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[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd

134.76 -1.23 (-0.90%)

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Historical option data for IOC

14 Nov 2024 04:12 PM IST
IOC 28NOV2024 160 CE
Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 0.1 -0.05 42.43 723 -35 1,932
13 Nov 135.99 0.15 -0.10 41.15 312 -60 2,000
12 Nov 138.79 0.25 0.00 39.85 765 -86 2,062
11 Nov 139.43 0.25 -0.05 37.33 972 -41 2,146
8 Nov 140.34 0.3 -0.20 34.29 1,400 103 2,187
7 Nov 144.15 0.5 -0.10 31.24 2,947 40 2,084
6 Nov 144.61 0.6 0.10 31.25 2,417 77 2,047
5 Nov 140.80 0.5 0.00 35.24 1,679 119 1,991
4 Nov 138.93 0.5 -0.50 36.99 2,644 362 2,047
1 Nov 144.99 1 -0.05 31.21 399 72 1,680
31 Oct 142.62 1.05 -0.10 - 1,496 281 1,608
30 Oct 143.40 1.15 -0.15 - 661 179 1,325
29 Oct 144.12 1.3 -0.75 - 1,150 179 1,146
28 Oct 147.02 2.05 -0.15 - 974 161 920
25 Oct 146.31 2.2 -1.60 - 1,206 397 759
24 Oct 153.27 3.8 -0.15 - 296 9 361
23 Oct 152.94 3.95 -0.70 - 528 72 352
22 Oct 155.31 4.65 -2.10 - 507 165 271
21 Oct 160.12 6.75 -3.10 - 163 75 103
18 Oct 165.35 9.85 0.70 - 17 5 27
17 Oct 164.28 9.15 -2.65 - 10 8 23
16 Oct 168.39 11.8 0.40 - 6 -1 14
15 Oct 167.93 11.4 1.35 - 2 0 15
14 Oct 165.47 10.05 1.50 - 5 2 14
11 Oct 163.15 8.55 -1.45 - 2 0 11
10 Oct 164.39 10 0.00 - 10 -3 10
9 Oct 164.74 10 0.40 - 5 3 12
8 Oct 164.24 9.6 0.00 - 7 3 9
7 Oct 162.74 9.6 -2.70 - 7 1 4
4 Oct 168.65 12.3 -13.00 - 3 2 2
3 Oct 171.33 25.3 0.00 - 0 0 0
1 Oct 179.06 25.3 0.00 - 0 0 0
30 Sept 180.15 25.3 0.00 - 0 0 0
27 Sept 180.01 25.3 0.00 - 0 0 0
26 Sept 171.36 25.3 0.00 - 0 0 0
25 Sept 169.82 25.3 0.00 - 0 0 0
24 Sept 169.89 25.3 0.00 - 0 0 0
23 Sept 169.73 25.3 0.00 - 0 0 0
19 Sept 165.04 25.3 0.00 - 0 0 0
16 Sept 171.82 25.3 0.00 - 0 0 0
13 Sept 173.19 25.3 0.00 - 0 0 0
11 Sept 169.74 25.3 0.00 - 0 0 0
6 Sept 176.64 25.3 0.00 - 0 0 0
2 Sept 178.73 25.3 - 0 0 0


For Indian Oil Corp Ltd - strike price 160 expiring on 28NOV2024

Delta for 160 CE is 0.02

Historical price for 160 CE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.43, the open interest changed by -35 which decreased total open position to 1932


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 41.15, the open interest changed by -60 which decreased total open position to 2000


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 39.85, the open interest changed by -86 which decreased total open position to 2062


On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.33, the open interest changed by -41 which decreased total open position to 2146


On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 34.29, the open interest changed by 103 which increased total open position to 2187


On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 31.24, the open interest changed by 40 which increased total open position to 2084


On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 31.25, the open interest changed by 77 which increased total open position to 2047


On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by 119 which increased total open position to 1991


On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 36.99, the open interest changed by 362 which increased total open position to 2047


On 1 Nov IOC was trading at 144.99. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by 72 which increased total open position to 1680


