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Related Pages for IOC
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IOC
Indian Oil Corp Ltd
128.09 -2.04 (-1.57%)

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Historical option data for IOC

07 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IOC 24APR2025 132 CE
Delta: 0.41
Vega: 0.11
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
7 Apr 128.09 3.35 0.35 43.55 1,128 -130 349
4 Apr 130.14 3.15 -0.25 29.01 2,113 228 489
3 Apr 131.06 3.5 0.05 27.80 767 67 260
2 Apr 131.31 3.3 -0.35 25.91 660 52 196
1 Apr 131.24 3.7 1.2 27.07 670 47 144
28 Mar 127.70 2.45 -2.55 27.57 296 97 97

For Indian Oil Corp Ltd - strike price 132 expiring on 24APR2025

Delta for 132 CE is 0.41

Historical price for 132 CE is as follows

On 7 Apr IOC was trading at 128.09. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 43.55, the open interest changed by -130 which decreased total open position to 349


On 4 Apr IOC was trading at 130.14. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 29.01, the open interest changed by 228 which increased total open position to 489


On 3 Apr IOC was trading at 131.06. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 27.80, the open interest changed by 67 which increased total open position to 260


On 2 Apr IOC was trading at 131.31. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 25.91, the open interest changed by 52 which increased total open position to 196


On 1 Apr IOC was trading at 131.24. The strike last trading price was 3.7, which was 1.2 higher than the previous day. The implied volatity was 27.07, the open interest changed by 47 which increased total open position to 144


On 28 Mar IOC was trading at 127.70. The strike last trading price was 2.45, which was -2.55 lower than the previous day. The implied volatity was 27.57, the open interest changed by 97 which increased total open position to 97


IOC 24APR2025 132 PE
Delta: -0.58
Vega: 0.11
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
7 Apr 128.09 7.25 2.85 48.23 200 -11 122
4 Apr 130.14 4.2 0.45 30.91 388 10 136
3 Apr 131.06 3.65 -0.1 29.14 245 33 128
2 Apr 131.31 3.8 -0.1 29.36 138 31 95
1 Apr 131.24 3.85 -1.9 30.33 131 24 65
28 Mar 127.70 5.95 0.05 29.25 117 41 41

For Indian Oil Corp Ltd - strike price 132 expiring on 24APR2025

Delta for 132 PE is -0.58

Historical price for 132 PE is as follows

On 7 Apr IOC was trading at 128.09. The strike last trading price was 7.25, which was 2.85 higher than the previous day. The implied volatity was 48.23, the open interest changed by -11 which decreased total open position to 122


On 4 Apr IOC was trading at 130.14. The strike last trading price was 4.2, which was 0.45 higher than the previous day. The implied volatity was 30.91, the open interest changed by 10 which increased total open position to 136


On 3 Apr IOC was trading at 131.06. The strike last trading price was 3.65, which was -0.1 lower than the previous day. The implied volatity was 29.14, the open interest changed by 33 which increased total open position to 128


On 2 Apr IOC was trading at 131.31. The strike last trading price was 3.8, which was -0.1 lower than the previous day. The implied volatity was 29.36, the open interest changed by 31 which increased total open position to 95


On 1 Apr IOC was trading at 131.24. The strike last trading price was 3.85, which was -1.9 lower than the previous day. The implied volatity was 30.33, the open interest changed by 24 which increased total open position to 65


On 28 Mar IOC was trading at 127.70. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 29.25, the open interest changed by 41 which increased total open position to 41