IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
IOC 30SEP2025 162.5 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 | |||||||||
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21 Sept | 148.50 | 0.1 | -1.2 | 27.20 | 18 | 7 | 6 |
For Indian Oil Corp Ltd - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 CE is 0.04
Historical price for 162.5 CE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 0.1, which was -1.2 lower than the previous day. The implied volatity was 27.20, the open interest changed by 7 which increased total open position to 6
IOC 30SEP2025 162.5 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 148.50 | 22.55 | 0 | - | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 PE is -
Historical price for 162.5 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 22.55, 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