IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 147 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.09
Theta: -0.10
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 3.05 | 0.95 | 17.46 | 1,380 | -269 | 305 | |||||||||
| 14 Sept | 142.61 | 1 | -0.5 | 18.27 | 624 | -38 | 413 | |||||||||
| 17 Aug | 140.13 | 2.5 | -1.05 | 22.08 | 55 | -12 | 131 | |||||||||
For Indian Oil Corp Ltd - strike price 147 expiring on 30SEP2025
Delta for 147 CE is 0.69
Historical price for 147 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 3.05, which was 0.95 higher than the previous day. The implied volatity was 17.46, the open interest changed by -269 which decreased total open position to 305
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 18.27, the open interest changed by -38 which decreased total open position to 413
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 22.08, the open interest changed by -12 which decreased total open position to 131
| IOC 30SEP2025 147 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.09
Theta: -0.07
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 1.1 | -0.65 | 19.43 | 966 | 49 | 351 |
| 14 Sept | 142.61 | 4.6 | 0.8 | 19.40 | 286 | -22 | 289 |
| 17 Aug | 140.13 | 6.15 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 147 expiring on 30SEP2025
Delta for 147 PE is -0.33
Historical price for 147 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 19.43, the open interest changed by 49 which increased total open position to 351
On 14 Sept IOC was trading at 142.61. The strike last trading price was 4.6, which was 0.8 higher than the previous day. The implied volatity was 19.40, the open interest changed by -22 which decreased total open position to 289
On 17 Aug IOC was trading at 140.13. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
