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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 165 CE
Delta: 0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 0.15 0.00 52.04 149 -80 1,149
13 Nov 135.99 0.15 0.00 47.67 187 -3 1,229
12 Nov 138.79 0.15 -0.05 42.62 218 -31 1,232
11 Nov 139.43 0.2 -0.05 42.24 205 -23 1,269
8 Nov 140.34 0.25 -0.05 39.21 708 4 1,318
7 Nov 144.15 0.3 0.00 33.97 1,026 268 1,300
6 Nov 144.61 0.3 0.00 32.50 808 81 1,041
5 Nov 140.80 0.3 -0.05 37.26 1,155 -17 965
4 Nov 138.93 0.35 -0.20 39.94 1,062 247 1,118
1 Nov 144.99 0.55 -0.10 32.30 118 57 874
31 Oct 142.62 0.65 -0.05 - 416 76 817
30 Oct 143.40 0.7 -0.20 - 286 63 736
29 Oct 144.12 0.9 -0.45 - 387 3 683
28 Oct 147.02 1.35 -0.10 - 380 -1 678
25 Oct 146.31 1.45 -1.00 - 645 114 679
24 Oct 153.27 2.45 -0.20 - 116 27 563
23 Oct 152.94 2.65 -0.40 - 315 59 536
22 Oct 155.31 3.05 -1.65 - 646 250 476
21 Oct 160.12 4.7 -2.35 - 339 75 233
18 Oct 165.35 7.05 0.35 - 149 35 152
17 Oct 164.28 6.7 -2.55 - 55 38 114
16 Oct 168.39 9.25 0.45 - 55 22 77
15 Oct 167.93 8.8 1.55 - 59 0 52
14 Oct 165.47 7.25 0.90 - 35 -5 52
11 Oct 163.15 6.35 -0.95 - 35 19 56
10 Oct 164.39 7.3 -0.40 - 15 7 37
9 Oct 164.74 7.7 0.65 - 25 7 30
8 Oct 164.24 7.05 0.00 - 18 11 23
7 Oct 162.74 7.05 -3.30 - 32 8 11
4 Oct 168.65 10.35 -11.70 - 4 2 2
3 Oct 171.33 22.05 0.00 - 0 0 0
1 Oct 179.06 22.05 0.00 - 0 0 0
30 Sept 180.15 22.05 0.00 - 0 0 0
27 Sept 180.01 22.05 0.00 - 0 0 0
26 Sept 171.36 22.05 0.00 - 0 0 0
25 Sept 169.82 22.05 0.00 - 0 0 0
24 Sept 169.89 22.05 0.00 - 0 0 0
23 Sept 169.73 22.05 0.00 - 0 0 0
19 Sept 165.04 22.05 0.00 - 0 0 0
18 Sept 168.45 22.05 0.00 - 0 0 0
16 Sept 171.82 22.05 0.00 - 0 0 0
13 Sept 173.19 22.05 0.00 - 0 0 0
12 Sept 173.26 22.05 0.00 - 0 0 0
11 Sept 169.74 22.05 0.00 - 0 0 0
6 Sept 176.64 22.05 0.00 - 0 0 0
2 Sept 178.73 22.05 - 0 0 0


For Indian Oil Corp Ltd - strike price 165 expiring on 28NOV2024

Delta for 165 CE is 0.03

Historical price for 165 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 52.04, the open interest changed by -80 which decreased total open position to 1149


On 13 Nov IOC was trading at 135.99. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.67, the open interest changed by -3 which decreased total open position to 1229


On 12 Nov IOC was trading at 138.79. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.62, the open interest changed by -31 which decreased total open position to 1232


On 11 Nov IOC was trading at 139.43. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.24, the open interest changed by -23 which decreased total open position to 1269


On 8 Nov IOC was trading at 140.34. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.21, the open interest changed by 4 which increased total open position to 1318


On 7 Nov IOC was trading at 144.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by 268 which increased total open position to 1300


On 6 Nov IOC was trading at 144.61. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.50, the open interest changed by 81 which increased total open position to 1041


