IOC
Indian Oil Corp Ltd
Historical option data for IOC
28 Sep 2025 10:08 PM IST
| IOC 28-OCT-2025 147.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.17
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 145.04 | 2.85 | -0.75 | 20.17 | 203 | 40 | 131 | |||||||||
| 21 Sept | 148.50 | 5.5 | 1.05 | 20.67 | 7 | 3 | 9 | |||||||||
| 14 Sept | 142.61 | 4.55 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 147.5 expiring on 28OCT2025
Delta for 147.5 CE is 0.45
Historical price for 147.5 CE is as follows
On 28 Sept IOC was trading at 145.04. The strike last trading price was 2.85, which was -0.75 lower than the previous day. The implied volatity was 20.17, the open interest changed by 40 which increased total open position to 131
On 21 Sept IOC was trading at 148.50. The strike last trading price was 5.5, which was 1.05 higher than the previous day. The implied volatity was 20.67, the open interest changed by 3 which increased total open position to 9
On 14 Sept IOC was trading at 142.61. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
| IOC 28OCT2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.17
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 145.04 | 4.25 | 0.75 | 20.68 | 125 | 18 | 163 |
| 21 Sept | 148.50 | 2.8 | -0.85 | 20.98 | 31 | 13 | 42 |
| 14 Sept | 142.61 | 5.8 | 0.5 | 19.97 | 9 | 4 | 29 |
For Indian Oil Corp Ltd - strike price 147.5 expiring on 28OCT2025
Delta for 147.5 PE is -0.55
Historical price for 147.5 PE is as follows
On 28 Sept IOC was trading at 145.04. The strike last trading price was 4.25, which was 0.75 higher than the previous day. The implied volatity was 20.68, the open interest changed by 18 which increased total open position to 163
On 21 Sept IOC was trading at 148.50. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by 13 which increased total open position to 42
On 14 Sept IOC was trading at 142.61. The strike last trading price was 5.8, which was 0.5 higher than the previous day. The implied volatity was 19.97, the open interest changed by 4 which increased total open position to 29
