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[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd

134.76 -1.23 (-0.90%)

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Historical option data for IOC

14 Nov 2024 04:12 PM IST
IOC 28NOV2024 145 CE
Delta: 0.12
Vega: 0.05
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 0.45 -0.20 29.29 2,789 5 2,019
13 Nov 135.99 0.65 -0.55 27.79 4,759 -76 2,057
12 Nov 138.79 1.2 -0.35 27.79 2,585 128 2,158
11 Nov 139.43 1.55 -0.45 28.20 2,725 69 2,029
8 Nov 140.34 2 -1.75 27.28 2,868 386 1,947
7 Nov 144.15 3.75 -0.40 27.25 2,665 16 1,566
6 Nov 144.61 4.15 1.30 27.66 4,863 166 1,552
5 Nov 140.80 2.85 0.10 30.56 2,105 37 1,387
4 Nov 138.93 2.75 -2.10 33.63 3,570 464 1,348
1 Nov 144.99 4.85 0.05 25.72 595 48 885
31 Oct 142.62 4.8 -0.45 - 1,765 243 841
30 Oct 143.40 5.25 -0.25 - 906 81 597
29 Oct 144.12 5.5 -1.80 - 1,803 389 516
28 Oct 147.02 7.3 -0.45 - 330 80 124
25 Oct 146.31 7.75 -28.90 - 91 44 44
24 Oct 153.27 36.65 0.00 - 0 0 0
23 Oct 152.94 36.65 0.00 - 0 0 0
22 Oct 155.31 36.65 0.00 - 0 0 0
21 Oct 160.12 36.65 0.00 - 0 0 0
18 Oct 165.35 36.65 0.00 - 0 0 0
17 Oct 164.28 36.65 0.00 - 0 0 0
16 Oct 168.39 36.65 0.00 - 0 0 0
15 Oct 167.93 36.65 0.00 - 0 0 0
14 Oct 165.47 36.65 0.00 - 0 0 0
11 Oct 163.15 36.65 0.00 - 0 0 0
10 Oct 164.39 36.65 0.00 - 0 0 0
9 Oct 164.74 36.65 0.00 - 0 0 0
8 Oct 164.24 36.65 - 0 0 0


For Indian Oil Corp Ltd - strike price 145 expiring on 28NOV2024

Delta for 145 CE is 0.12

Historical price for 145 CE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 29.29, the open interest changed by 5 which increased total open position to 2019


On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 27.79, the open interest changed by -76 which decreased total open position to 2057


On 12 Nov IOC was trading at 138.79. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 27.79, the open interest changed by 128 which increased total open position to 2158


On 11 Nov IOC was trading at 139.43. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 28.20, the open interest changed by 69 which increased total open position to 2029


On 8 Nov IOC was trading at 140.34. The strike last trading price was 2, which was -1.75 lower than the previous day. The implied volatity was 27.28, the open interest changed by 386 which increased total open position to 1947


On 7 Nov IOC was trading at 144.15. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 27.25, the open interest changed by 16 which increased total open position to 1566


On 6 Nov IOC was trading at 144.61. The strike last trading price was 4.15, which was 1.30 higher than the previous day. The implied volatity was 27.66, the open interest changed by 166 which increased total open position to 1552


On 5 Nov IOC was trading at 140.80. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 30.56, the open interest changed by 37 which increased total open position to 1387


On 4 Nov IOC was trading at 138.93. The strike last trading price was 2.75, which was -2.10 lower than the previous day. The implied volatity was 33.63, the open interest changed by 464 which increased total open position to 1348


On 1 Nov IOC was trading at 144.99. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by 48 which increased total open position to 885


