IOC
Indian Oil Corp Ltd
Historical option data for IOC
11 Dec 2024 04:12 PM IST
| IOC 26DEC2024 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 143.19 | 13.9 | 0.10 | 35.34 | 63 | 32 | 287 | |||
| 10 Dec | 143.54 | 13.8 | 0.90 | - | 84 | 11 | 254 | |||
| 9 Dec | 142.33 | 12.9 | -0.10 | 21.39 | 76 | 15 | 244 | |||
| 6 Dec | 141.96 | 13 | 2.10 | 27.68 | 113 | -32 | 229 | |||
| 5 Dec | 139.44 | 10.9 | -0.05 | 28.50 | 75 | 0 | 260 | |||
| 4 Dec | 139.86 | 10.95 | 0.10 | 22.09 | 201 | -32 | 262 | |||
| 3 Dec | 139.51 | 10.85 | 0.90 | 26.28 | 113 | 31 | 294 | |||
| 2 Dec | 137.65 | 9.95 | -0.90 | 30.00 | 108 | 28 | 263 | |||
| 29 Nov | 138.63 | 10.85 | 0.05 | 30.66 | 85 | 15 | 235 | |||
| 28 Nov | 137.75 | 10.8 | -0.70 | 32.85 | 191 | -13 | 219 | |||
| 27 Nov | 139.00 | 11.5 | 2.05 | 30.73 | 184 | 38 | 233 | |||
| 26 Nov | 136.96 | 9.45 | -0.25 | 29.16 | 90 | 22 | 195 | |||
| 25 Nov | 136.40 | 9.7 | 2.70 | 30.89 | 215 | 57 | 173 | |||
| 22 Nov | 132.61 | 7 | 0.75 | 29.28 | 470 | 70 | 186 | |||
| 21 Nov | 130.71 | 6.25 | -1.35 | 31.49 | 172 | 56 | 115 | |||
| 20 Nov | 133.12 | 7.6 | 0.00 | 31.07 | 53 | 37 | 57 | |||
| 19 Nov | 133.12 | 7.6 | -0.40 | 31.07 | 53 | 35 | 57 | |||
| 18 Nov | 134.14 | 8 | -1.10 | 27.43 | 19 | 10 | 22 | |||
| 14 Nov | 134.76 | 9.1 | -1.15 | 30.01 | 4 | 3 | 11 | |||
| 13 Nov | 135.99 | 10.25 | -2.30 | 29.54 | 9 | 5 | 6 | |||
| 12 Nov | 138.79 | 12.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 12.55 | -1.20 | 28.07 | 1 | 0 | 1 | |||
| 8 Nov | 140.34 | 13.75 | 0.60 | 30.47 | 2 | 0 | 1 | |||
| 7 Nov | 144.15 | 13.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 13.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 5 Nov | 140.80 | 13.15 | -31.35 | 21.80 | 1 | 0 | 0 | |||
| 4 Nov | 138.93 | 44.5 | 44.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 144.99 | 0 | 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 | |||
| 11 Oct | 163.15 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 130 expiring on 26DEC2024
Delta for 130 CE is 0.92
Historical price for 130 CE is as follows
On 11 Dec IOC was trading at 143.19. The strike last trading price was 13.9, which was 0.10 higher than the previous day. The implied volatity was 35.34, the open interest changed by 32 which increased total open position to 287
On 10 Dec IOC was trading at 143.54. The strike last trading price was 13.8, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 254
On 9 Dec IOC was trading at 142.33. The strike last trading price was 12.9, which was -0.10 lower than the previous day. The implied volatity was 21.39, the open interest changed by 15 which increased total open position to 244
On 6 Dec IOC was trading at 141.96. The strike last trading price was 13, which was 2.10 higher than the previous day. The implied volatity was 27.68, the open interest changed by -32 which decreased total open position to 229
On 5 Dec IOC was trading at 139.44. The strike last trading price was 10.9, which was -0.05 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 260
On 4 Dec IOC was trading at 139.86. The strike last trading price was 10.95, which was 0.10 higher than the previous day. The implied volatity was 22.09, the open interest changed by -32 which decreased total open position to 262
On 3 Dec IOC was trading at 139.51. The strike last trading price was 10.85, which was 0.90 higher than the previous day. The implied volatity was 26.28, the open interest changed by 31 which increased total open position to 294
On 2 Dec IOC was trading at 137.65. The strike last trading price was 9.95, which was -0.90 lower than the previous day. The implied volatity was 30.00, the open interest changed by 28 which increased total open position to 263
On 29 Nov IOC was trading at 138.63. The strike last trading price was 10.85, which was 0.05 higher than the previous day. The implied volatity was 30.66, the open interest changed by 15 which increased total open position to 235
On 28 Nov IOC was trading at 137.75. The strike last trading price was 10.8, which was -0.70 lower than the previous day. The implied volatity was 32.85, the open interest changed by -13 which decreased total open position to 219
On 27 Nov IOC was trading at 139.00. The strike last trading price was 11.5, which was 2.05 higher than the previous day. The implied volatity was 30.73, the open interest changed by 38 which increased total open position to 233
On 26 Nov IOC was trading at 136.96. The strike last trading price was 9.45, which was -0.25 lower than the previous day. The implied volatity was 29.16, the open interest changed by 22 which increased total open position to 195
On 25 Nov IOC was trading at 136.40. The strike last trading price was 9.7, which was 2.70 higher than the previous day. The implied volatity was 30.89, the open interest changed by 57 which increased total open position to 173
