IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.10
Theta: -0.09
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 1.35 | 0.4 | 16.91 | 7,472 | 618 | 1,538 | |||||||||
| 14 Sept | 142.61 | 0.5 | -0.25 | 19.44 | 1,110 | -49 | 1,200 | |||||||||
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| 17 Aug | 140.13 | 2.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.43
Historical price for 150 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 1.35, which was 0.4 higher than the previous day. The implied volatity was 16.91, the open interest changed by 618 which increased total open position to 1538
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 19.44, the open interest changed by -49 which decreased total open position to 1200
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.7, 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
| IOC 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
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 | 2.5 | -1.1 | 19.77 | 2,088 | 763 | 913 |
| 14 Sept | 142.61 | 7.2 | 1.2 | 22.35 | 41 | 6 | 158 |
| 17 Aug | 140.13 | 12.6 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.56
Historical price for 150 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 2.5, which was -1.1 lower than the previous day. The implied volatity was 19.77, the open interest changed by 763 which increased total open position to 913
On 14 Sept IOC was trading at 142.61. The strike last trading price was 7.2, which was 1.2 higher than the previous day. The implied volatity was 22.35, the open interest changed by 6 which increased total open position to 158
On 17 Aug IOC was trading at 140.13. The strike last trading price was 12.6, 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
