IOC
Indian Oil Corp Ltd
Historical option data for IOC
11 Dec 2024 04:12 PM IST
| IOC 26DEC2024 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.05
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 143.19 | 11.5 | 0.50 | 31.91 | 7 | 0 | 88 | |||
| 10 Dec | 143.54 | 11 | 0.00 | - | 16 | 2 | 88 | |||
| 9 Dec | 142.33 | 11 | 0.30 | 31.69 | 16 | -9 | 86 | |||
| 6 Dec | 141.96 | 10.7 | 2.30 | 26.57 | 20 | -4 | 97 | |||
| 5 Dec | 139.44 | 8.4 | -0.50 | 23.24 | 18 | 3 | 102 | |||
| 4 Dec | 139.86 | 8.9 | 0.40 | 24.43 | 35 | 9 | 99 | |||
| 3 Dec | 139.51 | 8.5 | 0.40 | 23.21 | 33 | 23 | 91 | |||
| 2 Dec | 137.65 | 8.1 | 0.05 | 30.27 | 19 | 2 | 69 | |||
| 29 Nov | 138.63 | 8.05 | -0.80 | 22.45 | 21 | 5 | 62 | |||
| 28 Nov | 137.75 | 8.85 | 0.60 | 31.73 | 22 | 19 | 56 | |||
| 27 Nov | 139.00 | 8.25 | 0.40 | 17.83 | 7 | 1 | 36 | |||
| 26 Nov | 136.96 | 7.85 | 0.20 | 30.33 | 12 | 7 | 32 | |||
| 25 Nov | 136.40 | 7.65 | 2.25 | 28.52 | 52 | 16 | 25 | |||
| 22 Nov | 132.61 | 5.4 | 0.60 | 28.24 | 71 | 21 | 30 | |||
| 21 Nov | 130.71 | 4.8 | -10.65 | 30.37 | 12 | 7 | 7 | |||
| 20 Nov | 133.12 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 133.12 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 134.14 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 134.76 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 135.99 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 138.79 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 140.34 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 140.80 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 15.45 | 15.45 | - | 0 | 0 | 0 | |||
| 1 Nov | 144.99 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 132.5 expiring on 26DEC2024
Delta for 132.5 CE is 0.90
Historical price for 132.5 CE is as follows
On 11 Dec IOC was trading at 143.19. The strike last trading price was 11.5, which was 0.50 higher than the previous day. The implied volatity was 31.91, the open interest changed by 0 which decreased total open position to 88
On 10 Dec IOC was trading at 143.54. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 88
On 9 Dec IOC was trading at 142.33. The strike last trading price was 11, which was 0.30 higher than the previous day. The implied volatity was 31.69, the open interest changed by -9 which decreased total open position to 86
On 6 Dec IOC was trading at 141.96. The strike last trading price was 10.7, which was 2.30 higher than the previous day. The implied volatity was 26.57, the open interest changed by -4 which decreased total open position to 97
On 5 Dec IOC was trading at 139.44. The strike last trading price was 8.4, which was -0.50 lower than the previous day. The implied volatity was 23.24, the open interest changed by 3 which increased total open position to 102
On 4 Dec IOC was trading at 139.86. The strike last trading price was 8.9, which was 0.40 higher than the previous day. The implied volatity was 24.43, the open interest changed by 9 which increased total open position to 99
On 3 Dec IOC was trading at 139.51. The strike last trading price was 8.5, which was 0.40 higher than the previous day. The implied volatity was 23.21, the open interest changed by 23 which increased total open position to 91
On 2 Dec IOC was trading at 137.65. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 30.27, the open interest changed by 2 which increased total open position to 69
On 29 Nov IOC was trading at 138.63. The strike last trading price was 8.05, which was -0.80 lower than the previous day. The implied volatity was 22.45, the open interest changed by 5 which increased total open position to 62
On 28 Nov IOC was trading at 137.75. The strike last trading price was 8.85, which was 0.60 higher than the previous day. The implied volatity was 31.73, the open interest changed by 19 which increased total open position to 56
On 27 Nov IOC was trading at 139.00. The strike last trading price was 8.25, which was 0.40 higher than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 36
