IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:22 AM IST
| IOC 26DEC2024 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.10
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 142.27 | 4.45 | -0.70 | 25.34 | 86 | 25 | 1,711 | |||
| 11 Dec | 143.19 | 5.15 | -0.05 | 26.57 | 602 | 60 | 1,691 | |||
| 10 Dec | 143.54 | 5.2 | 0.45 | 24.27 | 1,630 | -158 | 1,637 | |||
| 9 Dec | 142.33 | 4.75 | -0.05 | 25.45 | 1,332 | 0 | 1,800 | |||
| 6 Dec | 141.96 | 4.8 | 1.25 | 24.61 | 5,506 | -557 | 1,802 | |||
| 5 Dec | 139.44 | 3.55 | -0.20 | 25.28 | 3,602 | 279 | 2,360 | |||
| 4 Dec | 139.86 | 3.75 | 0.10 | 24.48 | 3,680 | -34 | 2,080 | |||
| 3 Dec | 139.51 | 3.65 | 0.20 | 24.78 | 2,615 | 120 | 2,112 | |||
| 2 Dec | 137.65 | 3.45 | -0.55 | 28.04 | 2,463 | 412 | 1,999 | |||
| 29 Nov | 138.63 | 4 | -0.25 | 27.44 | 2,480 | 269 | 1,590 | |||
| 28 Nov | 137.75 | 4.25 | -0.60 | 29.96 | 3,156 | 398 | 1,322 | |||
| 27 Nov | 139.00 | 4.85 | 1.15 | 29.76 | 2,283 | 284 | 952 | |||
| 26 Nov | 136.96 | 3.7 | -0.15 | 29.45 | 575 | 50 | 673 | |||
| 25 Nov | 136.40 | 3.85 | 1.40 | 30.00 | 1,333 | 282 | 621 | |||
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| 22 Nov | 132.61 | 2.45 | 0.30 | 29.07 | 506 | 139 | 478 | |||
| 21 Nov | 130.71 | 2.15 | -0.70 | 30.58 | 459 | 118 | 349 | |||
| 20 Nov | 133.12 | 2.85 | 0.00 | 29.97 | 380 | 53 | 226 | |||
| 19 Nov | 133.12 | 2.85 | -0.50 | 29.97 | 380 | 48 | 226 | |||
| 18 Nov | 134.14 | 3.35 | -0.40 | 29.63 | 132 | 20 | 177 | |||
| 14 Nov | 134.76 | 3.75 | -0.90 | 28.88 | 189 | 32 | 156 | |||
| 13 Nov | 135.99 | 4.65 | -1.20 | 29.55 | 128 | 51 | 123 | |||
| 12 Nov | 138.79 | 5.85 | -0.35 | 29.51 | 78 | 16 | 72 | |||
| 11 Nov | 139.43 | 6.2 | -1.05 | 28.70 | 62 | 25 | 55 | |||
| 8 Nov | 140.34 | 7.25 | -3.15 | 30.43 | 20 | 9 | 30 | |||
| 7 Nov | 144.15 | 10.4 | 0.20 | 33.87 | 13 | 1 | 21 | |||
| 6 Nov | 144.61 | 10.2 | 2.05 | 30.84 | 3 | 2 | 19 | |||
| 5 Nov | 140.80 | 8.15 | 0.70 | 32.63 | 15 | 4 | 17 | |||
| 4 Nov | 138.93 | 7.45 | -28.35 | 33.37 | 17 | 10 | 10 | |||
| 1 Nov | 144.99 | 35.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 142.62 | 35.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 35.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 144.12 | 35.8 | 35.80 | - | 0 | 0 | 0 | |||
| 28 Oct | 147.02 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 146.31 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 153.27 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 140 expiring on 26DEC2024
Delta for 140 CE is 0.66
Historical price for 140 CE is as follows
On 12 Dec IOC was trading at 142.27. The strike last trading price was 4.45, which was -0.70 lower than the previous day. The implied volatity was 25.34, the open interest changed by 25 which increased total open position to 1711
On 11 Dec IOC was trading at 143.19. The strike last trading price was 5.15, which was -0.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 60 which increased total open position to 1691
On 10 Dec IOC was trading at 143.54. The strike last trading price was 5.2, which was 0.45 higher than the previous day. The implied volatity was 24.27, the open interest changed by -158 which decreased total open position to 1637
On 9 Dec IOC was trading at 142.33. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 1800
On 6 Dec IOC was trading at 141.96. The strike last trading price was 4.8, which was 1.25 higher than the previous day. The implied volatity was 24.61, the open interest changed by -557 which decreased total open position to 1802
On 5 Dec IOC was trading at 139.44. The strike last trading price was 3.55, which was -0.20 lower than the previous day. The implied volatity was 25.28, the open interest changed by 279 which increased total open position to 2360
On 4 Dec IOC was trading at 139.86. The strike last trading price was 3.75, which was 0.10 higher than the previous day. The implied volatity was 24.48, the open interest changed by -34 which decreased total open position to 2080
On 3 Dec IOC was trading at 139.51. The strike last trading price was 3.65, which was 0.20 higher than the previous day. The implied volatity was 24.78, the open interest changed by 120 which increased total open position to 2112
On 2 Dec IOC was trading at 137.65. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 28.04, the open interest changed by 412 which increased total open position to 1999
