IOC
Indian Oil Corp Ltd
Historical option data for IOC
08 Apr 2026 10:15 AM IST
| IOC 28-Apr-2026 (20d) 138 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.12
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 142.11 | 7.36 | 3.58 | 33.9 | 189 | -41 | 157 | |||||||||
| 7 Apr | 134.44 | 3.8 | -0.14 | 38.09 | 240 | 29 | 197 | |||||||||
| 6 Apr | 134.05 | 3.78 | -0.08 | 38.78 | 297 | 2 | 168 | |||||||||
| 2 Apr | 134.13 | 3.95 | -1 | 35.38 | 183 | 14 | 165 | |||||||||
| 1 Apr | 135.72 | 4.77 | -0.8 | 36.59 | 456 | 97 | 152 | |||||||||
| 30 Mar | 135.40 | 5.8 | -1.65 | 40.52 | 126 | 26 | 55 | |||||||||
| 27 Mar | 137.76 | 7.42 | -1.53 | 44.09 | 118 | 19 | 26 | |||||||||
| 25 Mar | 140.52 | 8.95 | 0.89 | 40.44 | 18 | -5 | 6 | |||||||||
| 24 Mar | 138.70 | 8.09 | 0.29 | 41.05 | 28 | 8 | 11 | |||||||||
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| 23 Mar | 138.11 | 7.8 | -16.91 | 41.47 | 6 | 2 | 2 | |||||||||
| 20 Mar | 144.60 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 142.73 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 148.27 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 146.68 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 148.96 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 156.54 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 160.16 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 160.63 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 159.94 | 24.71 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 138 expiring on 28APR2026
Delta for 138 CE is 0.69
Historical price for 138 CE is as follows
On 8 Apr IOC was trading at 142.11. The strike last trading price was 7.36, which was 3.58 higher than the previous day. The implied volatity was 33.9, the open interest changed by -41 which decreased total open position to 157
On 7 Apr IOC was trading at 134.44. The strike last trading price was 3.8, which was -0.14 lower than the previous day. The implied volatity was 38.09, the open interest changed by 29 which increased total open position to 197
On 6 Apr IOC was trading at 134.05. The strike last trading price was 3.78, which was -0.08 lower than the previous day. The implied volatity was 38.78, the open interest changed by 2 which increased total open position to 168
On 2 Apr IOC was trading at 134.13. The strike last trading price was 3.95, which was -1 lower than the previous day. The implied volatity was 35.38, the open interest changed by 14 which increased total open position to 165
On 1 Apr IOC was trading at 135.72. The strike last trading price was 4.77, which was -0.8 lower than the previous day. The implied volatity was 36.59, the open interest changed by 97 which increased total open position to 152
On 30 Mar IOC was trading at 135.40. The strike last trading price was 5.8, which was -1.65 lower than the previous day. The implied volatity was 40.52, the open interest changed by 26 which increased total open position to 55
On 27 Mar IOC was trading at 137.76. The strike last trading price was 7.42, which was -1.53 lower than the previous day. The implied volatity was 44.09, the open interest changed by 19 which increased total open position to 26
On 25 Mar IOC was trading at 140.52. The strike last trading price was 8.95, which was 0.89 higher than the previous day. The implied volatity was 40.44, the open interest changed by -5 which decreased total open position to 6
On 24 Mar IOC was trading at 138.70. The strike last trading price was 8.09, which was 0.29 higher than the previous day. The implied volatity was 41.05, the open interest changed by 8 which increased total open position to 11
On 23 Mar IOC was trading at 138.11. The strike last trading price was 7.8, which was -16.91 lower than the previous day. The implied volatity was 41.47, the open interest changed by 2 which increased total open position to 2
On 20 Mar IOC was trading at 144.60. The strike last trading price was 24.71, 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
On 19 Mar IOC was trading at 142.73. The strike last trading price was 24.71, 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
On 18 Mar IOC was trading at 148.27. The strike last trading price was 24.71, 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
On 17 Mar IOC was trading at 146.68. The strike last trading price was 24.71, 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
On 16 Mar IOC was trading at 148.96. The strike last trading price was 24.71, 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
On 13 Mar IOC was trading at 156.54. The strike last trading price was 24.71, 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
On 12 Mar IOC was trading at 160.16. The strike last trading price was 24.71, 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
