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[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd

134.76 -1.23 (-0.90%)

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Historical option data for IOC

14 Nov 2024 04:12 PM IST
IOC 28NOV2024 135 CE
Delta: 0.53
Vega: 0.11
Theta: -0.11
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 2.8 -1.05 24.83 3,585 360 654
13 Nov 135.99 3.85 -1.90 25.00 869 143 296
12 Nov 138.79 5.75 -0.85 27.63 190 -3 159
11 Nov 139.43 6.6 -1.05 29.39 428 -7 163
8 Nov 140.34 7.65 -3.35 30.53 53 -1 171
7 Nov 144.15 11 -0.35 32.69 20 -3 172
6 Nov 144.61 11.35 2.90 31.29 121 -37 176
5 Nov 140.80 8.45 0.70 32.50 365 -4 214
4 Nov 138.93 7.75 -3.60 35.34 521 155 217
1 Nov 144.99 11.35 0.30 - 1 0 62
31 Oct 142.62 11.05 -0.60 - 49 10 63
30 Oct 143.40 11.65 -0.30 - 30 9 52
29 Oct 144.12 11.95 -33.30 - 94 42 42
28 Oct 147.02 45.25 0.00 - 0 0 0
25 Oct 146.31 45.25 0.00 - 0 0 0
24 Oct 153.27 45.25 0.00 - 0 0 0
23 Oct 152.94 45.25 - 0 0 0


For Indian Oil Corp Ltd - strike price 135 expiring on 28NOV2024

Delta for 135 CE is 0.53

Historical price for 135 CE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 24.83, the open interest changed by 360 which increased total open position to 654


On 13 Nov IOC was trading at 135.99. The strike last trading price was 3.85, which was -1.90 lower than the previous day. The implied volatity was 25.00, the open interest changed by 143 which increased total open position to 296


On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 27.63, the open interest changed by -3 which decreased total open position to 159


On 11 Nov IOC was trading at 139.43. The strike last trading price was 6.6, which was -1.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by -7 which decreased total open position to 163


On 8 Nov IOC was trading at 140.34. The strike last trading price was 7.65, which was -3.35 lower than the previous day. The implied volatity was 30.53, the open interest changed by -1 which decreased total open position to 171


On 7 Nov IOC was trading at 144.15. The strike last trading price was 11, which was -0.35 lower than the previous day. The implied volatity was 32.69, the open interest changed by -3 which decreased total open position to 172


On 6 Nov IOC was trading at 144.61. The strike last trading price was 11.35, which was 2.90 higher than the previous day. The implied volatity was 31.29, the open interest changed by -37 which decreased total open position to 176


On 5 Nov IOC was trading at 140.80. The strike last trading price was 8.45, which was 0.70 higher than the previous day. The implied volatity was 32.50, the open interest changed by -4 which decreased total open position to 214


On 4 Nov IOC was trading at 138.93. The strike last trading price was 7.75, which was -3.60 lower than the previous day. The implied volatity was 35.34, the open interest changed by 155 which increased total open position to 217


On 1 Nov IOC was trading at 144.99. The strike last trading price was 11.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 31 Oct IOC was trading at 142.62. The strike last trading price was 11.05, which was -0.60 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 11.65, which was -0.30 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 11.95, 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 45.25, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 45.25, 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 24 Oct IOC was trading at 153.27. The strike last trading price was 45.25, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 135 PE
Delta: -0.47
Vega: 0.11
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 2.85 0.50 28.80 4,049 53 824
13 Nov 135.99 2.35 0.65 29.68 4,311 -23 754
12 Nov 138.79 1.7 0.15 30.05 1,392 -15 781
11 Nov 139.43 1.55 -0.05 29.97 1,452 84 796
8 Nov 140.34 1.6 0.65 30.41 998 6 714
7 Nov 144.15 0.95 -0.05 31.24 1,113 18 715
6 Nov 144.61 1 -1.20 32.01 1,351 -36 698
5 Nov 140.80 2.2 -0.95 34.61 1,674 -100 735
4 Nov 138.93 3.15 1.05 37.46 3,094 383 842
1 Nov 144.99 2.1 -0.25 41.23 89 15 457
31 Oct 142.62 2.35 0.15 - 614 125 439
30 Oct 143.40 2.2 0.10 - 325 34 314
29 Oct 144.12 2.1 -0.80 - 808 78 277
28 Oct 147.02 2.9 0.65 - 293 68 197
25 Oct 146.31 2.25 1.30 - 213 77 129
24 Oct 153.27 0.95 -0.20 - 52 9 52
23 Oct 152.94 1.15 - 65 33 33


For Indian Oil Corp Ltd - strike price 135 expiring on 28NOV2024

Delta for 135 PE is -0.47

Historical price for 135 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 2.85, which was 0.50 higher than the previous day. The implied volatity was 28.80, the open interest changed by 53 which increased total open position to 824


On 13 Nov IOC was trading at 135.99. The strike last trading price was 2.35, which was 0.65 higher than the previous day. The implied volatity was 29.68, the open interest changed by -23 which decreased total open position to 754


On 12 Nov IOC was trading at 138.79. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 30.05, the open interest changed by -15 which decreased total open position to 781


On 11 Nov IOC was trading at 139.43. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by 84 which increased total open position to 796


On 8 Nov IOC was trading at 140.34. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 30.41, the open interest changed by 6 which increased total open position to 714


On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 31.24, the open interest changed by 18 which increased total open position to 715


On 6 Nov IOC was trading at 144.61. The strike last trading price was 1, which was -1.20 lower than the previous day. The implied volatity was 32.01, the open interest changed by -36 which decreased total open position to 698


On 5 Nov IOC was trading at 140.80. The strike last trading price was 2.2, which was -0.95 lower than the previous day. The implied volatity was 34.61, the open interest changed by -100 which decreased total open position to 735


On 4 Nov IOC was trading at 138.93. The strike last trading price was 3.15, which was 1.05 higher than the previous day. The implied volatity was 37.46, the open interest changed by 383 which increased total open position to 842


On 1 Nov IOC was trading at 144.99. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 41.23, the open interest changed by 15 which increased total open position to 457


On 31 Oct IOC was trading at 142.62. The strike last trading price was 2.35, which was 0.15 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 2.2, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 2.1, which was -0.80 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 2.9, which was 0.65 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 2.25, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct IOC was trading at 153.27. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct IOC was trading at 152.94. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to