IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 152.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.08
Theta: -0.08
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 148.50 | 0.7 | 0.25 | 18.54 | 836 | 26 | 224 | |||||||||
| 14 Sept | 142.61 | 0.4 | -0.05 | 22.52 | 22 | -1 | 66 | |||||||||
| 17 Aug | 140.13 | 3.1 | 0 | 6.41 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is 0.25
Historical price for 152.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 18.54, the open interest changed by 26 which increased total open position to 224
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.52, the open interest changed by -1 which decreased total open position to 66
On 17 Aug IOC was trading at 140.13. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.09
Theta: -0.05
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 4.25 | -1.4 | 20.90 | 70 | 18 | 24 |
| 14 Sept | 142.61 | 9.35 | 1.1 | 22.52 | 14 | 2 | 7 |
| 17 Aug | 140.13 | 14.4 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -0.72
Historical price for 152.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 4.25, which was -1.4 lower than the previous day. The implied volatity was 20.90, the open interest changed by 18 which increased total open position to 24
On 14 Sept IOC was trading at 142.61. The strike last trading price was 9.35, which was 1.1 higher than the previous day. The implied volatity was 22.52, the open interest changed by 2 which increased total open position to 7
On 17 Aug IOC was trading at 140.13. The strike last trading price was 14.4, 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
