IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.06
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 0.4 | 0.15 | 20.80 | 2,404 | 124 | 641 | |||||||||
| 14 Sept | 142.61 | 0.15 | -0.1 | 21.24 | 309 | 53 | 313 | |||||||||
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| 17 Aug | 140.13 | 0.9 | -0.35 | 22.90 | 17 | 6 | 19 | |||||||||
For Indian Oil Corp Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.15
Historical price for 155 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 20.80, the open interest changed by 124 which increased total open position to 641
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 53 which increased total open position to 313
On 17 Aug IOC was trading at 140.13. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 22.90, the open interest changed by 6 which increased total open position to 19
| IOC 30SEP2025 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.06
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 6.35 | -1.45 | 22.52 | 153 | -48 | 108 |
| 14 Sept | 142.61 | 10.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 140.13 | 16.3 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.83
Historical price for 155 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 6.35, which was -1.45 lower than the previous day. The implied volatity was 22.52, the open interest changed by -48 which decreased total open position to 108
On 14 Sept IOC was trading at 142.61. The strike last trading price was 10.5, 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
On 17 Aug IOC was trading at 140.13. The strike last trading price was 16.3, 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
