IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:22 AM IST
| IOC 26DEC2024 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.11
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 142.27 | 2.95 | -0.60 | 24.85 | 121 | 58 | 911 | |||
| 11 Dec | 143.19 | 3.55 | -0.05 | 25.84 | 910 | 54 | 867 | |||
| 10 Dec | 143.54 | 3.6 | 0.30 | 24.03 | 2,084 | -14 | 813 | |||
| 9 Dec | 142.33 | 3.3 | -0.10 | 25.27 | 1,534 | 48 | 823 | |||
| 6 Dec | 141.96 | 3.4 | 0.95 | 24.60 | 4,349 | -2 | 778 | |||
| 5 Dec | 139.44 | 2.45 | -0.15 | 25.35 | 1,100 | 86 | 783 | |||
| 4 Dec | 139.86 | 2.6 | 0.05 | 24.54 | 1,722 | 28 | 701 | |||
| 3 Dec | 139.51 | 2.55 | 0.10 | 24.89 | 771 | 147 | 682 | |||
| 2 Dec | 137.65 | 2.45 | -0.50 | 27.88 | 703 | 79 | 539 | |||
| 29 Nov | 138.63 | 2.95 | -0.30 | 27.53 | 673 | 142 | 461 | |||
| 28 Nov | 137.75 | 3.25 | -0.45 | 30.20 | 772 | 181 | 319 | |||
| 27 Nov | 139.00 | 3.7 | 1.05 | 29.62 | 200 | 61 | 137 | |||
| 26 Nov | 136.96 | 2.65 | -0.05 | 28.63 | 61 | 31 | 75 | |||
| 25 Nov | 136.40 | 2.7 | 0.95 | 28.56 | 79 | 12 | 44 | |||
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| 22 Nov | 132.61 | 1.75 | 0.25 | 28.75 | 38 | 8 | 40 | |||
| 21 Nov | 130.71 | 1.5 | -0.70 | 29.91 | 28 | 10 | 24 | |||
| 20 Nov | 133.12 | 2.2 | 0.00 | 30.34 | 18 | 1 | 14 | |||
| 19 Nov | 133.12 | 2.2 | -0.50 | 30.34 | 18 | 1 | 14 | |||
| 18 Nov | 134.14 | 2.7 | -0.05 | 30.55 | 7 | 2 | 13 | |||
| 14 Nov | 134.76 | 2.75 | -0.95 | 27.98 | 5 | 2 | 9 | |||
| 13 Nov | 135.99 | 3.7 | -1.60 | 29.82 | 2 | 1 | 7 | |||
| 12 Nov | 138.79 | 5.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Nov | 139.43 | 5.3 | -2.70 | 30.10 | 5 | 2 | 5 | |||
| 8 Nov | 140.34 | 8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 144.15 | 8 | -0.10 | 29.08 | 2 | -1 | 3 | |||
| 6 Nov | 144.61 | 8.1 | -1.45 | 27.85 | 5 | 3 | 3 | |||
| 5 Nov | 140.80 | 9.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 9.55 | 0.00 | 1.10 | 0 | 0 | 0 | |||
| 1 Nov | 144.99 | 9.55 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 142.5 expiring on 26DEC2024
Delta for 142.5 CE is 0.53
Historical price for 142.5 CE is as follows
On 12 Dec IOC was trading at 142.27. The strike last trading price was 2.95, which was -0.60 lower than the previous day. The implied volatity was 24.85, the open interest changed by 58 which increased total open position to 911
On 11 Dec IOC was trading at 143.19. The strike last trading price was 3.55, which was -0.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 54 which increased total open position to 867
On 10 Dec IOC was trading at 143.54. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 24.03, the open interest changed by -14 which decreased total open position to 813
On 9 Dec IOC was trading at 142.33. The strike last trading price was 3.3, which was -0.10 lower than the previous day. The implied volatity was 25.27, the open interest changed by 48 which increased total open position to 823
On 6 Dec IOC was trading at 141.96. The strike last trading price was 3.4, which was 0.95 higher than the previous day. The implied volatity was 24.60, the open interest changed by -2 which decreased total open position to 778
On 5 Dec IOC was trading at 139.44. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 86 which increased total open position to 783
On 4 Dec IOC was trading at 139.86. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by 28 which increased total open position to 701
On 3 Dec IOC was trading at 139.51. The strike last trading price was 2.55, which was 0.10 higher than the previous day. The implied volatity was 24.89, the open interest changed by 147 which increased total open position to 682
On 2 Dec IOC was trading at 137.65. The strike last trading price was 2.45, which was -0.50 lower than the previous day. The implied volatity was 27.88, the open interest changed by 79 which increased total open position to 539
On 29 Nov IOC was trading at 138.63. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 27.53, the open interest changed by 142 which increased total open position to 461
On 28 Nov IOC was trading at 137.75. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 30.20, the open interest changed by 181 which increased total open position to 319