On 31 Oct IOC was trading at 142.62. The strike last trading price was 4.8, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 5.25, 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 5.5, which was -1.80 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 7.3, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 7.75, which was -28.90 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 36.65, 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 36.65, 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 36.65, 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 21 Oct IOC was trading at 160.12. The strike last trading price was 36.65, 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 36.65, 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 36.65, 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 16 Oct IOC was trading at 168.39. The strike last trading price was 36.65, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 36.65, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 36.65, 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 36.65, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 36.65, 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 36.65, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 36.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 145 PE
Delta: -0.83
Vega: 0.07
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 10.4 1.10 35.19 133 -44 635
13 Nov 135.99 9.3 2.20 36.64 402 -188 680
12 Nov 138.79 7.1 0.70 30.26 556 -27 906
11 Nov 139.43 6.4 0.40 28.24 673 -157 932
8 Nov 140.34 6 2.25 28.04 879 -49 1,089
7 Nov 144.15 3.75 0.05 27.12 813 -12 1,137
6 Nov 144.61 3.7 -2.80 27.81 2,020 394 1,158
5 Nov 140.80 6.5 -1.60 32.11 306 13 765
4 Nov 138.93 8.1 2.40 35.81 825 -125 753
1 Nov 144.99 5.7 -0.25 41.19 207 19 878
31 Oct 142.62 5.95 0.25 - 860 218 860
30 Oct 143.40 5.7 0.15 - 509 136 637
29 Oct 144.12 5.55 -0.45 - 1,528 -191 501
28 Oct 147.02 6 0.75 - 1,093 395 677
25 Oct 146.31 5.25 2.65 - 443 66 282
24 Oct 153.27 2.6 -0.25 - 96 13 215
23 Oct 152.94 2.85 0.50 - 361 112 202
22 Oct 155.31 2.35 0.85 - 163 22 89
21 Oct 160.12 1.5 0.70 - 84 35 66
18 Oct 165.35 0.8 0.10 - 33 12 33
17 Oct 164.28 0.7 0.10 - 3 2 20
16 Oct 168.39 0.6 -0.15 - 8 0 19
15 Oct 167.93 0.75 -0.10 - 9 0 18
14 Oct 165.47 0.85 -0.30 - 10 5 18
11 Oct 163.15 1.15 0.00 - 9 6 12
10 Oct 164.39 1.15 0.10 - 2 1 5
9 Oct 164.74 1.05 -0.40 - 4 2 4
8 Oct 164.24 1.45 - 4 1 1


For Indian Oil Corp Ltd - strike price 145 expiring on 28NOV2024

Delta for 145 PE is -0.83

Historical price for 145 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 10.4, which was 1.10 higher than the previous day. The implied volatity was 35.19, the open interest changed by -44 which decreased total open position to 635


On 13 Nov IOC was trading at 135.99. The strike last trading price was 9.3, which was 2.20 higher than the previous day. The implied volatity was 36.64, the open interest changed by -188 which decreased total open position to 680


On 12 Nov IOC was trading at 138.79. The strike last trading price was 7.1, which was 0.70 higher than the previous day. The implied volatity was 30.26, the open interest changed by -27 which decreased total open position to 906


On 11 Nov IOC was trading at 139.43. The strike last trading price was 6.4, which was 0.40 higher than the previous day. The implied volatity was 28.24, the open interest changed by -157 which decreased total open position to 932


On 8 Nov IOC was trading at 140.34. The strike last trading price was 6, which was 2.25 higher than the previous day. The implied volatity was 28.04, the open interest changed by -49 which decreased total open position to 1089


On 7 Nov IOC was trading at 144.15. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 27.12, the open interest changed by -12 which decreased total open position to 1137


On 6 Nov IOC was trading at 144.61. The strike last trading price was 3.7, which was -2.80 lower than the previous day. The implied volatity was 27.81, the open interest changed by 394 which increased total open position to 1158


On 5 Nov IOC was trading at 140.80. The strike last trading price was 6.5, which was -1.60 lower than the previous day. The implied volatity was 32.11, the open interest changed by 13 which increased total open position to 765


On 4 Nov IOC was trading at 138.93. The strike last trading price was 8.1, which was 2.40 higher than the previous day. The implied volatity was 35.81, the open interest changed by -125 which decreased total open position to 753


On 1 Nov IOC was trading at 144.99. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 41.19, the open interest changed by 19 which increased total open position to 878


On 31 Oct IOC was trading at 142.62. The strike last trading price was 5.95, 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 5.7, 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 5.55, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 6, which was 0.75 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 5.25, which was 2.65 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 2.6, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 2.85, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 2.35, which was 0.85 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 1.5, which was 0.70 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 0.8, which was 0.10 higher 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 0.7, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IOC was trading at 168.39. The strike last trading price was 0.6, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 0.75, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 0.85, 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 11 Oct IOC was trading at 163.15. The strike last trading price was 1.15, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 1.15, which was 0.10 higher 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 1.05, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IOC was trading at 164.24. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to