IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 142.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.03
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 6.75 | 1.4 | 17.55 | 63 | -24 | 161 | |||||||||
| 14 Sept | 142.61 | 2.8 | -0.95 | 17.96 | 310 | -1 | 254 | |||||||||
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| 17 Aug | 140.13 | 6.5 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 CE is 0.93
Historical price for 142.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 6.75, which was 1.4 higher than the previous day. The implied volatity was 17.55, the open interest changed by -24 which decreased total open position to 161
On 14 Sept IOC was trading at 142.61. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 17.96, the open interest changed by -1 which decreased total open position to 254
On 17 Aug IOC was trading at 140.13. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.05
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 0.35 | -0.1 | 22.69 | 257 | 4 | 184 |
| 14 Sept | 142.61 | 1.85 | 0.25 | 18.37 | 403 | 22 | 179 |
| 17 Aug | 140.13 | 7.85 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 PE is -0.12
Historical price for 142.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 22.69, the open interest changed by 4 which increased total open position to 184
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 18.37, the open interest changed by 22 which increased total open position to 179
On 17 Aug IOC was trading at 140.13. The strike last trading price was 7.85, 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
