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

142.14 -1.05 (-0.73%)

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Historical option data for IOC

12 Dec 2024 09:22 AM IST
IOC 26DEC2024 150 CE
Delta: 0.18
Vega: 0.07
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 142.27 0.7 -0.20 26.26 228 22 2,536
11 Dec 143.19 0.9 -0.15 26.24 2,152 0 2,513
10 Dec 143.54 1.05 0.15 26.36 2,640 92 2,521
9 Dec 142.33 0.9 -0.20 26.24 2,249 97 2,433
6 Dec 141.96 1.1 0.35 26.56 4,731 525 2,308
5 Dec 139.44 0.75 -0.10 27.12 1,836 -73 1,792
4 Dec 139.86 0.85 0.05 26.82 2,277 270 1,866
3 Dec 139.51 0.8 0.00 26.45 1,189 111 1,603
2 Dec 137.65 0.8 -0.20 28.62 1,106 156 1,501
29 Nov 138.63 1 -0.20 27.63 1,423 236 1,336
28 Nov 137.75 1.2 -0.25 29.83 1,671 238 1,100
27 Nov 139.00 1.45 0.35 29.52 1,258 204 861
26 Nov 136.96 1.1 -0.15 30.24 397 81 656
25 Nov 136.40 1.25 0.40 31.20 697 184 572
22 Nov 132.61 0.85 0.10 31.86 222 46 434
21 Nov 130.71 0.75 -0.25 33.02 280 100 387
20 Nov 133.12 1 0.00 31.79 245 39 286
19 Nov 133.12 1 -0.10 31.79 245 38 286
18 Nov 134.14 1.1 -0.15 30.33 125 15 247
14 Nov 134.76 1.25 -0.50 29.11 254 27 232
13 Nov 135.99 1.75 -0.60 30.06 175 36 200
12 Nov 138.79 2.35 -0.10 29.86 89 30 164
11 Nov 139.43 2.45 -0.35 28.73 100 45 134
8 Nov 140.34 2.8 -1.95 28.20 94 31 89
7 Nov 144.15 4.75 -0.20 30.43 40 4 57
6 Nov 144.61 4.95 0.90 30.07 40 13 54
5 Nov 140.80 4.05 0.35 33.03 35 4 39
4 Nov 138.93 3.7 -1.70 33.83 37 17 34
1 Nov 144.99 5.4 0.10 28.56 3 0 16
31 Oct 142.62 5.3 -0.70 - 12 9 16
30 Oct 143.40 6 0.50 - 7 3 7
29 Oct 144.12 5.5 -22.40 - 5 2 2
28 Oct 147.02 27.9 0.00 - 0 0 0
25 Oct 146.31 27.9 0.00 - 0 0 0
24 Oct 153.27 27.9 27.90 - 0 0 0
22 Oct 155.31 0 0.00 - 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
16 Oct 168.39 0 0.00 - 0 0 0
15 Oct 167.93 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 150 expiring on 26DEC2024

Delta for 150 CE is 0.18

Historical price for 150 CE is as follows

On 12 Dec IOC was trading at 142.27. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 26.26, the open interest changed by 22 which increased total open position to 2536


On 11 Dec IOC was trading at 143.19. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 2513


On 10 Dec IOC was trading at 143.54. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 26.36, the open interest changed by 92 which increased total open position to 2521


On 9 Dec IOC was trading at 142.33. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 26.24, the open interest changed by 97 which increased total open position to 2433


On 6 Dec IOC was trading at 141.96. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 26.56, the open interest changed by 525 which increased total open position to 2308


On 5 Dec IOC was trading at 139.44. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 27.12, the open interest changed by -73 which decreased total open position to 1792


On 4 Dec IOC was trading at 139.86. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 26.82, the open interest changed by 270 which increased total open position to 1866


On 3 Dec IOC was trading at 139.51. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 111 which increased total open position to 1603


On 2 Dec IOC was trading at 137.65. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 28.62, the open interest changed by 156 which increased total open position to 1501


On 29 Nov IOC was trading at 138.63. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 27.63, the open interest changed by 236 which increased total open position to 1336


On 28 Nov IOC was trading at 137.75. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 238 which increased total open position to 1100


On 27 Nov IOC was trading at 139.00. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 29.52, the open interest changed by 204 which increased total open position to 861


On 26 Nov IOC was trading at 136.96. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 30.24, the open interest changed by 81 which increased total open position to 656


On 25 Nov IOC was trading at 136.40. The strike last trading price was 1.25, which was 0.40 higher than the previous day. The implied volatity was 31.20, the open interest changed by 184 which increased total open position to 572


On 22 Nov IOC was trading at 132.61. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 31.86, the open interest changed by 46 which increased total open position to 434


On 21 Nov IOC was trading at 130.71. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 33.02, the open interest changed by 100 which increased total open position to 387


On 20 Nov IOC was trading at 133.12. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 31.79, the open interest changed by 39 which increased total open position to 286


On 19 Nov IOC was trading at 133.12. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 31.79, the open interest changed by 38 which increased total open position to 286


