IOC
Indian Oil Corp Ltd
Historical option data for IOC
24 Apr 2026 01:28 PM IST
| IOC 28-Apr-2026 (4d) 140 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0
Theta: -0.11
Gamma: 0.06825
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 143.39 | 3.78 | -1.9300000000000002 | 23.18 | 184 | -106 | 627 | |||||||||
| 23 Apr | 145.48 | 5.85 | -1.8900000000000006 | 23.88 | 106 | -48 | 734 | |||||||||
| 22 Apr | 147.36 | 7.75 | -0.17999999999999972 | 31.89 | 102 | -54 | 783 | |||||||||
| 21 Apr | 147.31 | 7.89 | 0.2599999999999998 | 32.63 | 181 | -59 | 838 | |||||||||
| 20 Apr | 146.87 | 7.3 | 0.05999999999999961 | 31.99 | 190 | -47 | 899 | |||||||||
| 17 Apr | 145.88 | 7.4 | 1.2700000000000005 | 32.41 | 256 | -51 | 947 | |||||||||
| 16 Apr | 144.19 | 6.06 | -1.1300000000000008 | 31.59 | 229 | -67 | 1,002 | |||||||||
| 15 Apr | 145.22 | 7.2 | 2.17 | 35.11 | 1,268 | -376 | 1,079 | |||||||||
| 13 Apr | 141.08 | 5 | -1.3200000000000003 | 36.59 | 2,108 | -2 | 1,487 | |||||||||
| 10 Apr | 142.96 | 6.28 | 0.5 | 34.41 | 582 | -14 | 1,490 | |||||||||
| 9 Apr | 141.67 | 5.66 | -1.26 | 34.71 | 1,221 | -17 | 1,506 | |||||||||
| 8 Apr | 143.35 | 6.87 | 3.85 | 33.01 | 3,493 | -281 | 1,524 | |||||||||
| 7 Apr | 134.44 | 2.97 | -0.18 | 37.36 | 1,011 | 22 | 1,797 | |||||||||
| 6 Apr | 134.05 | 3.05 | -0.09 | 38.67 | 1,836 | 232 | 1,779 | |||||||||
| 2 Apr | 134.13 | 3.2 | -0.87 | 35.33 | 1,360 | 28 | 1,548 | |||||||||
| 1 Apr | 135.72 | 3.94 | -0.86 | 36.52 | 2,437 | 509 | 1,518 | |||||||||
| 30 Mar | 135.40 | 5 | -1.44 | 40.87 | 998 | 103 | 1,023 | |||||||||
| 27 Mar | 137.76 | 6.4 | -1.24 | 43.48 | 1,582 | -8 | 917 | |||||||||
| 25 Mar | 140.52 | 7.66 | 0.61 | 39.17 | 1,253 | 396 | 913 | |||||||||
| 24 Mar | 138.70 | 7.17 | 0.19 | 41.46 | 828 | 333 | 517 | |||||||||
| 23 Mar | 138.11 | 6.86 | -3.58 | 41.54 | 194 | -19 | 184 | |||||||||
| 20 Mar | 144.60 | 10.4 | 1.16 | 35.7 | 117 | 32 | 198 | |||||||||
| 19 Mar | 142.73 | 9.39 | -3.61 | 35.51 | 130 | 96 | 165 | |||||||||
| 18 Mar | 148.27 | 13 | 1 | 37.03 | 41 | 14 | 69 | |||||||||
| 17 Mar | 146.68 | 12 | -2 | 37.39 | 49 | 42 | 55 | |||||||||
| 16 Mar | 148.96 | 14 | -9.5 | 39.14 | 4 | 2 | 12 | |||||||||
| 13 Mar | 156.54 | 23.5 | 0.41 | - | 0 | 10 | 0 | |||||||||
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| 12 Mar | 160.16 | 23.5 | 0.41 | 38.59 | 10 | 9 | 9 | |||||||||
| 11 Mar | 160.63 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 159.94 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 161.22 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 140 expiring on 28APR2026
Delta for 140 CE is 0.83
Historical price for 140 CE is as follows
On 24 Apr IOC was trading at 143.39. The strike last trading price was 3.78, which was -1.9300000000000002 lower than the previous day. The implied volatity was 23.18, the open interest changed by -106 which decreased total open position to 627
On 23 Apr IOC was trading at 145.48. The strike last trading price was 5.85, which was -1.8900000000000006 lower than the previous day. The implied volatity was 23.88, the open interest changed by -48 which decreased total open position to 734
On 22 Apr IOC was trading at 147.36. The strike last trading price was 7.75, which was -0.17999999999999972 lower than the previous day. The implied volatity was 31.89, the open interest changed by -54 which decreased total open position to 783
On 21 Apr IOC was trading at 147.31. The strike last trading price was 7.89, which was 0.2599999999999998 higher than the previous day. The implied volatity was 32.63, the open interest changed by -59 which decreased total open position to 838
