IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 14.75 | 2.6 | 47.72 | 10 | -6 | 113 | |||||||||
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| 14 Sept | 142.61 | 8.8 | -0.85 | 21.90 | 15 | -7 | 127 | |||||||||
| 17 Aug | 140.13 | 10.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.89
Historical price for 135 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 14.75, which was 2.6 higher than the previous day. The implied volatity was 47.72, the open interest changed by -6 which decreased total open position to 113
On 14 Sept IOC was trading at 142.61. The strike last trading price was 8.8, which was -0.85 lower than the previous day. The implied volatity was 21.90, the open interest changed by -7 which decreased total open position to 127
On 17 Aug IOC was trading at 140.13. The strike last trading price was 10.4, 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 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
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 | 0.15 | 0 | 33.71 | 52 | 11 | 392 |
| 14 Sept | 142.61 | 0.35 | 0 | 22.15 | 171 | 0 | 443 |
| 17 Aug | 140.13 | 2.1 | 0.35 | 24.63 | 38 | 17 | 22 |
For Indian Oil Corp Ltd - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.04
Historical price for 135 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 33.71, the open interest changed by 11 which increased total open position to 392
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 22.15, the open interest changed by 0 which decreased total open position to 443
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 24.63, the open interest changed by 17 which increased total open position to 22