On 22 Nov IOC was trading at 132.61. The strike last trading price was 7, which was 0.75 higher than the previous day. The implied volatity was 29.28, the open interest changed by 70 which increased total open position to 186
On 21 Nov IOC was trading at 130.71. The strike last trading price was 6.25, which was -1.35 lower than the previous day. The implied volatity was 31.49, the open interest changed by 56 which increased total open position to 115
On 20 Nov IOC was trading at 133.12. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 31.07, the open interest changed by 37 which increased total open position to 57
On 19 Nov IOC was trading at 133.12. The strike last trading price was 7.6, which was -0.40 lower than the previous day. The implied volatity was 31.07, the open interest changed by 35 which increased total open position to 57
On 18 Nov IOC was trading at 134.14. The strike last trading price was 8, which was -1.10 lower than the previous day. The implied volatity was 27.43, the open interest changed by 10 which increased total open position to 22
On 14 Nov IOC was trading at 134.76. The strike last trading price was 9.1, which was -1.15 lower than the previous day. The implied volatity was 30.01, the open interest changed by 3 which increased total open position to 11
On 13 Nov IOC was trading at 135.99. The strike last trading price was 10.25, which was -2.30 lower than the previous day. The implied volatity was 29.54, the open interest changed by 5 which increased total open position to 6
On 12 Nov IOC was trading at 138.79. The strike last trading price was 12.55, 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 12.55, which was -1.20 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 1
On 8 Nov IOC was trading at 140.34. The strike last trading price was 13.75, which was 0.60 higher than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 1
On 7 Nov IOC was trading at 144.15. The strike last trading price was 13.15, 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 13.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov IOC was trading at 140.80. The strike last trading price was 13.15, which was -31.35 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IOC was trading at 138.93. The strike last trading price was 44.5, which was 44.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 -, 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 11 Oct IOC was trading at 163.15. 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 26DEC2024 130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.03
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 143.19 | 0.25 | -0.10 | 32.29 | 568 | 32 | 853 |
| 10 Dec | 143.54 | 0.35 | -0.10 | 34.35 | 660 | 2 | 830 |
| 9 Dec | 142.33 | 0.45 | -0.05 | 33.77 | 544 | 14 | 827 |
| 6 Dec | 141.96 | 0.5 | -0.20 | 31.81 | 1,822 | 10 | 820 |
| 5 Dec | 139.44 | 0.7 | -0.05 | 29.86 | 1,006 | 4 | 805 |
| 4 Dec | 139.86 | 0.75 | -0.05 | 30.63 | 1,210 | 78 | 808 |
| 3 Dec | 139.51 | 0.8 | -0.30 | 29.88 | 712 | 58 | 735 |
| 2 Dec | 137.65 | 1.1 | -0.10 | 29.93 | 845 | 63 | 679 |
| 29 Nov | 138.63 | 1.2 | -0.40 | 30.74 | 674 | 50 | 617 |
| 28 Nov | 137.75 | 1.6 | 0.10 | 33.16 | 581 | 98 | 567 |
| 27 Nov | 139.00 | 1.5 | -0.45 | 33.66 | 488 | 114 | 468 |
| 26 Nov | 136.96 | 1.95 | -0.20 | 32.41 | 138 | 10 | 355 |
| 25 Nov | 136.40 | 2.15 | -1.25 | 33.42 | 323 | 101 | 345 |
| 22 Nov | 132.61 | 3.4 | -0.90 | 32.63 | 320 | 90 | 334 |
| 21 Nov | 130.71 | 4.3 | 0.60 | 33.34 | 410 | 105 | 244 |
| 20 Nov | 133.12 | 3.7 | 0.00 | 33.67 | 118 | 28 | 139 |
| 19 Nov | 133.12 | 3.7 | 0.50 | 33.67 | 118 | 28 | 139 |
| 18 Nov | 134.14 | 3.2 | -0.05 | 32.96 | 45 | 10 | 111 |
| 14 Nov | 134.76 | 3.25 | 0.35 | 33.04 | 74 | 25 | 99 |
| 13 Nov | 135.99 | 2.9 | 0.80 | 33.49 | 93 | 35 | 73 |
| 12 Nov | 138.79 | 2.1 | 0.25 | 31.67 | 16 | 0 | 39 |
| 11 Nov | 139.43 | 1.85 | -0.15 | 30.82 | 35 | 0 | 38 |
| 8 Nov | 140.34 | 2 | 0.45 | 32.21 | 27 | 6 | 35 |
| 7 Nov | 144.15 | 1.55 | 0.15 | 33.81 | 14 | 6 | 29 |
| 6 Nov | 144.61 | 1.4 | -1.20 | 32.77 | 5 | 0 | 22 |
| 5 Nov | 140.80 | 2.6 | -0.80 | 35.83 | 11 | 6 | 21 |
| 4 Nov | 138.93 | 3.4 | 1.10 | 37.95 | 12 | 1 | 13 |
| 1 Nov | 144.99 | 2.3 | -0.25 | 39.08 | 3 | 0 | 11 |
| 31 Oct | 142.62 | 2.55 | 0.45 | - | 6 | 0 | 11 |
| 30 Oct | 143.40 | 2.1 | 1.85 | - | 13 | 11 | 11 |
| 11 Oct | 163.15 | 0.25 | - | 2 | 1 | 1 | |
For Indian Oil Corp Ltd - strike price 130 expiring on 26DEC2024
Delta for 130 PE is -0.06
Historical price for 130 PE is as follows
On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.29, the open interest changed by 32 which increased total open position to 853
On 10 Dec IOC was trading at 143.54. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 34.35, the open interest changed by 2 which increased total open position to 830