On 31 Oct IOC was trading at 142.62. The strike last trading price was 1.05, which was -0.10 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 1.15, 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 1.3, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 2.05, 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 2.2, which was -1.60 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 3.8, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 3.95, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 4.65, which was -2.10 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 6.75, 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 18 Oct IOC was trading at 165.35. The strike last trading price was 9.85, which was 0.70 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 9.15, which was -2.65 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 11.8, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 11.4, which was 1.35 higher 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 10.05, which was 1.50 higher 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 8.55, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 10, 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 10, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 9.6, 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 9.6, which was -2.70 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 12.3, 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 3 Oct IOC was trading at 171.33. The strike last trading price was 25.3, 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 25.3, 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 25.3, 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 25.3, 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 26 Sept IOC was trading at 171.36. The strike last trading price was 25.3, 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 25.3, 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 24 Sept IOC was trading at 169.89. The strike last trading price was 25.3, 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 23 Sept IOC was trading at 169.73. The strike last trading price was 25.3, 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 19 Sept IOC was trading at 165.04. The strike last trading price was 25.3, 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 Sept IOC was trading at 171.82. The strike last trading price was 25.3, 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 13 Sept IOC was trading at 173.19. The strike last trading price was 25.3, 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 Sept IOC was trading at 169.74. The strike last trading price was 25.3, 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 6 Sept IOC was trading at 176.64. The strike last trading price was 25.3, 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 2 Sept IOC was trading at 178.73. The strike last trading price was 25.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 160 PE
Delta: -0.90
Vega: 0.05
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 25.35 1.35 64.74 31 -26 556
13 Nov 135.99 24 3.25 64.27 18 -12 581
12 Nov 138.79 20.75 0.30 35.33 31 -5 595
11 Nov 139.43 20.45 1.35 46.93 15 -2 599
8 Nov 140.34 19.1 3.70 33.67 14 -11 602
7 Nov 144.15 15.4 0.35 30.73 55 -9 613
6 Nov 144.61 15.05 -3.90 31.42 30 1 622
5 Nov 140.80 18.95 -1.75 36.99 21 1 621
4 Nov 138.93 20.7 4.00 40.88 82 34 620
1 Nov 144.99 16.7 -0.45 51.09 13 -2 585
31 Oct 142.62 17.15 0.70 - 253 200 581
30 Oct 143.40 16.45 0.45 - 200 25 379
29 Oct 144.12 16 0.45 - 136 -11 362
28 Oct 147.02 15.55 1.10 - 100 20 373
25 Oct 146.31 14.45 5.10 - 76 19 353
24 Oct 153.27 9.35 -0.25 - 54 9 335
23 Oct 152.94 9.6 1.05 - 108 -4 327
22 Oct 155.31 8.55 2.30 - 328 88 330
21 Oct 160.12 6.25 2.25 - 220 44 240
18 Oct 165.35 4 0.10 - 114 26 195
17 Oct 164.28 3.9 1.05 - 59 20 169
16 Oct 168.39 2.85 -0.40 - 68 13 149
15 Oct 167.93 3.25 -0.75 - 61 16 136
14 Oct 165.47 4 -1.15 - 21 2 119
11 Oct 163.15 5.15 0.65 - 33 11 117
10 Oct 164.39 4.5 -0.35 - 26 11 107
9 Oct 164.74 4.85 -0.45 - 22 8 96
8 Oct 164.24 5.3 -0.60 - 27 1 88
7 Oct 162.74 5.9 1.90 - 26 4 86
4 Oct 168.65 4 0.80 - 32 8 81
3 Oct 171.33 3.2 1.60 - 56 32 74
1 Oct 179.06 1.6 -0.30 - 21 14 42
30 Sept 180.15 1.9 0.00 - 11 0 27
27 Sept 180.01 1.9 -0.60 - 32 10 26
26 Sept 171.36 2.5 -0.25 - 3 1 15
25 Sept 169.82 2.75 -0.05 - 2 1 14
24 Sept 169.89 2.8 -0.40 - 1 0 12
23 Sept 169.73 3.2 -3.20 - 1 0 11
19 Sept 165.04 6.4 3.40 - 4 1 11
16 Sept 171.82 3 0.75 - 2 1 10
13 Sept 173.19 2.25 -1.25 - 1 0 8
11 Sept 169.74 3.5 0.05 - 1 0 7
6 Sept 176.64 3.45 1.05 - 1 0 7
2 Sept 178.73 2.4 - 9 7 7


