IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 0.7 | -0.30 | 27.82 | 1,778 | 16 | 1,025 | |||
| 13 Nov | 135.99 | 1 | -0.90 | 26.38 | 3,184 | -134 | 819 | |||
| 12 Nov | 138.79 | 1.9 | -0.40 | 27.69 | 2,333 | 432 | 956 | |||
| 11 Nov | 139.43 | 2.3 | -0.55 | 27.65 | 1,613 | 81 | 531 | |||
| 8 Nov | 140.34 | 2.85 | -2.35 | 26.70 | 1,187 | 97 | 448 | |||
| 7 Nov | 144.15 | 5.2 | -0.50 | 28.09 | 579 | -25 | 353 | |||
| 6 Nov | 144.61 | 5.7 | 1.80 | 28.91 | 1,642 | -147 | 377 | |||
| 5 Nov | 140.80 | 3.9 | 0.25 | 30.86 | 1,186 | 92 | 531 | |||
| 4 Nov | 138.93 | 3.65 | -2.45 | 33.66 | 1,804 | 167 | 440 | |||
| 1 Nov | 144.99 | 6.1 | 0.10 | 24.11 | 35 | -3 | 273 | |||
| 31 Oct | 142.62 | 6 | -0.60 | - | 289 | 72 | 275 | |||
| 30 Oct | 143.40 | 6.6 | -0.30 | - | 122 | -7 | 204 | |||
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| 29 Oct | 144.12 | 6.9 | -2.00 | - | 579 | 193 | 209 | |||
| 28 Oct | 147.02 | 8.9 | -23.10 | - | 41 | 13 | 13 | |||
| 25 Oct | 146.31 | 32 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 153.27 | 32 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 152.94 | 32 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 155.31 | 32 | 32.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 160.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 165.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 164.28 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 142.5 expiring on 28NOV2024
Delta for 142.5 CE is 0.18
Historical price for 142.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 27.82, the open interest changed by 16 which increased total open position to 1025
On 13 Nov IOC was trading at 135.99. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was 26.38, the open interest changed by -134 which decreased total open position to 819
On 12 Nov IOC was trading at 138.79. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by 432 which increased total open position to 956
On 11 Nov IOC was trading at 139.43. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 81 which increased total open position to 531
On 8 Nov IOC was trading at 140.34. The strike last trading price was 2.85, which was -2.35 lower than the previous day. The implied volatity was 26.70, the open interest changed by 97 which increased total open position to 448
On 7 Nov IOC was trading at 144.15. The strike last trading price was 5.2, which was -0.50 lower than the previous day. The implied volatity was 28.09, the open interest changed by -25 which decreased total open position to 353
On 6 Nov IOC was trading at 144.61. The strike last trading price was 5.7, which was 1.80 higher than the previous day. The implied volatity was 28.91, the open interest changed by -147 which decreased total open position to 377
On 5 Nov IOC was trading at 140.80. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 30.86, the open interest changed by 92 which increased total open position to 531
On 4 Nov IOC was trading at 138.93. The strike last trading price was 3.65, which was -2.45 lower than the previous day. The implied volatity was 33.66, the open interest changed by 167 which increased total open position to 440
On 1 Nov IOC was trading at 144.99. The strike last trading price was 6.1, which was 0.10 higher than the previous day. The implied volatity was 24.11, the open interest changed by -3 which decreased total open position to 273
On 31 Oct IOC was trading at 142.62. The strike last trading price was 6, 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 6.6, 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 6.9, which was -2.00 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 8.9, which was -23.10 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 32, 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 32, 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 32, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 32, which was 32.00 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, 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 18 Oct IOC was trading at 165.35. 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 17 Oct IOC was trading at 164.28. 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 28NOV2024 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.08