On 29 Nov IOC was trading at 138.63. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 27.44, the open interest changed by 269 which increased total open position to 1590
On 28 Nov IOC was trading at 137.75. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 29.96, the open interest changed by 398 which increased total open position to 1322
On 27 Nov IOC was trading at 139.00. The strike last trading price was 4.85, which was 1.15 higher than the previous day. The implied volatity was 29.76, the open interest changed by 284 which increased total open position to 952
On 26 Nov IOC was trading at 136.96. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 50 which increased total open position to 673
On 25 Nov IOC was trading at 136.40. The strike last trading price was 3.85, which was 1.40 higher than the previous day. The implied volatity was 30.00, the open interest changed by 282 which increased total open position to 621
On 22 Nov IOC was trading at 132.61. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 29.07, the open interest changed by 139 which increased total open position to 478
On 21 Nov IOC was trading at 130.71. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was 30.58, the open interest changed by 118 which increased total open position to 349
On 20 Nov IOC was trading at 133.12. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 29.97, the open interest changed by 53 which increased total open position to 226
On 19 Nov IOC was trading at 133.12. The strike last trading price was 2.85, which was -0.50 lower than the previous day. The implied volatity was 29.97, the open interest changed by 48 which increased total open position to 226
On 18 Nov IOC was trading at 134.14. The strike last trading price was 3.35, which was -0.40 lower than the previous day. The implied volatity was 29.63, the open interest changed by 20 which increased total open position to 177
On 14 Nov IOC was trading at 134.76. The strike last trading price was 3.75, which was -0.90 lower than the previous day. The implied volatity was 28.88, the open interest changed by 32 which increased total open position to 156
On 13 Nov IOC was trading at 135.99. The strike last trading price was 4.65, which was -1.20 lower than the previous day. The implied volatity was 29.55, the open interest changed by 51 which increased total open position to 123
On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 29.51, the open interest changed by 16 which increased total open position to 72
On 11 Nov IOC was trading at 139.43. The strike last trading price was 6.2, which was -1.05 lower than the previous day. The implied volatity was 28.70, the open interest changed by 25 which increased total open position to 55
On 8 Nov IOC was trading at 140.34. The strike last trading price was 7.25, which was -3.15 lower than the previous day. The implied volatity was 30.43, the open interest changed by 9 which increased total open position to 30
On 7 Nov IOC was trading at 144.15. The strike last trading price was 10.4, which was 0.20 higher than the previous day. The implied volatity was 33.87, the open interest changed by 1 which increased total open position to 21
On 6 Nov IOC was trading at 144.61. The strike last trading price was 10.2, which was 2.05 higher than the previous day. The implied volatity was 30.84, the open interest changed by 2 which increased total open position to 19
On 5 Nov IOC was trading at 140.80. The strike last trading price was 8.15, which was 0.70 higher than the previous day. The implied volatity was 32.63, the open interest changed by 4 which increased total open position to 17
On 4 Nov IOC was trading at 138.93. The strike last trading price was 7.45, which was -28.35 lower than the previous day. The implied volatity was 33.37, the open interest changed by 10 which increased total open position to 10
On 1 Nov IOC was trading at 144.99. The strike last trading price was 35.8, 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 35.8, 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 35.8, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 35.8, which was 35.80 higher 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 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 25 Oct IOC was trading at 146.31. 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 24 Oct IOC was trading at 153.27. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IOC was trading at 164.74. 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 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.10