On 11 Mar IOC was trading at 160.63. The strike last trading price was 24.71, 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
On 10 Mar IOC was trading at 159.94. The strike last trading price was 24.71, 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
| IOC 28-Apr-2026 (20d) 138 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.12
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 142.11 | 3 | -3.66 | 38.91 | 146 | 16 | 193 |
| 7 Apr | 134.44 | 6.76 | -0.33 | 41.63 | 56 | 7 | 180 |
| 6 Apr | 134.05 | 7.15 | -0.18 | 41.48 | 51 | -7 | 173 |
| 2 Apr | 134.13 | 7.36 | 0.92 | 41.64 | 41 | -15 | 180 |
| 1 Apr | 135.72 | 6.65 | -0.45 | 40.31 | 235 | 64 | 198 |
| 30 Mar | 135.40 | 6.83 | -0.01 | 41.71 | 185 | 49 | 135 |
| 27 Mar | 137.76 | 6.8 | 1.39 | 43.75 | 182 | 24 | 84 |
| 25 Mar | 140.52 | 5.34 | -0.95 | 42.2 | 23 | 6 | 60 |
| 24 Mar | 138.70 | 6.29 | -0.65 | 42.93 | 78 | 34 | 54 |
| 23 Mar | 138.11 | 7.09 | 5.4 | 44.94 | 20 | 19 | 19 |
| 20 Mar | 144.60 | 1.69 | 0 | 5.99 | 0 | 0 | 0 |
| 19 Mar | 142.73 | 1.69 | 0 | 4.91 | 0 | 0 | 0 |
| 18 Mar | 148.27 | 1.69 | 0 | 7.72 | 0 | 0 | 0 |
| 17 Mar | 146.68 | 1.69 | 0 | 6.65 | 0 | 0 | 0 |
| 16 Mar | 148.96 | 1.69 | 0 | 7.89 | 0 | 0 | 0 |
| 13 Mar | 156.54 | 1.69 | 0 | 11.48 | 0 | 0 | 0 |
| 12 Mar | 160.16 | 1.69 | 0 | 12.82 | 0 | 0 | 0 |
| 11 Mar | 160.63 | 1.69 | 0 | 12.85 | 0 | 0 | 0 |
| 10 Mar | 159.94 | 1.69 | 0 | 12.57 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 138 expiring on 28APR2026
Delta for 138 PE is -0.33
Historical price for 138 PE is as follows
On 8 Apr IOC was trading at 142.11. The strike last trading price was 3, which was -3.66 lower than the previous day. The implied volatity was 38.91, the open interest changed by 16 which increased total open position to 193
On 7 Apr IOC was trading at 134.44. The strike last trading price was 6.76, which was -0.33 lower than the previous day. The implied volatity was 41.63, the open interest changed by 7 which increased total open position to 180
On 6 Apr IOC was trading at 134.05. The strike last trading price was 7.15, which was -0.18 lower than the previous day. The implied volatity was 41.48, the open interest changed by -7 which decreased total open position to 173
On 2 Apr IOC was trading at 134.13. The strike last trading price was 7.36, which was 0.92 higher than the previous day. The implied volatity was 41.64, the open interest changed by -15 which decreased total open position to 180
On 1 Apr IOC was trading at 135.72. The strike last trading price was 6.65, which was -0.45 lower than the previous day. The implied volatity was 40.31, the open interest changed by 64 which increased total open position to 198
On 30 Mar IOC was trading at 135.40. The strike last trading price was 6.83, which was -0.01 lower than the previous day. The implied volatity was 41.71, the open interest changed by 49 which increased total open position to 135
On 27 Mar IOC was trading at 137.76. The strike last trading price was 6.8, which was 1.39 higher than the previous day. The implied volatity was 43.75, the open interest changed by 24 which increased total open position to 84
On 25 Mar IOC was trading at 140.52. The strike last trading price was 5.34, which was -0.95 lower than the previous day. The implied volatity was 42.2, the open interest changed by 6 which increased total open position to 60
On 24 Mar IOC was trading at 138.70. The strike last trading price was 6.29, which was -0.65 lower than the previous day. The implied volatity was 42.93, the open interest changed by 34 which increased total open position to 54
On 23 Mar IOC was trading at 138.11. The strike last trading price was 7.09, which was 5.4 higher than the previous day. The implied volatity was 44.94, the open interest changed by 19 which increased total open position to 19
On 20 Mar IOC was trading at 144.60. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IOC was trading at 142.73. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IOC was trading at 148.27. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IOC was trading at 146.68. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
On 16 Mar IOC was trading at 148.96. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IOC was trading at 156.54. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IOC was trading at 160.16. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 12.82, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IOC was trading at 160.63. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IOC was trading at 159.94. The strike last trading price was 1.69, which was 0 lower than the previous day. The implied volatity was 12.57, the open interest changed by 0 which decreased total open position to 0
