IOC
Indian Oil Corp Ltd
Historical option data for IOC
02 Jan 2025 04:12 PM IST
| IOC 30JAN2025 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 137.96 | 0.4 | 0.00 | 25.27 | 110 | -8 | 219 | |||
| 1 Jan | 137.04 | 0.4 | 0.05 | 25.58 | 66 | -10 | 228 | |||
| 31 Dec | 136.41 | 0.35 | 0.00 | 25.07 | 207 | -2 | 239 | |||
| 30 Dec | 134.61 | 0.35 | -0.10 | 26.28 | 280 | 73 | 244 | |||
| 27 Dec | 136.25 | 0.45 | -0.25 | 24.91 | 173 | 51 | 172 | |||
| 26 Dec | 137.85 | 0.7 | -0.15 | 25.50 | 112 | 33 | 120 | |||
| 24 Dec | 138.27 | 0.85 | -0.15 | 26.05 | 59 | 24 | 86 | |||
| 23 Dec | 137.78 | 1 | -0.25 | 27.30 | 80 | 46 | 61 | |||
| 20 Dec | 137.08 | 1.25 | -1.30 | 28.22 | 23 | 5 | 14 | |||
| 19 Dec | 139.62 | 2.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 136.71 | 2.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 140.32 | 2.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 143.16 | 2.55 | -0.65 | 26.90 | 2 | 0 | 8 | |||
| 13 Dec | 144.24 | 3.2 | -1.00 | 27.09 | 20 | 9 | 9 | |||
| 12 Dec | 141.48 | 4.2 | 0.00 | 5.39 | 0 | 0 | 0 | |||
| 11 Dec | 143.19 | 4.2 | 0.00 | 4.44 | 0 | 0 | 0 | |||
| 10 Dec | 143.54 | 4.2 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 9 Dec | 142.33 | 4.2 | 0.00 | 4.78 | 0 | 0 | 0 | |||
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| 6 Dec | 141.96 | 4.2 | 0.00 | 4.75 | 0 | 0 | 0 | |||
| 5 Dec | 139.44 | 4.2 | 0.00 | 6.03 | 0 | 0 | 0 | |||
| 4 Dec | 139.86 | 4.2 | 0.00 | 5.76 | 0 | 0 | 0 | |||
| 3 Dec | 139.51 | 4.2 | 0.00 | 5.96 | 0 | 0 | 0 | |||
| 2 Dec | 137.65 | 4.2 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 29 Nov | 138.63 | 4.2 | 6.14 | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 152.5 expiring on 30JAN2025
Delta for 152.5 CE is 0.09
Historical price for 152.5 CE is as follows
On 2 Jan IOC was trading at 137.96. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by -8 which decreased total open position to 219
On 1 Jan IOC was trading at 137.04. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.58, the open interest changed by -10 which decreased total open position to 228
On 31 Dec IOC was trading at 136.41. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 25.07, the open interest changed by -2 which decreased total open position to 239
On 30 Dec IOC was trading at 134.61. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 26.28, the open interest changed by 73 which increased total open position to 244
On 27 Dec IOC was trading at 136.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 24.91, the open interest changed by 51 which increased total open position to 172
On 26 Dec IOC was trading at 137.85. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 25.50, the open interest changed by 33 which increased total open position to 120
On 24 Dec IOC was trading at 138.27. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 24 which increased total open position to 86
On 23 Dec IOC was trading at 137.78. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 27.30, the open interest changed by 46 which increased total open position to 61
On 20 Dec IOC was trading at 137.08. The strike last trading price was 1.25, which was -1.30 lower than the previous day. The implied volatity was 28.22, the open interest changed by 5 which increased total open position to 14
On 19 Dec IOC was trading at 139.62. The strike last trading price was 2.55, 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 18 Dec IOC was trading at 136.71. The strike last trading price was 2.55, 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 17 Dec IOC was trading at 140.32. The strike last trading price was 2.55, 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 16 Dec IOC was trading at 143.16. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 8
On 13 Dec IOC was trading at 144.24. The strike last trading price was 3.2, which was -1.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by 9 which increased total open position to 9
On 12 Dec IOC was trading at 141.48. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IOC was trading at 143.19. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IOC was trading at 143.54. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IOC was trading at 142.33. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IOC was trading at 141.96. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IOC was trading at 139.44. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IOC was trading at 139.86. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IOC was trading at 139.51. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IOC was trading at 137.65. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IOC was trading at 138.63. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
| IOC 30JAN2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 137.96 | 16.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 137.04 | 16.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 31 Dec | 136.41 | 16.25 | -0.30 | 37.96 | 3 | -1 | 27 |
