IOC
Indian Oil Corp Ltd
Historical option data for IOC
30 Apr 2026 04:10 PM IST
| IOC 26-May-2026 (25d) 147 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0
Theta: -0.11
Gamma: 0.02704
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 142.25 | 4.05 | -0.7199999999999998 | 37.62 | 198 | 40 | 366 | |||||||||
| 29 Apr | 144.19 | 4.76 | -0.71 | 36.41 | 247 | 76 | 325 | |||||||||
| 28 Apr | 145.39 | 5.5 | -0.7999999999999998 | 36.31 | 313 | 113 | 249 | |||||||||
| 27 Apr | 146.26 | 6.34 | 1.3499999999999996 | 37.73 | 112 | 40 | 135 | |||||||||
| 24 Apr | 143.47 | 4.96 | -0.5499999999999998 | 36.08 | 34 | 14 | 89 | |||||||||
| 23 Apr | 145.48 | 5.6 | -1.2800000000000002 | 33.78 | 25 | 7 | 75 | |||||||||
| 22 Apr | 147.36 | 6.82 | -0.39999999999999947 | 34.9 | 10 | 2 | 67 | |||||||||
| 21 Apr | 147.31 | 7.22 | 0.16999999999999993 | 36.43 | 8 | 3 | 64 | |||||||||
| 20 Apr | 146.87 | 6.9 | 0.13000000000000078 | 35.54 | 67 | 59 | 60 | |||||||||
| 17 Apr | 145.88 | 6.77 | -0.020000000000000462 | 35.34 | 1 | 0 | 0 | |||||||||
| 16 Apr | 144.19 | 6.79 | 6.79 | 37.13 | 0 | 0 | 0 | |||||||||
| 15 Apr | 145.22 | 6.79 | 3.47 | 37.13 | 2 | 0 | 0 | |||||||||
| 13 Apr | 141.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 142.96 | 0 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 9 Apr | 141.67 | 3.32 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 8 Apr | 143.35 | 3.32 | 0 | 1.16 | 0 | 0 | 0 | |||||||||
| 7 Apr | 134.44 | 3.32 | 0 | 6.46 | 0 | 0 | 0 | |||||||||
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| 6 Apr | 134.05 | 3.32 | 0 | 6.7 | 0 | 0 | 0 | |||||||||
| 2 Apr | 134.13 | 3.32 | 0 | 6.19 | 0 | 0 | 0 | |||||||||
| 1 Apr | 135.72 | 3.32 | 0 | 5.4 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 147 expiring on 26MAY2026
Delta for 147 CE is 0.41
Historical price for 147 CE is as follows
On 30 Apr IOC was trading at 142.25. The strike last trading price was 4.05, which was -0.7199999999999998 lower than the previous day. The implied volatity was 37.62, the open interest changed by 40 which increased total open position to 366
On 29 Apr IOC was trading at 144.19. The strike last trading price was 4.76, which was -0.71 lower than the previous day. The implied volatity was 36.41, the open interest changed by 76 which increased total open position to 325
On 28 Apr IOC was trading at 145.39. The strike last trading price was 5.5, which was -0.7999999999999998 lower than the previous day. The implied volatity was 36.31, the open interest changed by 113 which increased total open position to 249
On 27 Apr IOC was trading at 146.26. The strike last trading price was 6.34, which was 1.3499999999999996 higher than the previous day. The implied volatity was 37.73, the open interest changed by 40 which increased total open position to 135
On 24 Apr IOC was trading at 143.47. The strike last trading price was 4.96, which was -0.5499999999999998 lower than the previous day. The implied volatity was 36.08, the open interest changed by 14 which increased total open position to 89
On 23 Apr IOC was trading at 145.48. The strike last trading price was 5.6, which was -1.2800000000000002 lower than the previous day. The implied volatity was 33.78, the open interest changed by 7 which increased total open position to 75
On 22 Apr IOC was trading at 147.36. The strike last trading price was 6.82, which was -0.39999999999999947 lower than the previous day. The implied volatity was 34.9, the open interest changed by 2 which increased total open position to 67
On 21 Apr IOC was trading at 147.31. The strike last trading price was 7.22, which was 0.16999999999999993 higher than the previous day. The implied volatity was 36.43, the open interest changed by 3 which increased total open position to 64
On 20 Apr IOC was trading at 146.87. The strike last trading price was 6.9, which was 0.13000000000000078 higher than the previous day. The implied volatity was 35.54, the open interest changed by 59 which increased total open position to 60
