IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 137 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.04
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 12.55 | 4.1 | 38.18 | 5 | -4 | 76 | |||||||||
| 14 Sept | 142.61 | 6.9 | -1.3 | 19.32 | 13 | 3 | 88 | |||||||||
| 17 Aug | 140.13 | 7.3 | -1.55 | 21.90 | 6 | -2 | 20 | |||||||||
For Indian Oil Corp Ltd - strike price 137 expiring on 30SEP2025
Delta for 137 CE is 0.91
Historical price for 137 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 12.55, which was 4.1 higher than the previous day. The implied volatity was 38.18, the open interest changed by -4 which decreased total open position to 76
On 14 Sept IOC was trading at 142.61. The strike last trading price was 6.9, which was -1.3 lower than the previous day. The implied volatity was 19.32, the open interest changed by 3 which increased total open position to 88
On 17 Aug IOC was trading at 140.13. The strike last trading price was 7.3, which was -1.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by -2 which decreased total open position to 20
| IOC 30SEP2025 137 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 29.60 | 149 | -53 | 220 |
| 14 Sept | 142.61 | 0.55 | 0.05 | 21.04 | 38 | -1 | 298 |
| 17 Aug | 140.13 | 2.6 | 0.45 | 23.83 | 7 | 0 | 50 |
For Indian Oil Corp Ltd - strike price 137 expiring on 30SEP2025
Delta for 137 PE is -0.05
Historical price for 137 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 29.60, the open interest changed by -53 which decreased total open position to 220
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 21.04, the open interest changed by -1 which decreased total open position to 298
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 23.83, the open interest changed by 0 which decreased total open position to 50
