IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 144.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.06
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 4.95 | 1.25 | 17.20 | 267 | -26 | 125 | |||||||||
| 14 Sept | 142.61 | 1.8 | -0.75 | 17.81 | 777 | 31 | 232 | |||||||||
| 17 Aug | 140.13 | 7.95 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 144.5 expiring on 30SEP2025
Delta for 144.5 CE is 0.86
Historical price for 144.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 4.95, which was 1.25 higher than the previous day. The implied volatity was 17.20, the open interest changed by -26 which decreased total open position to 125
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 17.81, the open interest changed by 31 which increased total open position to 232
On 17 Aug IOC was trading at 140.13. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 144.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.07
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 0.55 | -0.3 | 20.73 | 461 | -38 | 108 |
| 14 Sept | 142.61 | 2.8 | 0.4 | 17.89 | 289 | -1 | 102 |
| 17 Aug | 140.13 | 8.35 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 144.5 expiring on 30SEP2025
Delta for 144.5 PE is -0.19
Historical price for 144.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 20.73, the open interest changed by -38 which decreased total open position to 108
On 14 Sept IOC was trading at 142.61. The strike last trading price was 2.8, which was 0.4 higher than the previous day. The implied volatity was 17.89, the open interest changed by -1 which decreased total open position to 102
On 17 Aug IOC was trading at 140.13. The strike last trading price was 8.35, 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
