IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 137.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.06
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 12.5 | 2.45 | 45.63 | 3 | -1 | 74 | |||||||||
| 14 Sept | 142.61 | 6.55 | -1.15 | 20.24 | 24 | 6 | 114 | |||||||||
| 17 Aug | 140.13 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 CE is 0.86
Historical price for 137.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 12.5, which was 2.45 higher than the previous day. The implied volatity was 45.63, the open interest changed by -1 which decreased total open position to 74
On 14 Sept IOC was trading at 142.61. The strike last trading price was 6.55, which was -1.15 lower than the previous day. The implied volatity was 20.24, the open interest changed by 6 which increased total open position to 114
On 17 Aug IOC was trading at 140.13. The strike last trading price was 8.95, 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 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.03
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 | 28.56 | 70 | -5 | 236 |
| 14 Sept | 142.61 | 0.65 | 0.1 | 21.20 | 35 | -8 | 196 |
| 17 Aug | 140.13 | 5.4 | 0 | 3.08 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 PE is -0.05
Historical price for 137.5 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 28.56, the open interest changed by -5 which decreased total open position to 236
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 21.20, the open interest changed by -8 which decreased total open position to 196
On 17 Aug IOC was trading at 140.13. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