On 18 Nov IOC was trading at 134.14. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 30.33, the open interest changed by 15 which increased total open position to 247


On 14 Nov IOC was trading at 134.76. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 29.11, the open interest changed by 27 which increased total open position to 232


On 13 Nov IOC was trading at 135.99. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 30.06, the open interest changed by 36 which increased total open position to 200


On 12 Nov IOC was trading at 138.79. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by 30 which increased total open position to 164


On 11 Nov IOC was trading at 139.43. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by 45 which increased total open position to 134


On 8 Nov IOC was trading at 140.34. The strike last trading price was 2.8, which was -1.95 lower than the previous day. The implied volatity was 28.20, the open interest changed by 31 which increased total open position to 89


On 7 Nov IOC was trading at 144.15. The strike last trading price was 4.75, which was -0.20 lower than the previous day. The implied volatity was 30.43, the open interest changed by 4 which increased total open position to 57


On 6 Nov IOC was trading at 144.61. The strike last trading price was 4.95, which was 0.90 higher than the previous day. The implied volatity was 30.07, the open interest changed by 13 which increased total open position to 54


On 5 Nov IOC was trading at 140.80. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 33.03, the open interest changed by 4 which increased total open position to 39


On 4 Nov IOC was trading at 138.93. The strike last trading price was 3.7, which was -1.70 lower than the previous day. The implied volatity was 33.83, the open interest changed by 17 which increased total open position to 34


On 1 Nov IOC was trading at 144.99. The strike last trading price was 5.4, which was 0.10 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 16


On 31 Oct IOC was trading at 142.62. The strike last trading price was 5.3, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 6, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 5.5, which was -22.40 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 27.9, 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 27.9, 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 27.9, which was 27.90 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 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 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 16 Oct IOC was trading at 168.39. 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 15 Oct IOC was trading at 167.93. 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 150 PE
Delta: -0.80
Vega: 0.08
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 142.27 8.05 0.95 29.04 7 0 727
11 Dec 143.19 7.1 -0.40 23.98 96 -9 727
10 Dec 143.54 7.5 -0.75 30.10 241 -41 736
9 Dec 142.33 8.25 -0.20 29.52 157 32 777
6 Dec 141.96 8.45 -2.10 28.24 296 15 746
5 Dec 139.44 10.55 0.10 29.59 64 20 730
4 Dec 139.86 10.45 -0.10 31.45 191 59 709
3 Dec 139.51 10.55 -1.55 28.56 75 42 649
2 Dec 137.65 12.1 0.95 31.68 52 9 607
29 Nov 138.63 11.15 -0.75 27.18 77 41 596
28 Nov 137.75 11.9 0.75 30.64 216 151 551
27 Nov 139.00 11.15 -2.15 30.91 157 132 396
26 Nov 136.96 13.3 -0.45 32.67 58 47 263
25 Nov 136.40 13.75 -2.95 35.91 120 133 214
22 Nov 132.61 16.7 -1.80 33.41 50 31 112
21 Nov 130.71 18.5 3.50 35.17 18 10 80
20 Nov 133.12 15 0.00 - 11 7 69
19 Nov 133.12 15 -1.00 - 11 6 69
18 Nov 134.14 16 1.35 36.73 19 6 62
14 Nov 134.76 14.65 0.65 28.83 15 2 55
13 Nov 135.99 14 2.10 33.14 9 2 52
12 Nov 138.79 11.9 1.10 30.16 17 11 49
11 Nov 139.43 10.8 0.05 26.73 3 -1 36
8 Nov 140.34 10.75 2.75 29.35 8 7 36
7 Nov 144.15 8 -0.05 27.53 7 3 28
6 Nov 144.61 8.05 -3.45 28.84 5 3 24
5 Nov 140.80 11.5 0.85 33.94 2 0 20
4 Nov 138.93 10.65 0.00 0.00 0 0 0
1 Nov 144.99 10.65 0.00 0.00 0 3 0
31 Oct 142.62 10.65 0.85 - 3 2 19
30 Oct 143.40 9.8 4.70 - 2 0 16
29 Oct 144.12 5.1 0.00 - 0 0 0
28 Oct 147.02 5.1 0.00 - 0 0 0
25 Oct 146.31 5.1 0.00 - 0 2 0
24 Oct 153.27 5.1 0.10 - 2 1 15
22 Oct 155.31 5 1.50 - 1 0 13
21 Oct 160.12 3.5 1.60 - 4 2 11
18 Oct 165.35 1.9 0.00 - 0 1 0
17 Oct 164.28 1.9 -0.20 - 1 0 8
16 Oct 168.39 2.1 0.25 - 1 0 7
15 Oct 167.93 1.85 -1.95 - 7 4 4
11 Oct 163.15 3.8 0.00 - 0 0 0
9 Oct 164.74 3.8 - 0 0 0


For Indian Oil Corp Ltd - strike price 150 expiring on 26DEC2024

Delta for 150 PE is -0.80

Historical price for 150 PE is as follows

On 12 Dec IOC was trading at 142.27. The strike last trading price was 8.05, which was 0.95 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 727


