 13.5 | -32.25 | 37.98 | 25 | 20 | 20 | |||
| 1 Nov | 144.99 | 45.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 45.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 45.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 144.12 | 45.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 147.02 | 45.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 146.31 | 45.75 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 CE is 0.90
Historical price for 127.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 8.15, which was -1.45 lower than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 18
On 13 Nov IOC was trading at 135.99. The strike last trading price was 9.6, which was -3.65 lower than the previous day. The implied volatity was 22.15, the open interest changed by -6 which decreased total open position to 17
On 12 Nov IOC was trading at 138.79. The strike last trading price was 13.25, which was 0.20 higher than the previous day. The implied volatity was 49.42, the open interest changed by -1 which decreased total open position to 23
On 11 Nov IOC was trading at 139.43. The strike last trading price was 13.05, which was -0.85 lower than the previous day. The implied volatity was 34.43, the open interest changed by -3 which decreased total open position to 23
On 8 Nov IOC was trading at 140.34. The strike last trading price was 13.9, which was -3.85 lower than the previous day. The implied volatity was 31.90, the open interest changed by -1 which decreased total open position to 26
On 7 Nov IOC was trading at 144.15. The strike last trading price was 17.75, which was -0.55 lower than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 27
On 6 Nov IOC was trading at 144.61. The strike last trading price was 18.3, which was 3.50 higher than the previous day. The implied volatity was 37.69, the open interest changed by -2 which decreased total open position to 28
On 5 Nov IOC was trading at 140.80. The strike last trading price was 14.8, which was 1.30 higher than the previous day. The implied volatity was 37.55, the open interest changed by 12 which increased total open position to 31
On 4 Nov IOC was trading at 138.93. The strike last trading price was 13.5, which was -32.25 lower than the previous day. The implied volatity was 37.98, the open interest changed by 20 which increased total open position to 20
On 1 Nov IOC was trading at 144.99. The strike last trading price was 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, 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 45.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.06
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 0.7 | 0.05 | 31.33 | 1,132 | 29 | 279 |
| 13 Nov | 135.99 | 0.65 | 0.15 | 33.25 | 1,267 | 53 | 259 |
| 12 Nov | 138.79 | 0.5 | 0.00 | 34.33 | 263 | 24 | 214 |
| 11 Nov | 139.43 | 0.5 | -0.05 | 34.87 | 520 | 50 | 194 |
| 8 Nov | 140.34 | 0.55 | 0.20 | 34.65 | 367 | -33 | 146 |
| 7 Nov | 144.15 | 0.35 | 0.00 | 35.97 | 170 | 33 | 178 |
| 6 Nov | 144.61 | 0.35 | -0.50 | 35.85 | 351 | -34 | 147 |
| 5 Nov | 140.80 | 0.85 | -0.60 | 37.57 | 372 | 19 | 181 |
| 4 Nov | 138.93 | 1.45 | 0.55 | 41.07 | 887 | 76 | 161 |
| 1 Nov | 144.99 | 0.9 | -0.10 | 43.06 | 66 | 36 | 85 |
| 31 Oct | 142.62 | 1 | 0.05 | - | 101 | 28 | 49 |
| 30 Oct | 143.40 | 0.95 | 0.05 | - | 13 | 4 | 21 |
| 29 Oct | 144.12 | 0.9 | 0.65 | - | 70 | 17 | 17 |
| 28 Oct | 147.02 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 146.31 | 0.25 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 PE is -0.16
Historical price for 127.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 31.33, the open interest changed by 29 which increased total open position to 279
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 33.25, the open interest changed by 53 which increased total open position to 259
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 34.33, the open interest changed by 24 which increased total open position to 214
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.87, the open interest changed by 50 which increased total open position to 194
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 34.65, the open interest changed by -33 which decreased total open position to 146
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.97, the open interest changed by 33 which increased total open position to 178
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.35, which was -0.50 lower than the previous day. The implied volatity was 35.85, the open interest changed by -34 which decreased total open position to 147
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 37.57, the open interest changed by 19 which increased total open position to 181
On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 41.07, the open interest changed by 76 which increased total open position to 161
On 1 Nov IOC was trading at 144.99. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 43.06, the open interest changed by 36 which increased total open position to 85
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1, which was 0.05 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 0.95, which was 0.05 higher 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 0.9, which was 0.65 higher 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 0.25, 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 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