On 20 Apr IOC was trading at 146.87. The strike last trading price was 7.3, which was 0.05999999999999961 higher than the previous day. The implied volatity was 31.99, the open interest changed by -47 which decreased total open position to 899
On 17 Apr IOC was trading at 145.88. The strike last trading price was 7.4, which was 1.2700000000000005 higher than the previous day. The implied volatity was 32.41, the open interest changed by -51 which decreased total open position to 947
On 16 Apr IOC was trading at 144.19. The strike last trading price was 6.06, which was -1.1300000000000008 lower than the previous day. The implied volatity was 31.59, the open interest changed by -67 which decreased total open position to 1002
On 15 Apr IOC was trading at 145.22. The strike last trading price was 7.2, which was 2.17 higher than the previous day. The implied volatity was 35.11, the open interest changed by -376 which decreased total open position to 1079
On 13 Apr IOC was trading at 141.08. The strike last trading price was 5, which was -1.3200000000000003 lower than the previous day. The implied volatity was 36.59, the open interest changed by -2 which decreased total open position to 1487
On 10 Apr IOC was trading at 142.96. The strike last trading price was 6.28, which was 0.5 higher than the previous day. The implied volatity was 34.41, the open interest changed by -14 which decreased total open position to 1490
On 9 Apr IOC was trading at 141.67. The strike last trading price was 5.66, which was -1.26 lower than the previous day. The implied volatity was 34.71, the open interest changed by -17 which decreased total open position to 1506
On 8 Apr IOC was trading at 143.35. The strike last trading price was 6.87, which was 3.85 higher than the previous day. The implied volatity was 33.01, the open interest changed by -281 which decreased total open position to 1524
On 7 Apr IOC was trading at 134.44. The strike last trading price was 2.97, which was -0.18 lower than the previous day. The implied volatity was 37.36, the open interest changed by 22 which increased total open position to 1797
On 6 Apr IOC was trading at 134.05. The strike last trading price was 3.05, which was -0.09 lower than the previous day. The implied volatity was 38.67, the open interest changed by 232 which increased total open position to 1779
On 2 Apr IOC was trading at 134.13. The strike last trading price was 3.2, which was -0.87 lower than the previous day. The implied volatity was 35.33, the open interest changed by 28 which increased total open position to 1548
On 1 Apr IOC was trading at 135.72. The strike last trading price was 3.94, which was -0.86 lower than the previous day. The implied volatity was 36.52, the open interest changed by 509 which increased total open position to 1518
On 30 Mar IOC was trading at 135.40. The strike last trading price was 5, which was -1.44 lower than the previous day. The implied volatity was 40.87, the open interest changed by 103 which increased total open position to 1023
On 27 Mar IOC was trading at 137.76. The strike last trading price was 6.4, which was -1.24 lower than the previous day. The implied volatity was 43.48, the open interest changed by -8 which decreased total open position to 917
On 25 Mar IOC was trading at 140.52. The strike last trading price was 7.66, which was 0.61 higher than the previous day. The implied volatity was 39.17, the open interest changed by 396 which increased total open position to 913
On 24 Mar IOC was trading at 138.70. The strike last trading price was 7.17, which was 0.19 higher than the previous day. The implied volatity was 41.46, the open interest changed by 333 which increased total open position to 517
