IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.09
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 1.15 | -0.50 | 26.97 | 3,856 | 170 | 1,946 | |||
| 13 Nov | 135.99 | 1.65 | -1.10 | 26.02 | 6,139 | 283 | 1,769 | |||
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| 12 Nov | 138.79 | 2.75 | -0.65 | 26.54 | 3,098 | -56 | 1,521 | |||
| 11 Nov | 139.43 | 3.4 | -0.75 | 27.78 | 3,941 | 460 | 1,577 | |||
| 8 Nov | 140.34 | 4.15 | -2.75 | 27.53 | 1,066 | 111 | 1,115 | |||
| 7 Nov | 144.15 | 6.9 | -0.45 | 29.06 | 467 | -18 | 1,007 | |||
| 6 Nov | 144.61 | 7.35 | 2.15 | 29.25 | 1,646 | -361 | 1,035 | |||
| 5 Nov | 140.80 | 5.2 | 0.40 | 31.37 | 3,466 | 65 | 1,398 | |||
| 4 Nov | 138.93 | 4.8 | -2.85 | 34.08 | 4,345 | 928 | 1,349 | |||
| 1 Nov | 144.99 | 7.65 | 0.10 | 22.48 | 91 | 22 | 418 | |||
| 31 Oct | 142.62 | 7.55 | -0.60 | - | 431 | 54 | 390 | |||
| 30 Oct | 143.40 | 8.15 | -0.15 | - | 281 | 16 | 335 | |||
| 29 Oct | 144.12 | 8.3 | -2.05 | - | 1,136 | 209 | 315 | |||
| 28 Oct | 147.02 | 10.35 | -0.55 | - | 163 | 51 | 103 | |||
| 25 Oct | 146.31 | 10.9 | -4.65 | - | 74 | 47 | 52 | |||
| 24 Oct | 153.27 | 15.55 | -0.45 | - | 2 | 1 | 6 | |||
| 23 Oct | 152.94 | 16 | -3.20 | - | 2 | 1 | 5 | |||
| 22 Oct | 155.31 | 19.2 | -2.50 | - | 2 | 0 | 4 | |||
| 21 Oct | 160.12 | 21.7 | -3.50 | - | 2 | 1 | 3 | |||
| 18 Oct | 165.35 | 25.2 | -15.65 | - | 2 | 1 | 1 | |||
| 17 Oct | 164.28 | 40.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 40.85 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 140 expiring on 28NOV2024
Delta for 140 CE is 0.27
Historical price for 140 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 26.97, the open interest changed by 170 which increased total open position to 1946
On 13 Nov IOC was trading at 135.99. The strike last trading price was 1.65, which was -1.10 lower than the previous day. The implied volatity was 26.02, the open interest changed by 283 which increased total open position to 1769
On 12 Nov IOC was trading at 138.79. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 26.54, the open interest changed by -56 which decreased total open position to 1521
On 11 Nov IOC was trading at 139.43. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 27.78, the open interest changed by 460 which increased total open position to 1577
On 8 Nov IOC was trading at 140.34. The strike last trading price was 4.15, which was -2.75 lower than the previous day. The implied volatity was 27.53, the open interest changed by 111 which increased total open position to 1115
On 7 Nov IOC was trading at 144.15. The strike last trading price was 6.9, which was -0.45 lower than the previous day. The implied volatity was 29.06, the open interest changed by -18 which decreased total open position to 1007
On 6 Nov IOC was trading at 144.61. The strike last trading price was 7.35, which was 2.15 higher than the previous day. The implied volatity was 29.25, the open interest changed by -361 which decreased total open position to 1035
On 5 Nov IOC was trading at 140.80. The strike last trading price was 5.2, which was 0.40 higher than the previous day. The implied volatity was 31.37, the open interest changed by 65 which increased total open position to 1398
On 4 Nov IOC was trading at 138.93. The strike last trading price was 4.8, which was -2.85 lower than the previous day. The implied volatity was 34.08, the open interest changed by 928 which increased total open position to 1349
On 1 Nov IOC was trading at 144.99. The strike last trading price was 7.65, which was 0.10 higher than the previous day. The implied volatity was 22.48, the open interest changed by 22 which increased total open position to 418
On 31 Oct IOC was trading at 142.62. The strike last trading price was 7.55, 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 8.15, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 8.3, which was -2.05 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 10.35, which was -0.55 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 10.9, which was -4.65 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 15.55, which was -0.45 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 16, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IOC was trading at 155.31. The strike last trading price was 19.2, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IOC was trading at 160.12. The strike last trading price was 21.7, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IOC was trading at 165.35. The strike last trading price was 25.2, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IOC was trading at 164.28. The strike last trading price was 40.85, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 40.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.09
