IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:02 AM IST
| IOC 26DEC2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.11
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 143.19 | 2.3 | 0.00 | 25.38 | 3,388 | 227 | 2,353 | |||
| 11 Dec | 143.19 | 2.3 | -0.15 | 25.38 | 3,388 | 220 | 2,353 | |||
| 10 Dec | 143.54 | 2.45 | 0.25 | 24.78 | 5,114 | 114 | 2,132 | |||
| 9 Dec | 142.33 | 2.2 | -0.20 | 25.37 | 3,421 | 136 | 2,021 | |||
| 6 Dec | 141.96 | 2.4 | 0.75 | 25.37 | 8,294 | 316 | 1,882 | |||
| 5 Dec | 139.44 | 1.65 | -0.15 | 25.66 | 1,943 | 166 | 1,566 | |||
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| 4 Dec | 139.86 | 1.8 | 0.05 | 25.19 | 3,021 | 85 | 1,402 | |||
| 3 Dec | 139.51 | 1.75 | 0.00 | 25.27 | 1,244 | 214 | 1,321 | |||
| 2 Dec | 137.65 | 1.75 | -0.30 | 28.32 | 1,038 | 151 | 1,104 | |||
| 29 Nov | 138.63 | 2.05 | -0.30 | 27.09 | 1,067 | 201 | 960 | |||
| 28 Nov | 137.75 | 2.35 | -0.40 | 29.77 | 1,593 | 272 | 757 | |||
| 27 Nov | 139.00 | 2.75 | 0.70 | 29.45 | 767 | 126 | 484 | |||
| 26 Nov | 136.96 | 2.05 | -0.15 | 29.59 | 264 | 18 | 357 | |||
| 25 Nov | 136.40 | 2.2 | 0.90 | 30.25 | 506 | 106 | 337 | |||
| 22 Nov | 132.61 | 1.3 | 0.10 | 29.23 | 179 | 18 | 249 | |||
| 21 Nov | 130.71 | 1.2 | -0.45 | 31.12 | 270 | -12 | 230 | |||
| 20 Nov | 133.12 | 1.65 | 0.00 | 30.45 | 217 | 44 | 241 | |||
| 19 Nov | 133.12 | 1.65 | -0.25 | 30.45 | 217 | 43 | 241 | |||
| 18 Nov | 134.14 | 1.9 | -0.20 | 29.50 | 174 | 17 | 197 | |||
| 14 Nov | 134.76 | 2.1 | -0.80 | 28.17 | 198 | 68 | 178 | |||
| 13 Nov | 135.99 | 2.9 | -1.15 | 29.70 | 130 | 77 | 110 | |||
| 12 Nov | 138.79 | 4.05 | -0.50 | 31.05 | 25 | 7 | 34 | |||
| 11 Nov | 139.43 | 4.55 | 0.05 | 31.55 | 19 | 9 | 27 | |||
| 8 Nov | 140.34 | 4.5 | -2.40 | 28.28 | 45 | 3 | 18 | |||
| 7 Nov | 144.15 | 6.9 | 0.40 | 30.24 | 15 | 11 | 16 | |||
| 6 Nov | 144.61 | 6.5 | -0.50 | 26.76 | 5 | 3 | 4 | |||
| 5 Nov | 140.80 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 144.99 | 7 | -24.70 | 24.98 | 1 | 0 | 0 | |||
| 31 Oct | 142.62 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 143.40 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 144.12 | 31.7 | 31.70 | - | 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 | |||
| 18 Oct | 165.35 | 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 145 expiring on 26DEC2024
Delta for 145 CE is 0.43
Historical price for 145 CE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 25.38, the open interest changed by 227 which increased total open position to 2353
On 11 Dec IOC was trading at 143.19. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by 220 which increased total open position to 2353
On 10 Dec IOC was trading at 143.54. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 24.78, the open interest changed by 114 which increased total open position to 2132
On 9 Dec IOC was trading at 142.33. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 25.37, the open interest changed by 136 which increased total open position to 2021
On 6 Dec IOC was trading at 141.96. The strike last trading price was 2.4, which was 0.75 higher than the previous day. The implied volatity was 25.37, the open interest changed by 316 which increased total open position to 1882
On 5 Dec IOC was trading at 139.44. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 166 which increased total open position to 1566
On 4 Dec IOC was trading at 139.86. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 25.19, the open interest changed by 85 which increased total open position to 1402
On 3 Dec IOC was trading at 139.51. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 214 which increased total open position to 1321
On 2 Dec IOC was trading at 137.65. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 28.32, the open interest changed by 151 which increased total open position to 1104
On 29 Nov IOC was trading at 138.63. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 27.09, the open interest changed by 201 which increased total open position to 960
On 28 Nov IOC was trading at 137.75. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 29.77, the open interest changed by 272 which increased total open position to 757
On 27 Nov IOC was trading at 139.00. The strike last trading price was 2.75, which was 0.70 higher than the previous day. The implied volatity was 29.45, the open interest changed by 126 which increased total open position to 484
On 26 Nov IOC was trading at 136.96. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 29.59, the open interest changed by 18 which increased total open position to 357
On 25 Nov IOC was trading at 136.40. The strike last trading price was 2.2, which was 0.90 higher than the previous day. The implied volatity was 30.25, the open interest changed by 106 which increased total open position to 337
On 22 Nov IOC was trading at 132.61. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 29.23, the open interest changed by 18 which increased total open position to 249
On 21 Nov IOC was trading at 130.71. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 31.12, the open interest changed by -12 which decreased total open position to 230
