Historical option data for IOC
12 Jun 2026 04:10 PM IST
| IOC 30-Jun-2026 (17d) 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0
Theta: -0.1
Gamma: 0.04164
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 140.94 | 2.2 | 1.51 (218.84%) | 28.58 | 3,199 | 307 | 1,598 | |||||||||
| 11 Jun | 134.24 | 0.73 | -0.38 (-34.23%) | 29.74 | 635 | -15 | 1,291 | |||||||||
| 10 Jun | 136.88 | 1.15 | -0.32 (-21.77%) | 28.89 | 757 | 32 | 1,307 | |||||||||
| 9 Jun | 138.13 | 1.52 | 0.47 (44.76%) | 28.38 | 720 | 2 | 1,275 | |||||||||
| 8 Jun | 135.60 | 1.04 | -0.74 (-41.57%) | 29.51 | 584 | 45 | 1,274 | |||||||||
| 5 Jun | 138.26 | 1.77 | -0.41 (-18.81%) | 27.62 | 802 | -15 | 1,230 | |||||||||
| 4 Jun | 138.95 | 2.19 | 0.27 (14.06%) | 28.87 | 846 | 29 | 1,244 | |||||||||
| 3 Jun | 137.38 | 1.95 | -0.38 (-16.31%) | 30.21 | 758 | -87 | 1,215 | |||||||||
| 2 Jun | 138.83 | 2.39 | 0 (0.00%) | 29.24 | 861 | 27 | 1,301 | |||||||||
| 1 Jun | 138.80 | 2.42 | -0.96 (-28.40%) | 29.04 | 722 | 69 | 1,274 | |||||||||
| 29 May | 140.24 | 3.55 | -1.23 (-25.73%) | 29.94 | 1,500 | 255 | 1,205 | |||||||||
| 27 May | 143.94 | 4.88 | 0.72 (17.31%) | 28.33 | 1,493 | 76 | 943 | |||||||||
| 26 May | 142.38 | 4.2 | -1.19 (-22.08%) | 28.36 | 1,079 | 342 | 868 | |||||||||
| 25 May | 143.95 | 5.39 | 1.71 (46.47%) | 30.3 | 1,032 | 244 | 528 | |||||||||
| 22 May | 139.47 | 3.73 | -0.28 (-6.98%) | 30.45 | 332 | 109 | 287 | |||||||||
| 21 May | 140.53 | 4.06 | 0.66 (19.41%) | 30.5 | 255 | 25 | 177 | |||||||||
| 20 May | 138.04 | 3.46 | 0.83 (31.56%) | 31.46 | 155 | 24 | 151 | |||||||||
| 19 May | 135.00 | 2.63 | 0.24 (10.04%) | 32.58 | 108 | 21 | 127 | |||||||||
| 18 May | 131.81 | 2.37 | -0.76 (-24.28%) | 35.64 | 75 | 22 | 105 | |||||||||
| 15 May | 134.48 | 3.15 | -2.23 (-41.45%) | 34.05 | 73 | 19 | 83 | |||||||||
| 14 May | 140.26 | 5.38 | -0.65 (-10.78%) | 33.75 | 9 | -3 | 64 | |||||||||
| 13 May | 141.69 | 6.03 | 2.03 (50.75%) | 0 | 45 | 21 | 68 | |||||||||
| 12 May | 137.65 | 4 | -1.25 (-23.81%) | 0 | 17 | 7 | 46 | |||||||||
| 11 May | 140.37 | 5.1 | -2.1 (-29.17%) | 0 | 25 | 16 | 38 | |||||||||
| 8 May | 144.69 | 7.2 | -0.77 (-9.66%) | 31.39 | 3 | 1 | 21 | |||||||||
| 7 May | 146.89 | 7.97 | -1.82 (-18.59%) | 30.63 | 5 | 3 | 20 | |||||||||
| 6 May | 148.21 | 9.84 | 3.93 (66.50%) | 33.35 | 18 | 11 | 14 | |||||||||
| 5 May | 142.14 | 5.91 | -0.76 (-11.39%) | 31.75 | 2 | 0 | 2 | |||||||||
| 4 May | 142.26 | 6.67 | -2.25 (-25.22%) | 31.63 | 2 | 1 | 1 | |||||||||
| 30 Apr | 142.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 144.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 145 expiring on 30JUN2026
Delta for 145 CE is 0.37
Historical price for 145 CE is as follows
On 12 Jun IOC was trading at 140.94. The strike last trading price was 2.2, which was 1.51 higher than the previous day. The implied volatity was 28.58, the open interest changed by 307 which increased total open position to 1598
On 11 Jun IOC was trading at 134.24. The strike last trading price was 0.73, which was -0.38 lower than the previous day. The implied volatity was 29.74, the open interest changed by -15 which decreased total open position to 1291
On 10 Jun IOC was trading at 136.88. The strike last trading price was 1.15, which was -0.32 lower than the previous day. The implied volatity was 28.89, the open interest changed by 32 which increased total open position to 1307
On 9 Jun IOC was trading at 138.13. The strike last trading price was 1.52, which was 0.47 higher than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 1275
On 8 Jun IOC was trading at 135.60. The strike last trading price was 1.04, which was -0.74 lower than the previous day. The implied volatity was 29.51, the open interest changed by 45 which increased total open position to 1274
On 5 Jun IOC was trading at 138.26. The strike last trading price was 1.77, which was -0.41 lower than the previous day. The implied volatity was 27.62, the open interest changed by -15 which decreased total open position to 1230
On 4 Jun IOC was trading at 138.95. The strike last trading price was 2.19, which was 0.27 higher than the previous day. The implied volatity was 28.87, the open interest changed by 29 which increased total open position to 1244