On 11 Dec IOC was trading at 143.19. The strike last trading price was 7.1, which was -0.40 lower than the previous day. The implied volatity was 23.98, the open interest changed by -9 which decreased total open position to 727


On 10 Dec IOC was trading at 143.54. The strike last trading price was 7.5, which was -0.75 lower than the previous day. The implied volatity was 30.10, the open interest changed by -41 which decreased total open position to 736


On 9 Dec IOC was trading at 142.33. The strike last trading price was 8.25, which was -0.20 lower than the previous day. The implied volatity was 29.52, the open interest changed by 32 which increased total open position to 777


On 6 Dec IOC was trading at 141.96. The strike last trading price was 8.45, which was -2.10 lower than the previous day. The implied volatity was 28.24, the open interest changed by 15 which increased total open position to 746


On 5 Dec IOC was trading at 139.44. The strike last trading price was 10.55, which was 0.10 higher than the previous day. The implied volatity was 29.59, the open interest changed by 20 which increased total open position to 730


On 4 Dec IOC was trading at 139.86. The strike last trading price was 10.45, which was -0.10 lower than the previous day. The implied volatity was 31.45, the open interest changed by 59 which increased total open position to 709


On 3 Dec IOC was trading at 139.51. The strike last trading price was 10.55, which was -1.55 lower than the previous day. The implied volatity was 28.56, the open interest changed by 42 which increased total open position to 649


On 2 Dec IOC was trading at 137.65. The strike last trading price was 12.1, which was 0.95 higher than the previous day. The implied volatity was 31.68, the open interest changed by 9 which increased total open position to 607


On 29 Nov IOC was trading at 138.63. The strike last trading price was 11.15, which was -0.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 41 which increased total open position to 596


On 28 Nov IOC was trading at 137.75. The strike last trading price was 11.9, which was 0.75 higher than the previous day. The implied volatity was 30.64, the open interest changed by 151 which increased total open position to 551


On 27 Nov IOC was trading at 139.00. The strike last trading price was 11.15, which was -2.15 lower than the previous day. The implied volatity was 30.91, the open interest changed by 132 which increased total open position to 396


On 26 Nov IOC was trading at 136.96. The strike last trading price was 13.3, which was -0.45 lower than the previous day. The implied volatity was 32.67, the open interest changed by 47 which increased total open position to 263


On 25 Nov IOC was trading at 136.40. The strike last trading price was 13.75, which was -2.95 lower than the previous day. The implied volatity was 35.91, the open interest changed by 133 which increased total open position to 214


On 22 Nov IOC was trading at 132.61. The strike last trading price was 16.7, which was -1.80 lower than the previous day. The implied volatity was 33.41, the open interest changed by 31 which increased total open position to 112


On 21 Nov IOC was trading at 130.71. The strike last trading price was 18.5, which was 3.50 higher than the previous day. The implied volatity was 35.17, the open interest changed by 10 which increased total open position to 80


On 20 Nov IOC was trading at 133.12. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 69


On 19 Nov IOC was trading at 133.12. The strike last trading price was 15, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 69


On 18 Nov IOC was trading at 134.14. The strike last trading price was 16, which was 1.35 higher than the previous day. The implied volatity was 36.73, the open interest changed by 6 which increased total open position to 62


On 14 Nov IOC was trading at 134.76. The strike last trading price was 14.65, which was 0.65 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 55


On 13 Nov IOC was trading at 135.99. The strike last trading price was 14, which was 2.10 higher than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 52


On 12 Nov IOC was trading at 138.79. The strike last trading price was 11.9, which was 1.10 higher than the previous day. The implied volatity was 30.16, the open interest changed by 11 which increased total open position to 49


On 11 Nov IOC was trading at 139.43. The strike last trading price was 10.8, which was 0.05 higher than the previous day. The implied volatity was 26.73, the open interest changed by -1 which decreased total open position to 36


On 8 Nov IOC was trading at 140.34. The strike last trading price was 10.75, which was 2.75 higher than the previous day. The implied volatity was 29.35, the open interest changed by 7 which increased total open position to 36


On 7 Nov IOC was trading at 144.15. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 28


On 6 Nov IOC was trading at 144.61. The strike last trading price was 8.05, which was -3.45 lower than the previous day. The implied volatity was 28.84, the open interest changed by 3 which increased total open position to 24


On 5 Nov IOC was trading at 140.80. The strike last trading price was 11.5, which was 0.85 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 20


On 4 Nov IOC was trading at 138.93. The strike last trading price was 10.65, 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 1 Nov IOC was trading at 144.99. The strike last trading price was 10.65, 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 31 Oct IOC was trading at 142.62. The strike last trading price was 10.65, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 9.8, which was 4.70 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 5.1, 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 5.1, 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 5.1, 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 5.1, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 5, which was 1.50 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 3.5, which was 1.60 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 1.9, 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 1.9, which was -0.20 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 2.1, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 1.85, which was -1.95 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 3.8, 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 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to