IOC
Indian Oil Corp Ltd
Historical option data for IOC
21 Sep 2025 04:12 PM IST
| IOC 30SEP2025 165 CE | ||||||||||||||||
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Delta: 0.03
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 | 0 | 31.08 | 24 | 20 | 62 | |||||||||
For Indian Oil Corp Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 CE is 0.03
Historical price for 165 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 31.08, the open interest changed by 20 which increased total open position to 62
| IOC 30SEP2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 148.50 | 20.6 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 PE is 0.00
Historical price for 165 PE is as follows
On 21 Sept IOC was trading at 148.50. The strike last trading price was 20.6, 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
