IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 157.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.04
Theta: -0.05
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 0.25 | 0.1 | 23.22 | 388 | 44 | 113 | |||||||||
| 14 Sept | 142.61 | 0.1 | -0.1 | 22.92 | 35 | 29 | 67 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 140.13 | 2.05 | 0 | 8.87 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 CE is 0.09
Historical price for 157.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 23.22, the open interest changed by 44 which increased total open position to 113
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 22.92, the open interest changed by 29 which increased total open position to 67
On 17 Aug IOC was trading at 140.13. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
| IOC 30SEP2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.04
Theta: -0.00
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 8.55 | -9.75 | 22.33 | 22 | 15 | 15 |
| 14 Sept | 142.61 | 18.3 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 140.13 | 18.3 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 PE is -0.92
Historical price for 157.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 8.55, which was -9.75 lower than the previous day. The implied volatity was 22.33, the open interest changed by 15 which increased total open position to 15
On 14 Sept IOC was trading at 142.61. The strike last trading price was 18.3, 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
On 17 Aug IOC was trading at 140.13. The strike last trading price was 18.3, 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
