IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 152 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.09
Theta: -0.08
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 0.75 | 0.25 | 17.65 | 1,321 | 26 | 284 | |||||||||
| 14 Sept | 142.61 | 0.25 | -0.2 | 19.07 | 135 | 12 | 254 | |||||||||
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| 17 Aug | 140.13 | 2.2 | 0.15 | 28.06 | 16 | 7 | 40 | |||||||||
For Indian Oil Corp Ltd - strike price 152 expiring on 30SEP2025
Delta for 152 CE is 0.27
Historical price for 152 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 17.65, the open interest changed by 26 which increased total open position to 284
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 19.07, the open interest changed by 12 which increased total open position to 254
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 28.06, the open interest changed by 7 which increased total open position to 40
| IOC 30SEP2025 152 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.09
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 3.85 | -1.3 | 20.45 | 101 | 11 | 45 |
| 14 Sept | 142.61 | 8.65 | 0.9 | 18.00 | 16 | -7 | 29 |
| 17 Aug | 140.13 | 10.2 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 152 expiring on 30SEP2025
Delta for 152 PE is -0.70
Historical price for 152 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 3.85, which was -1.3 lower than the previous day. The implied volatity was 20.45, the open interest changed by 11 which increased total open position to 45
On 14 Sept IOC was trading at 142.61. The strike last trading price was 8.65, which was 0.9 higher than the previous day. The implied volatity was 18.00, the open interest changed by -7 which decreased total open position to 29
On 17 Aug IOC was trading at 140.13. The strike last trading price was 10.2, 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