On 26 Nov IOC was trading at 136.96. The strike last trading price was 7.85, which was 0.20 higher than the previous day. The implied volatity was 30.33, the open interest changed by 7 which increased total open position to 32
On 25 Nov IOC was trading at 136.40. The strike last trading price was 7.65, which was 2.25 higher than the previous day. The implied volatity was 28.52, the open interest changed by 16 which increased total open position to 25
On 22 Nov IOC was trading at 132.61. The strike last trading price was 5.4, which was 0.60 higher than the previous day. The implied volatity was 28.24, the open interest changed by 21 which increased total open position to 30
On 21 Nov IOC was trading at 130.71. The strike last trading price was 4.8, which was -10.65 lower than the previous day. The implied volatity was 30.37, the open interest changed by 7 which increased total open position to 7
On 20 Nov IOC was trading at 133.12. The strike last trading price was 15.45, 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 19 Nov IOC was trading at 133.12. The strike last trading price was 15.45, 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 18 Nov IOC was trading at 134.14. The strike last trading price was 15.45, 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 14 Nov IOC was trading at 134.76. The strike last trading price was 15.45, 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 13 Nov IOC was trading at 135.99. The strike last trading price was 15.45, 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 12 Nov IOC was trading at 138.79. The strike last trading price was 15.45, 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 11 Nov IOC was trading at 139.43. The strike last trading price was 15.45, 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 8 Nov IOC was trading at 140.34. The strike last trading price was 15.45, 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 7 Nov IOC was trading at 144.15. The strike last trading price was 15.45, 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 6 Nov IOC was trading at 144.61. The strike last trading price was 15.45, 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 5 Nov IOC was trading at 140.80. The strike last trading price was 15.45, 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 4 Nov IOC was trading at 138.93. The strike last trading price was 15.45, which was 15.45 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IOC 26DEC2024 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.05
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 143.19 | 0.35 | -0.15 | 29.72 | 338 | 16 | 329 |
| 10 Dec | 143.54 | 0.5 | -0.15 | 32.26 | 527 | -12 | 317 |
| 9 Dec | 142.33 | 0.65 | -0.05 | 31.93 | 473 | 15 | 333 |
| 6 Dec | 141.96 | 0.7 | -0.30 | 29.90 | 1,073 | 66 | 319 |
| 5 Dec | 139.44 | 1 | -0.05 | 28.14 | 505 | 13 | 254 |
| 4 Dec | 139.86 | 1.05 | -0.10 | 28.91 | 633 | -14 | 240 |
| 3 Dec | 139.51 | 1.15 | -0.45 | 28.51 | 439 | 22 | 251 |
| 2 Dec | 137.65 | 1.6 | -0.05 | 29.03 | 482 | 56 | 231 |
| 29 Nov | 138.63 | 1.65 | -0.45 | 29.51 | 463 | 60 | 178 |
| 28 Nov | 137.75 | 2.1 | 0.10 | 31.75 | 341 | 50 | 119 |
| 27 Nov | 139.00 | 2 | -0.70 | 32.62 | 58 | 4 | 68 |
| 26 Nov | 136.96 | 2.7 | -0.15 | 32.24 | 39 | 15 | 63 |
| 25 Nov | 136.40 | 2.85 | -1.50 | 32.72 | 70 | 30 | 48 |
| 22 Nov | 132.61 | 4.35 | -1.15 | 31.87 | 73 | 22 | 40 |
| 21 Nov | 130.71 | 5.5 | 2.40 | 33.24 | 2 | 0 | 18 |
| 20 Nov | 133.12 | 3.1 | 0.00 | 23.58 | 5 | 2 | 17 |
| 19 Nov | 133.12 | 3.1 | -1.30 | 23.58 | 5 | 1 | 17 |
| 18 Nov | 134.14 | 4.4 | 0.65 | 34.26 | 59 | -30 | 11 |
| 14 Nov | 134.76 | 3.75 | -0.30 | 30.41 | 90 | -39 | 41 |
| 13 Nov | 135.99 | 4.05 | 0.20 | 35.13 | 95 | 81 | 81 |
| 12 Nov | 138.79 | 3.85 | 0.00 | 5.41 | 0 | 0 | 0 |
| 11 Nov | 139.43 | 3.85 | 0.00 | 5.87 | 0 | 0 | 0 |
| 8 Nov | 140.34 | 3.85 | 0.00 | 6.23 | 0 | 0 | 0 |
| 7 Nov | 144.15 | 3.85 | 0.00 | 8.34 | 0 | 0 | 0 |
| 6 Nov | 144.61 | 3.85 | 0.00 | 8.45 | 0 | 0 | 0 |
| 5 Nov | 140.80 | 3.85 | 0.00 | 6.32 | 0 | 0 | 0 |
| 4 Nov | 138.93 | 3.85 | 0.00 | 5.35 | 0 | 0 | 0 |
| 1 Nov | 144.99 | 3.85 | 8.65 | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 132.5 expiring on 26DEC2024