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 8.35 | 1.35 | 35.00 | 298 | -48 | 330 |
| 13 Nov | 135.99 | 7 | 1.75 | 32.20 | 369 | -78 | 379 |
| 12 Nov | 138.79 | 5.25 | 0.55 | 29.28 | 759 | 2 | 455 |
| 11 Nov | 139.43 | 4.7 | 0.10 | 28.01 | 367 | 12 | 453 |
| 8 Nov | 140.34 | 4.6 | 1.90 | 29.23 | 917 | -73 | 440 |
| 7 Nov | 144.15 | 2.7 | 0.00 | 27.85 | 800 | 26 | 513 |
| 6 Nov | 144.61 | 2.7 | -2.40 | 28.59 | 1,622 | 63 | 488 |
| 5 Nov | 140.80 | 5.1 | -1.45 | 32.61 | 270 | 35 | 425 |
| 4 Nov | 138.93 | 6.55 | 2.05 | 35.97 | 671 | -87 | 390 |
| 1 Nov | 144.99 | 4.5 | -0.35 | 40.69 | 98 | 36 | 478 |
| 31 Oct | 142.62 | 4.85 | 0.25 | - | 418 | 203 | 444 |
| 30 Oct | 143.40 | 4.6 | 0.15 | - | 221 | 25 | 241 |
| 29 Oct | 144.12 | 4.45 | -0.70 | - | 639 | 172 | 216 |
| 28 Oct | 147.02 | 5.15 | 0.60 | - | 147 | 24 | 38 |
| 25 Oct | 146.31 | 4.55 | 2.45 | - | 29 | 8 | 14 |
| 24 Oct | 153.27 | 2.1 | -0.15 | - | 8 | 3 | 7 |
| 23 Oct | 152.94 | 2.25 | 0.90 | - | 8 | 3 | 3 |
| 22 Oct | 155.31 | 1.35 | 1.35 | - | 0 | 0 | 0 |
| 21 Oct | 160.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 165.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 164.28 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 164.74 | 0 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 142.5 expiring on 28NOV2024
Delta for 142.5 PE is -0.76
Historical price for 142.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 8.35, which was 1.35 higher than the previous day. The implied volatity was 35.00, the open interest changed by -48 which decreased total open position to 330
On 13 Nov IOC was trading at 135.99. The strike last trading price was 7, which was 1.75 higher than the previous day. The implied volatity was 32.20, the open interest changed by -78 which decreased total open position to 379
On 12 Nov IOC was trading at 138.79. The strike last trading price was 5.25, which was 0.55 higher than the previous day. The implied volatity was 29.28, the open interest changed by 2 which increased total open position to 455
On 11 Nov IOC was trading at 139.43. The strike last trading price was 4.7, which was 0.10 higher than the previous day. The implied volatity was 28.01, the open interest changed by 12 which increased total open position to 453
On 8 Nov IOC was trading at 140.34. The strike last trading price was 4.6, which was 1.90 higher than the previous day. The implied volatity was 29.23, the open interest changed by -73 which decreased total open position to 440
On 7 Nov IOC was trading at 144.15. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 26 which increased total open position to 513
On 6 Nov IOC was trading at 144.61. The strike last trading price was 2.7, which was -2.40 lower than the previous day. The implied volatity was 28.59, the open interest changed by 63 which increased total open position to 488
On 5 Nov IOC was trading at 140.80. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 32.61, the open interest changed by 35 which increased total open position to 425
On 4 Nov IOC was trading at 138.93. The strike last trading price was 6.55, which was 2.05 higher than the previous day. The implied volatity was 35.97, the open interest changed by -87 which decreased total open position to 390
On 1 Nov IOC was trading at 144.99. The strike last trading price was 4.5, which was -0.35 lower than the previous day. The implied volatity was 40.69, the open interest changed by 36 which increased total open position to 478
On 31 Oct IOC was trading at 142.62. The strike last trading price was 4.85, 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 4.6, 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 4.45, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 5.15, which was 0.60 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 4.55, which was 2.45 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 2.1, 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 2.25, which was 0.90 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 1.35 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, 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 18 Oct IOC was trading at 165.35. 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 17 Oct IOC was trading at 164.28. 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