On 5 Nov IOC was trading at 140.80. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.26, the open interest changed by -17 which decreased total open position to 965


On 4 Nov IOC was trading at 138.93. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 39.94, the open interest changed by 247 which increased total open position to 1118


On 1 Nov IOC was trading at 144.99. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 32.30, the open interest changed by 57 which increased total open position to 874


On 31 Oct IOC was trading at 142.62. The strike last trading price was 0.65, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 0.7, 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 0.9, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 1.35, 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 25 Oct IOC was trading at 146.31. The strike last trading price was 1.45, which was -1.00 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 2.45, 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 2.65, 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 22 Oct IOC was trading at 155.31. The strike last trading price was 3.05, which was -1.65 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 4.7, which was -2.35 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 7.05, 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 6.7, which was -2.55 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 9.25, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 8.8, 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 14 Oct IOC was trading at 165.47. The strike last trading price was 7.25, which was 0.90 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 6.35, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 7.3, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 7.7, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 7.05, 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 7.05, which was -3.30 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 10.35, which was -11.70 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 Sept IOC was trading at 168.45. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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 12 Sept IOC was trading at 173.26. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IOC 28NOV2024 165 PE
Delta: -0.99
Vega: 0.01
Theta: 0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 134.76 29.55 1.70 41.90 14 -12 288
13 Nov 135.99 27.85 4.50 - 5 -2 302
12 Nov 138.79 23.35 -2.00 - 8 -6 306
11 Nov 139.43 25.35 1.35 53.02 10 -7 312
8 Nov 140.34 24 3.85 37.68 7 -3 319
7 Nov 144.15 20.15 0.55 32.63 13 1 321
6 Nov 144.61 19.6 -6.05 29.69 38 8 320
5 Nov 140.80 25.65 0.45 65.31 4 -2 312
4 Nov 138.93 25.2 4.10 37.97 21 -15 312
1 Nov 144.99 21.1 -0.05 55.06 2 0 327
31 Oct 142.62 21.15 1.00 - 70 54 326
30 Oct 143.40 20.15 -0.45 - 40 9 271
29 Oct 144.12 20.6 1.00 - 59 25 260
28 Oct 147.02 19.6 1.10 - 70 20 237
25 Oct 146.31 18.5 5.50 - 73 45 217
24 Oct 153.27 13 -0.40 - 29 9 173
23 Oct 152.94 13.4 1.40 - 47 18 165
22 Oct 155.31 12 3.00 - 102 -29 147
21 Oct 160.12 9 3.00 - 36 10 176
18 Oct 165.35 6 -0.25 - 50 32 165
17 Oct 164.28 6.25 1.60 - 69 41 132
16 Oct 168.39 4.65 -0.65 - 56 21 92
15 Oct 167.93 5.3 -0.80 - 70 15 72
14 Oct 165.47 6.1 -1.65 - 43 -10 58
11 Oct 163.15 7.75 0.75 - 44 29 68
10 Oct 164.39 7 -0.30 - 12 5 38
9 Oct 164.74 7.3 -0.60 - 17 8 34
8 Oct 164.24 7.9 -0.55 - 6 3 25
7 Oct 162.74 8.45 2.65 - 15 6 22
4 Oct 168.65 5.8 3.10 - 3 1 15
3 Oct 171.33 2.7 0.00 - 0 0 0
1 Oct 179.06 2.7 -0.50 - 7 0 14
30 Sept 180.15 3.2 0.30 - 9 8 14
27 Sept 180.01 2.9 -2.60 - 9 0 5
26 Sept 171.36 5.5 0.00 - 0 0 0
25 Sept 169.82 5.5 0.00 - 0 0 0
24 Sept 169.89 5.5 0.00 - 0 0 0
23 Sept 169.73 5.5 0.00 - 0 0 0
19 Sept 165.04 5.5 0.00 - 0 1 0
18 Sept 168.45 5.5 0.50 - 2 1 5
16 Sept 171.82 5 0.00 - 0 0 0
13 Sept 173.19 5 0.00 - 0 3 0
12 Sept 173.26 5 2.00 - 3 2 3
11 Sept 169.74 3 -4.25 - 0 1 0
6 Sept 176.64 7.25 0.00 - 0 0 0
2 Sept 178.73 7.25 - 0 0 0


