IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Nov 2024 04:12 PM IST
| IOC 28NOV2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 134.76 | 0.15 | 0.00 | 41.86 | 89 | -12 | 223 | |||
| 13 Nov | 135.99 | 0.15 | -0.10 | 37.74 | 155 | -44 | 236 | |||
| 12 Nov | 138.79 | 0.25 | 0.00 | 36.26 | 185 | -78 | 307 | |||
| 11 Nov | 139.43 | 0.25 | -0.10 | 33.84 | 191 | 20 | 385 | |||
| 8 Nov | 140.34 | 0.35 | -0.35 | 32.05 | 544 | 91 | 367 | |||
| 7 Nov | 144.15 | 0.7 | -0.05 | 30.41 | 623 | 0 | 276 | |||
| 6 Nov | 144.61 | 0.75 | 0.15 | 29.48 | 741 | -40 | 280 | |||
| 5 Nov | 140.80 | 0.6 | -0.10 | 33.44 | 366 | 92 | 320 | |||
| 4 Nov | 138.93 | 0.7 | -0.60 | 36.86 | 568 | 27 | 228 | |||
| 1 Nov | 144.99 | 1.3 | 0.05 | 30.29 | 40 | 16 | 202 | |||
| 31 Oct | 142.62 | 1.25 | -0.25 | - | 169 | 70 | 185 | |||
| 30 Oct | 143.40 | 1.5 | -0.15 | - | 34 | 16 | 114 | |||
| 29 Oct | 144.12 | 1.65 | -0.95 | - | 227 | 11 | 97 | |||
| 28 Oct | 147.02 | 2.6 | -0.15 | - | 75 | 6 | 87 | |||
| 25 Oct | 146.31 | 2.75 | -1.80 | - | 91 | 40 | 81 | |||
| 24 Oct | 153.27 | 4.55 | -0.40 | - | 26 | 5 | 41 | |||
| 23 Oct | 152.94 | 4.95 | -0.55 | - | 49 | 13 | 35 | |||
| 22 Oct | 155.31 | 5.5 | -3.50 | - | 37 | 19 | 21 | |||
| 21 Oct | 160.12 | 9 | -11.25 | - | 2 | 1 | 1 | |||
| 18 Oct | 165.35 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 164.28 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 168.39 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 167.93 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 165.47 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.15 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 164.39 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 164.74 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 164.24 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 162.74 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 168.65 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 171.33 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 179.06 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Sept | 180.15 | 20.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 180.01 | 20.25 | - | 0 | 0 | 0 | ||||
For Indian Oil Corp Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 CE is 0.04
Historical price for 157.5 CE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.86, the open interest changed by -12 which decreased total open position to 223
On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 37.74, the open interest changed by -44 which decreased total open position to 236
On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 36.26, the open interest changed by -78 which decreased total open position to 307
On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 33.84, the open interest changed by 20 which increased total open position to 385
On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 32.05, the open interest changed by 91 which increased total open position to 367
On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 276
On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 29.48, the open interest changed by -40 which decreased total open position to 280
On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 33.44, the open interest changed by 92 which increased total open position to 320
On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 36.86, the open interest changed by 27 which increased total open position to 228
On 1 Nov IOC was trading at 144.99. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 30.29, the open interest changed by 16 which increased total open position to 202
On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.25, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 1.5, 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 1.65, 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 2.6, 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 Oct IOC was trading at 146.31. The strike last trading price was 2.75, which was -1.80 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 4.55, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 4.95, which was -0.55 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 5.5, which was -3.50 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 9, which was -11.25 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IOC 28NOV2024 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 134.76 | 20.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 135.99 | 20.45 | 3.65 | - | 1 | 0 | 93 |
| 12 Nov | 138.79 | 16.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 139.43 | 16.8 | 0.00 | 0.00 | 0 | -2 | 0 |