On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.77, the open interest changed by 14 which increased total open position to 827
On 6 Dec IOC was trading at 141.96. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 31.81, the open interest changed by 10 which increased total open position to 820
On 5 Dec IOC was trading at 139.44. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by 4 which increased total open position to 805
On 4 Dec IOC was trading at 139.86. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by 78 which increased total open position to 808
On 3 Dec IOC was trading at 139.51. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 29.88, the open interest changed by 58 which increased total open position to 735
On 2 Dec IOC was trading at 137.65. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 29.93, the open interest changed by 63 which increased total open position to 679
On 29 Nov IOC was trading at 138.63. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 30.74, the open interest changed by 50 which increased total open position to 617
On 28 Nov IOC was trading at 137.75. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 33.16, the open interest changed by 98 which increased total open position to 567
On 27 Nov IOC was trading at 139.00. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 33.66, the open interest changed by 114 which increased total open position to 468
On 26 Nov IOC was trading at 136.96. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 32.41, the open interest changed by 10 which increased total open position to 355
On 25 Nov IOC was trading at 136.40. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 33.42, the open interest changed by 101 which increased total open position to 345
On 22 Nov IOC was trading at 132.61. The strike last trading price was 3.4, which was -0.90 lower than the previous day. The implied volatity was 32.63, the open interest changed by 90 which increased total open position to 334
On 21 Nov IOC was trading at 130.71. The strike last trading price was 4.3, which was 0.60 higher than the previous day. The implied volatity was 33.34, the open interest changed by 105 which increased total open position to 244
On 20 Nov IOC was trading at 133.12. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 28 which increased total open position to 139
On 19 Nov IOC was trading at 133.12. The strike last trading price was 3.7, which was 0.50 higher than the previous day. The implied volatity was 33.67, the open interest changed by 28 which increased total open position to 139
On 18 Nov IOC was trading at 134.14. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 32.96, the open interest changed by 10 which increased total open position to 111
On 14 Nov IOC was trading at 134.76. The strike last trading price was 3.25, which was 0.35 higher than the previous day. The implied volatity was 33.04, the open interest changed by 25 which increased total open position to 99
On 13 Nov IOC was trading at 135.99. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was 33.49, the open interest changed by 35 which increased total open position to 73
On 12 Nov IOC was trading at 138.79. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 39
On 11 Nov IOC was trading at 139.43. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 38
On 8 Nov IOC was trading at 140.34. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 32.21, the open interest changed by 6 which increased total open position to 35
On 7 Nov IOC was trading at 144.15. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 33.81, the open interest changed by 6 which increased total open position to 29
On 6 Nov IOC was trading at 144.61. The strike last trading price was 1.4, which was -1.20 lower than the previous day. The implied volatity was 32.77, the open interest changed by 0 which decreased total open position to 22
On 5 Nov IOC was trading at 140.80. The strike last trading price was 2.6, which was -0.80 lower than the previous day. The implied volatity was 35.83, the open interest changed by 6 which increased total open position to 21
On 4 Nov IOC was trading at 138.93. The strike last trading price was 3.4, which was 1.10 higher than the previous day. The implied volatity was 37.95, the open interest changed by 1 which increased total open position to 13
On 1 Nov IOC was trading at 144.99. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 11
On 31 Oct IOC was trading at 142.62. The strike last trading price was 2.55, which was 0.45 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 2.1, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IOC was trading at 163.15. 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