For Indian Oil Corp Ltd - strike price 160 expiring on 28NOV2024

Delta for 160 PE is -0.90

Historical price for 160 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 25.35, which was 1.35 higher than the previous day. The implied volatity was 64.74, the open interest changed by -26 which decreased total open position to 556


On 13 Nov IOC was trading at 135.99. The strike last trading price was 24, which was 3.25 higher than the previous day. The implied volatity was 64.27, the open interest changed by -12 which decreased total open position to 581


On 12 Nov IOC was trading at 138.79. The strike last trading price was 20.75, which was 0.30 higher than the previous day. The implied volatity was 35.33, the open interest changed by -5 which decreased total open position to 595


On 11 Nov IOC was trading at 139.43. The strike last trading price was 20.45, which was 1.35 higher than the previous day. The implied volatity was 46.93, the open interest changed by -2 which decreased total open position to 599


On 8 Nov IOC was trading at 140.34. The strike last trading price was 19.1, which was 3.70 higher than the previous day. The implied volatity was 33.67, the open interest changed by -11 which decreased total open position to 602


On 7 Nov IOC was trading at 144.15. The strike last trading price was 15.4, which was 0.35 higher than the previous day. The implied volatity was 30.73, the open interest changed by -9 which decreased total open position to 613


On 6 Nov IOC was trading at 144.61. The strike last trading price was 15.05, which was -3.90 lower than the previous day. The implied volatity was 31.42, the open interest changed by 1 which increased total open position to 622


On 5 Nov IOC was trading at 140.80. The strike last trading price was 18.95, which was -1.75 lower than the previous day. The implied volatity was 36.99, the open interest changed by 1 which increased total open position to 621


On 4 Nov IOC was trading at 138.93. The strike last trading price was 20.7, which was 4.00 higher than the previous day. The implied volatity was 40.88, the open interest changed by 34 which increased total open position to 620


On 1 Nov IOC was trading at 144.99. The strike last trading price was 16.7, which was -0.45 lower than the previous day. The implied volatity was 51.09, the open interest changed by -2 which decreased total open position to 585


On 31 Oct IOC was trading at 142.62. The strike last trading price was 17.15, which was 0.70 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 16.45, which was 0.45 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 16, which was 0.45 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 15.55, which was 1.10 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 14.45, which was 5.10 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 9.35, 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 23 Oct IOC was trading at 152.94. The strike last trading price was 9.6, which was 1.05 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 8.55, which was 2.30 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 6.25, which was 2.25 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 4, 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 17 Oct IOC was trading at 164.28. The strike last trading price was 3.9, which was 1.05 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 2.85, 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 3.25, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 4, which was -1.15 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 5.15, which was 0.65 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 4.5, 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 4.85, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 5.3, which was -0.60 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 5.9, which was 1.90 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 4, 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 3 Oct IOC was trading at 171.33. The strike last trading price was 3.2, which was 1.60 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 1.6, 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 30 Sept IOC was trading at 180.15. The strike last trading price was 1.9, 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 27 Sept IOC was trading at 180.01. The strike last trading price was 1.9, which was -0.60 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 2.5, 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 25 Sept IOC was trading at 169.82. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept IOC was trading at 169.89. The strike last trading price was 2.8, 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 Sept IOC was trading at 169.73. The strike last trading price was 3.2, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IOC was trading at 165.04. The strike last trading price was 6.4, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IOC was trading at 171.82. The strike last trading price was 3, 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 13 Sept IOC was trading at 173.19. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept IOC was trading at 169.74. The strike last trading price was 3.5, 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 6 Sept IOC was trading at 176.64. The strike last trading price was 3.45, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept IOC was trading at 178.73. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to