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 142.27 | 1.7 | 0.25 | 26.08 | 129 | 7 | 1,466 |
| 11 Dec | 143.19 | 1.45 | -0.25 | 25.33 | 1,493 | -40 | 1,464 |
| 10 Dec | 143.54 | 1.7 | -0.40 | 27.75 | 2,122 | -34 | 1,511 |
| 9 Dec | 142.33 | 2.1 | -0.15 | 27.66 | 1,732 | 58 | 1,543 |
| 6 Dec | 141.96 | 2.25 | -1.05 | 26.34 | 3,681 | -8 | 1,490 |
| 5 Dec | 139.44 | 3.3 | -0.15 | 26.05 | 970 | 71 | 1,497 |
| 4 Dec | 139.86 | 3.45 | -0.10 | 28.01 | 1,526 | 14 | 1,428 |
| 3 Dec | 139.51 | 3.55 | -0.85 | 26.79 | 769 | 105 | 1,411 |
| 2 Dec | 137.65 | 4.4 | 0.10 | 27.03 | 848 | 201 | 1,314 |
| 29 Nov | 138.63 | 4.3 | -0.70 | 27.65 | 628 | 185 | 1,118 |
| 28 Nov | 137.75 | 5 | 0.40 | 30.35 | 1,366 | 479 | 932 |
| 27 Nov | 139.00 | 4.6 | -1.50 | 30.64 | 457 | 200 | 451 |
| 26 Nov | 136.96 | 6.1 | -0.05 | 31.88 | 148 | 3 | 249 |
| 25 Nov | 136.40 | 6.15 | -2.50 | 31.61 | 225 | 108 | 246 |
| 22 Nov | 132.61 | 8.65 | -1.75 | 31.75 | 52 | 18 | 156 |
| 21 Nov | 130.71 | 10.4 | 1.40 | 34.71 | 21 | 9 | 138 |
| 20 Nov | 133.12 | 9 | 0.00 | 33.58 | 38 | 16 | 129 |
| 19 Nov | 133.12 | 9 | 0.65 | 33.58 | 38 | 16 | 129 |
| 18 Nov | 134.14 | 8.35 | 0.35 | 34.11 | 15 | 0 | 111 |
| 14 Nov | 134.76 | 8 | 0.50 | 32.80 | 9 | 1 | 110 |
| 13 Nov | 135.99 | 7.5 | 1.80 | 34.55 | 69 | 8 | 109 |
| 12 Nov | 138.79 | 5.7 | 0.40 | 30.70 | 31 | 11 | 101 |
| 11 Nov | 139.43 | 5.3 | 0.15 | 30.23 | 76 | 17 | 90 |
| 8 Nov | 140.34 | 5.15 | 1.30 | 30.58 | 45 | 18 | 73 |
| 7 Nov | 144.15 | 3.85 | 0.05 | 31.12 | 41 | 10 | 56 |
| 6 Nov | 144.61 | 3.8 | -1.90 | 31.39 | 43 | -1 | 46 |
| 5 Nov | 140.80 | 5.7 | -1.00 | 33.32 | 23 | 10 | 47 |
| 4 Nov | 138.93 | 6.7 | 1.45 | 34.43 | 50 | 18 | 37 |
| 1 Nov | 144.99 | 5.25 | -0.35 | 38.87 | 7 | -1 | 19 |
| 31 Oct | 142.62 | 5.6 | 0.50 | - | 12 | 3 | 20 |
| 30 Oct | 143.40 | 5.1 | -0.25 | - | 15 | 10 | 18 |
| 29 Oct | 144.12 | 5.35 | -0.15 | - | 8 | 5 | 9 |
| 28 Oct | 147.02 | 5.5 | 0.00 | - | 2 | 0 | 2 |
| 25 Oct | 146.31 | 5.5 | 3.30 | - | 1 | 0 | 2 |
| 24 Oct | 153.27 | 2.2 | 0.30 | - | 1 | 0 | 1 |
| 11 Oct | 163.15 | 1.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 164.74 | 1.9 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 140 expiring on 26DEC2024
Delta for 140 PE is -0.34
Historical price for 140 PE is as follows
On 12 Dec IOC was trading at 142.27. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 7 which increased total open position to 1466
On 11 Dec IOC was trading at 143.19. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 25.33, the open interest changed by -40 which decreased total open position to 1464
On 10 Dec IOC was trading at 143.54. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 27.75, the open interest changed by -34 which decreased total open position to 1511
On 9 Dec IOC was trading at 142.33. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 27.66, the open interest changed by 58 which increased total open position to 1543
On 6 Dec IOC was trading at 141.96. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by -8 which decreased total open position to 1490
On 5 Dec IOC was trading at 139.44. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 71 which increased total open position to 1497
On 4 Dec IOC was trading at 139.86. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 28.01, the open interest changed by 14 which increased total open position to 1428
On 3 Dec IOC was trading at 139.51. The strike last trading price was 3.55, which was -0.85 lower than the previous day. The implied volatity was 26.79, the open interest changed by 105 which increased total open position to 1411
On 2 Dec IOC was trading at 137.65. The strike last trading price was 4.4, which was 0.10 higher than the previous day. The implied volatity was 27.03, the open interest changed by 201 which increased total open position to 1314
On 29 Nov IOC was trading at 138.63. The strike last trading price was 4.3, which was -0.70 lower than the previous day. The implied volatity was 27.65, the open interest changed by 185 which increased total open position to 1118
On 28 Nov IOC was trading at 137.75. The strike last trading price was 5, which was 0.40 higher than the previous day. The implied volatity was 30.35, the open interest changed by 479 which increased total open position to 932
