Historical option data for IOC
22 Jun 2026 01:14 PM IST
| IOC 28-Jul-2026 (36d) 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0
Theta: -0.08
Gamma: 0.03224
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 143.71 | 4.7 | -0.3 (-6.00%) | 27.26 | 53 | 26 | 169 | |||||||||
| 19 Jun | 143.43 | 4.92 | -1.08 (-18.00%) | 28.07 | 94 | 25 | 142 | |||||||||
| 18 Jun | 146.11 | 6.22 | 0.22 (3.67%) | 26.27 | 67 | -2 | 116 | |||||||||
| 17 Jun | 145.42 | 6.03 | 0.03 (0.50%) | 27.79 | 81 | 24 | 117 | |||||||||
| 16 Jun | 145.11 | 6.02 | 0.02 (0.33%) | 28.17 | 30 | 6 | 92 | |||||||||
| 15 Jun | 144.49 | 5.72 | 1.72 (43.00%) | 27.85 | 117 | 39 | 85 | |||||||||
| 12 Jun | 140.94 | 4.27 | 2.27 (113.50%) | 27.75 | 63 | 6 | 42 | |||||||||
| 11 Jun | 134.24 | 2.36 | -0.64 (-21.33%) | 29.54 | 39 | 17 | 34 | |||||||||
| 10 Jun | 136.88 | 3.22 | -0.78 (-19.50%) | 29.39 | 12 | 4 | 18 | |||||||||
| 9 Jun | 138.13 | 3.7 | 0.7 (23.33%) | 29.63 | 3 | 1 | 14 | |||||||||
| 8 Jun | 135.60 | 3.26 | -0.74 (-18.50%) | 30.24 | 7 | 1 | 13 | |||||||||
| 5 Jun | 138.26 | 4.5 | 0.5 (12.50%) | 31.6 | 1 | 0 | 11 | |||||||||
| 4 Jun | 138.95 | 4.5 | 0.5 (12.50%) | 30.8 | 1 | -1 | 11 | |||||||||
| 3 Jun | 137.38 | 3.85 | -2.15 (-35.83%) | 30.82 | 3 | 2 | 12 | |||||||||
| 2 Jun | 138.83 | 5.92 | -0.08 (-1.33%) | - | 12 | 0 | 10 | |||||||||
| 1 Jun | 138.80 | 5.92 | -0.08 (-1.33%) | 31.02 | 12 | 0 | 10 | |||||||||
| 29 May | 140.24 | 5.8 | -2.2 (-27.50%) | 31.02 | 12 | 9 | 9 | |||||||||
For Indian Oil Corp Ltd - strike price 145 expiring on 28JUL2026
Delta for 145 CE is 0.5
Historical price for 145 CE is as follows
On 22 Jun IOC was trading at 143.71. The strike last trading price was 4.7, which was -0.3 lower than the previous day. The implied volatity was 27.26, the open interest changed by 26 which increased total open position to 169
On 19 Jun IOC was trading at 143.43. The strike last trading price was 4.92, which was -1.08 lower than the previous day. The implied volatity was 28.07, the open interest changed by 25 which increased total open position to 142
On 18 Jun IOC was trading at 146.11. The strike last trading price was 6.22, which was 0.22 higher than the previous day. The implied volatity was 26.27, the open interest changed by -2 which decreased total open position to 116
On 17 Jun IOC was trading at 145.42. The strike last trading price was 6.03, which was 0.03 higher than the previous day. The implied volatity was 27.79, the open interest changed by 24 which increased total open position to 117
On 16 Jun IOC was trading at 145.11. The strike last trading price was 6.02, which was 0.02 higher than the previous day. The implied volatity was 28.17, the open interest changed by 6 which increased total open position to 92
On 15 Jun IOC was trading at 144.49. The strike last trading price was 5.72, which was 1.72 higher than the previous day. The implied volatity was 27.85, the open interest changed by 39 which increased total open position to 85
On 12 Jun IOC was trading at 140.94. The strike last trading price was 4.27, which was 2.27 higher than the previous day. The implied volatity was 27.75, the open interest changed by 6 which increased total open position to 42
On 11 Jun IOC was trading at 134.24. The strike last trading price was 2.36, which was -0.64 lower than the previous day. The implied volatity was 29.54, the open interest changed by 17 which increased total open position to 34
On 10 Jun IOC was trading at 136.88. The strike last trading price was 3.22, which was -0.78 lower than the previous day. The implied volatity was 29.39, the open interest changed by 4 which increased total open position to 18
On 9 Jun IOC was trading at 138.13. The strike last trading price was 3.7, which was 0.7 higher than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 14
On 8 Jun IOC was trading at 135.60. The strike last trading price was 3.26, which was -0.74 lower than the previous day. The implied volatity was 30.24, the open interest changed by 1 which increased total open position to 13
On 5 Jun IOC was trading at 138.26. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 31.6, the open interest changed by 0 which decreased total open position to 11
On 4 Jun IOC was trading at 138.95. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 30.8, the open interest changed by -1 which decreased total open position to 11
On 3 Jun IOC was trading at 137.38. The strike last trading price was 3.85, which was -2.15 lower than the previous day. The implied volatity was 30.82, the open interest changed by 2 which increased total open position to 12