On 20 Nov IOC was trading at 133.12. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 30.45, the open interest changed by 44 which increased total open position to 241
On 19 Nov IOC was trading at 133.12. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 30.45, the open interest changed by 43 which increased total open position to 241
On 18 Nov IOC was trading at 134.14. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 29.50, the open interest changed by 17 which increased total open position to 197
On 14 Nov IOC was trading at 134.76. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 28.17, the open interest changed by 68 which increased total open position to 178
On 13 Nov IOC was trading at 135.99. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 29.70, the open interest changed by 77 which increased total open position to 110
On 12 Nov IOC was trading at 138.79. The strike last trading price was 4.05, which was -0.50 lower than the previous day. The implied volatity was 31.05, the open interest changed by 7 which increased total open position to 34
On 11 Nov IOC was trading at 139.43. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 31.55, the open interest changed by 9 which increased total open position to 27
On 8 Nov IOC was trading at 140.34. The strike last trading price was 4.5, which was -2.40 lower than the previous day. The implied volatity was 28.28, the open interest changed by 3 which increased total open position to 18
On 7 Nov IOC was trading at 144.15. The strike last trading price was 6.9, which was 0.40 higher than the previous day. The implied volatity was 30.24, the open interest changed by 11 which increased total open position to 16
On 6 Nov IOC was trading at 144.61. The strike last trading price was 6.5, which was -0.50 lower than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 4
On 5 Nov IOC was trading at 140.80. The strike last trading price was 7, 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 4 Nov IOC was trading at 138.93. The strike last trading price was 7, 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 1 Nov IOC was trading at 144.99. The strike last trading price was 7, which was -24.70 lower than the previous day. The implied volatity was 24.98, 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 31.7, 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 31.7, 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 31.7, which was 31.70 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 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 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 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.11
Theta: -0.07
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 143.19 | 3.55 | 0.00 | 24.02 | 939 | 79 | 790 |
| 11 Dec | 143.19 | 3.55 | -0.40 | 24.02 | 939 | 84 | 790 |
| 10 Dec | 143.54 | 3.95 | -0.60 | 28.00 | 1,555 | 124 | 709 |
| 9 Dec | 142.33 | 4.55 | -0.20 | 27.67 | 910 | 37 | 582 |
| 6 Dec | 141.96 | 4.75 | -1.60 | 26.47 | 1,668 | 165 | 545 |
| 5 Dec | 139.44 | 6.35 | -0.10 | 26.35 | 202 | 41 | 381 |
| 4 Dec | 139.86 | 6.45 | -0.20 | 28.86 | 476 | 36 | 338 |
| 3 Dec | 139.51 | 6.65 | -1.15 | 27.74 | 180 | 5 | 300 |
| 2 Dec | 137.65 | 7.8 | 0.60 | 28.24 | 47 | 18 | 295 |
| 29 Nov | 138.63 | 7.2 | -0.80 | 26.48 | 42 | 6 | 277 |
| 28 Nov | 137.75 | 8 | 0.55 | 29.76 | 301 | 127 | 272 |
| 27 Nov | 139.00 | 7.45 | -1.90 | 30.31 | 114 | 55 | 145 |
| 26 Nov | 136.96 | 9.35 | -0.10 | 31.91 | 44 | 22 | 89 |
| 25 Nov | 136.40 | 9.45 | -3.05 | 32.01 | 65 | 49 | 67 |
| 22 Nov | 132.61 | 12.5 | -1.65 | 32.93 | 14 | 10 | 28 |
| 21 Nov | 130.71 | 14.15 | 4.15 | 34.11 | 1 | 0 | 18 |
| 20 Nov | 133.12 | 10 | 0.00 | - | 9 | 3 | 17 |
| 19 Nov | 133.12 | 10 | -0.70 | - | 9 | 2 | 17 |
| 18 Nov | 134.14 | 10.7 | -0.60 | 26.58 | 9 | 5 | 15 |
| 14 Nov | 134.76 | 11.3 | 1.00 | 32.66 | 6 | 2 | 10 |
| 13 Nov | 135.99 | 10.3 | 3.15 | 32.30 | 9 | 3 | 9 |
| 12 Nov | 138.79 | 7.15 | -0.85 | 23.05 | 5 | 4 | 5 |
| 11 Nov | 139.43 | 8 | 0.25 | 29.90 | 1 | 0 | 1 |
| 8 Nov | 140.34 | 7.75 | 5.00 | 30.49 | 1 | 0 | 0 |
| 7 Nov | 144.15 | 2.75 | 0.00 | 0.79 | 0 | 0 | 0 |
| 6 Nov | 144.61 | 2.75 | 0.00 | 1.13 | 0 | 0 | 0 |
| 5 Nov | 140.80 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 138.93 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 144.99 | 2.75 | 0.00 | 1.61 | 0 | 0 | 0 |
| 31 Oct | 142.62 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 143.40 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 144.12 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 147.02 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 146.31 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 153.27 | 2.75 | 2.75 | - | 0 | 0 | 0 |
| 18 Oct | 165.35 | 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 145 expiring on 26DEC2024
Delta for 145 PE is -0.57
Historical price for 145 PE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 24.02, the open interest changed by 79 which increased total open position to 790
On 11 Dec IOC was trading at 143.19. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 24.02, the open interest changed by 84 which increased total open position to 790