On 27 Nov IOC was trading at 139.00. The strike last trading price was 4.6, which was -1.50 lower than the previous day. The implied volatity was 30.64, the open interest changed by 200 which increased total open position to 451
On 26 Nov IOC was trading at 136.96. The strike last trading price was 6.1, which was -0.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 3 which increased total open position to 249
On 25 Nov IOC was trading at 136.40. The strike last trading price was 6.15, which was -2.50 lower than the previous day. The implied volatity was 31.61, the open interest changed by 108 which increased total open position to 246
On 22 Nov IOC was trading at 132.61. The strike last trading price was 8.65, which was -1.75 lower than the previous day. The implied volatity was 31.75, the open interest changed by 18 which increased total open position to 156
On 21 Nov IOC was trading at 130.71. The strike last trading price was 10.4, which was 1.40 higher than the previous day. The implied volatity was 34.71, the open interest changed by 9 which increased total open position to 138
On 20 Nov IOC was trading at 133.12. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 33.58, the open interest changed by 16 which increased total open position to 129
On 19 Nov IOC was trading at 133.12. The strike last trading price was 9, which was 0.65 higher than the previous day. The implied volatity was 33.58, the open interest changed by 16 which increased total open position to 129
On 18 Nov IOC was trading at 134.14. The strike last trading price was 8.35, which was 0.35 higher than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 111
On 14 Nov IOC was trading at 134.76. The strike last trading price was 8, which was 0.50 higher than the previous day. The implied volatity was 32.80, the open interest changed by 1 which increased total open position to 110
On 13 Nov IOC was trading at 135.99. The strike last trading price was 7.5, which was 1.80 higher than the previous day. The implied volatity was 34.55, the open interest changed by 8 which increased total open position to 109
On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.7, which was 0.40 higher than the previous day. The implied volatity was 30.70, the open interest changed by 11 which increased total open position to 101
On 11 Nov IOC was trading at 139.43. The strike last trading price was 5.3, which was 0.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by 17 which increased total open position to 90
On 8 Nov IOC was trading at 140.34. The strike last trading price was 5.15, which was 1.30 higher than the previous day. The implied volatity was 30.58, the open interest changed by 18 which increased total open position to 73
On 7 Nov IOC was trading at 144.15. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by 10 which increased total open position to 56
On 6 Nov IOC was trading at 144.61. The strike last trading price was 3.8, which was -1.90 lower than the previous day. The implied volatity was 31.39, the open interest changed by -1 which decreased total open position to 46
On 5 Nov IOC was trading at 140.80. The strike last trading price was 5.7, which was -1.00 lower than the previous day. The implied volatity was 33.32, the open interest changed by 10 which increased total open position to 47
On 4 Nov IOC was trading at 138.93. The strike last trading price was 6.7, which was 1.45 higher than the previous day. The implied volatity was 34.43, the open interest changed by 18 which increased total open position to 37
On 1 Nov IOC was trading at 144.99. The strike last trading price was 5.25, which was -0.35 lower than the previous day. The implied volatity was 38.87, the open interest changed by -1 which decreased total open position to 19
On 31 Oct IOC was trading at 142.62. The strike last trading price was 5.6, which was 0.50 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 5.1, 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 5.35, which was -0.15 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 5.5, 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 5.5, which was 3.30 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 2.2, which was 0.30 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 1.9, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