On 3 Jun IOC was trading at 137.38. The strike last trading price was 1.95, which was -0.38 lower than the previous day. The implied volatity was 30.21, the open interest changed by -87 which decreased total open position to 1215
On 2 Jun IOC was trading at 138.83. The strike last trading price was 2.39, which was 0 lower than the previous day. The implied volatity was 29.24, the open interest changed by 27 which increased total open position to 1301
On 1 Jun IOC was trading at 138.80. The strike last trading price was 2.42, which was -0.96 lower than the previous day. The implied volatity was 29.04, the open interest changed by 69 which increased total open position to 1274
On 29 May IOC was trading at 140.24. The strike last trading price was 3.55, which was -1.23 lower than the previous day. The implied volatity was 29.94, the open interest changed by 255 which increased total open position to 1205
On 27 May IOC was trading at 143.94. The strike last trading price was 4.88, which was 0.72 higher than the previous day. The implied volatity was 28.33, the open interest changed by 76 which increased total open position to 943
On 26 May IOC was trading at 142.38. The strike last trading price was 4.2, which was -1.19 lower than the previous day. The implied volatity was 28.36, the open interest changed by 342 which increased total open position to 868
On 25 May IOC was trading at 143.95. The strike last trading price was 5.39, which was 1.71 higher than the previous day. The implied volatity was 30.3, the open interest changed by 244 which increased total open position to 528
On 22 May IOC was trading at 139.47. The strike last trading price was 3.73, which was -0.28 lower than the previous day. The implied volatity was 30.45, the open interest changed by 109 which increased total open position to 287
On 21 May IOC was trading at 140.53. The strike last trading price was 4.06, which was 0.66 higher than the previous day. The implied volatity was 30.5, the open interest changed by 25 which increased total open position to 177
On 20 May IOC was trading at 138.04. The strike last trading price was 3.46, which was 0.83 higher than the previous day. The implied volatity was 31.46, the open interest changed by 24 which increased total open position to 151
On 19 May IOC was trading at 135.00. The strike last trading price was 2.63, which was 0.24 higher than the previous day. The implied volatity was 32.58, the open interest changed by 21 which increased total open position to 127
On 18 May IOC was trading at 131.81. The strike last trading price was 2.37, which was -0.76 lower than the previous day. The implied volatity was 35.64, the open interest changed by 22 which increased total open position to 105
On 15 May IOC was trading at 134.48. The strike last trading price was 3.15, which was -2.23 lower than the previous day. The implied volatity was 34.05, the open interest changed by 19 which increased total open position to 83
On 14 May IOC was trading at 140.26. The strike last trading price was 5.38, which was -0.65 lower than the previous day. The implied volatity was 33.75, the open interest changed by -3 which decreased total open position to 64
On 13 May IOC was trading at 141.69. The strike last trading price was 6.03, which was 2.03 higher than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 68
On 12 May IOC was trading at 137.65. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 46
On 11 May IOC was trading at 140.37. The strike last trading price was 5.1, which was -2.1 lower than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 38
On 8 May IOC was trading at 144.69. The strike last trading price was 7.2, which was -0.77 lower than the previous day. The implied volatity was 31.39, the open interest changed by 1 which increased total open position to 21
On 7 May IOC was trading at 146.89. The strike last trading price was 7.97, which was -1.82 lower than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 20
On 6 May IOC was trading at 148.21. The strike last trading price was 9.84, which was 3.93 higher than the previous day. The implied volatity was 33.35, the open interest changed by 11 which increased total open position to 14
On 5 May IOC was trading at 142.14. The strike last trading price was 5.91, which was -0.76 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 2
