IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 122 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 24.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 142.61 | 15.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 140.13 | 25.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 122 expiring on 30SEP2025
Delta for 122 CE is 0.00
Historical price for 122 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 24.75, which was 0 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 14 Sept IOC was trading at 142.61. The strike last trading price was 15.7, which was 0 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 17 Aug IOC was trading at 140.13. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 122 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 0.05 | 0 | 51.51 | 5 | 0 | 83 |
| 14 Sept | 142.61 | 0.05 | -0.05 | 33.41 | 1 | 0 | 87 |
| 17 Aug | 140.13 | 0.35 | 0 | 27.71 | 4 | 4 | 25 |
For Indian Oil Corp Ltd - strike price 122 expiring on 30SEP2025
Delta for 122 PE is -0.01
Historical price for 122 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 51.51, the open interest changed by 0 which decreased total open position to 83
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 87
On 17 Aug IOC was trading at 140.13. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 25
