IOC
Indian Oil Corp Ltd
Historical option data for IOC
17 Aug 2025 12:56 AM IST
| IOC 30SEP2025 140 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.19
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 140.13 | 5.15 | -1.95 | 20.16 | 14 | 10 | 16 | |||||||||
For Indian Oil Corp Ltd - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.60
Historical price for 140 CE is as follows
On 17 Aug IOC was trading at 140.13. The strike last trading price was 5.15, which was -1.95 lower than the previous day. The implied volatity was 20.16, the open interest changed by 10 which increased total open position to 16
| IOC 30SEP2025 140 PE | |||||||
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Delta: -0.41
Vega: 0.20
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 140.13 | 3.9 | 0.9 | 24.46 | 48 | 21 | 37 |
For Indian Oil Corp Ltd - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.41
Historical price for 140 PE is as follows
On 17 Aug IOC was trading at 140.13. The strike last trading price was 3.9, which was 0.9 higher than the previous day. The implied volatity was 24.46, the open interest changed by 21 which increased total open position to 37
