IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 139.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.05
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 | 10.1 | 1.95 | 32.91 | 5 | -1 | 193 | |||||||||
| 14 Sept | 142.61 | 4.9 | -1.1 | 19.23 | 33 | -11 | 245 | |||||||||
| 17 Aug | 140.13 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 139.5 expiring on 30SEP2025
Delta for 139.5 CE is 0.88
Historical price for 139.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 10.1, which was 1.95 higher than the previous day. The implied volatity was 32.91, the open interest changed by -1 which decreased total open position to 193
On 14 Sept IOC was trading at 142.61. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 19.23, the open interest changed by -11 which decreased total open position to 245
On 17 Aug IOC was trading at 140.13. The strike last trading price was 8, 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
| IOC 30SEP2025 139.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.03
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 0.2 | 0 | 26.04 | 49 | -7 | 236 |
| 14 Sept | 142.61 | 0.9 | 0.05 | 19.09 | 102 | -11 | 290 |
| 17 Aug | 140.13 | 3.5 | 0.5 | 23.50 | 1 | 0 | 4 |
For Indian Oil Corp Ltd - strike price 139.5 expiring on 30SEP2025
Delta for 139.5 PE is -0.07
Historical price for 139.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 26.04, the open interest changed by -7 which decreased total open position to 236
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 19.09, the open interest changed by -11 which decreased total open position to 290
On 17 Aug IOC was trading at 140.13. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 4