On 4 May IOC was trading at 142.26. The strike last trading price was 6.67, which was -2.25 lower than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 1
On 30 Apr IOC was trading at 142.25. 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
On 29 Apr IOC was trading at 144.19. 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 30-Jun-2026 (17d) 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0
Theta: -0.07
Gamma: 0.04397
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 140.94 | 5.39 | -5.54 (-50.69%) | 26.81 | 110 | 7 | 689 |
| 11 Jun | 134.24 | 10.93 | 2.44 (28.74%) | 24.17 | 21 | -10 | 682 |
| 10 Jun | 136.88 | 8.44 | 1.24 (17.22%) | 24.53 | 47 | 2 | 692 |
| 9 Jun | 138.13 | 7.15 | -2.1 (-22.70%) | 22.59 | 83 | -20 | 690 |
| 8 Jun | 135.60 | 9.25 | 1.83 (24.66%) | 26 | 53 | 3 | 710 |
| 5 Jun | 138.26 | 7.33 | 0.35 (5.01%) | 24.04 | 86 | 6 | 703 |
| 4 Jun | 138.95 | 6.95 | -1.22 (-14.93%) | 23.47 | 16 | 1 | 696 |
| 3 Jun | 137.38 | 8.13 | 1.25 (18.17%) | 23.37 | 74 | 20 | 694 |
| 2 Jun | 138.83 | 6.91 | -0.38 (-5.21%) | 22.57 | 32 | 2 | 674 |
| 1 Jun | 138.80 | 7.2 | 1.02 (16.50%) | 24.19 | 28 | -9 | 673 |
| 29 May | 140.24 | 6.15 | 1.6 (35.16%) | 23.87 | 562 | 105 | 684 |
| 27 May | 143.94 | 4.41 | -1.14 (-20.54%) | 24.35 | 381 | 41 | 578 |
| 26 May | 142.38 | 5.47 | 0.41 (8.10%) | 25.4 | 659 | 260 | 538 |
| 25 May | 143.95 | 5 | -2.75 (-35.48%) | 27 | 523 | 200 | 277 |
| 22 May | 139.47 | 7.75 | 0.08 (1.04%) | 28.33 | 29 | 17 | 76 |
| 21 May | 140.53 | 7.69 | -2.1 (-21.45%) | 29.56 | 45 | 28 | 55 |
| 20 May | 138.04 | 9.79 | -1.81 (-15.60%) | 30.29 | 3 | 2 | 26 |
| 19 May | 135.00 | 11.6 | -2.84 (-19.67%) | 31.63 | 3 | 2 | 23 |
| 18 May | 131.81 | 14.44 | 2.83 (24.38%) | 32.55 | 6 | 3 | 20 |
| 15 May | 134.48 | 11.61 | 3.36 (40.73%) | 28.04 | 6 | 3 | 16 |
| 14 May | 140.26 | 8.25 | -0.53 (-6.04%) | 30.74 | 5 | 3 | 12 |
| 13 May | 141.69 | 8.78 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 12 May | 137.65 | 8.78 | 0.78 (9.75%) | 0 | 1 | 0 | 10 |
| 11 May | 140.37 | 8 | 1.88 (30.72%) | 0 | 2 | 2 | 10 |
| 8 May | 144.69 | 6.12 | -2.38 (-28.00%) | 28.93 | 6 | 4 | 7 |
| 7 May | 146.89 | 8.5 | 8.5 | - | 0 | 0 | 3 |
| 6 May | 148.21 | 8.5 | 8.5 (25.00%) | 30.65 | 0 | 0 | 3 |
| 5 May | 142.14 | 8.5 | 1.7 (25.00%) | 30.65 | 1 | 0 | 2 |
| 4 May | 142.26 | 7 | 0.2 (2.94%) | - | 0 | 0 | 2 |
| 30 Apr | 142.25 | 7 | 0.2 (2.94%) | 30.8 | 0 | 0 | 2 |
| 29 Apr | 144.19 | 7 | -0.09 (-1.27%) | 30.8 | 2 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 145 expiring on 30JUN2026
Delta for 145 PE is -0.64
Historical price for 145 PE is as follows
On 12 Jun IOC was trading at 140.94. The strike last trading price was 5.39, which was -5.54 lower than the previous day. The implied volatity was 26.81, the open interest changed by 7 which increased total open position to 689
On 11 Jun IOC was trading at 134.24. The strike last trading price was 10.93, which was 2.44 higher than the previous day. The implied volatity was 24.17, the open interest changed by -10 which decreased total open position to 682
On 10 Jun IOC was trading at 136.88. The strike last trading price was 8.44, which was 1.24 higher than the previous day. The implied volatity was 24.53, the open interest changed by 2 which increased total open position to 692
On 9 Jun IOC was trading at 138.13. The strike last trading price was 7.15, which was -2.1 lower than the previous day. The implied volatity was 22.59, the open interest changed by -20 which decreased total open position to 690
On 8 Jun IOC was trading at 135.60. The strike last trading price was 9.25, which was 1.83 higher than the previous day. The implied volatity was 26, the open interest changed by 3 which increased total open position to 710
On 5 Jun IOC was trading at 138.26. The strike last trading price was 7.33, which was 0.35 higher than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 703
On 4 Jun IOC was trading at 138.95. The strike last trading price was 6.95, which was -1.22 lower than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 696
On 3 Jun IOC was trading at 137.38. The strike last trading price was 8.13, which was 1.25 higher than the previous day. The implied volatity was 23.37, the open interest changed by 20 which increased total open position to 694