On 23 Mar IOC was trading at 138.11. The strike last trading price was 6.86, which was -3.58 lower than the previous day. The implied volatity was 41.54, the open interest changed by -19 which decreased total open position to 184
On 20 Mar IOC was trading at 144.60. The strike last trading price was 10.4, which was 1.16 higher than the previous day. The implied volatity was 35.7, the open interest changed by 32 which increased total open position to 198
On 19 Mar IOC was trading at 142.73. The strike last trading price was 9.39, which was -3.61 lower than the previous day. The implied volatity was 35.51, the open interest changed by 96 which increased total open position to 165
On 18 Mar IOC was trading at 148.27. The strike last trading price was 13, which was 1 higher than the previous day. The implied volatity was 37.03, the open interest changed by 14 which increased total open position to 69
On 17 Mar IOC was trading at 146.68. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 37.39, the open interest changed by 42 which increased total open position to 55
On 16 Mar IOC was trading at 148.96. The strike last trading price was 14, which was -9.5 lower than the previous day. The implied volatity was 39.14, the open interest changed by 2 which increased total open position to 12
On 13 Mar IOC was trading at 156.54. The strike last trading price was 23.5, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 12 Mar IOC was trading at 160.16. The strike last trading price was 23.5, which was 0.41 higher than the previous day. The implied volatity was 38.59, the open interest changed by 9 which increased total open position to 9
On 11 Mar IOC was trading at 160.63. The strike last trading price was 23.09, 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 23.09, 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 9 Mar IOC was trading at 161.22. The strike last trading price was 23.09, 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 (4d) 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0
Theta: -0.13
Gamma: 0.06469
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 143.39 | 0.56 | 0.19000000000000006 | 28.61 | 889 | -99 | 1,087 |
| 23 Apr | 145.48 | 0.37 | -0.010000000000000009 | 30.5 | 811 | -120 | 1,184 |
| 22 Apr | 147.36 | 0.38 | -0.20999999999999996 | 33.63 | 550 | -145 | 1,296 |
| 21 Apr | 147.31 | 0.6 | -0.33000000000000007 | 36.24 | 432 | -48 | 1,444 |
| 20 Apr | 146.87 | 0.95 | -0.18999999999999995 | 37.9 | 1,048 | 191 | 1,496 |
| 17 Apr | 145.88 | 1.08 | -0.75 | 33.33 | 613 | -16 | 1,291 |
| 16 Apr | 144.19 | 1.82 | 0.010000000000000009 | 34.79 | 680 | 84 | 1,306 |
| 15 Apr | 145.22 | 1.82 | -1.93 | 36.41 | 988 | -141 | 1,222 |
| 13 Apr | 141.08 | 3.67 | 0.7199999999999998 | 38.24 | 1,682 | 367 | 1,354 |
| 10 Apr | 142.96 | 2.88 | -0.9100000000000001 | 34.57 | 754 | -42 | 986 |
| 9 Apr | 141.67 | 3.83 | 0.59 | 38.2 | 1,027 | -38 | 1,025 |
| 8 Apr | 143.35 | 3.16 | -4.71 | 38.19 | 1,794 | 176 | 1,064 |
| 7 Apr | 134.44 | 7.8 | -0.31 | 40.06 | 94 | 12 | 890 |
| 6 Apr | 134.05 | 8.35 | -0.07 | 41.01 | 226 | 5 | 880 |
| 2 Apr | 134.13 | 8.34 | 0.75 | 39.93 | 283 | 2 | 876 |
| 1 Apr | 135.72 | 7.69 | -0.72 | 39.51 | 651 | 147 | 874 |
| 30 Mar | 135.40 | 7.94 | 0.17 | 41.59 | 409 | 69 | 728 |
| 27 Mar | 137.76 | 7.79 | 1.63 | 43.31 | 942 | 237 | 653 |
| 25 Mar | 140.52 | 6.18 | -0.9 | 41.77 | 411 | 68 | 411 |
| 24 Mar | 138.70 | 7.1 | -0.75 | 41.85 | 526 | 144 | 364 |
| 23 Mar | 138.11 | 8.05 | 3.31 | 44.52 | 324 | -47 | 221 |
| 20 Mar | 144.60 | 4.55 | -1.41 | 39.93 | 262 | -87 | 268 |
| 19 Mar | 142.73 | 5.61 | 2.32 | 42.2 | 335 | 108 | 358 |
| 18 Mar | 148.27 | 3.31 | -0.45 | 37.36 | 278 | 157 | 250 |
| 17 Mar | 146.68 | 3.89 | 0.03 | 37.63 | 72 | 26 | 92 |
| 16 Mar | 148.96 | 3.91 | 1.78 | 41.13 | 128 | 11 | 66 |
