IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:02 AM IST
| IOC 26DEC2024 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.07
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 143.19 | 9.25 | 0.00 | 30.19 | 178 | 1 | 344 | |||
| 11 Dec | 143.19 | 9.25 | 0.05 | 30.19 | 178 | 0 | 344 | |||
| 10 Dec | 143.54 | 9.2 | 0.65 | 24.39 | 168 | -38 | 347 | |||
| 9 Dec | 142.33 | 8.55 | 0.05 | 26.63 | 123 | -25 | 385 | |||
| 6 Dec | 141.96 | 8.5 | 1.75 | 25.40 | 495 | -85 | 421 | |||
| 5 Dec | 139.44 | 6.75 | 0.00 | 26.38 | 422 | 15 | 506 | |||
| 4 Dec | 139.86 | 6.75 | 0.00 | 22.73 | 366 | -16 | 502 | |||
| 3 Dec | 139.51 | 6.75 | 0.45 | 25.07 | 309 | 40 | 518 | |||
| 2 Dec | 137.65 | 6.3 | -0.75 | 29.27 | 454 | 102 | 479 | |||
| 29 Nov | 138.63 | 7.05 | -0.05 | 29.08 | 280 | 15 | 378 | |||
| 28 Nov | 137.75 | 7.1 | -0.85 | 30.97 | 362 | 97 | 363 | |||
| 27 Nov | 139.00 | 7.95 | 1.85 | 31.33 | 486 | -4 | 268 | |||
| 26 Nov | 136.96 | 6.1 | -0.25 | 28.95 | 184 | -12 | 272 | |||
| 25 Nov | 136.40 | 6.35 | 2.10 | 30.22 | 463 | 114 | 282 | |||
| 22 Nov | 132.61 | 4.25 | 0.50 | 28.73 | 438 | 142 | 310 | |||
| 21 Nov | 130.71 | 3.75 | -1.05 | 30.52 | 524 | 58 | 169 | |||
| 20 Nov | 133.12 | 4.8 | 0.00 | 30.20 | 95 | 21 | 111 | |||
| 19 Nov | 133.12 | 4.8 | -0.65 | 30.20 | 95 | 21 | 111 | |||
| 18 Nov | 134.14 | 5.45 | -0.65 | 29.55 | 72 | 18 | 90 | |||
| 14 Nov | 134.76 | 6.1 | -1.00 | 29.61 | 76 | 37 | 73 | |||
| 13 Nov | 135.99 | 7.1 | -4.65 | 29.55 | 40 | 33 | 34 | |||
| 12 Nov | 138.79 | 11.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 139.43 | 11.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 8 Nov | 140.34 | 11.75 | -28.30 | 38.75 | 1 | 0 | 0 | |||
| 7 Nov | 144.15 | 40.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 40.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 140.80 | 40.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 40.05 | 40.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 144.99 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.15 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 135 expiring on 26DEC2024
Delta for 135 CE is 0.85
Historical price for 135 CE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 344
On 11 Dec IOC was trading at 143.19. The strike last trading price was 9.25, which was 0.05 higher than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 344
On 10 Dec IOC was trading at 143.54. The strike last trading price was 9.2, which was 0.65 higher than the previous day. The implied volatity was 24.39, the open interest changed by -38 which decreased total open position to 347
On 9 Dec IOC was trading at 142.33. The strike last trading price was 8.55, which was 0.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by -25 which decreased total open position to 385
On 6 Dec IOC was trading at 141.96. The strike last trading price was 8.5, which was 1.75 higher than the previous day. The implied volatity was 25.40, the open interest changed by -85 which decreased total open position to 421
On 5 Dec IOC was trading at 139.44. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 15 which increased total open position to 506
On 4 Dec IOC was trading at 139.86. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by -16 which decreased total open position to 502
On 3 Dec IOC was trading at 139.51. The strike last trading price was 6.75, which was 0.45 higher than the previous day. The implied volatity was 25.07, the open interest changed by 40 which increased total open position to 518
On 2 Dec IOC was trading at 137.65. The strike last trading price was 6.3, which was -0.75 lower than the previous day. The implied volatity was 29.27, the open interest changed by 102 which increased total open position to 479
On 29 Nov IOC was trading at 138.63. The strike last trading price was 7.05, which was -0.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 15 which increased total open position to 378
On 28 Nov IOC was trading at 137.75. The strike last trading price was 7.1, which was -0.85 lower than the previous day. The implied volatity was 30.97, the open interest changed by 97 which increased total open position to 363
On 27 Nov IOC was trading at 139.00. The strike last trading price was 7.95, which was 1.85 higher than the previous day. The implied volatity was 31.33, the open interest changed by -4 which decreased total open position to 268
On 26 Nov IOC was trading at 136.96. The strike last trading price was 6.1, which was -0.25 lower than the previous day. The implied volatity was 28.95, the open interest changed by -12 which decreased total open position to 272
