IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.11
Theta: -0.11
Gamma: 0.06
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| 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 | |||
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| 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
|
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| 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
