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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 150 CE
Delta: 0.07
Vega: 0.03
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 0.25 -0.10 33.97 3,256 -115 2,926
13 Nov 135.99 0.35 -0.25 32.19 3,262 -181 3,036
12 Nov 138.79 0.6 -0.15 31.12 2,808 5 3,218
11 Nov 139.43 0.75 -0.25 30.63 2,722 281 3,215
8 Nov 140.34 1 -0.90 29.25 2,227 374 2,938
7 Nov 144.15 1.9 -0.30 27.78 2,700 122 2,585
6 Nov 144.61 2.2 0.70 28.23 4,059 63 2,468
5 Nov 140.80 1.5 -0.05 31.12 2,831 19 2,404
4 Nov 138.93 1.55 -1.35 34.37 5,353 619 2,400
1 Nov 144.99 2.9 0.00 27.61 411 44 1,774
31 Oct 142.62 2.9 -0.35 - 1,672 463 1,729
30 Oct 143.40 3.25 -0.25 - 1,611 246 1,257
29 Oct 144.12 3.5 -1.45 - 2,535 335 1,011
28 Oct 147.02 4.95 -0.30 - 1,551 319 670
25 Oct 146.31 5.25 -3.25 - 768 256 351
24 Oct 153.27 8.5 -0.30 - 70 5 94
23 Oct 152.94 8.8 -1.10 - 250 61 87
22 Oct 155.31 9.9 -3.10 - 34 21 25
21 Oct 160.12 13 -6.60 - 2 0 3
18 Oct 165.35 19.6 0.00 - 0 0 0
17 Oct 164.28 19.6 0.00 - 0 3 0
16 Oct 168.39 19.6 -13.00 - 3 0 0
15 Oct 167.93 32.6 0.00 - 0 0 0
14 Oct 165.47 32.6 0.00 - 0 0 0
11 Oct 163.15 32.6 0.00 - 0 0 0
10 Oct 164.39 32.6 0.00 - 0 0 0
9 Oct 164.74 32.6 0.00 - 0 0 0
8 Oct 164.24 32.6 0.00 - 0 0 0
7 Oct 162.74 32.6 0.00 - 0 0 0
4 Oct 168.65 32.6 - 0 0 0


For Indian Oil Corp Ltd - strike price 150 expiring on 28NOV2024

Delta for 150 CE is 0.07

Historical price for 150 CE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 33.97, the open interest changed by -115 which decreased total open position to 2926


On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 32.19, the open interest changed by -181 which decreased total open position to 3036


On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 31.12, the open interest changed by 5 which increased total open position to 3218


On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.63, the open interest changed by 281 which increased total open position to 3215


On 8 Nov IOC was trading at 140.34. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was 29.25, the open interest changed by 374 which increased total open position to 2938


On 7 Nov IOC was trading at 144.15. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 27.78, the open interest changed by 122 which increased total open position to 2585


On 6 Nov IOC was trading at 144.61. The strike last trading price was 2.2, which was 0.70 higher than the previous day. The implied volatity was 28.23, the open interest changed by 63 which increased total open position to 2468


On 5 Nov IOC was trading at 140.80. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 31.12, the open interest changed by 19 which increased total open position to 2404


On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 34.37, the open interest changed by 619 which increased total open position to 2400


On 1 Nov IOC was trading at 144.99. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 27.61, the open interest changed by 44 which increased total open position to 1774