On 25 Nov IOC was trading at 136.40. The strike last trading price was 6.35, which was 2.10 higher than the previous day. The implied volatity was 30.22, the open interest changed by 114 which increased total open position to 282
On 22 Nov IOC was trading at 132.61. The strike last trading price was 4.25, which was 0.50 higher than the previous day. The implied volatity was 28.73, the open interest changed by 142 which increased total open position to 310
On 21 Nov IOC was trading at 130.71. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 30.52, the open interest changed by 58 which increased total open position to 169
On 20 Nov IOC was trading at 133.12. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 30.20, the open interest changed by 21 which increased total open position to 111
On 19 Nov IOC was trading at 133.12. The strike last trading price was 4.8, which was -0.65 lower than the previous day. The implied volatity was 30.20, the open interest changed by 21 which increased total open position to 111
On 18 Nov IOC was trading at 134.14. The strike last trading price was 5.45, which was -0.65 lower than the previous day. The implied volatity was 29.55, the open interest changed by 18 which increased total open position to 90
On 14 Nov IOC was trading at 134.76. The strike last trading price was 6.1, which was -1.00 lower than the previous day. The implied volatity was 29.61, the open interest changed by 37 which increased total open position to 73
On 13 Nov IOC was trading at 135.99. The strike last trading price was 7.1, which was -4.65 lower than the previous day. The implied volatity was 29.55, the open interest changed by 33 which increased total open position to 34
On 12 Nov IOC was trading at 138.79. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov IOC was trading at 140.34. The strike last trading price was 11.75, which was -28.30 lower than the previous day. The implied volatity was 38.75, 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 40.05, 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 40.05, 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 40.05, 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 40.05, which was 40.05 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 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 31 Oct IOC was trading at 142.62. The strike last trading price was 0, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 0, 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 11 Oct IOC was trading at 163.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 26DEC2024 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.06
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 143.19 | 0.6 | 0.00 | 28.72 | 870 | 29 | 961 |
| 11 Dec | 143.19 | 0.6 | -0.15 | 28.72 | 870 | 31 | 961 |
| 10 Dec | 143.54 | 0.75 | -0.20 | 30.63 | 1,164 | -16 | 932 |
| 9 Dec | 142.33 | 0.95 | -0.05 | 30.22 | 1,053 | -96 | 953 |
| 6 Dec | 141.96 | 1 | -0.55 | 28.15 | 2,429 | 71 | 1,050 |
| 5 Dec | 139.44 | 1.55 | -0.05 | 27.52 | 1,175 | 75 | 981 |
| 4 Dec | 139.86 | 1.6 | -0.15 | 28.35 | 1,232 | 77 | 899 |
| 3 Dec | 139.51 | 1.75 | -0.50 | 28.09 | 723 | 37 | 825 |
| 2 Dec | 137.65 | 2.25 | 0.00 | 27.91 | 729 | 108 | 790 |
| 29 Nov | 138.63 | 2.25 | -0.65 | 28.30 | 696 | 136 | 684 |
| 28 Nov | 137.75 | 2.9 | 0.15 | 31.48 | 853 | 89 | 546 |
| 27 Nov | 139.00 | 2.75 | -0.80 | 32.39 | 690 | 165 | 453 |
| 26 Nov | 136.96 | 3.55 | -0.10 | 31.52 | 220 | 36 | 286 |
| 25 Nov | 136.40 | 3.65 | -2.00 | 31.61 | 364 | 159 | 251 |
| 22 Nov | 132.61 | 5.65 | -1.25 | 32.14 | 102 | 51 | 143 |
| 21 Nov | 130.71 | 6.9 | 1.00 | 33.27 | 64 | 4 | 90 |
| 20 Nov | 133.12 | 5.9 | 0.00 | 32.97 | 76 | 20 | 86 |
| 19 Nov | 133.12 | 5.9 | 0.50 | 32.97 | 76 | 20 | 86 |
| 18 Nov | 134.14 | 5.4 | 0.05 | 33.32 | 66 | -10 | 65 |
| 14 Nov | 134.76 | 5.35 | 0.50 | 33.19 | 81 | 2 | 77 |
| 13 Nov | 135.99 | 4.85 | 1.60 | 33.82 | 117 | 69 | 74 |
| 12 Nov | 138.79 | 3.25 | -0.10 | 29.21 | 3 | 2 | 4 |
| 11 Nov | 139.43 | 3.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 140.34 | 3.35 | 0.75 | 31.65 | 3 | 1 | 3 |
| 7 Nov | 144.15 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 144.61 | 2.6 | -1.15 | 33.46 | 1 | 0 | 2 |
| 5 Nov | 140.80 | 3.75 | 2.50 | 33.66 | 3 | 2 | 2 |
| 4 Nov | 138.93 | 1.25 | 0.00 | 3.81 | 0 | 0 | 0 |
| 1 Nov | 144.99 | 1.25 | 0.00 | 7.33 | 0 | 0 | 0 |
| 31 Oct | 142.62 | 1.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 143.40 | 1.25 | 1.25 | - | 0 | 0 | 0 |
| 11 Oct | 163.15 | 0 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 135 expiring on 26DEC2024
Delta for 135 PE is -0.14
Historical price for 135 PE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 28.72, the open interest changed by 29 which increased total open position to 961
On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 28.72, the open interest changed by 31 which increased total open position to 961
