IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 09:22 AM IST
| IOC 28NOV2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.06
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.57 | 0.5 | -0.15 | 30.60 | 358 | 38 | 2,052 | |||
| 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 | |||
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| 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 0.13
Historical price for 145 CE is as follows
On 14 Nov IOC was trading at 134.57. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 30.60, the open interest changed by 38 which increased total open position to 2052
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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.57 | 10.75 | 1.45 | 36.63 | 11 | 3 | 682 |
| 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 134.57. The strike last trading price was 10.75, which was 1.45 higher than the previous day. The implied volatity was 36.63, the open interest changed by 3 which increased total open position to 682
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
