IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 148.50 | 0.1 | 0 | 23.14 | 361 | 80 | 370 | |||||||||
| 14 Sept | 142.61 | 0.05 | -0.1 | 23.34 | 119 | -27 | 291 | |||||||||
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| 17 Aug | 140.13 | 0.45 | -0.2 | 23.44 | 20 | 17 | 25 | |||||||||
For Indian Oil Corp Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.04
Historical price for 160 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 23.14, the open interest changed by 80 which increased total open position to 370
On 14 Sept IOC was trading at 142.61. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 23.34, the open interest changed by -27 which decreased total open position to 291
On 17 Aug IOC was trading at 140.13. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 23.44, the open interest changed by 17 which increased total open position to 25
| IOC 30SEP2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.05
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 11.2 | -1.45 | 30.98 | 5 | 0 | 28 |
| 14 Sept | 142.61 | 15.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 140.13 | 17 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.90
Historical price for 160 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 11.2, which was -1.45 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 28
On 14 Sept IOC was trading at 142.61. The strike last trading price was 15.3, 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 17, 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
