IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.06
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 9.9 | 2.25 | 36.93 | 173 | -8 | 435 | |||||||||
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| 14 Sept | 142.61 | 4.5 | -1.1 | 18.86 | 453 | -11 | 594 | |||||||||
| 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 0.85
Historical price for 140 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 9.9, which was 2.25 higher than the previous day. The implied volatity was 36.93, the open interest changed by -8 which decreased total open position to 435
On 14 Sept IOC was trading at 142.61. The strike last trading price was 4.5, which was -1.1 lower than the previous day. The implied volatity was 18.86, the open interest changed by -11 which decreased total open position to 594
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: -0.07
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 | -0.05 | 24.96 | 815 | 66 | 713 |
| 14 Sept | 142.61 | 1.05 | 0.1 | 19.23 | 538 | -75 | 595 |
| 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 -0.07
Historical price for 140 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by 66 which increased total open position to 713
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 19.23, the open interest changed by -75 which decreased total open position to 595
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
