IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 0.15 | -0.10 | 38.19 | 990 | -208 | 1,180 | |||
| 13 Nov | 135.99 | 0.25 | -0.05 | 37.75 | 1,251 | -181 | 1,393 | |||
| 12 Nov | 138.79 | 0.3 | -0.10 | 33.87 | 1,451 | 144 | 1,577 | |||
| 11 Nov | 139.43 | 0.4 | -0.10 | 33.65 | 1,240 | 56 | 1,434 | |||
| 8 Nov | 140.34 | 0.5 | -0.45 | 31.20 | 2,159 | -15 | 1,378 | |||
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| 7 Nov | 144.15 | 0.95 | -0.15 | 29.23 | 2,605 | 177 | 1,393 | |||
| 6 Nov | 144.61 | 1.1 | 0.25 | 29.16 | 2,728 | 50 | 1,217 | |||
| 5 Nov | 140.80 | 0.85 | 0.00 | 33.10 | 2,384 | 100 | 1,141 | |||
| 4 Nov | 138.93 | 0.85 | -0.85 | 35.28 | 3,623 | 75 | 1,048 | |||
| 1 Nov | 144.99 | 1.7 | 0.05 | 29.41 | 185 | 52 | 970 | |||
| 31 Oct | 142.62 | 1.65 | -0.30 | - | 1,100 | 281 | 916 | |||
| 30 Oct | 143.40 | 1.95 | -0.15 | - | 530 | 108 | 631 | |||
| 29 Oct | 144.12 | 2.1 | -0.95 | - | 1,111 | -24 | 521 | |||
| 28 Oct | 147.02 | 3.05 | -0.35 | - | 777 | 82 | 536 | |||
| 25 Oct | 146.31 | 3.4 | -2.40 | - | 899 | 224 | 454 | |||
| 24 Oct | 153.27 | 5.8 | -0.20 | - | 292 | 88 | 229 | |||
| 23 Oct | 152.94 | 6 | -0.90 | - | 401 | 89 | 139 | |||
| 22 Oct | 155.31 | 6.9 | -8.10 | - | 62 | 48 | 49 | |||
| 21 Oct | 160.12 | 15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 165.35 | 15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 164.28 | 15 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 168.39 | 15 | -13.85 | - | 1 | 0 | 0 | |||
| 15 Oct | 167.93 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 165.47 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.15 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 164.39 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 164.24 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 162.74 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 168.65 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 171.33 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 179.06 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 180.15 | 28.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 180.01 | 28.85 | 28.85 | - | 0 | 0 | 0 | |||
| 26 Sept | 171.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 169.82 | 0 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 CE is 0.04
Historical price for 155 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 38.19, the open interest changed by -208 which decreased total open position to 1180
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.75, the open interest changed by -181 which decreased total open position to 1393
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 33.87, the open interest changed by 144 which increased total open position to 1577
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.65, the open interest changed by 56 which increased total open position to 1434
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 31.20, the open interest changed by -15 which decreased total open position to 1378
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 29.23, the open interest changed by 177 which increased total open position to 1393
On 6 Nov IOC was trading at 144.61. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 50 which increased total open position to 1217
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by 100 which increased total open position to 1141
On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 35.28, the open interest changed by 75 which increased total open position to 1048
On 1 Nov IOC was trading at 144.99. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 29.41, the open interest changed by 52 which increased total open position to 970
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.65, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 1.95, which was -0.15 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 2.1, which was -0.95 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 3.05, 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 3.4, which was -2.40 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 5.8, 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 6, which was -0.90 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 6.9, which was -8.10 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 15, 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 15, 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 15, 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 15, which was -13.85 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 3 Oct IOC was trading at 171.33. The strike last trading price was 28.85, 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 1 Oct IOC was trading at 179.06. The strike last trading price was 28.85, 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 30 Sept IOC was trading at 180.15. The strike last trading price was 28.85, 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 27 Sept IOC was trading at 180.01. The strike last trading price was 28.85, which was 28.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept IOC was trading at 171.36. 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 25 Sept IOC was trading at 169.82. 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 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 20.3 | 1.00 | 54.42 | 17 | -1 | 422 |
| 13 Nov | 135.99 | 19.3 | 4.00 | 59.25 | 116 | -14 | 423 |
| 12 Nov | 138.79 | 15.3 | 0.55 | - | 38 | -3 | 444 |
| 11 Nov | 139.43 | 14.75 | -0.05 | - | 8 | 0 | 447 |
| 8 Nov | 140.34 | 14.8 | 3.90 | 37.67 | 21 | -4 | 447 |
| 7 Nov | 144.15 | 10.9 | 0.30 | 29.10 | 41 | 8 | 452 |
| 6 Nov | 144.61 | 10.6 | -3.40 | 29.47 | 59 | -5 | 445 |
| 5 Nov | 140.80 | 14 | -2.10 | 30.14 | 33 | -12 | 450 |
