IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.09
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 4.25 | -1.20 | 24.69 | 556 | 42 | 115 | |||
| 13 Nov | 135.99 | 5.45 | -2.35 | 24.15 | 109 | 23 | 72 | |||
| 12 Nov | 138.79 | 7.8 | -0.70 | 29.95 | 46 | 3 | 48 | |||
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| 11 Nov | 139.43 | 8.5 | -1.15 | 29.56 | 21 | 5 | 44 | |||
| 8 Nov | 140.34 | 9.65 | -3.60 | 31.77 | 15 | 2 | 40 | |||
| 7 Nov | 144.15 | 13.25 | -0.45 | 35.03 | 9 | 1 | 38 | |||
| 6 Nov | 144.61 | 13.7 | 3.20 | 34.60 | 12 | -1 | 38 | |||
| 5 Nov | 140.80 | 10.5 | 0.95 | 34.54 | 61 | 5 | 39 | |||
| 4 Nov | 138.93 | 9.55 | -3.40 | 36.43 | 67 | 4 | 33 | |||
| 1 Nov | 144.99 | 12.95 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 142.62 | 12.95 | -0.55 | - | 12 | 9 | 29 | |||
| 30 Oct | 143.40 | 13.5 | 0.00 | - | 0 | 20 | 0 | |||
| 29 Oct | 144.12 | 13.5 | -27.50 | - | 20 | 19 | 19 | |||
| 28 Oct | 147.02 | 41 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 146.31 | 41 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 132.5 expiring on 28NOV2024
Delta for 132.5 CE is 0.68
Historical price for 132.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 4.25, which was -1.20 lower than the previous day. The implied volatity was 24.69, the open interest changed by 42 which increased total open position to 115
On 13 Nov IOC was trading at 135.99. The strike last trading price was 5.45, which was -2.35 lower than the previous day. The implied volatity was 24.15, the open interest changed by 23 which increased total open position to 72
On 12 Nov IOC was trading at 138.79. The strike last trading price was 7.8, which was -0.70 lower than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 48
On 11 Nov IOC was trading at 139.43. The strike last trading price was 8.5, which was -1.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by 5 which increased total open position to 44
On 8 Nov IOC was trading at 140.34. The strike last trading price was 9.65, which was -3.60 lower than the previous day. The implied volatity was 31.77, the open interest changed by 2 which increased total open position to 40
On 7 Nov IOC was trading at 144.15. The strike last trading price was 13.25, which was -0.45 lower than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 38
On 6 Nov IOC was trading at 144.61. The strike last trading price was 13.7, which was 3.20 higher than the previous day. The implied volatity was 34.60, the open interest changed by -1 which decreased total open position to 38
On 5 Nov IOC was trading at 140.80. The strike last trading price was 10.5, which was 0.95 higher than the previous day. The implied volatity was 34.54, the open interest changed by 5 which increased total open position to 39
On 4 Nov IOC was trading at 138.93. The strike last trading price was 9.55, which was -3.40 lower than the previous day. The implied volatity was 36.43, the open interest changed by 4 which increased total open position to 33
On 1 Nov IOC was trading at 144.99. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 12.95, which was -0.55 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 13.5, 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 13.5, which was -27.50 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 41, 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 41, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.10
Theta: -0.09
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 1.75 | 0.25 | 28.42 | 1,788 | 36 | 408 |
| 13 Nov | 135.99 | 1.5 | 0.45 | 30.08 | 1,522 | 33 | 379 |
| 12 Nov | 138.79 | 1.05 | 0.05 | 30.31 | 1,042 | 15 | 347 |
| 11 Nov | 139.43 | 1 | -0.10 | 30.75 | 542 | 37 | 332 |
| 8 Nov | 140.34 | 1.1 | 0.40 | 31.48 | 692 | 27 | 304 |
| 7 Nov | 144.15 | 0.7 | -0.05 | 33.08 | 456 | 36 | 280 |
| 6 Nov | 144.61 | 0.75 | -0.85 | 33.86 | 499 | -8 | 244 |
| 5 Nov | 140.80 | 1.6 | -0.85 | 35.35 | 567 | 7 | 259 |
| 4 Nov | 138.93 | 2.45 | 0.80 | 38.62 | 785 | 208 | 248 |
| 1 Nov | 144.99 | 1.65 | -0.15 | 42.26 | 8 | -2 | 40 |
| 31 Oct | 142.62 | 1.8 | 0.10 | - | 135 | 16 | 43 |
| 30 Oct | 143.40 | 1.7 | 0.05 | - | 25 | 13 | 27 |
| 29 Oct | 144.12 | 1.65 | 1.15 | - | 20 | 14 | 14 |
| 28 Oct | 147.02 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 146.31 | 0.5 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 132.5 expiring on 28NOV2024
Delta for 132.5 PE is -0.34
Historical price for 132.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 28.42, the open interest changed by 36 which increased total open position to 408
On 13 Nov IOC was trading at 135.99. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 30.08, the open interest changed by 33 which increased total open position to 379
On 12 Nov IOC was trading at 138.79. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 30.31, the open interest changed by 15 which increased total open position to 347
On 11 Nov IOC was trading at 139.43. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 30.75, the open interest changed by 37 which increased total open position to 332
On 8 Nov IOC was trading at 140.34. The strike last trading price was 1.1, which was 0.40 higher than the previous day. The implied volatity was 31.48, the open interest changed by 27 which increased total open position to 304
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 33.08, the open interest changed by 36 which increased total open position to 280
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 33.86, the open interest changed by -8 which decreased total open position to 244
On 5 Nov IOC was trading at 140.80. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 35.35, the open interest changed by 7 which increased total open position to 259
On 4 Nov IOC was trading at 138.93. The strike last trading price was 2.45, which was 0.80 higher than the previous day. The implied volatity was 38.62, the open interest changed by 208 which increased total open position to 248
On 1 Nov IOC was trading at 144.99. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 42.26, the open interest changed by -2 which decreased total open position to 40
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.8, 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 1.7, 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 1.65, which was 1.15 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 0.5, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
