IOC
Indian Oil Corp Ltd
Historical option data for IOC
12 Dec 2024 09:02 AM IST
| IOC 26DEC2024 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.10
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 143.19 | 1.4 | 0.00 | 25.15 | 1,216 | 83 | 614 | |||
| 11 Dec | 143.19 | 1.4 | -0.20 | 25.15 | 1,216 | 83 | 614 | |||
| 10 Dec | 143.54 | 1.6 | 0.20 | 25.36 | 1,348 | -13 | 530 | |||
| 9 Dec | 142.33 | 1.4 | -0.20 | 25.51 | 1,297 | 43 | 543 | |||
| 6 Dec | 141.96 | 1.6 | 0.55 | 25.61 | 2,204 | 87 | 501 | |||
| 5 Dec | 139.44 | 1.05 | -0.15 | 25.70 | 609 | 9 | 414 | |||
| 4 Dec | 139.86 | 1.2 | 0.05 | 25.61 | 867 | 90 | 404 | |||
| 3 Dec | 139.51 | 1.15 | -0.05 | 25.46 | 466 | 36 | 318 | |||
| 2 Dec | 137.65 | 1.2 | -0.20 | 28.49 | 336 | 67 | 283 | |||
| 29 Nov | 138.63 | 1.4 | -0.25 | 26.97 | 350 | 87 | 214 | |||
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| 28 Nov | 137.75 | 1.65 | -0.35 | 29.41 | 222 | 42 | 127 | |||
| 27 Nov | 139.00 | 2 | 0.55 | 29.35 | 108 | 43 | 87 | |||
| 26 Nov | 136.96 | 1.45 | -0.10 | 29.41 | 20 | 0 | 44 | |||
| 25 Nov | 136.40 | 1.55 | 0.65 | 29.80 | 87 | 34 | 47 | |||
| 22 Nov | 132.61 | 0.9 | -0.10 | 29.07 | 20 | 12 | 25 | |||
| 21 Nov | 130.71 | 1 | -0.50 | 32.65 | 20 | -6 | 11 | |||
| 20 Nov | 133.12 | 1.5 | 0.00 | 32.98 | 10 | 2 | 17 | |||
| 19 Nov | 133.12 | 1.5 | -0.05 | 32.98 | 10 | 2 | 17 | |||
| 18 Nov | 134.14 | 1.55 | -0.15 | 30.72 | 5 | 1 | 15 | |||
| 14 Nov | 134.76 | 1.7 | -0.45 | 29.20 | 15 | 4 | 14 | |||
| 13 Nov | 135.99 | 2.15 | -1.35 | 29.15 | 15 | 6 | 10 | |||
| 12 Nov | 138.79 | 3.5 | 0.00 | 32.57 | 1 | 0 | 3 | |||
| 11 Nov | 139.43 | 3.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 8 Nov | 140.34 | 3.5 | -3.80 | 27.85 | 3 | 0 | 0 | |||
| 7 Nov | 144.15 | 7.3 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 6 Nov | 144.61 | 7.3 | 0.00 | 0.64 | 0 | 0 | 0 | |||
| 5 Nov | 140.80 | 7.3 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 4 Nov | 138.93 | 7.3 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 1 Nov | 144.99 | 7.3 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 147.5 expiring on 26DEC2024
Delta for 147.5 CE is 0.31
Historical price for 147.5 CE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 25.15, the open interest changed by 83 which increased total open position to 614
On 11 Dec IOC was trading at 143.19. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 25.15, the open interest changed by 83 which increased total open position to 614
On 10 Dec IOC was trading at 143.54. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 25.36, the open interest changed by -13 which decreased total open position to 530
On 9 Dec IOC was trading at 142.33. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 25.51, the open interest changed by 43 which increased total open position to 543
On 6 Dec IOC was trading at 141.96. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 25.61, the open interest changed by 87 which increased total open position to 501
On 5 Dec IOC was trading at 139.44. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 25.70, the open interest changed by 9 which increased total open position to 414
On 4 Dec IOC was trading at 139.86. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 25.61, the open interest changed by 90 which increased total open position to 404
On 3 Dec IOC was trading at 139.51. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 36 which increased total open position to 318
On 2 Dec IOC was trading at 137.65. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 28.49, the open interest changed by 67 which increased total open position to 283
On 29 Nov IOC was trading at 138.63. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 87 which increased total open position to 214
On 28 Nov IOC was trading at 137.75. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 29.41, the open interest changed by 42 which increased total open position to 127
On 27 Nov IOC was trading at 139.00. The strike last trading price was 2, which was 0.55 higher than the previous day. The implied volatity was 29.35, the open interest changed by 43 which increased total open position to 87
On 26 Nov IOC was trading at 136.96. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 44
On 25 Nov IOC was trading at 136.40. The strike last trading price was 1.55, which was 0.65 higher than the previous day. The implied volatity was 29.80, the open interest changed by 34 which increased total open position to 47
On 22 Nov IOC was trading at 132.61. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 29.07, the open interest changed by 12 which increased total open position to 25
On 21 Nov IOC was trading at 130.71. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 32.65, the open interest changed by -6 which decreased total open position to 11
On 20 Nov IOC was trading at 133.12. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by 2 which increased total open position to 17
On 19 Nov IOC was trading at 133.12. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 32.98, 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 1.55, which was -0.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 15
On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 29.20, the open interest changed by 4 which increased total open position to 14
On 13 Nov IOC was trading at 135.99. The strike last trading price was 2.15, which was -1.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 6 which increased total open position to 10
On 12 Nov IOC was trading at 138.79. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 3
On 11 Nov IOC was trading at 139.43. The strike last trading price was 3.5, 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 8 Nov IOC was trading at 140.34. The strike last trading price was 3.5, which was -3.80 lower than the previous day. The implied volatity was 27.85, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 7.3, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.10
Theta: -0.05
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 143.19 | 5.1 | 0.00 | 23.21 | 227 | 22 | 133 |
