IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
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 | 0.2 | -0.10 | 36.41 | 441 | -182 | 533 | |||
| 13 Nov | 135.99 | 0.3 | -0.10 | 35.21 | 515 | -11 | 737 | |||
| 12 Nov | 138.79 | 0.4 | -0.10 | 32.06 | 967 | 38 | 734 | |||
| 11 Nov | 139.43 | 0.5 | -0.15 | 31.39 | 902 | 114 | 700 | |||
| 8 Nov | 140.34 | 0.65 | -0.70 | 29.46 | 888 | 71 | 590 | |||
| 7 Nov | 144.15 | 1.35 | -0.20 | 28.51 | 1,054 | 31 | 519 | |||
| 6 Nov | 144.61 | 1.55 | 0.45 | 28.54 | 987 | 27 | 496 | |||
| 5 Nov | 140.80 | 1.1 | -0.05 | 31.82 | 931 | 147 | 480 | |||
| 4 Nov | 138.93 | 1.15 | -1.05 | 34.80 | 828 | 96 | 330 | |||
| 1 Nov | 144.99 | 2.2 | 0.05 | 28.35 | 36 | 6 | 232 | |||
| 31 Oct | 142.62 | 2.15 | -0.35 | - | 266 | 51 | 227 | |||
| 30 Oct | 143.40 | 2.5 | -0.20 | - | 125 | 42 | 174 | |||
| 29 Oct | 144.12 | 2.7 | -1.20 | - | 180 | 13 | 131 | |||
| 28 Oct | 147.02 | 3.9 | -0.35 | - | 229 | 39 | 115 | |||
| 25 Oct | 146.31 | 4.25 | -2.80 | - | 112 | 51 | 76 | |||
| 24 Oct | 153.27 | 7.05 | -0.20 | - | 18 | 16 | 24 | |||
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| 23 Oct | 152.94 | 7.25 | -16.65 | - | 22 | 7 | 7 | |||
| 22 Oct | 155.31 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 160.12 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 165.35 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 164.28 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 168.39 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 167.93 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 165.47 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.15 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 164.39 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 164.24 | 23.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 162.74 | 23.9 | 23.90 | - | 0 | 0 | 0 | |||
| 4 Oct | 168.65 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 CE is 0.05
Historical price for 152.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 36.41, the open interest changed by -182 which decreased total open position to 533
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.21, the open interest changed by -11 which decreased total open position to 737
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 32.06, the open interest changed by 38 which increased total open position to 734
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by 114 which increased total open position to 700
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.65, which was -0.70 lower than the previous day. The implied volatity was 29.46, the open interest changed by 71 which increased total open position to 590
On 7 Nov IOC was trading at 144.15. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 28.51, the open interest changed by 31 which increased total open position to 519
On 6 Nov IOC was trading at 144.61. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 27 which increased total open position to 496
On 5 Nov IOC was trading at 140.80. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 31.82, the open interest changed by 147 which increased total open position to 480
On 4 Nov IOC was trading at 138.93. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 34.80, the open interest changed by 96 which increased total open position to 330
On 1 Nov IOC was trading at 144.99. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by 6 which increased total open position to 232
On 31 Oct IOC was trading at 142.62. The strike last trading price was 2.15, 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 2.5, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 2.7, which was -1.20 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 3.9, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 4.25, which was -2.80 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 7.05, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 7.25, which was -16.65 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 23.9, 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 21 Oct IOC was trading at 160.12. The strike last trading price was 23.9, 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 18 Oct IOC was trading at 165.35. The strike last trading price was 23.9, 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 23.9, 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 16 Oct IOC was trading at 168.39. The strike last trading price was 23.9, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 23.9, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 23.9, 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 11 Oct IOC was trading at 163.15. The strike last trading price was 23.9, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 23.9, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 23.9, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 23.9, 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 7 Oct IOC was trading at 162.74. The strike last trading price was 23.9, which was 23.90 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.03
Theta: -0.00
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 17.3 | 1.40 | 37.58 | 3 | -1 | 90 |
| 13 Nov | 135.99 | 15.9 | 3.10 | 39.13 | 49 | -25 | 91 |
