IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.07
Theta: -0.09
Gamma: 0.04
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| 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 | |||
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| 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
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| 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