| 13 Mar | 156.54 | 2.13 | 0.2 | 39.63 | 27 | 12 | 56 |
| 12 Mar | 160.16 | 1.9 | -0.35 | 41.71 | 48 | 14 | 44 |
| 11 Mar | 160.63 | 2.25 | 0.35 | 44.35 | 9 | 3 | 29 |
| 10 Mar | 159.94 | 1.9 | -0.34 | 40.72 | 22 | 10 | 26 |
| 9 Mar | 161.22 | 2.3 | 0.25 | 44.57 | 22 | 15 | 15 |
For Indian Oil Corp Ltd - strike price 140 expiring on 28APR2026
Delta for 140 PE is -0.21
Historical price for 140 PE is as follows
On 24 Apr IOC was trading at 143.39. The strike last trading price was 0.56, which was 0.19000000000000006 higher than the previous day. The implied volatity was 28.61, the open interest changed by -99 which decreased total open position to 1087
On 23 Apr IOC was trading at 145.48. The strike last trading price was 0.37, which was -0.010000000000000009 lower than the previous day. The implied volatity was 30.5, the open interest changed by -120 which decreased total open position to 1184
On 22 Apr IOC was trading at 147.36. The strike last trading price was 0.38, which was -0.20999999999999996 lower than the previous day. The implied volatity was 33.63, the open interest changed by -145 which decreased total open position to 1296
On 21 Apr IOC was trading at 147.31. The strike last trading price was 0.6, which was -0.33000000000000007 lower than the previous day. The implied volatity was 36.24, the open interest changed by -48 which decreased total open position to 1444
On 20 Apr IOC was trading at 146.87. The strike last trading price was 0.95, which was -0.18999999999999995 lower than the previous day. The implied volatity was 37.9, the open interest changed by 191 which increased total open position to 1496
On 17 Apr IOC was trading at 145.88. The strike last trading price was 1.08, which was -0.75 lower than the previous day. The implied volatity was 33.33, the open interest changed by -16 which decreased total open position to 1291
On 16 Apr IOC was trading at 144.19. The strike last trading price was 1.82, which was 0.010000000000000009 higher than the previous day. The implied volatity was 34.79, the open interest changed by 84 which increased total open position to 1306
On 15 Apr IOC was trading at 145.22. The strike last trading price was 1.82, which was -1.93 lower than the previous day. The implied volatity was 36.41, the open interest changed by -141 which decreased total open position to 1222
On 13 Apr IOC was trading at 141.08. The strike last trading price was 3.67, which was 0.7199999999999998 higher than the previous day. The implied volatity was 38.24, the open interest changed by 367 which increased total open position to 1354
On 10 Apr IOC was trading at 142.96. The strike last trading price was 2.88, which was -0.9100000000000001 lower than the previous day. The implied volatity was 34.57, the open interest changed by -42 which decreased total open position to 986
On 9 Apr IOC was trading at 141.67. The strike last trading price was 3.83, which was 0.59 higher than the previous day. The implied volatity was 38.2, the open interest changed by -38 which decreased total open position to 1025
On 8 Apr IOC was trading at 143.35. The strike last trading price was 3.16, which was -4.71 lower than the previous day. The implied volatity was 38.19, the open interest changed by 176 which increased total open position to 1064
On 7 Apr IOC was trading at 134.44. The strike last trading price was 7.8, which was -0.31 lower than the previous day. The implied volatity was 40.06, the open interest changed by 12 which increased total open position to 890
On 6 Apr IOC was trading at 134.05. The strike last trading price was 8.35, which was -0.07 lower than the previous day. The implied volatity was 41.01, the open interest changed by 5 which increased total open position to 880
