IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 132 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.02
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 17.25 | 5.65 | 40.42 | 1 | -1 | 26 | |||||||||
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| 14 Sept | 142.61 | 12.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 140.13 | 12 | 0.5 | 29.29 | 1 | 1 | 2 | |||||||||
For Indian Oil Corp Ltd - strike price 132 expiring on 30SEP2025
Delta for 132 CE is 0.96
Historical price for 132 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 17.25, which was 5.65 higher than the previous day. The implied volatity was 40.42, the open interest changed by -1 which decreased total open position to 26
On 14 Sept IOC was trading at 142.61. The strike last trading price was 12.5, 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 12, which was 0.5 higher than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 2
| IOC 30SEP2025 132 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 0.1 | 0 | 37.09 | 2 | 0 | 133 |
| 14 Sept | 142.61 | 0.2 | 0 | 24.47 | 11 | -2 | 132 |
| 17 Aug | 140.13 | 1.35 | -0.65 | 24.63 | 6 | 2 | 23 |
For Indian Oil Corp Ltd - strike price 132 expiring on 30SEP2025
Delta for 132 PE is -0.03
Historical price for 132 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 133
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 24.47, the open interest changed by -2 which decreased total open position to 132
On 17 Aug IOC was trading at 140.13. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 23