| 12 Nov | 138.79 | 12.8 | -0.45 | - | 21 | -1 | 118 |
| 11 Nov | 139.43 | 13.25 | 1.15 | 38.04 | 23 | -1 | 119 |
| 8 Nov | 140.34 | 12.1 | 3.30 | 30.59 | 21 | -6 | 121 |
| 7 Nov | 144.15 | 8.8 | 0.20 | 28.27 | 66 | 32 | 125 |
| 6 Nov | 144.61 | 8.6 | -5.05 | 29.12 | 58 | 12 | 92 |
| 5 Nov | 140.80 | 13.65 | -1.40 | 47.04 | 12 | -1 | 81 |
| 4 Nov | 138.93 | 15.05 | 4.20 | 47.92 | 25 | 2 | 81 |
| 1 Nov | 144.99 | 10.85 | 0.00 | 0.00 | 0 | 22 | 0 |
| 31 Oct | 142.62 | 10.85 | 0.35 | - | 43 | 22 | 79 |
| 30 Oct | 143.40 | 10.5 | 0.40 | - | 21 | 8 | 56 |
| 29 Oct | 144.12 | 10.1 | 0.20 | - | 23 | 2 | 47 |
| 28 Oct | 147.02 | 9.9 | 0.60 | - | 49 | 5 | 46 |
| 25 Oct | 146.31 | 9.3 | 3.95 | - | 48 | 17 | 41 |
| 24 Oct | 153.27 | 5.35 | -0.30 | - | 17 | 11 | 24 |
| 23 Oct | 152.94 | 5.65 | 1.75 | - | 28 | 13 | 14 |
| 22 Oct | 155.31 | 3.9 | 0.80 | - | 1 | 0 | 0 |
| 21 Oct | 160.12 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 165.35 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 164.28 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 168.39 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 167.93 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 165.47 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 163.15 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 164.39 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 164.74 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 164.24 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 162.74 | 3.1 | 3.10 | - | 0 | 0 | 0 |
| 4 Oct | 168.65 | 0 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 PE is -0.94
Historical price for 152.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 17.3, which was 1.40 higher than the previous day. The implied volatity was 37.58, the open interest changed by -1 which decreased total open position to 90
On 13 Nov IOC was trading at 135.99. The strike last trading price was 15.9, which was 3.10 higher than the previous day. The implied volatity was 39.13, the open interest changed by -25 which decreased total open position to 91
On 12 Nov IOC was trading at 138.79. The strike last trading price was 12.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 118
On 11 Nov IOC was trading at 139.43. The strike last trading price was 13.25, which was 1.15 higher than the previous day. The implied volatity was 38.04, the open interest changed by -1 which decreased total open position to 119
On 8 Nov IOC was trading at 140.34. The strike last trading price was 12.1, which was 3.30 higher than the previous day. The implied volatity was 30.59, the open interest changed by -6 which decreased total open position to 121
On 7 Nov IOC was trading at 144.15. The strike last trading price was 8.8, which was 0.20 higher than the previous day. The implied volatity was 28.27, the open interest changed by 32 which increased total open position to 125
On 6 Nov IOC was trading at 144.61. The strike last trading price was 8.6, which was -5.05 lower than the previous day. The implied volatity was 29.12, the open interest changed by 12 which increased total open position to 92
On 5 Nov IOC was trading at 140.80. The strike last trading price was 13.65, which was -1.40 lower than the previous day. The implied volatity was 47.04, the open interest changed by -1 which decreased total open position to 81
On 4 Nov IOC was trading at 138.93. The strike last trading price was 15.05, which was 4.20 higher than the previous day. The implied volatity was 47.92, the open interest changed by 2 which increased total open position to 81
On 1 Nov IOC was trading at 144.99. The strike last trading price was 10.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 10.85, 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 10.5, which was 0.40 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 10.1, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 9.9, 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 9.3, which was 3.95 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 5.35, 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 5.65, which was 1.75 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 3.9, which was 0.80 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 3.1, 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 18 Oct IOC was trading at 165.35. The strike last trading price was 3.1, 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 17 Oct IOC was trading at 164.28. The strike last trading price was 3.1, 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 16 Oct IOC was trading at 168.39. The strike last trading price was 3.1, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 3.1, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 3.1, 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 11 Oct IOC was trading at 163.15. The strike last trading price was 3.1, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 3.1, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 3.1, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 3.1, 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 7 Oct IOC was trading at 162.74. The strike last trading price was 3.1, which was 3.10 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