On 2 Apr IOC was trading at 134.13. The strike last trading price was 8.34, which was 0.75 higher than the previous day. The implied volatity was 39.93, the open interest changed by 2 which increased total open position to 876
On 1 Apr IOC was trading at 135.72. The strike last trading price was 7.69, which was -0.72 lower than the previous day. The implied volatity was 39.51, the open interest changed by 147 which increased total open position to 874
On 30 Mar IOC was trading at 135.40. The strike last trading price was 7.94, which was 0.17 higher than the previous day. The implied volatity was 41.59, the open interest changed by 69 which increased total open position to 728
On 27 Mar IOC was trading at 137.76. The strike last trading price was 7.79, which was 1.63 higher than the previous day. The implied volatity was 43.31, the open interest changed by 237 which increased total open position to 653
On 25 Mar IOC was trading at 140.52. The strike last trading price was 6.18, which was -0.9 lower than the previous day. The implied volatity was 41.77, the open interest changed by 68 which increased total open position to 411
On 24 Mar IOC was trading at 138.70. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 41.85, the open interest changed by 144 which increased total open position to 364
On 23 Mar IOC was trading at 138.11. The strike last trading price was 8.05, which was 3.31 higher than the previous day. The implied volatity was 44.52, the open interest changed by -47 which decreased total open position to 221
On 20 Mar IOC was trading at 144.60. The strike last trading price was 4.55, which was -1.41 lower than the previous day. The implied volatity was 39.93, the open interest changed by -87 which decreased total open position to 268
On 19 Mar IOC was trading at 142.73. The strike last trading price was 5.61, which was 2.32 higher than the previous day. The implied volatity was 42.2, the open interest changed by 108 which increased total open position to 358
On 18 Mar IOC was trading at 148.27. The strike last trading price was 3.31, which was -0.45 lower than the previous day. The implied volatity was 37.36, the open interest changed by 157 which increased total open position to 250
On 17 Mar IOC was trading at 146.68. The strike last trading price was 3.89, which was 0.03 higher than the previous day. The implied volatity was 37.63, the open interest changed by 26 which increased total open position to 92
On 16 Mar IOC was trading at 148.96. The strike last trading price was 3.91, which was 1.78 higher than the previous day. The implied volatity was 41.13, the open interest changed by 11 which increased total open position to 66
On 13 Mar IOC was trading at 156.54. The strike last trading price was 2.13, which was 0.2 higher than the previous day. The implied volatity was 39.63, the open interest changed by 12 which increased total open position to 56
On 12 Mar IOC was trading at 160.16. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 41.71, the open interest changed by 14 which increased total open position to 44
On 11 Mar IOC was trading at 160.63. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 44.35, the open interest changed by 3 which increased total open position to 29
On 10 Mar IOC was trading at 159.94. The strike last trading price was 1.9, which was -0.34 lower than the previous day. The implied volatity was 40.72, the open interest changed by 10 which increased total open position to 26
On 9 Mar IOC was trading at 161.22. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 44.57, the open interest changed by 15 which increased total open position to 15
