IOC
Indian Oil Corp Ltd
Historical option data for IOC
30 Mar 2026 04:11 PM IST
| IOC 28-Apr-2026 (28d) 141 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.15
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 135.40 | 4.47 | -1.49 | 39.84 | 88 | 32 | 134 | |||||||||
| 27 Mar | 137.76 | 5.87 | -1.27 | 42.85 | 200 | 41 | 102 | |||||||||
| 25 Mar | 140.52 | 7.1 | 0.57 | 38.85 | 77 | 20 | 61 | |||||||||
| 24 Mar | 138.70 | 6.5 | -24.78 | 40.25 | 49 | 39 | 39 | |||||||||
| 23 Mar | 138.11 | 31.28 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 20 Mar | 144.60 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 142.73 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 148.27 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 146.68 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 148.96 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 156.54 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 160.16 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 160.63 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 159.94 | 31.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 161.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 141 expiring on 28APR2026
Delta for 141 CE is 0.43
Historical price for 141 CE is as follows
On 30 Mar IOC was trading at 135.40. The strike last trading price was 4.47, which was -1.49 lower than the previous day. The implied volatity was 39.84, the open interest changed by 32 which increased total open position to 134
On 27 Mar IOC was trading at 137.76. The strike last trading price was 5.87, which was -1.27 lower than the previous day. The implied volatity was 42.85, the open interest changed by 41 which increased total open position to 102
On 25 Mar IOC was trading at 140.52. The strike last trading price was 7.1, which was 0.57 higher than the previous day. The implied volatity was 38.85, the open interest changed by 20 which increased total open position to 61
On 24 Mar IOC was trading at 138.70. The strike last trading price was 6.5, which was -24.78 lower than the previous day. The implied volatity was 40.25, the open interest changed by 39 which increased total open position to 39
On 23 Mar IOC was trading at 138.11. The strike last trading price was 31.28, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IOC was trading at 144.60. The strike last trading price was 31.28, 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 31.28, 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 31.28, 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 31.28, 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 31.28, 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 31.28, 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 31.28, 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 31.28, 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 31.28, 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 0, 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 (28d) 141 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.15
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 135.40 | 9.04 | 0.7 | 45.05 | 7 | 0 | 172 |
| 27 Mar | 137.76 | 8.31 | 1.74 | 43.04 | 89 | -39 | 173 |
| 25 Mar | 140.52 | 6.61 | -1.04 | 41.42 | 68 | -8 | 211 |
| 24 Mar | 138.70 | 7.56 | -0.55 | 41.45 | 209 | 189 | 221 |
| 23 Mar | 138.11 | 8.11 | 3.04 | 41.71 | 24 | 17 | 29 |
| 20 Mar | 144.60 | 5.07 | 0.04 | 40.65 | 10 | 0 | 2 |
| 19 Mar | 142.73 | 5.03 | 4.63 | 36.63 | 3 | 2 | 2 |
| 18 Mar | 148.27 | 0.4 | 0 | 5.87 | 0 | 0 | 0 |
| 17 Mar | 146.68 | 0.4 | 0 | 4.84 | 0 | 0 | 0 |
| 16 Mar | 148.96 | 0.4 | 0 | 6.15 | 0 | 0 | 0 |
| 13 Mar | 156.54 | 0.4 | 0 | 9.99 | 0 | 0 | 0 |
| 12 Mar | 160.16 | 0.4 | 0 | 11.54 | 0 | 0 | 0 |
| 11 Mar | 160.63 | 0.4 | 0 | 11.5 | 0 | 0 | 0 |
| 10 Mar | 159.94 | 0.4 | 0 | 11.22 | 0 | 0 | 0 |
| 9 Mar | 161.22 | 0 | 0 | 11.71 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 141 expiring on 28APR2026
Delta for 141 PE is -0.56
Historical price for 141 PE is as follows
On 30 Mar IOC was trading at 135.40. The strike last trading price was 9.04, which was 0.7 higher than the previous day. The implied volatity was 45.05, the open interest changed by 0 which decreased total open position to 172
On 27 Mar IOC was trading at 137.76. The strike last trading price was 8.31, which was 1.74 higher than the previous day. The implied volatity was 43.04, the open interest changed by -39 which decreased total open position to 173
On 25 Mar IOC was trading at 140.52. The strike last trading price was 6.61, which was -1.04 lower than the previous day. The implied volatity was 41.42, the open interest changed by -8 which decreased total open position to 211
On 24 Mar IOC was trading at 138.70. The strike last trading price was 7.56, which was -0.55 lower than the previous day. The implied volatity was 41.45, the open interest changed by 189 which increased total open position to 221
On 23 Mar IOC was trading at 138.11. The strike last trading price was 8.11, which was 3.04 higher than the previous day. The implied volatity was 41.71, the open interest changed by 17 which increased total open position to 29
On 20 Mar IOC was trading at 144.60. The strike last trading price was 5.07, which was 0.04 higher than the previous day. The implied volatity was 40.65, the open interest changed by 0 which decreased total open position to 2
On 19 Mar IOC was trading at 142.73. The strike last trading price was 5.03, which was 4.63 higher than the previous day. The implied volatity was 36.63, the open interest changed by 2 which increased total open position to 2
On 18 Mar IOC was trading at 148.27. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 5.87, 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 0.4, which was 0 lower than the previous day. The implied volatity was 4.84, 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 0.4, which was 0 lower than the previous day. The implied volatity was 6.15, 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 0.4, which was 0 lower than the previous day. The implied volatity was 9.99, 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 0.4, which was 0 lower than the previous day. The implied volatity was 11.54, 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 0.4, which was 0 lower than the previous day. The implied volatity was 11.5, 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 0.4, which was 0 lower than the previous day. The implied volatity was 11.22, 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 0, which was 0 lower than the previous day. The implied volatity was 11.71, the open interest changed by 0 which decreased total open position to 0