| 4 Nov | 138.93 | 16.1 | 3.30 | 38.36 | 54 | -19 | 462 |
| 1 Nov | 144.99 | 12.8 | 0.00 | 0.00 | 0 | 65 | 0 |
| 31 Oct | 142.62 | 12.8 | 0.50 | - | 132 | 66 | 482 |
| 30 Oct | 143.40 | 12.3 | 0.25 | - | 81 | 36 | 416 |
| 29 Oct | 144.12 | 12.05 | 0.10 | - | 111 | 16 | 381 |
| 28 Oct | 147.02 | 11.95 | 0.95 | - | 215 | -44 | 367 |
| 25 Oct | 146.31 | 11 | 4.50 | - | 432 | -165 | 411 |
| 24 Oct | 153.27 | 6.5 | -0.20 | - | 78 | 13 | 576 |
| 23 Oct | 152.94 | 6.7 | 1.00 | - | 314 | 95 | 563 |
| 22 Oct | 155.31 | 5.7 | 1.75 | - | 439 | 120 | 468 |
| 21 Oct | 160.12 | 3.95 | 1.55 | - | 150 | 53 | 345 |
| 18 Oct | 165.35 | 2.4 | 0.05 | - | 84 | 14 | 292 |
| 17 Oct | 164.28 | 2.35 | 0.75 | - | 99 | 72 | 277 |
| 16 Oct | 168.39 | 1.6 | -0.40 | - | 148 | 77 | 187 |
| 15 Oct | 167.93 | 2 | -0.45 | - | 71 | 28 | 110 |
| 14 Oct | 165.47 | 2.45 | -1.10 | - | 35 | 7 | 82 |
| 11 Oct | 163.15 | 3.55 | 0.80 | - | 30 | 10 | 74 |
| 10 Oct | 164.39 | 2.75 | -0.50 | - | 23 | 1 | 63 |
| 9 Oct | 164.74 | 3.25 | -0.35 | - | 21 | 4 | 63 |
| 8 Oct | 164.24 | 3.6 | -0.30 | - | 13 | 4 | 59 |
| 7 Oct | 162.74 | 3.9 | 1.55 | - | 14 | 5 | 54 |
| 4 Oct | 168.65 | 2.35 | 0.40 | - | 27 | 7 | 48 |
| 3 Oct | 171.33 | 1.95 | 1.00 | - | 25 | 17 | 41 |
| 1 Oct | 179.06 | 0.95 | -0.30 | - | 15 | 3 | 23 |
| 30 Sept | 180.15 | 1.25 | 0.20 | - | 7 | 4 | 19 |
| 27 Sept | 180.01 | 1.05 | -0.70 | - | 5 | 2 | 14 |
| 26 Sept | 171.36 | 1.75 | -0.15 | - | 2 | 1 | 11 |
| 25 Sept | 169.82 | 1.9 | - | 10 | 9 | 9 | |
For Indian Oil Corp Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 PE is -0.89
Historical price for 155 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 20.3, which was 1.00 higher than the previous day. The implied volatity was 54.42, the open interest changed by -1 which decreased total open position to 422
On 13 Nov IOC was trading at 135.99. The strike last trading price was 19.3, which was 4.00 higher than the previous day. The implied volatity was 59.25, the open interest changed by -14 which decreased total open position to 423
On 12 Nov IOC was trading at 138.79. The strike last trading price was 15.3, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 444
On 11 Nov IOC was trading at 139.43. The strike last trading price was 14.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 447
On 8 Nov IOC was trading at 140.34. The strike last trading price was 14.8, which was 3.90 higher than the previous day. The implied volatity was 37.67, the open interest changed by -4 which decreased total open position to 447
On 7 Nov IOC was trading at 144.15. The strike last trading price was 10.9, which was 0.30 higher than the previous day. The implied volatity was 29.10, the open interest changed by 8 which increased total open position to 452
On 6 Nov IOC was trading at 144.61. The strike last trading price was 10.6, which was -3.40 lower than the previous day. The implied volatity was 29.47, the open interest changed by -5 which decreased total open position to 445
On 5 Nov IOC was trading at 140.80. The strike last trading price was 14, which was -2.10 lower than the previous day. The implied volatity was 30.14, the open interest changed by -12 which decreased total open position to 450
On 4 Nov IOC was trading at 138.93. The strike last trading price was 16.1, which was 3.30 higher than the previous day. The implied volatity was 38.36, the open interest changed by -19 which decreased total open position to 462
On 1 Nov IOC was trading at 144.99. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 65 which increased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 12.8, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 12.3, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 12.05, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 11.95, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 11, which was 4.50 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 6.5, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 6.7, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 5.7, 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 21 Oct IOC was trading at 160.12. The strike last trading price was 3.95, which was 1.55 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 2.4, 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 2.35, which was 0.75 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 1.6, which was -0.40 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 2, which was -0.45 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 2.45, 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 11 Oct IOC was trading at 163.15. The strike last trading price was 3.55, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 2.75, which was -0.50 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 3.25, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 3.6, 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 7 Oct IOC was trading at 162.74. The strike last trading price was 3.9, which was 1.55 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 2.35, 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 3 Oct IOC was trading at 171.33. The strike last trading price was 1.95, 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 1 Oct IOC was trading at 179.06. The strike last trading price was 0.95, 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 30 Sept IOC was trading at 180.15. The strike last trading price was 1.25, 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 27 Sept IOC was trading at 180.01. The strike last trading price was 1.05, 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 26 Sept IOC was trading at 171.36. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept IOC was trading at 169.82. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