On 10 Dec IOC was trading at 143.54. The strike last trading price was 3.95, which was -0.60 lower than the previous day. The implied volatity was 28.00, the open interest changed by 124 which increased total open position to 709
On 9 Dec IOC was trading at 142.33. The strike last trading price was 4.55, which was -0.20 lower than the previous day. The implied volatity was 27.67, the open interest changed by 37 which increased total open position to 582
On 6 Dec IOC was trading at 141.96. The strike last trading price was 4.75, which was -1.60 lower than the previous day. The implied volatity was 26.47, the open interest changed by 165 which increased total open position to 545
On 5 Dec IOC was trading at 139.44. The strike last trading price was 6.35, which was -0.10 lower than the previous day. The implied volatity was 26.35, the open interest changed by 41 which increased total open position to 381
On 4 Dec IOC was trading at 139.86. The strike last trading price was 6.45, which was -0.20 lower than the previous day. The implied volatity was 28.86, the open interest changed by 36 which increased total open position to 338
On 3 Dec IOC was trading at 139.51. The strike last trading price was 6.65, which was -1.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 5 which increased total open position to 300
On 2 Dec IOC was trading at 137.65. The strike last trading price was 7.8, which was 0.60 higher than the previous day. The implied volatity was 28.24, the open interest changed by 18 which increased total open position to 295
On 29 Nov IOC was trading at 138.63. The strike last trading price was 7.2, which was -0.80 lower than the previous day. The implied volatity was 26.48, the open interest changed by 6 which increased total open position to 277
On 28 Nov IOC was trading at 137.75. The strike last trading price was 8, which was 0.55 higher than the previous day. The implied volatity was 29.76, the open interest changed by 127 which increased total open position to 272
On 27 Nov IOC was trading at 139.00. The strike last trading price was 7.45, which was -1.90 lower than the previous day. The implied volatity was 30.31, the open interest changed by 55 which increased total open position to 145
On 26 Nov IOC was trading at 136.96. The strike last trading price was 9.35, which was -0.10 lower than the previous day. The implied volatity was 31.91, the open interest changed by 22 which increased total open position to 89
On 25 Nov IOC was trading at 136.40. The strike last trading price was 9.45, which was -3.05 lower than the previous day. The implied volatity was 32.01, the open interest changed by 49 which increased total open position to 67
On 22 Nov IOC was trading at 132.61. The strike last trading price was 12.5, which was -1.65 lower than the previous day. The implied volatity was 32.93, the open interest changed by 10 which increased total open position to 28
On 21 Nov IOC was trading at 130.71. The strike last trading price was 14.15, which was 4.15 higher than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 18
On 20 Nov IOC was trading at 133.12. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 17
On 19 Nov IOC was trading at 133.12. The strike last trading price was 10, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 18 Nov IOC was trading at 134.14. The strike last trading price was 10.7, which was -0.60 lower than the previous day. The implied volatity was 26.58, the open interest changed by 5 which increased total open position to 15
On 14 Nov IOC was trading at 134.76. The strike last trading price was 11.3, which was 1.00 higher than the previous day. The implied volatity was 32.66, the open interest changed by 2 which increased total open position to 10
On 13 Nov IOC was trading at 135.99. The strike last trading price was 10.3, which was 3.15 higher than the previous day. The implied volatity was 32.30, the open interest changed by 3 which increased total open position to 9
On 12 Nov IOC was trading at 138.79. The strike last trading price was 7.15, which was -0.85 lower than the previous day. The implied volatity was 23.05, the open interest changed by 4 which increased total open position to 5
On 11 Nov IOC was trading at 139.43. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by 0 which decreased total open position to 1
On 8 Nov IOC was trading at 140.34. The strike last trading price was 7.75, which was 5.00 higher than the previous day. The implied volatity was 30.49, 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 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 2.75, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 2.75, 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 2.75, 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 2.75, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 2.75, 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 2.75, 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 2.75, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 2.75, 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 2.75, 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 2.75, which was 2.75 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, 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
