IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 28OCT2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.19
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 3.9 | 0.5 | 19.39 | 837 | -127 | 615 | |||||||||
| 14 Sept | 142.61 | 1.95 | -0.45 | 19.76 | 116 | 56 | 414 | |||||||||
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| 17 Aug | 140.13 | 5.6 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 150 expiring on 28OCT2025
Delta for 150 CE is 0.52
Historical price for 150 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 3.9, which was 0.5 higher than the previous day. The implied volatity was 19.39, the open interest changed by -127 which decreased total open position to 615
On 14 Sept IOC was trading at 142.61. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 19.76, the open interest changed by 56 which increased total open position to 414
On 17 Aug IOC was trading at 140.13. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
| IOC 28OCT2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.19
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 4.15 | -0.9 | 22.15 | 189 | 37 | 147 |
| 14 Sept | 142.61 | 7.75 | -6 | 22.38 | 16 | 12 | 11 |
| 17 Aug | 140.13 | 13.75 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 150 expiring on 28OCT2025
Delta for 150 PE is -0.48
Historical price for 150 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 4.15, which was -0.9 lower than the previous day. The implied volatity was 22.15, the open interest changed by 37 which increased total open position to 147
On 14 Sept IOC was trading at 142.61. The strike last trading price was 7.75, which was -6 lower than the previous day. The implied volatity was 22.38, the open interest changed by 12 which increased total open position to 11
On 17 Aug IOC was trading at 140.13. The strike last trading price was 13.75, 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
