IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 137.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.10
Theta: -0.11
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 1.8 | -0.75 | 25.73 | 3,217 | 84 | 535 | |||
| 13 Nov | 135.99 | 2.55 | -1.55 | 25.25 | 3,110 | 139 | 440 | |||
| 12 Nov | 138.79 | 4.1 | -0.75 | 27.09 | 383 | 3 | 311 | |||
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| 11 Nov | 139.43 | 4.85 | -0.85 | 28.42 | 538 | 82 | 308 | |||
| 8 Nov | 140.34 | 5.7 | -3.15 | 28.25 | 133 | -9 | 225 | |||
| 7 Nov | 144.15 | 8.85 | -0.40 | 30.54 | 47 | -9 | 235 | |||
| 6 Nov | 144.61 | 9.25 | 2.45 | 30.02 | 203 | -30 | 243 | |||
| 5 Nov | 140.80 | 6.8 | 0.65 | 32.51 | 533 | 16 | 275 | |||
| 4 Nov | 138.93 | 6.15 | -3.05 | 34.50 | 820 | 231 | 259 | |||
| 1 Nov | 144.99 | 9.2 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 31 Oct | 142.62 | 9.2 | -0.70 | - | 30 | 8 | 28 | |||
| 30 Oct | 143.40 | 9.9 | -0.25 | - | 1 | 0 | 20 | |||
| 29 Oct | 144.12 | 10.15 | -3.95 | - | 22 | 17 | 19 | |||
| 28 Oct | 147.02 | 14.1 | -22.30 | - | 2 | 0 | 0 | |||
| 25 Oct | 146.31 | 36.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 153.27 | 36.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 152.94 | 36.4 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 137.5 expiring on 28NOV2024
Delta for 137.5 CE is 0.39
Historical price for 137.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 25.73, the open interest changed by 84 which increased total open position to 535
On 13 Nov IOC was trading at 135.99. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 25.25, the open interest changed by 139 which increased total open position to 440
On 12 Nov IOC was trading at 138.79. The strike last trading price was 4.1, which was -0.75 lower than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 311
On 11 Nov IOC was trading at 139.43. The strike last trading price was 4.85, which was -0.85 lower than the previous day. The implied volatity was 28.42, the open interest changed by 82 which increased total open position to 308
On 8 Nov IOC was trading at 140.34. The strike last trading price was 5.7, which was -3.15 lower than the previous day. The implied volatity was 28.25, the open interest changed by -9 which decreased total open position to 225
On 7 Nov IOC was trading at 144.15. The strike last trading price was 8.85, which was -0.40 lower than the previous day. The implied volatity was 30.54, the open interest changed by -9 which decreased total open position to 235
On 6 Nov IOC was trading at 144.61. The strike last trading price was 9.25, which was 2.45 higher than the previous day. The implied volatity was 30.02, the open interest changed by -30 which decreased total open position to 243
On 5 Nov IOC was trading at 140.80. The strike last trading price was 6.8, which was 0.65 higher than the previous day. The implied volatity was 32.51, the open interest changed by 16 which increased total open position to 275
On 4 Nov IOC was trading at 138.93. The strike last trading price was 6.15, which was -3.05 lower than the previous day. The implied volatity was 34.50, the open interest changed by 231 which increased total open position to 259
On 1 Nov IOC was trading at 144.99. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 9.2, which was -0.70 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 9.9, which was -0.25 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 10.15, which was -3.95 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 14.1, which was -22.30 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 36.4, 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 36.4, 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 36.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.10
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 4.25 | 0.70 | 28.94 | 929 | -53 | 471 |
| 13 Nov | 135.99 | 3.55 | 1.10 | 29.82 | 2,337 | -313 | 510 |
| 12 Nov | 138.79 | 2.45 | 0.15 | 28.44 | 1,400 | 324 | 848 |
| 11 Nov | 139.43 | 2.3 | 0.05 | 29.03 | 1,031 | 100 | 523 |
| 8 Nov | 140.34 | 2.25 | 0.90 | 29.09 | 586 | 14 | 423 |
| 7 Nov | 144.15 | 1.35 | -0.05 | 29.94 | 936 | -24 | 409 |
| 6 Nov | 144.61 | 1.4 | -1.50 | 30.76 | 1,164 | -88 | 433 |
| 5 Nov | 140.80 | 2.9 | -1.25 | 33.38 | 1,009 | 148 | 525 |
| 4 Nov | 138.93 | 4.15 | 1.40 | 37.33 | 1,738 | 221 | 376 |
| 1 Nov | 144.99 | 2.75 | -0.25 | 40.97 | 51 | 20 | 154 |
| 31 Oct | 142.62 | 3 | 0.25 | - | 191 | 63 | 133 |
| 30 Oct | 143.40 | 2.75 | 0.05 | - | 44 | 2 | 71 |
| 29 Oct | 144.12 | 2.7 | -0.85 | - | 194 | 61 | 69 |
| 28 Oct | 147.02 | 3.55 | 0.80 | - | 19 | 7 | 7 |
| 25 Oct | 146.31 | 2.75 | 1.90 | - | 1 | 0 | 0 |
| 24 Oct | 153.27 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 152.94 | 0.85 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 137.5 expiring on 28NOV2024
Delta for 137.5 PE is -0.60
Historical price for 137.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 4.25, which was 0.70 higher than the previous day. The implied volatity was 28.94, the open interest changed by -53 which decreased total open position to 471
On 13 Nov IOC was trading at 135.99. The strike last trading price was 3.55, which was 1.10 higher than the previous day. The implied volatity was 29.82, the open interest changed by -313 which decreased total open position to 510
On 12 Nov IOC was trading at 138.79. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 28.44, the open interest changed by 324 which increased total open position to 848
On 11 Nov IOC was trading at 139.43. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 29.03, the open interest changed by 100 which increased total open position to 523
On 8 Nov IOC was trading at 140.34. The strike last trading price was 2.25, which was 0.90 higher than the previous day. The implied volatity was 29.09, the open interest changed by 14 which increased total open position to 423
On 7 Nov IOC was trading at 144.15. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by -24 which decreased total open position to 409
On 6 Nov IOC was trading at 144.61. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 30.76, the open interest changed by -88 which decreased total open position to 433
On 5 Nov IOC was trading at 140.80. The strike last trading price was 2.9, which was -1.25 lower than the previous day. The implied volatity was 33.38, the open interest changed by 148 which increased total open position to 525
On 4 Nov IOC was trading at 138.93. The strike last trading price was 4.15, which was 1.40 higher than the previous day. The implied volatity was 37.33, the open interest changed by 221 which increased total open position to 376
On 1 Nov IOC was trading at 144.99. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 40.97, the open interest changed by 20 which increased total open position to 154
On 31 Oct IOC was trading at 142.62. The strike last trading price was 3, which was 0.25 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 2.75, 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 2.7, which was -0.85 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 3.55, which was 0.80 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 2.75, which was 1.90 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 0.85, 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 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
