IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 157 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.04
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 0.25 | 0.1 | 22.21 | 295 | 47 | 249 | |||||||||
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| 14 Sept | 142.61 | 0.15 | -0.05 | 24.06 | 16 | -7 | 82 | |||||||||
| 17 Aug | 140.13 | 0.75 | -0.25 | 23.75 | 26 | 6 | 132 | |||||||||
For Indian Oil Corp Ltd - strike price 157 expiring on 30SEP2025
Delta for 157 CE is 0.09
Historical price for 157 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 22.21, the open interest changed by 47 which increased total open position to 249
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by -7 which decreased total open position to 82
On 17 Aug IOC was trading at 140.13. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 6 which increased total open position to 132
| IOC 30SEP2025 157 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.05
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 8.25 | -2.3 | 25.54 | 14 | -4 | 21 |
| 14 Sept | 142.61 | 13.25 | -1.95 | - | 8 | 5 | 24 |
| 17 Aug | 140.13 | 16 | -1.5 | 28.35 | 1 | 1 | 0 |
For Indian Oil Corp Ltd - strike price 157 expiring on 30SEP2025
Delta for 157 PE is -0.87
Historical price for 157 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 8.25, which was -2.3 lower than the previous day. The implied volatity was 25.54, the open interest changed by -4 which decreased total open position to 21
On 14 Sept IOC was trading at 142.61. The strike last trading price was 13.25, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 24
On 17 Aug IOC was trading at 140.13. The strike last trading price was 16, which was -1.5 lower than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 0