Delta for 132.5 PE is -0.09
Historical price for 132.5 PE is as follows
On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.72, the open interest changed by 16 which increased total open position to 329
On 10 Dec IOC was trading at 143.54. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.26, the open interest changed by -12 which decreased total open position to 317
On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 31.93, the open interest changed by 15 which increased total open position to 333
On 6 Dec IOC was trading at 141.96. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 29.90, the open interest changed by 66 which increased total open position to 319
On 5 Dec IOC was trading at 139.44. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 28.14, the open interest changed by 13 which increased total open position to 254
On 4 Dec IOC was trading at 139.86. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 28.91, the open interest changed by -14 which decreased total open position to 240
On 3 Dec IOC was trading at 139.51. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 28.51, the open interest changed by 22 which increased total open position to 251
On 2 Dec IOC was trading at 137.65. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 29.03, the open interest changed by 56 which increased total open position to 231
On 29 Nov IOC was trading at 138.63. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 29.51, the open interest changed by 60 which increased total open position to 178
On 28 Nov IOC was trading at 137.75. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was 31.75, the open interest changed by 50 which increased total open position to 119
On 27 Nov IOC was trading at 139.00. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 68
On 26 Nov IOC was trading at 136.96. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 32.24, the open interest changed by 15 which increased total open position to 63
On 25 Nov IOC was trading at 136.40. The strike last trading price was 2.85, which was -1.50 lower than the previous day. The implied volatity was 32.72, the open interest changed by 30 which increased total open position to 48
On 22 Nov IOC was trading at 132.61. The strike last trading price was 4.35, which was -1.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by 22 which increased total open position to 40
On 21 Nov IOC was trading at 130.71. The strike last trading price was 5.5, which was 2.40 higher than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 18
On 20 Nov IOC was trading at 133.12. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 23.58, the open interest changed by 2 which increased total open position to 17
On 19 Nov IOC was trading at 133.12. The strike last trading price was 3.1, which was -1.30 lower than the previous day. The implied volatity was 23.58, the open interest changed by 1 which increased total open position to 17
On 18 Nov IOC was trading at 134.14. The strike last trading price was 4.4, which was 0.65 higher than the previous day. The implied volatity was 34.26, the open interest changed by -30 which decreased total open position to 11
On 14 Nov IOC was trading at 134.76. The strike last trading price was 3.75, which was -0.30 lower than the previous day. The implied volatity was 30.41, the open interest changed by -39 which decreased total open position to 41
On 13 Nov IOC was trading at 135.99. The strike last trading price was 4.05, which was 0.20 higher than the previous day. The implied volatity was 35.13, the open interest changed by 81 which increased total open position to 81
On 12 Nov IOC was trading at 138.79. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IOC was trading at 140.34. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IOC was trading at 144.15. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 8.34, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IOC was trading at 140.80. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 3.85, which was lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
