Basic Option Chain of Indian Oil Corporation Ltd. (IOC)
IOC Option for Expiry Date 30/09/2025
Calls | Puts | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strike Price | PCR OI | IV | Contracts | OI | Close | Close | OI | Contracts | IV | PCR Vol |
120.0 | 1.58 | 147.89 | 8 | 234000 | 26.2 | 0.05 | 370500 | 4 | 81.38 | 0.5 |
125.0 | - | - | - | - | - | 0.05 | 1189500 | 1 | 65.89 | 0.0 |
127.0 | 1.77 | 1.64 | 5 | 63375 | 18.0 | - | - | - | - | - |
127.5 | - | - | - | - | - | 0.05 | 63375 | 3 | 58.25 | 0.0 |
130.0 | 5.28 | 6.82 | 6 | 175500 | 15.0 | 0.05 | 926250 | 3 | 50.64 | 0.5 |
132.0 | - | - | - | - | - | 0.05 | 672750 | 2 | 44.57 | 0.0 |
132.5 | - | - | - | - | - | 0.05 | 380250 | 1 | 43.05 | 0.0 |
134.5 | 1.95 | 6.39 | 1 | 102375 | 10.2 | - | - | - | - | - |
135.0 | 3.59 | 49.52 | 5 | 521625 | 10.4 | 0.05 | 1872000 | 26 | 35.43 | 5.2 |
137.0 | 2.42 | 6.51 | 12 | 316875 | 7.75 | 0.05 | 765375 | 72 | 29.29 | 6.0 |
137.5 | 2.74 | 1.74 | 12 | 277875 | 6.85 | 0.05 | 760500 | 75 | 27.74 | 6.25 |
139.5 | 1.13 | 31.58 | 20 | 858000 | 5.9 | 0.05 | 970125 | 156 | 21.47 | 7.8 |
140.0 | 1.32 | 23.65 | 251 | 1452750 | 5.25 | 0.1 | 1915875 | 247 | 22.94 | 0.98 |
142.0 | 1.02 | 23.53 | 90 | 667875 | 3.5 | 0.2 | 682500 | 119 | 19.12 | 1.32 |
142.5 | 1.31 | 18.67 | 424 | 633750 | 2.9 | 0.15 | 828750 | 735 | 15.49 | 1.73 |
144.5 | 0.77 | 15.66 | 341 | 589875 | 1.3 | 0.6 | 453375 | 369 | 14.61 | 1.08 |
145.0 | 0.57 | 14.51 | 1681 | 2544750 | 0.95 | 0.8 | 1452750 | 1333 | 14.33 | 0.79 |
147.0 | 0.81 | 15.67 | 747 | 1067625 | 0.3 | 2.1 | 867750 | 542 | 14.32 | 0.73 |
147.5 | 0.6 | 16.8 | 689 | 1004250 | 0.25 | 2.6 | 604500 | 434 | 16.57 | 0.63 |
149.5 | 0.24 | 19.57 | 429 | 1457625 | 0.1 | 4.6 | 351000 | 161 | 24.81 | 0.38 |
150.0 | 0.23 | 21.23 | 1319 | 4748250 | 0.1 | 4.95 | 1082250 | 263 | 20.87 | 0.2 |
152.0 | 0.16 | 24.15 | 375 | 794625 | 0.05 | 7.55 | 126750 | 5 | 47.28 | 0.01 |
152.5 | 0.17 | 25.54 | 294 | 497250 | 0.05 | 7.5 | 82875 | 1 | 31.54 | 0.0 |
155.0 | 0.17 | 32.31 | 260 | 2018250 | 0.05 | 10.1 | 351000 | 10 | 44.34 | 0.04 |
157.0 | 0.19 | 37.48 | 8 | 463125 | 0.05 | 12.05 | 87750 | 1 | 48.3 | 0.13 |
157.5 | 0.05 | 38.75 | 18 | 1477125 | 0.05 | - | - | - | - | - |
160.0 | 0.07 | 44.94 | 12 | 1560000 | 0.05 | 14.8 | 112125 | 5 | 8.7 | 0.42 |
Risk Free rate : 6.25 %, Dividend Yield : 0.0 %