| 11 Dec | 143.19 | 5.1 | -0.50 | 23.21 | 227 | 22 | 133 |
| 10 Dec | 143.54 | 5.6 | -0.65 | 28.95 | 126 | 13 | 110 |
| 9 Dec | 142.33 | 6.25 | -0.15 | 28.17 | 116 | 25 | 96 |
| 6 Dec | 141.96 | 6.4 | -1.80 | 26.04 | 212 | -12 | 71 |
| 5 Dec | 139.44 | 8.2 | -0.15 | 26.17 | 20 | 8 | 83 |
| 4 Dec | 139.86 | 8.35 | -0.20 | 29.91 | 38 | 14 | 76 |
| 3 Dec | 139.51 | 8.55 | -1.55 | 28.45 | 16 | 10 | 61 |
| 2 Dec | 137.65 | 10.1 | 1.10 | 31.81 | 4 | 1 | 51 |
| 29 Nov | 138.63 | 9 | -1.20 | 26.00 | 19 | 14 | 49 |
| 28 Nov | 137.75 | 10.2 | 1.20 | 32.73 | 23 | 21 | 34 |
| 27 Nov | 139.00 | 9 | -5.00 | 28.96 | 2 | 1 | 12 |
| 26 Nov | 136.96 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 136.40 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 132.61 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 130.71 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 133.12 | 14 | 0.00 | 28.49 | 1 | 1 | 10 |
| 19 Nov | 133.12 | 14 | 0.40 | 28.49 | 1 | 0 | 10 |
| 18 Nov | 134.14 | 13.6 | 3.05 | 33.44 | 10 | 0 | 0 |
| 14 Nov | 134.76 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 135.99 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 138.79 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 139.43 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 140.34 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 144.15 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 144.61 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 140.80 | 10.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 138.93 | 10.55 | 10.55 | - | 0 | 0 | 0 |
| 1 Nov | 144.99 | 0 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 147.5 expiring on 26DEC2024
Delta for 147.5 PE is -0.71
Historical price for 147.5 PE is as follows
On 12 Dec IOC was trading at 143.19. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 23.21, the open interest changed by 22 which increased total open position to 133
On 11 Dec IOC was trading at 143.19. The strike last trading price was 5.1, which was -0.50 lower than the previous day. The implied volatity was 23.21, the open interest changed by 22 which increased total open position to 133
On 10 Dec IOC was trading at 143.54. The strike last trading price was 5.6, which was -0.65 lower than the previous day. The implied volatity was 28.95, the open interest changed by 13 which increased total open position to 110
On 9 Dec IOC was trading at 142.33. The strike last trading price was 6.25, which was -0.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 25 which increased total open position to 96
On 6 Dec IOC was trading at 141.96. The strike last trading price was 6.4, which was -1.80 lower than the previous day. The implied volatity was 26.04, the open interest changed by -12 which decreased total open position to 71
On 5 Dec IOC was trading at 139.44. The strike last trading price was 8.2, which was -0.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 8 which increased total open position to 83
On 4 Dec IOC was trading at 139.86. The strike last trading price was 8.35, which was -0.20 lower than the previous day. The implied volatity was 29.91, the open interest changed by 14 which increased total open position to 76
On 3 Dec IOC was trading at 139.51. The strike last trading price was 8.55, which was -1.55 lower than the previous day. The implied volatity was 28.45, the open interest changed by 10 which increased total open position to 61
On 2 Dec IOC was trading at 137.65. The strike last trading price was 10.1, which was 1.10 higher than the previous day. The implied volatity was 31.81, the open interest changed by 1 which increased total open position to 51
On 29 Nov IOC was trading at 138.63. The strike last trading price was 9, which was -1.20 lower than the previous day. The implied volatity was 26.00, the open interest changed by 14 which increased total open position to 49
On 28 Nov IOC was trading at 137.75. The strike last trading price was 10.2, which was 1.20 higher than the previous day. The implied volatity was 32.73, the open interest changed by 21 which increased total open position to 34
On 27 Nov IOC was trading at 139.00. The strike last trading price was 9, which was -5.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 12
On 26 Nov IOC was trading at 136.96. The strike last trading price was 14, 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 25 Nov IOC was trading at 136.40. The strike last trading price was 14, 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 22 Nov IOC was trading at 132.61. The strike last trading price was 14, 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 14, 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 20 Nov IOC was trading at 133.12. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 10
On 19 Nov IOC was trading at 133.12. The strike last trading price was 14, which was 0.40 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 10
On 18 Nov IOC was trading at 134.14. The strike last trading price was 13.6, which was 3.05 higher than the previous day. The implied volatity was 33.44, 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 10.55, 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 13 Nov IOC was trading at 135.99. The strike last trading price was 10.55, 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 12 Nov IOC was trading at 138.79. The strike last trading price was 10.55, 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 11 Nov IOC was trading at 139.43. The strike last trading price was 10.55, 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 8 Nov IOC was trading at 140.34. The strike last trading price was 10.55, 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 7 Nov IOC was trading at 144.15. The strike last trading price was 10.55, 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 6 Nov IOC was trading at 144.61. The strike last trading price was 10.55, 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 5 Nov IOC was trading at 140.80. The strike last trading price was 10.55, 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 10.55, which was 10.55 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