On 10 Dec IOC was trading at 143.54. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 30.63, the open interest changed by -16 which decreased total open position to 932
On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by -96 which decreased total open position to 953
On 6 Dec IOC was trading at 141.96. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 28.15, the open interest changed by 71 which increased total open position to 1050
On 5 Dec IOC was trading at 139.44. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 27.52, the open interest changed by 75 which increased total open position to 981
On 4 Dec IOC was trading at 139.86. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 28.35, the open interest changed by 77 which increased total open position to 899
On 3 Dec IOC was trading at 139.51. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 28.09, the open interest changed by 37 which increased total open position to 825
On 2 Dec IOC was trading at 137.65. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 27.91, the open interest changed by 108 which increased total open position to 790
On 29 Nov IOC was trading at 138.63. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 28.30, the open interest changed by 136 which increased total open position to 684
On 28 Nov IOC was trading at 137.75. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 31.48, the open interest changed by 89 which increased total open position to 546
On 27 Nov IOC was trading at 139.00. The strike last trading price was 2.75, which was -0.80 lower than the previous day. The implied volatity was 32.39, the open interest changed by 165 which increased total open position to 453
On 26 Nov IOC was trading at 136.96. The strike last trading price was 3.55, which was -0.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by 36 which increased total open position to 286
On 25 Nov IOC was trading at 136.40. The strike last trading price was 3.65, which was -2.00 lower than the previous day. The implied volatity was 31.61, the open interest changed by 159 which increased total open position to 251
On 22 Nov IOC was trading at 132.61. The strike last trading price was 5.65, which was -1.25 lower than the previous day. The implied volatity was 32.14, the open interest changed by 51 which increased total open position to 143
On 21 Nov IOC was trading at 130.71. The strike last trading price was 6.9, which was 1.00 higher than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 90
On 20 Nov IOC was trading at 133.12. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 20 which increased total open position to 86
On 19 Nov IOC was trading at 133.12. The strike last trading price was 5.9, which was 0.50 higher than the previous day. The implied volatity was 32.97, the open interest changed by 20 which increased total open position to 86
On 18 Nov IOC was trading at 134.14. The strike last trading price was 5.4, which was 0.05 higher than the previous day. The implied volatity was 33.32, the open interest changed by -10 which decreased total open position to 65
On 14 Nov IOC was trading at 134.76. The strike last trading price was 5.35, which was 0.50 higher than the previous day. The implied volatity was 33.19, the open interest changed by 2 which increased total open position to 77
On 13 Nov IOC was trading at 135.99. The strike last trading price was 4.85, which was 1.60 higher than the previous day. The implied volatity was 33.82, the open interest changed by 69 which increased total open position to 74
On 12 Nov IOC was trading at 138.79. The strike last trading price was 3.25, which was -0.10 lower than the previous day. The implied volatity was 29.21, the open interest changed by 2 which increased total open position to 4
On 11 Nov IOC was trading at 139.43. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 3.35, which was 0.75 higher than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 3
On 7 Nov IOC was trading at 144.15. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2.6, which was -1.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 2
On 5 Nov IOC was trading at 140.80. The strike last trading price was 3.75, which was 2.50 higher than the previous day. The implied volatity was 33.66, the open interest changed by 2 which increased total open position to 2
On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 1.25, which was 0.00 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.25, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 1.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IOC was trading at 163.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