For Indian Oil Corp Ltd - strike price 165 expiring on 28NOV2024

Delta for 165 PE is -0.99

Historical price for 165 PE is as follows

On 14 Nov IOC was trading at 134.76. The strike last trading price was 29.55, which was 1.70 higher than the previous day. The implied volatity was 41.90, the open interest changed by -12 which decreased total open position to 288


On 13 Nov IOC was trading at 135.99. The strike last trading price was 27.85, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 302


On 12 Nov IOC was trading at 138.79. The strike last trading price was 23.35, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 306


On 11 Nov IOC was trading at 139.43. The strike last trading price was 25.35, which was 1.35 higher than the previous day. The implied volatity was 53.02, the open interest changed by -7 which decreased total open position to 312


On 8 Nov IOC was trading at 140.34. The strike last trading price was 24, which was 3.85 higher than the previous day. The implied volatity was 37.68, the open interest changed by -3 which decreased total open position to 319


On 7 Nov IOC was trading at 144.15. The strike last trading price was 20.15, which was 0.55 higher than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 321


On 6 Nov IOC was trading at 144.61. The strike last trading price was 19.6, which was -6.05 lower than the previous day. The implied volatity was 29.69, the open interest changed by 8 which increased total open position to 320


On 5 Nov IOC was trading at 140.80. The strike last trading price was 25.65, which was 0.45 higher than the previous day. The implied volatity was 65.31, the open interest changed by -2 which decreased total open position to 312


On 4 Nov IOC was trading at 138.93. The strike last trading price was 25.2, which was 4.10 higher than the previous day. The implied volatity was 37.97, the open interest changed by -15 which decreased total open position to 312


On 1 Nov IOC was trading at 144.99. The strike last trading price was 21.1, which was -0.05 lower than the previous day. The implied volatity was 55.06, the open interest changed by 0 which decreased total open position to 327


On 31 Oct IOC was trading at 142.62. The strike last trading price was 21.15, 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 30 Oct IOC was trading at 143.40. The strike last trading price was 20.15, 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 29 Oct IOC was trading at 144.12. The strike last trading price was 20.6, 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 28 Oct IOC was trading at 147.02. The strike last trading price was 19.6, 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 18.5, which was 5.50 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 13, 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 13.4, which was 1.40 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 12, which was 3.00 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 9, which was 3.00 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 6, 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 17 Oct IOC was trading at 164.28. The strike last trading price was 6.25, 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 16 Oct IOC was trading at 168.39. The strike last trading price was 4.65, 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 15 Oct IOC was trading at 167.93. The strike last trading price was 5.3, which was -0.80 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 6.1, which was -1.65 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 7.75, 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 10 Oct IOC was trading at 164.39. The strike last trading price was 7, 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 9 Oct IOC was trading at 164.74. The strike last trading price was 7.3, 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 8 Oct IOC was trading at 164.24. The strike last trading price was 7.9, 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 7 Oct IOC was trading at 162.74. The strike last trading price was 8.45, which was 2.65 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 5.8, 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 3 Oct IOC was trading at 171.33. The strike last trading price was 2.7, 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 2.7, 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 30 Sept IOC was trading at 180.15. The strike last trading price was 3.2, which was 0.30 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 2.9, which was -2.60 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 5.5, 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 5.5, 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 5.5, 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 5.5, 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 5.5, 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 Sept IOC was trading at 168.45. The strike last trading price was 5.5, 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 16 Sept IOC was trading at 171.82. The strike last trading price was 5, 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 5, 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 12 Sept IOC was trading at 173.26. The strike last trading price was 5, which was 2.00 higher 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, which was -4.25 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 7.25, 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 2 Sept IOC was trading at 178.73. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to