IOC
Indian Oil Corp Ltd
Historical option data for IOC
18 Dec 2025 04:11 PM IST
| IOC 30-DEC-2025 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.03
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 161.75 | 17.5 | -1.4 | 40.15 | 1 | 0 | 126 | |||||||||
| 17 Dec | 168.16 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 167.74 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 168.55 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 163.67 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 161.75 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 163.07 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 163.01 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 162.10 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 163.66 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 162.76 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 164.11 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 162.34 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 162.97 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 161.75 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 163.81 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 165.59 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 164.12 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 165.69 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 167.35 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 168.70 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 169.33 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 171.59 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 173.12 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 172.30 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 172.44 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 169.39 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 169.16 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Nov | 167.73 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 163.51 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 163.09 | 14.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 145 expiring on 30DEC2025
Delta for 145 CE is 0.94
Historical price for 145 CE is as follows
On 18 Dec IOC was trading at 161.75. The strike last trading price was 17.5, which was -1.4 lower than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 126
On 17 Dec IOC was trading at 168.16. The strike last trading price was 14.55, 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 Dec IOC was trading at 167.74. The strike last trading price was 14.55, 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 15 Dec IOC was trading at 168.55. The strike last trading price was 14.55, 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 Dec IOC was trading at 163.67. The strike last trading price was 14.55, 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 Dec IOC was trading at 161.75. The strike last trading price was 14.55, 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 Dec IOC was trading at 163.07. The strike last trading price was 14.55, 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 Dec IOC was trading at 163.01. The strike last trading price was 14.55, 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 8 Dec IOC was trading at 162.10. The strike last trading price was 14.55, 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 5 Dec IOC was trading at 163.66. The strike last trading price was 14.55, 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 4 Dec IOC was trading at 162.76. The strike last trading price was 14.55, 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 3 Dec IOC was trading at 164.11. The strike last trading price was 14.55, 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 2 Dec IOC was trading at 162.34. The strike last trading price was 14.55, 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 1 Dec IOC was trading at 162.97. The strike last trading price was 14.55, 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 28 Nov IOC was trading at 161.75. The strike last trading price was 14.55, 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 27 Nov IOC was trading at 163.81. The strike last trading price was 14.55, 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 26 Nov IOC was trading at 165.59. The strike last trading price was 14.55, 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 25 Nov IOC was trading at 164.12. The strike last trading price was 14.55, 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 24 Nov IOC was trading at 165.69. The strike last trading price was 14.55, 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 21 Nov IOC was trading at 167.35. The strike last trading price was 14.55, 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 20 Nov IOC was trading at 168.70. The strike last trading price was 14.55, 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 Nov IOC was trading at 169.33. The strike last trading price was 14.55, 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 Nov IOC was trading at 171.59. The strike last trading price was 14.55, 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 Nov IOC was trading at 173.12. The strike last trading price was 14.55, 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 Nov IOC was trading at 172.30. The strike last trading price was 14.55, 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 Nov IOC was trading at 172.44. The strike last trading price was 14.55, 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 Nov IOC was trading at 169.39. The strike last trading price was 14.55, 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 7 Nov IOC was trading at 169.16. The strike last trading price was 14.55, 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 3 Nov IOC was trading at 167.73. The strike last trading price was 14.55, 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 30 Oct IOC was trading at 163.51. The strike last trading price was 14.55, 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 Oct IOC was trading at 163.09. The strike last trading price was 14.55, 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 30DEC2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 161.75 | 0.07 | -0.02 | 30.86 | 95 | -20 | 306 |
| 17 Dec | 168.16 | 3.5 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 167.74 | 3.5 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 168.55 | 3.5 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 163.67 | 3.5 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 161.75 | 3.5 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 163.07 | 3.5 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 163.01 | 3.5 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 162.10 | 3.5 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 163.66 | 3.5 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 162.76 | 3.5 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 164.11 | 3.5 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 162.34 | 3.5 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 162.97 | 3.5 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 161.75 | 3.5 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 163.81 | 3.5 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 165.59 | 3.5 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 164.12 | 3.5 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 165.69 | 3.5 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 167.35 | 3.5 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 168.70 | 3.5 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 169.33 | 3.5 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 171.59 | 3.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 173.12 | 3.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 172.30 | 3.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 172.44 | 3.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 169.39 | 3.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 169.16 | 3.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 167.73 | 3.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 163.51 | 3.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 163.09 | 3.5 | 0 | 9.83 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 145 expiring on 30DEC2025
Delta for 145 PE is -0.02
Historical price for 145 PE is as follows
On 18 Dec IOC was trading at 161.75. The strike last trading price was 0.07, which was -0.02 lower than the previous day. The implied volatity was 30.86, the open interest changed by -20 which decreased total open position to 306
On 17 Dec IOC was trading at 168.16. The strike last trading price was 3.5, 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 Dec IOC was trading at 167.74. The strike last trading price was 3.5, 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 15 Dec IOC was trading at 168.55. The strike last trading price was 3.5, 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 Dec IOC was trading at 163.67. The strike last trading price was 3.5, 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 Dec IOC was trading at 161.75. The strike last trading price was 3.5, 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 Dec IOC was trading at 163.07. The strike last trading price was 3.5, 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 Dec IOC was trading at 163.01. The strike last trading price was 3.5, 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 8 Dec IOC was trading at 162.10. The strike last trading price was 3.5, 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 5 Dec IOC was trading at 163.66. The strike last trading price was 3.5, 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 4 Dec IOC was trading at 162.76. The strike last trading price was 3.5, 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 3 Dec IOC was trading at 164.11. The strike last trading price was 3.5, 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 2 Dec IOC was trading at 162.34. The strike last trading price was 3.5, 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 1 Dec IOC was trading at 162.97. The strike last trading price was 3.5, 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 28 Nov IOC was trading at 161.75. The strike last trading price was 3.5, 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 27 Nov IOC was trading at 163.81. The strike last trading price was 3.5, 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 26 Nov IOC was trading at 165.59. The strike last trading price was 3.5, 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 25 Nov IOC was trading at 164.12. The strike last trading price was 3.5, 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 24 Nov IOC was trading at 165.69. The strike last trading price was 3.5, 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 21 Nov IOC was trading at 167.35. The strike last trading price was 3.5, 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 20 Nov IOC was trading at 168.70. The strike last trading price was 3.5, 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 Nov IOC was trading at 169.33. The strike last trading price was 3.5, 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 Nov IOC was trading at 171.59. The strike last trading price was 3.5, 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 Nov IOC was trading at 173.12. The strike last trading price was 3.5, 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 Nov IOC was trading at 172.30. The strike last trading price was 3.5, 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 Nov IOC was trading at 172.44. The strike last trading price was 3.5, 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 Nov IOC was trading at 169.39. The strike last trading price was 3.5, 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 7 Nov IOC was trading at 169.16. The strike last trading price was 3.5, 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 3 Nov IOC was trading at 167.73. The strike last trading price was 3.5, 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 30 Oct IOC was trading at 163.51. The strike last trading price was 3.5, 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 Oct IOC was trading at 163.09. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0































































































































































































