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 6.1 | 0.95 | 30.72 | 1,228 | -131 | 1,048 |
| 13 Nov | 135.99 | 5.15 | 1.40 | 30.97 | 1,586 | -158 | 1,174 |
| 12 Nov | 138.79 | 3.75 | 0.40 | 29.24 | 2,545 | -107 | 1,347 |
| 11 Nov | 139.43 | 3.35 | 0.10 | 28.45 | 1,728 | 159 | 1,455 |
| 8 Nov | 140.34 | 3.25 | 1.35 | 28.80 | 1,950 | 170 | 1,292 |
| 7 Nov | 144.15 | 1.9 | 0.00 | 28.67 | 1,224 | -78 | 1,134 |
| 6 Nov | 144.61 | 1.9 | -1.95 | 29.18 | 2,031 | 62 | 1,214 |
| 5 Nov | 140.80 | 3.85 | -1.35 | 32.66 | 1,524 | 54 | 1,154 |
| 4 Nov | 138.93 | 5.2 | 1.60 | 36.25 | 3,604 | 300 | 1,103 |
| 1 Nov | 144.99 | 3.6 | -0.20 | 41.17 | 338 | 15 | 797 |
| 31 Oct | 142.62 | 3.8 | 0.15 | - | 1,191 | 54 | 786 |
| 30 Oct | 143.40 | 3.65 | 0.15 | - | 845 | 117 | 735 |
| 29 Oct | 144.12 | 3.5 | -0.80 | - | 2,205 | 250 | 620 |
| 28 Oct | 147.02 | 4.3 | 0.80 | - | 711 | 2 | 370 |
| 25 Oct | 146.31 | 3.5 | 1.90 | - | 620 | 111 | 368 |
| 24 Oct | 153.27 | 1.6 | -0.15 | - | 200 | -24 | 257 |
| 23 Oct | 152.94 | 1.75 | 0.40 | - | 536 | 202 | 282 |
| 22 Oct | 155.31 | 1.35 | 0.50 | - | 166 | -5 | 80 |
| 21 Oct | 160.12 | 0.85 | 0.35 | - | 156 | 76 | 82 |
| 18 Oct | 165.35 | 0.5 | -0.05 | - | 9 | 6 | 7 |
| 17 Oct | 164.28 | 0.55 | -0.10 | - | 2 | 1 | 1 |
| 9 Oct | 164.74 | 0.65 | - | 2 | 1 | 1 | |
For Indian Oil Corp Ltd - strike price 140 expiring on 28NOV2024
Delta for 140 PE is -0.70
Historical price for 140 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 6.1, which was 0.95 higher than the previous day. The implied volatity was 30.72, the open interest changed by -131 which decreased total open position to 1048
On 13 Nov IOC was trading at 135.99. The strike last trading price was 5.15, which was 1.40 higher than the previous day. The implied volatity was 30.97, the open interest changed by -158 which decreased total open position to 1174
On 12 Nov IOC was trading at 138.79. The strike last trading price was 3.75, which was 0.40 higher than the previous day. The implied volatity was 29.24, the open interest changed by -107 which decreased total open position to 1347
On 11 Nov IOC was trading at 139.43. The strike last trading price was 3.35, which was 0.10 higher than the previous day. The implied volatity was 28.45, the open interest changed by 159 which increased total open position to 1455
On 8 Nov IOC was trading at 140.34. The strike last trading price was 3.25, which was 1.35 higher than the previous day. The implied volatity was 28.80, the open interest changed by 170 which increased total open position to 1292
On 7 Nov IOC was trading at 144.15. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by -78 which decreased total open position to 1134
On 6 Nov IOC was trading at 144.61. The strike last trading price was 1.9, which was -1.95 lower than the previous day. The implied volatity was 29.18, the open interest changed by 62 which increased total open position to 1214
On 5 Nov IOC was trading at 140.80. The strike last trading price was 3.85, which was -1.35 lower than the previous day. The implied volatity was 32.66, the open interest changed by 54 which increased total open position to 1154
On 4 Nov IOC was trading at 138.93. The strike last trading price was 5.2, which was 1.60 higher than the previous day. The implied volatity was 36.25, the open interest changed by 300 which increased total open position to 1103
On 1 Nov IOC was trading at 144.99. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 41.17, the open interest changed by 15 which increased total open position to 797
On 31 Oct IOC was trading at 142.62. The strike last trading price was 3.8, 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 3.65, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 3.5, 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 4.3, 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 3.5, 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 1.6, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 1.75, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IOC was trading at 155.31. The strike last trading price was 1.35, 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 21 Oct IOC was trading at 160.12. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IOC was trading at 165.35. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IOC was trading at 164.28. The strike last trading price was 0.55, which was -0.10 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
