IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.04
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 19.65 | 2.85 | 58.39 | 4 | -1 | 44 | |||||||||
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| 14 Sept | 142.61 | 15.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 140.13 | 13.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 130 expiring on 30SEP2025
Delta for 130 CE is 0.92
Historical price for 130 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 19.65, which was 2.85 higher than the previous day. The implied volatity was 58.39, the open interest changed by -1 which decreased total open position to 44
On 14 Sept IOC was trading at 142.61. The strike last trading price was 15.05, 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 13.7, 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 130 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | -0.05 | 36.81 | 25 | -2 | 231 |
| 14 Sept | 142.61 | 0.15 | 0 | 26.34 | 23 | -10 | 256 |
| 17 Aug | 140.13 | 1 | 0.15 | 24.88 | 14 | 11 | 11 |
For Indian Oil Corp Ltd - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -0.01
Historical price for 130 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.81, the open interest changed by -2 which decreased total open position to 231
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 26.34, the open interest changed by -10 which decreased total open position to 256
On 17 Aug IOC was trading at 140.13. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 24.88, the open interest changed by 11 which increased total open position to 11