On 2 Jun IOC was trading at 138.83. The strike last trading price was 6.91, which was -0.38 lower than the previous day. The implied volatity was 22.57, the open interest changed by 2 which increased total open position to 674
On 1 Jun IOC was trading at 138.80. The strike last trading price was 7.2, which was 1.02 higher than the previous day. The implied volatity was 24.19, the open interest changed by -9 which decreased total open position to 673
On 29 May IOC was trading at 140.24. The strike last trading price was 6.15, which was 1.6 higher than the previous day. The implied volatity was 23.87, the open interest changed by 105 which increased total open position to 684
On 27 May IOC was trading at 143.94. The strike last trading price was 4.41, which was -1.14 lower than the previous day. The implied volatity was 24.35, the open interest changed by 41 which increased total open position to 578
On 26 May IOC was trading at 142.38. The strike last trading price was 5.47, which was 0.41 higher than the previous day. The implied volatity was 25.4, the open interest changed by 260 which increased total open position to 538
On 25 May IOC was trading at 143.95. The strike last trading price was 5, which was -2.75 lower than the previous day. The implied volatity was 27, the open interest changed by 200 which increased total open position to 277
On 22 May IOC was trading at 139.47. The strike last trading price was 7.75, which was 0.08 higher than the previous day. The implied volatity was 28.33, the open interest changed by 17 which increased total open position to 76
On 21 May IOC was trading at 140.53. The strike last trading price was 7.69, which was -2.1 lower than the previous day. The implied volatity was 29.56, the open interest changed by 28 which increased total open position to 55
On 20 May IOC was trading at 138.04. The strike last trading price was 9.79, which was -1.81 lower than the previous day. The implied volatity was 30.29, the open interest changed by 2 which increased total open position to 26
On 19 May IOC was trading at 135.00. The strike last trading price was 11.6, which was -2.84 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2 which increased total open position to 23
On 18 May IOC was trading at 131.81. The strike last trading price was 14.44, which was 2.83 higher than the previous day. The implied volatity was 32.55, the open interest changed by 3 which increased total open position to 20
On 15 May IOC was trading at 134.48. The strike last trading price was 11.61, which was 3.36 higher than the previous day. The implied volatity was 28.04, the open interest changed by 3 which increased total open position to 16
On 14 May IOC was trading at 140.26. The strike last trading price was 8.25, which was -0.53 lower than the previous day. The implied volatity was 30.74, the open interest changed by 3 which increased total open position to 12
On 13 May IOC was trading at 141.69. The strike last trading price was 8.78, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9
On 12 May IOC was trading at 137.65. The strike last trading price was 8.78, which was 0.78 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 11 May IOC was trading at 140.37. The strike last trading price was 8, which was 1.88 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 10
On 8 May IOC was trading at 144.69. The strike last trading price was 6.12, which was -2.38 lower than the previous day. The implied volatity was 28.93, the open interest changed by 4 which increased total open position to 7
On 7 May IOC was trading at 146.89. The strike last trading price was 8.5, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 May IOC was trading at 148.21. The strike last trading price was 8.5, which was 8.5 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 3
On 5 May IOC was trading at 142.14. The strike last trading price was 8.5, which was 1.7 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 2
On 4 May IOC was trading at 142.26. The strike last trading price was 7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr IOC was trading at 142.25. The strike last trading price was 7, which was 0.2 higher than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 2
On 29 Apr IOC was trading at 144.19. The strike last trading price was 7, which was -0.09 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 0
