IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.07
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 4.55 | 1.25 | 17.46 | 1,896 | -590 | 751 | |||||||||
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| 14 Sept | 142.61 | 1.6 | -0.7 | 17.82 | 2,027 | 125 | 1,579 | |||||||||
| 17 Aug | 140.13 | 3.1 | -1.2 | 21.58 | 31 | 13 | 35 | |||||||||
For Indian Oil Corp Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.83
Historical price for 145 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 4.55, which was 1.25 higher than the previous day. The implied volatity was 17.46, the open interest changed by -590 which decreased total open position to 751
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.6, which was -0.7 lower than the previous day. The implied volatity was 17.82, the open interest changed by 125 which increased total open position to 1579
On 17 Aug IOC was trading at 140.13. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 21.58, the open interest changed by 13 which increased total open position to 35
| IOC 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
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 | 0.6 | -0.35 | 20.00 | 2,538 | -457 | 677 |
| 14 Sept | 142.61 | 3.1 | 0.45 | 17.93 | 603 | 16 | 959 |
| 17 Aug | 140.13 | 9.3 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.20
Historical price for 145 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 20.00, the open interest changed by -457 which decreased total open position to 677
On 14 Sept IOC was trading at 142.61. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 17.93, the open interest changed by 16 which increased total open position to 959
On 17 Aug IOC was trading at 140.13. The strike last trading price was 9.3, 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