On 27 Nov IOC was trading at 139.00. The strike last trading price was 3.7, which was 1.05 higher than the previous day. The implied volatity was 29.62, the open interest changed by 61 which increased total open position to 137
On 26 Nov IOC was trading at 136.96. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 28.63, the open interest changed by 31 which increased total open position to 75
On 25 Nov IOC was trading at 136.40. The strike last trading price was 2.7, which was 0.95 higher than the previous day. The implied volatity was 28.56, the open interest changed by 12 which increased total open position to 44
On 22 Nov IOC was trading at 132.61. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 28.75, the open interest changed by 8 which increased total open position to 40
On 21 Nov IOC was trading at 130.71. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 29.91, the open interest changed by 10 which increased total open position to 24
On 20 Nov IOC was trading at 133.12. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 14
On 19 Nov IOC was trading at 133.12. The strike last trading price was 2.2, which was -0.50 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 14
On 18 Nov IOC was trading at 134.14. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 2 which increased total open position to 13
On 14 Nov IOC was trading at 134.76. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 27.98, the open interest changed by 2 which increased total open position to 9
On 13 Nov IOC was trading at 135.99. The strike last trading price was 3.7, which was -1.60 lower than the previous day. The implied volatity was 29.82, the open interest changed by 1 which increased total open position to 7
On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov IOC was trading at 139.43. The strike last trading price was 5.3, which was -2.70 lower than the previous day. The implied volatity was 30.10, the open interest changed by 2 which increased total open position to 5
On 8 Nov IOC was trading at 140.34. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov IOC was trading at 144.15. The strike last trading price was 8, which was -0.10 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 3
On 6 Nov IOC was trading at 144.61. The strike last trading price was 8.1, which was -1.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by 3 which increased total open position to 3
On 5 Nov IOC was trading at 140.80. The strike last trading price was 9.55, 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 4 Nov IOC was trading at 138.93. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IOC was trading at 144.99. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IOC 26DEC2024 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.11
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 142.27 | 2.7 | 0.40 | 25.27 | 94 | 0 | 484 |
| 11 Dec | 143.19 | 2.3 | -0.35 | 24.38 | 1,042 | 34 | 489 |
| 10 Dec | 143.54 | 2.65 | -0.50 | 27.65 | 1,323 | 51 | 460 |
| 9 Dec | 142.33 | 3.15 | -0.15 | 27.41 | 945 | 35 | 411 |
| 6 Dec | 141.96 | 3.3 | -1.35 | 25.95 | 1,652 | 86 | 373 |
| 5 Dec | 139.44 | 4.65 | -0.15 | 25.87 | 331 | 11 | 293 |
| 4 Dec | 139.86 | 4.8 | -0.10 | 28.21 | 475 | 80 | 284 |
| 3 Dec | 139.51 | 4.9 | -1.00 | 26.68 | 218 | 45 | 201 |
| 2 Dec | 137.65 | 5.9 | 0.30 | 26.94 | 64 | 22 | 156 |
| 29 Nov | 138.63 | 5.6 | -0.80 | 26.84 | 45 | 3 | 133 |
| 28 Nov | 137.75 | 6.4 | 0.45 | 30.06 | 175 | 89 | 130 |
| 27 Nov | 139.00 | 5.95 | -1.15 | 30.63 | 35 | 29 | 38 |
| 26 Nov | 136.96 | 7.1 | 0.00 | 0.00 | 0 | 8 | 0 |
| 25 Nov | 136.40 | 7.1 | -1.30 | 27.72 | 8 | 7 | 8 |
| 22 Nov | 132.61 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 130.71 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 133.12 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 133.12 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 134.14 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 134.76 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 135.99 | 8.4 | 2.55 | 31.36 | 1 | 0 | 1 |
| 12 Nov | 138.79 | 5.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 139.43 | 5.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 140.34 | 5.85 | -2.00 | 27.96 | 1 | 0 | 0 |
| 7 Nov | 144.15 | 7.85 | 0.00 | 2.30 | 0 | 0 | 0 |
