IOC
Indian Oil Corp Ltd
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
|
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| 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 | |||
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| 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
|
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| 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
