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Related Pages for IOC
[--[65.84.65.76]--]
IOC
Indian Oil Corp Ltd
130.71 -2.41 (-1.81%)

Option Chain for IOC

21 Nov 2024 04:02 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 4875
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 1 1 2 - 20.65 -48.25 110 0.00 0.10 - 55 22 44 -
0.00 0 0 0 0.00 0.00 0.00 112.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 57.85 0.00 115 0.00 0.10 50.75 190 -18 149 -0.03
- 0 0 0 - 52.45 0.00 117.5 0.05 0.20 50.00 86 29 77 -0.05
0.94 48 -5 23 43.18 11.45 -1.60 120 0.00 0.25 44.47 908 -31 578 -0.07
0.90 10 6 21 40.24 9.10 -1.65 122.5 0.05 0.35 39.76 1,242 139 469 -0.10
0.84 45 20 143 36.19 6.80 -1.80 125 0.05 0.60 37.08 2,602 -213 459 -0.16
0.75 104 52 404 32.40 4.65 -1.80 127.5 0.20 1.00 34.02 2,550 189 474 -0.26
0.60 476 323 3,520 30.11 2.85 -1.50 130 0.30 1.70 31.52 5,090 64 970 -0.40
0.42 540 344 4,782 29.79 1.60 -1.10 132.5 0.75 2.95 31.26 2,173 -94 553 -0.58
0.26 967 26 4,484 30.54 0.85 -0.75 135 1.00 4.65 31.53 1,249 -121 627 -0.73
0.14 1,081 236 2,562 30.82 0.40 -0.55 137.5 1.25 6.65 31.13 379 -165 337 -0.85
0.08 1,866 -108 3,596 32.23 0.20 -0.30 140 1.50 9.00 34.66 495 -194 633 -0.91
0.07 684 -101 432 38.79 0.20 -0.10 142.5 2.35 12.00 55.72 22 -7 291 -0.85
0.04 1,813 -288 1,607 39.37 0.10 -0.15 145 1.90 13.90 43.93 54 -39 538 -0.95
0.02 601 -184 517 40.14 0.05 -0.15 147.5 4.20 16.10 - 27 -17 168 -
0.03 2,391 -299 917 50.04 0.10 0.00 150 4.15 19.00 60.99 32 -19 713 -0.94
0.02 445 -11 67 49.79 0.05 -0.05 152.5 0.00 17.30 0.00 0 0 0 0.00
0.01 983 -219 367 54.27 0.05 -0.05 155 1.75 23.70 53.66 13 -3 384 -0.99
- 204 -4 29 - 0.05 0.00 157.5 0.00 20.45 0.00 0 0 0 0.00
- 1,635 -175 646 - 0.05 0.00 160 2.00 29.00 - 37 -24 504 -
- 166 -22 25 - 0.05 0.00 162.5 0.00 27.40 0.00 0 0 0 0.00
- 1,005 -78 294 - 0.05 0.00 165 3.75 34.25 - 9 -8 263 -
- 135 -2 4 - 0.10 0.05 167.5 5.15 36.35 - 1 0 18 -
- 1,097 -20 28 - 0.05 0.00 170 3.05 38.50 - 21 -13 382 -
- 76 -2 3 - 0.05 0.00 172.5 10.45 42.75 - 1 0 20 -
- 465 -18 19 - 0.05 0.00 175 3.55 43.55 - 5 -4 106 -
0.00 0 0 0 0.00 0.05 0.00 177.5 0.00 31.00 0.00 0 0 0 0.00
- 522 -9 10 - 0.05 0.00 180 4.50 48.80 - 12 -7 495 -
0.00 0 0 0 0.00 0.10 0.00 182.5 17.75 52.65 - 2 0 7 -
- 298 0 2 - 0.05 0.00 185 2.30 54.70 - 4 -3 30 -
0.00 0 0 0 0.00 1.15 0.00 187.5 0.00 19.65 0.00 0 0 0 0.00
- 168 2 8 - 0.05 0.00 190 0.00 49.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.55 0.00 192.5 0.00 23.30 0.00 0 0 0 0.00
0.00 0 13 0 0.00 0.05 0.00 195 0.00 23.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 3.55 0.00 197.5 0.00 27.20 - 0 0 0 -
0.00 0 0 0 0.00 0.05 0.00 200 0.00 53.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.70 0.00 202.5 0.00 31.30 0.00 0 0 0 0.00
0.00 0 6 0 0.00 0.05 0.00 205 0.00 30.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 207.5 0.00 0.00 0.00 0 0 0 0.00
- 39 0 1 - 0.05 0.00 210 0.00 34.10 0.00 0 0 0 0.00
17,865 9,289
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.