On 31 Oct IOC was trading at 142.62. The strike last trading price was 2.9, which was -0.35 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 3.25, 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 3.5, which was -1.45 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 4.95, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 5.25, which was -3.25 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 8.5, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 8.8, which was -1.10 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 9.9, which was -3.10 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 13, which was -6.60 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 19.6, 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 19.6, 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 19.6, which was -13.00 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 32.6, 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 32.6, 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 32.6, 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 32.6, 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 32.6, 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 32.6, 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 7 Oct IOC was trading at 162.74. The strike last trading price was 32.6, 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 4 Oct IOC was trading at 168.65. The strike last trading price was 32.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 150 PE
Delta: -0.88
Vega: 0.05
Theta: -0.04
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 15.2 1.30 42.61 115 -64 743
13 Nov 135.99 13.9 2.55 42.93 101 -57 808
12 Nov 138.79 11.35 0.70 32.75 65 -3 866
11 Nov 139.43 10.65 0.70 31.66 69 12 868
8 Nov 140.34 9.95 3.15 30.00 88 27 857
7 Nov 144.15 6.8 0.15 27.05 318 44 827
6 Nov 144.61 6.65 -3.45 27.85 378 -6 782
5 Nov 140.80 10.1 -1.75 32.84 138 2 786
4 Nov 138.93 11.85 3.35 36.86 213 -28 786
1 Nov 144.99 8.5 -0.55 41.81 20 2 813
31 Oct 142.62 9.05 0.35 - 338 93 811
30 Oct 143.40 8.7 0.20 - 198 49 719
29 Oct 144.12 8.5 0.00 - 623 -78 668
28 Oct 147.02 8.5 0.60 - 625 160 743
25 Oct 146.31 7.9 3.60 - 715 117 583
24 Oct 153.27 4.3 -0.30 - 155 33 466
23 Oct 152.94 4.6 0.90 - 651 94 545
22 Oct 155.31 3.7 1.30 - 616 37 452
21 Oct 160.12 2.4 1.00 - 398 173 410
18 Oct 165.35 1.4 0.05 - 191 49 237
17 Oct 164.28 1.35 0.30 - 77 50 187
16 Oct 168.39 1.05 -0.20 - 41 1 132
15 Oct 167.93 1.25 -0.30 - 103 -18 131
14 Oct 165.47 1.55 -0.30 - 77 5 149
11 Oct 163.15 1.85 0.15 - 63 32 142
10 Oct 164.39 1.7 -0.35 - 48 4 110
9 Oct 164.74 2.05 0.05 - 125 42 106
8 Oct 164.24 2 -0.75 - 53 5 59
7 Oct 162.74 2.75 0.95 - 67 38 53
4 Oct 168.65 1.8 - 18 13 13


For Indian Oil Corp Ltd - strike price 150 expiring on 28NOV2024

Delta for 150 PE is -0.88

Historical price for 150 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 15.2, which was 1.30 higher than the previous day. The implied volatity was 42.61, the open interest changed by -64 which decreased total open position to 743


On 13 Nov IOC was trading at 135.99. The strike last trading price was 13.9, which was 2.55 higher than the previous day. The implied volatity was 42.93, the open interest changed by -57 which decreased total open position to 808


On 12 Nov IOC was trading at 138.79. The strike last trading price was 11.35, which was 0.70 higher than the previous day. The implied volatity was 32.75, the open interest changed by -3 which decreased total open position to 866


On 11 Nov IOC was trading at 139.43. The strike last trading price was 10.65, which was 0.70 higher than the previous day. The implied volatity was 31.66, the open interest changed by 12 which increased total open position to 868


On 8 Nov IOC was trading at 140.34. The strike last trading price was 9.95, which was 3.15 higher than the previous day. The implied volatity was 30.00, the open interest changed by 27 which increased total open position to 857


On 7 Nov IOC was trading at 144.15. The strike last trading price was 6.8, which was 0.15 higher than the previous day. The implied volatity was 27.05, the open interest changed by 44 which increased total open position to 827


On 6 Nov IOC was trading at 144.61. The strike last trading price was 6.65, which was -3.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by -6 which decreased total open position to 782


On 5 Nov IOC was trading at 140.80. The strike last trading price was 10.1, which was -1.75 lower than the previous day. The implied volatity was 32.84, the open interest changed by 2 which increased total open position to 786


On 4 Nov IOC was trading at 138.93. The strike last trading price was 11.85, which was 3.35 higher than the previous day. The implied volatity was 36.86, the open interest changed by -28 which decreased total open position to 786


On 1 Nov IOC was trading at 144.99. The strike last trading price was 8.5, which was -0.55 lower than the previous day. The implied volatity was 41.81, the open interest changed by 2 which increased total open position to 813


On 31 Oct IOC was trading at 142.62. The strike last trading price was 9.05, which was 0.35 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 8.7, which was 0.20 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 8.5, 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 8.5, which was 0.60 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 7.9, which was 3.60 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 4.3, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 4.6, which was 0.90 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 3.7, which was 1.30 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 2.4, which was 1.00 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 1.4, which was 0.05 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 1.35, which was 0.30 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 1.05, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 1.25, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 1.55, 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 1.85, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 1.7, which was -0.35 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 2.05, which was 0.05 higher 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 2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IOC was trading at 162.74. The strike last trading price was 2.75, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IOC was trading at 168.65. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to