IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 149.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.10
Theta: -0.10
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 1.65 | 0.55 | 17.70 | 1,929 | 99 | 213 | |||||||||
| 14 Sept | 142.61 | 0.5 | -0.35 | 18.47 | 75 | 3 | 101 | |||||||||
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| 17 Aug | 140.13 | 2 | -0.25 | 23.41 | 2 | 1 | 2 | |||||||||
For Indian Oil Corp Ltd - strike price 149.5 expiring on 30SEP2025
Delta for 149.5 CE is 0.47
Historical price for 149.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 17.70, the open interest changed by 99 which increased total open position to 213
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 18.47, the open interest changed by 3 which increased total open position to 101
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by 1 which increased total open position to 2
| IOC 30SEP2025 149.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
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 | 2.2 | -1 | 19.55 | 631 | 56 | 93 |
| 14 Sept | 142.61 | 6.65 | 1 | 20.72 | 15 | -4 | 17 |
| 17 Aug | 140.13 | 11.25 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 149.5 expiring on 30SEP2025
Delta for 149.5 PE is -0.52
Historical price for 149.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 2.2, which was -1 lower than the previous day. The implied volatity was 19.55, the open interest changed by 56 which increased total open position to 93
On 14 Sept IOC was trading at 142.61. The strike last trading price was 6.65, which was 1 higher than the previous day. The implied volatity was 20.72, the open interest changed by -4 which decreased total open position to 17
On 17 Aug IOC was trading at 140.13. The strike last trading price was 11.25, 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
