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

134.76 -1.23 (-0.90%)

Back to Option Chain


Historical option data for IOC

14 Nov 2024 04:12 PM IST
IOC 28NOV2024 130 CE
Delta: 0.80
Vega: 0.07
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 6.1 -1.30 25.14 469 23 121
13 Nov 135.99 7.4 -2.35 23.40 142 24 98
12 Nov 138.79 9.75 -0.80 28.40 44 -2 76
11 Nov 139.43 10.55 -1.30 28.88 57 12 78
8 Nov 140.34 11.85 -3.90 33.89 35 -1 61
7 Nov 144.15 15.75 -0.10 40.29 13 -1 62
6 Nov 144.61 15.85 3.30 34.00 23 -7 63
5 Nov 140.80 12.55 1.10 35.42 57 9 70
4 Nov 138.93 11.45 -3.60 37.10 155 48 60
1 Nov 144.99 15.05 0.00 0.00 0 8 0
31 Oct 142.62 15.05 -1.45 - 8 7 11
30 Oct 143.40 16.5 0.00 - 0 4 0
29 Oct 144.12 16.5 -33.30 - 14 5 5
28 Oct 147.02 49.8 0.00 - 0 0 0
25 Oct 146.31 49.8 - 0 0 0


For Indian Oil Corp Ltd - strike price 130 expiring on 28NOV2024

Delta for 130 CE is 0.80

Historical price for 130 CE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 6.1, which was -1.30 lower than the previous day. The implied volatity was 25.14, the open interest changed by 23 which increased total open position to 121


On 13 Nov IOC was trading at 135.99. The strike last trading price was 7.4, which was -2.35 lower than the previous day. The implied volatity was 23.40, the open interest changed by 24 which increased total open position to 98


On 12 Nov IOC was trading at 138.79. The strike last trading price was 9.75, which was -0.80 lower than the previous day. The implied volatity was 28.40, the open interest changed by -2 which decreased total open position to 76


On 11 Nov IOC was trading at 139.43. The strike last trading price was 10.55, which was -1.30 lower than the previous day. The implied volatity was 28.88, the open interest changed by 12 which increased total open position to 78


On 8 Nov IOC was trading at 140.34. The strike last trading price was 11.85, which was -3.90 lower than the previous day. The implied volatity was 33.89, the open interest changed by -1 which decreased total open position to 61


On 7 Nov IOC was trading at 144.15. The strike last trading price was 15.75, which was -0.10 lower than the previous day. The implied volatity was 40.29, the open interest changed by -1 which decreased total open position to 62


On 6 Nov IOC was trading at 144.61. The strike last trading price was 15.85, which was 3.30 higher than the previous day. The implied volatity was 34.00, the open interest changed by -7 which decreased total open position to 63


On 5 Nov IOC was trading at 140.80. The strike last trading price was 12.55, which was 1.10 higher than the previous day. The implied volatity was 35.42, the open interest changed by 9 which increased total open position to 70


On 4 Nov IOC was trading at 138.93. The strike last trading price was 11.45, which was -3.60 lower than the previous day. The implied volatity was 37.10, the open interest changed by 48 which increased total open position to 60


On 1 Nov IOC was trading at 144.99. The strike last trading price was 15.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 31 Oct IOC was trading at 142.62. The strike last trading price was 15.05, which was -1.45 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 16.5, 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 16.5, which was -33.30 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 49.8, 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 49.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 130 PE
Delta: -0.23
Vega: 0.08
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 1.05 0.05 29.01 2,761 169 1,270
13 Nov 135.99 1 0.20 31.74 2,999 -132 904
12 Nov 138.79 0.8 0.05 33.45 1,413 91 1,045
11 Nov 139.43 0.75 -0.05 33.47 1,387 113 957
8 Nov 140.34 0.8 0.30 33.35 853 16 843
7 Nov 144.15 0.5 -0.05 34.61 594 70 830
6 Nov 144.61 0.55 -0.70 35.44 1,292 45 760
5 Nov 140.80 1.25 -0.65 37.34 1,228 30 715
4 Nov 138.93 1.9 0.65 39.92 2,427 111 673
1 Nov 144.99 1.25 -0.15 42.89 138 23 561
31 Oct 142.62 1.4 0.10 - 655 153 533
30 Oct 143.40 1.3 0.05 - 342 77 380
29 Oct 144.12 1.25 -0.65 - 873 16 306
28 Oct 147.02 1.9 0.45 - 435 218 270
25 Oct 146.31 1.45 - 122 51 52


For Indian Oil Corp Ltd - strike price 130 expiring on 28NOV2024

Delta for 130 PE is -0.23

Historical price for 130 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 29.01, the open interest changed by 169 which increased total open position to 1270


On 13 Nov IOC was trading at 135.99. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 31.74, the open interest changed by -132 which decreased total open position to 904


On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by 91 which increased total open position to 1045


On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by 113 which increased total open position to 957


On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 33.35, the open interest changed by 16 which increased total open position to 843


On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.61, the open interest changed by 70 which increased total open position to 830


On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 35.44, the open interest changed by 45 which increased total open position to 760


On 5 Nov IOC was trading at 140.80. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 37.34, the open interest changed by 30 which increased total open position to 715


On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.9, which was 0.65 higher than the previous day. The implied volatity was 39.92, the open interest changed by 111 which increased total open position to 673


On 1 Nov IOC was trading at 144.99. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 42.89, the open interest changed by 23 which increased total open position to 561


On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.4, which was 0.10 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 1.3, 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 1.25, which was -0.65 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 1.9, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to