| 30 Dec | 134.61 | 16.55 | 1.40 | 29.25 | 15 | 4 | 27 |
| 27 Dec | 136.25 | 15.15 | 1.45 | 25.10 | 4 | 1 | 22 |
| 26 Dec | 137.85 | 13.7 | -0.40 | 23.60 | 21 | 7 | 22 |
| 24 Dec | 138.27 | 14.1 | -0.10 | 28.72 | 22 | 12 | 16 |
| 23 Dec | 137.78 | 14.2 | 1.20 | 28.37 | 3 | 2 | 3 |
| 20 Dec | 137.08 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 139.62 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 136.71 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 140.32 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 143.16 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 144.24 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 141.48 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 143.19 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 143.54 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 142.33 | 13 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 141.96 | 13 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 139.44 | 13 | -4.05 | 27.92 | 1 | 0 | 0 |
| 4 Dec | 139.86 | 17.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 139.51 | 17.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 137.65 | 17.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 138.63 | 17.05 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 152.5 expiring on 30JAN2025
Delta for 152.5 PE is 0.00
Historical price for 152.5 PE is as follows
On 2 Jan IOC was trading at 137.96. The strike last trading price was 16.25, 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 Jan IOC was trading at 137.04. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Dec IOC was trading at 136.41. The strike last trading price was 16.25, which was -0.30 lower than the previous day. The implied volatity was 37.96, the open interest changed by -1 which decreased total open position to 27
On 30 Dec IOC was trading at 134.61. The strike last trading price was 16.55, which was 1.40 higher than the previous day. The implied volatity was 29.25, the open interest changed by 4 which increased total open position to 27
On 27 Dec IOC was trading at 136.25. The strike last trading price was 15.15, which was 1.45 higher than the previous day. The implied volatity was 25.10, the open interest changed by 1 which increased total open position to 22
On 26 Dec IOC was trading at 137.85. The strike last trading price was 13.7, which was -0.40 lower than the previous day. The implied volatity was 23.60, the open interest changed by 7 which increased total open position to 22
On 24 Dec IOC was trading at 138.27. The strike last trading price was 14.1, which was -0.10 lower than the previous day. The implied volatity was 28.72, the open interest changed by 12 which increased total open position to 16
On 23 Dec IOC was trading at 137.78. The strike last trading price was 14.2, which was 1.20 higher than the previous day. The implied volatity was 28.37, the open interest changed by 2 which increased total open position to 3
On 20 Dec IOC was trading at 137.08. The strike last trading price was 13, 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 19 Dec IOC was trading at 139.62. The strike last trading price was 13, 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 18 Dec IOC was trading at 136.71. The strike last trading price was 13, 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 17 Dec IOC was trading at 140.32. The strike last trading price was 13, 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 16 Dec IOC was trading at 143.16. The strike last trading price was 13, 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 13 Dec IOC was trading at 144.24. The strike last trading price was 13, 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 12 Dec IOC was trading at 141.48. The strike last trading price was 13, 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 11 Dec IOC was trading at 143.19. The strike last trading price was 13, 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 10 Dec IOC was trading at 143.54. The strike last trading price was 13, 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 9 Dec IOC was trading at 142.33. The strike last trading price was 13, 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 6 Dec IOC was trading at 141.96. The strike last trading price was 13, 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 5 Dec IOC was trading at 139.44. The strike last trading price was 13, which was -4.05 lower than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IOC was trading at 139.86. The strike last trading price was 17.05, 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 3 Dec IOC was trading at 139.51. The strike last trading price was 17.05, 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 2 Dec IOC was trading at 137.65. The strike last trading price was 17.05, 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 29 Nov IOC was trading at 138.63. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
