IOC 27 Feb 2025 Put 127.5IOC 27 Feb 2025 Put 127.5IOC 27 Feb 2025 Put 127.5

IOC 27 Feb 2025 Put 127.5

No trades
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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
127.50
Volume
Point value
4875INR
Lot size
4875
Implied volatility
32.80%
Expiration date
Feb 27, 2025
Time to expiration
7 days

Pricing model


Delta
−0.88
Gamma
0.033
Rho
−0.03
Theta
−0.07
Vega
0.035
Theor price
7.83INR

About IOC250227P127.5


Option style
European
Sector
Energy Minerals
Industry
Integrated Oil
Indian Oil Corp. Ltd. is a holding company, which engages in refining, pipeline transportation, and marketing of petroleum products. It also explores and produces crude oil and gas; and markets natural gas and petrochemicals. It operates through the following business segments: Petroleum Products, Petro-Chemicals, and Other Businesses. The Other Businesses segment covers the sale of gas, explosives, and cryogenics; wins mill and solar power generation; and oil and gas exploration activities. The company was founded on June 30, 1959 and is headquartered in New Delhi, India.