| 6 Nov | 144.61 | 7.85 | 0.00 | 2.58 | 0 | 0 | 0 |
| 5 Nov | 140.80 | 7.85 | 0.00 | 0.15 | 0 | 0 | 0 |
| 4 Nov | 138.93 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 144.99 | 7.85 | 3.09 | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 142.5 expiring on 26DEC2024
Delta for 142.5 PE is -0.48
Historical price for 142.5 PE is as follows
On 12 Dec IOC was trading at 142.27. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 484
On 11 Dec IOC was trading at 143.19. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 34 which increased total open position to 489
On 10 Dec IOC was trading at 143.54. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 27.65, the open interest changed by 51 which increased total open position to 460
On 9 Dec IOC was trading at 142.33. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 27.41, the open interest changed by 35 which increased total open position to 411
On 6 Dec IOC was trading at 141.96. The strike last trading price was 3.3, which was -1.35 lower than the previous day. The implied volatity was 25.95, the open interest changed by 86 which increased total open position to 373
On 5 Dec IOC was trading at 139.44. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 25.87, the open interest changed by 11 which increased total open position to 293
On 4 Dec IOC was trading at 139.86. The strike last trading price was 4.8, which was -0.10 lower than the previous day. The implied volatity was 28.21, the open interest changed by 80 which increased total open position to 284
On 3 Dec IOC was trading at 139.51. The strike last trading price was 4.9, which was -1.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 45 which increased total open position to 201
On 2 Dec IOC was trading at 137.65. The strike last trading price was 5.9, which was 0.30 higher than the previous day. The implied volatity was 26.94, the open interest changed by 22 which increased total open position to 156
On 29 Nov IOC was trading at 138.63. The strike last trading price was 5.6, which was -0.80 lower than the previous day. The implied volatity was 26.84, the open interest changed by 3 which increased total open position to 133
On 28 Nov IOC was trading at 137.75. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 30.06, the open interest changed by 89 which increased total open position to 130
On 27 Nov IOC was trading at 139.00. The strike last trading price was 5.95, which was -1.15 lower than the previous day. The implied volatity was 30.63, the open interest changed by 29 which increased total open position to 38
On 26 Nov IOC was trading at 136.96. The strike last trading price was 7.1, 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 25 Nov IOC was trading at 136.40. The strike last trading price was 7.1, which was -1.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 7 which increased total open position to 8
On 22 Nov IOC was trading at 132.61. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IOC was trading at 130.71. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IOC was trading at 133.12. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IOC was trading at 133.12. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IOC was trading at 134.14. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IOC was trading at 134.76. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IOC was trading at 135.99. The strike last trading price was 8.4, which was 2.55 higher than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 1
On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IOC was trading at 139.43. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov IOC was trading at 140.34. The strike last trading price was 5.85, which was -2.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IOC was trading at 144.15. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IOC was trading at 144.61. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IOC was trading at 140.80. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IOC was trading at 138.93. The strike last trading price was 7.85, 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 1 Nov IOC was trading at 144.99. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