On 2 Jun IOC was trading at 138.83. The strike last trading price was 5.92, which was -0.08 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Jun IOC was trading at 138.80. The strike last trading price was 5.92, which was -0.08 lower than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 10
On 29 May IOC was trading at 140.24. The strike last trading price was 5.8, which was -2.2 lower than the previous day. The implied volatity was 31.02, the open interest changed by 9 which increased total open position to 9
| IOC 28-Jul-2026 (36d) 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.05
Gamma: 0.03322
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 143.71 | 5.05 | -0.06 (-1.17%) | 26.46 | 40 | 17 | 116 |
| 19 Jun | 143.43 | 5.21 | 1.23 (30.90%) | 25.65 | 42 | 21 | 98 |
| 18 Jun | 146.11 | 3.91 | -0.4 (-9.28%) | 25.92 | 57 | -1 | 77 |
| 17 Jun | 145.42 | 4.31 | -0.09 (-2.05%) | 25.21 | 75 | 32 | 77 |
| 16 Jun | 145.11 | 4.35 | -0.75 (-14.71%) | 24.64 | 15 | 12 | 45 |
| 15 Jun | 144.49 | 5.1 | -6.1 (-54.46%) | 26.71 | 62 | 26 | 33 |
| 12 Jun | 140.94 | 11.2 | 11.2 (14.99%) | 26.19 | 1 | 0 | 7 |
| 11 Jun | 134.24 | 11.2 | 1.46 (14.99%) | 26.19 | 1 | 0 | 6 |
| 10 Jun | 136.88 | 9.74 | -0.57 (-5.53%) | 27.25 | 9 | 0 | 5 |
| 9 Jun | 138.13 | 10.31 | 10.31 (49.42%) | 27.46 | 5 | 0 | 5 |
| 8 Jun | 135.60 | 10.31 | 3.41 (49.42%) | 27.46 | 5 | 1 | 5 |
| 5 Jun | 138.26 | 6.9 | 6.9 | - | 4 | 0 | 4 |
| 4 Jun | 138.95 | 6.9 | 6.9 | - | 4 | 0 | 4 |
| 3 Jun | 137.38 | 6.9 | 6.9 | - | 4 | 0 | 4 |
| 2 Jun | 138.83 | 6.9 | 6.9 | - | 4 | 0 | 4 |
| 1 Jun | 138.80 | 6.9 | 6.9 (-20.51%) | 23.12 | 4 | 0 | 4 |
| 29 May | 140.24 | 6.9 | -1.78 (-20.51%) | 23.12 | 4 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 145 expiring on 28JUL2026
Delta for 145 PE is -0.5
Historical price for 145 PE is as follows
On 22 Jun IOC was trading at 143.71. The strike last trading price was 5.05, which was -0.06 lower than the previous day. The implied volatity was 26.46, the open interest changed by 17 which increased total open position to 116
On 19 Jun IOC was trading at 143.43. The strike last trading price was 5.21, which was 1.23 higher than the previous day. The implied volatity was 25.65, the open interest changed by 21 which increased total open position to 98
On 18 Jun IOC was trading at 146.11. The strike last trading price was 3.91, which was -0.4 lower than the previous day. The implied volatity was 25.92, the open interest changed by -1 which decreased total open position to 77
On 17 Jun IOC was trading at 145.42. The strike last trading price was 4.31, which was -0.09 lower than the previous day. The implied volatity was 25.21, the open interest changed by 32 which increased total open position to 77
On 16 Jun IOC was trading at 145.11. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 45
On 15 Jun IOC was trading at 144.49. The strike last trading price was 5.1, which was -6.1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 26 which increased total open position to 33
On 12 Jun IOC was trading at 140.94. The strike last trading price was 11.2, which was 11.2 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 7
On 11 Jun IOC was trading at 134.24. The strike last trading price was 11.2, which was 1.46 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 6
On 10 Jun IOC was trading at 136.88. The strike last trading price was 9.74, which was -0.57 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 5
On 9 Jun IOC was trading at 138.13. The strike last trading price was 10.31, which was 10.31 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 5
On 8 Jun IOC was trading at 135.60. The strike last trading price was 10.31, which was 3.41 higher than the previous day. The implied volatity was 27.46, the open interest changed by 1 which increased total open position to 5
On 5 Jun IOC was trading at 138.26. The strike last trading price was 6.9, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun IOC was trading at 138.95. The strike last trading price was 6.9, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Jun IOC was trading at 137.38. The strike last trading price was 6.9, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Jun IOC was trading at 138.83. The strike last trading price was 6.9, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Jun IOC was trading at 138.80. The strike last trading price was 6.9, which was 6.9 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 4
On 29 May IOC was trading at 140.24. The strike last trading price was 6.9, which was -1.78 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 0