| 8 Nov | 140.34 | 16.8 | 3.90 | 34.26 | 5 | -1 | 94 |
| 7 Nov | 144.15 | 12.9 | 0.10 | 26.85 | 9 | 2 | 95 |
| 6 Nov | 144.61 | 12.8 | -3.75 | 30.65 | 16 | 6 | 93 |
| 5 Nov | 140.80 | 16.55 | -1.85 | 34.76 | 13 | -5 | 87 |
| 4 Nov | 138.93 | 18.4 | 3.55 | 39.91 | 5 | -1 | 91 |
| 1 Nov | 144.99 | 14.85 | 0.00 | 0.00 | 0 | 26 | 0 |
| 31 Oct | 142.62 | 14.85 | 1.45 | - | 35 | 25 | 91 |
| 30 Oct | 143.40 | 13.4 | -0.65 | - | 19 | 16 | 65 |
| 29 Oct | 144.12 | 14.05 | 1.30 | - | 36 | 26 | 49 |
| 28 Oct | 147.02 | 12.75 | 1.00 | - | 13 | 5 | 25 |
| 25 Oct | 146.31 | 11.75 | 4.00 | - | 12 | 4 | 20 |
| 24 Oct | 153.27 | 7.75 | -0.20 | - | 1 | 0 | 15 |
| 23 Oct | 152.94 | 7.95 | 0.95 | - | 16 | 5 | 16 |
| 22 Oct | 155.31 | 7 | 2.50 | - | 23 | 6 | 10 |
| 21 Oct | 160.12 | 4.5 | 1.15 | - | 6 | 3 | 4 |
| 18 Oct | 165.35 | 3.35 | 0.35 | - | 1 | 0 | 1 |
| 17 Oct | 164.28 | 3 | -1.45 | - | 1 | 0 | 0 |
| 16 Oct | 168.39 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 167.93 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 165.47 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 163.15 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 164.39 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 164.74 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 164.24 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 162.74 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 168.65 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 171.33 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 179.06 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 180.15 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 180.01 | 4.45 | - | 0 | 0 | 0 | |
For Indian Oil Corp Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 PE is 0.00
Historical price for 157.5 PE is as follows
On 14 Nov IOC was trading at 134.76. The strike last trading price was 20.45, 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 13 Nov IOC was trading at 135.99. The strike last trading price was 20.45, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 12 Nov IOC was trading at 138.79. The strike last trading price was 16.8, 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 Nov IOC was trading at 139.43. The strike last trading price was 16.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 8 Nov IOC was trading at 140.34. The strike last trading price was 16.8, which was 3.90 higher than the previous day. The implied volatity was 34.26, the open interest changed by -1 which decreased total open position to 94
On 7 Nov IOC was trading at 144.15. The strike last trading price was 12.9, which was 0.10 higher than the previous day. The implied volatity was 26.85, the open interest changed by 2 which increased total open position to 95
On 6 Nov IOC was trading at 144.61. The strike last trading price was 12.8, which was -3.75 lower than the previous day. The implied volatity was 30.65, the open interest changed by 6 which increased total open position to 93
On 5 Nov IOC was trading at 140.80. The strike last trading price was 16.55, which was -1.85 lower than the previous day. The implied volatity was 34.76, the open interest changed by -5 which decreased total open position to 87
On 4 Nov IOC was trading at 138.93. The strike last trading price was 18.4, which was 3.55 higher than the previous day. The implied volatity was 39.91, the open interest changed by -1 which decreased total open position to 91
On 1 Nov IOC was trading at 144.99. The strike last trading price was 14.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct IOC was trading at 142.62. The strike last trading price was 14.85, which was 1.45 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 13.4, which was -0.65 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 14.05, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 12.75, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 11.75, which was 4.00 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 7.75, 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 7.95, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 7, which was 2.50 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 4.5, which was 1.15 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 3.35, 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 17 Oct IOC was trading at 164.28. The strike last trading price was 3, 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 16 Oct IOC was trading at 168.39. The strike last trading price was 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, 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 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
