IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 147.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.10
Theta: -0.10
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 2.7 | 0.85 | 17.23 | 1,654 | 24 | 263 | |||||||||
| 14 Sept | 142.61 | 0.9 | -0.45 | 18.54 | 150 | 16 | 185 | |||||||||
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| 17 Aug | 140.13 | 4.55 | 0 | 3.50 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.65
Historical price for 147.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 2.7, which was 0.85 higher than the previous day. The implied volatity was 17.23, the open interest changed by 24 which increased total open position to 263
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 16 which increased total open position to 185
On 17 Aug IOC was trading at 140.13. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.10
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 1.25 | -0.75 | 19.13 | 1,066 | 72 | 257 |
| 14 Sept | 142.61 | 5 | 0.85 | 19.74 | 28 | 2 | 32 |
| 17 Aug | 140.13 | 10.9 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.36
Historical price for 147.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 19.13, the open interest changed by 72 which increased total open position to 257
On 14 Sept IOC was trading at 142.61. The strike last trading price was 5, which was 0.85 higher than the previous day. The implied volatity was 19.74, the open interest changed by 2 which increased total open position to 32
On 17 Aug IOC was trading at 140.13. The strike last trading price was 10.9, 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
