IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 142 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.05
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 7.4 | 1.65 | 22.49 | 54 | -25 | 191 | |||||||||
| 14 Sept | 142.61 | 3.1 | -1 | 18.06 | 277 | -25 | 288 | |||||||||
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| 17 Aug | 140.13 | 5 | -0.45 | 24.65 | 2 | -1 | 15 | |||||||||
For Indian Oil Corp Ltd - strike price 142 expiring on 30SEP2025
Delta for 142 CE is 0.90
Historical price for 142 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 7.4, which was 1.65 higher than the previous day. The implied volatity was 22.49, the open interest changed by -25 which decreased total open position to 191
On 14 Sept IOC was trading at 142.61. The strike last trading price was 3.1, which was -1 lower than the previous day. The implied volatity was 18.06, the open interest changed by -25 which decreased total open position to 288
On 17 Aug IOC was trading at 140.13. The strike last trading price was 5, which was -0.45 lower than the previous day. The implied volatity was 24.65, the open interest changed by -1 which decreased total open position to 15
| IOC 30SEP2025 142 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
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 | -0.05 | 23.91 | 228 | 0 | 163 |
| 14 Sept | 142.61 | 1.65 | 0.2 | 18.46 | 276 | -28 | 173 |
| 17 Aug | 140.13 | 4.75 | 0.95 | 23.93 | 16 | 5 | 12 |
For Indian Oil Corp Ltd - strike price 142 expiring on 30SEP2025
Delta for 142 PE is -0.11
Historical price for 142 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 163
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.65, which was 0.2 higher than the previous day. The implied volatity was 18.46, the open interest changed by -28 which decreased total open position to 173
On 17 Aug IOC was trading at 140.13. The strike last trading price was 4.75, which was 0.95 higher than the previous day. The implied volatity was 23.93, the open interest changed by 5 which increased total open position to 12