On 17 Apr IOC was trading at 145.88. The strike last trading price was 6.77, which was -0.020000000000000462 lower than the previous day. The implied volatity was 35.34, the open interest changed by 0 which decreased total open position to 0
On 16 Apr IOC was trading at 144.19. The strike last trading price was 6.79, which was 6.79 higher than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 0
On 15 Apr IOC was trading at 145.22. The strike last trading price was 6.79, which was 3.47 higher than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 0
On 13 Apr IOC was trading at 141.08. 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 10 Apr IOC was trading at 142.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 9 Apr IOC was trading at 141.67. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IOC was trading at 143.35. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IOC was trading at 134.44. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 6 Apr IOC was trading at 134.05. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 6.7, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IOC was trading at 134.13. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 1 Apr IOC was trading at 135.72. The strike last trading price was 3.32, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0
| IOC 26-May-2026 (25d) 147 PE | |||||||
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Delta: -0.61
Vega: 0
Theta: -0.08
Gamma: 0.02872
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 142.25 | 7.83 | 1.2800000000000002 | 35.1 | 61 | 19 | 295 |
| 29 Apr | 144.19 | 6.6 | 0.46999999999999975 | 34.4 | 199 | 41 | 275 |
| 28 Apr | 145.39 | 6.04 | 0.25 | 34.74 | 275 | 124 | 235 |
| 27 Apr | 146.26 | 5.79 | -1.5599999999999996 | 35.63 | 62 | 38 | 103 |
| 24 Apr | 143.47 | 7.28 | 0.9700000000000006 | 33.98 | 21 | 5 | 64 |
| 23 Apr | 145.48 | 6.31 | 0.7599999999999998 | 33.18 | 61 | 34 | 59 |
| 22 Apr | 147.36 | 5.55 | -0.1900000000000004 | 34.18 | 14 | 9 | 26 |
| 21 Apr | 147.31 | 5.74 | -0.35999999999999943 | 34.99 | 8 | 5 | 16 |
| 20 Apr | 146.87 | 6.1 | -0.6500000000000004 | 35.08 | 12 | 8 | 10 |
| 17 Apr | 145.88 | 6.75 | -3.25 | 34.18 | 2 | 0 | 1 |
| 16 Apr | 144.19 | 10 | 0.6500000000000004 | - | 0 | 0 | 1 |
| 15 Apr | 145.22 | 10 | 0.6500000000000004 | - | 0 | 0 | 1 |
| 13 Apr | 141.08 | 10 | -3.289999999999999 | 37.13 | 1 | 0 | 0 |
| 10 Apr | 142.96 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 141.67 | 13.29 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 143.35 | 13.29 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 134.44 | 13.29 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 134.05 | 13.29 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 134.13 | 13.29 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 135.72 | 13.29 | 0 | 0 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 147 expiring on 26MAY2026
Delta for 147 PE is -0.61
Historical price for 147 PE is as follows
On 30 Apr IOC was trading at 142.25. The strike last trading price was 7.83, which was 1.2800000000000002 higher than the previous day. The implied volatity was 35.1, the open interest changed by 19 which increased total open position to 295
On 29 Apr IOC was trading at 144.19. The strike last trading price was 6.6, which was 0.46999999999999975 higher than the previous day. The implied volatity was 34.4, the open interest changed by 41 which increased total open position to 275
On 28 Apr IOC was trading at 145.39. The strike last trading price was 6.04, which was 0.25 higher than the previous day. The implied volatity was 34.74, the open interest changed by 124 which increased total open position to 235
On 27 Apr IOC was trading at 146.26. The strike last trading price was 5.79, which was -1.5599999999999996 lower than the previous day. The implied volatity was 35.63, the open interest changed by 38 which increased total open position to 103
On 24 Apr IOC was trading at 143.47. The strike last trading price was 7.28, which was 0.9700000000000006 higher than the previous day. The implied volatity was 33.98, the open interest changed by 5 which increased total open position to 64
On 23 Apr IOC was trading at 145.48. The strike last trading price was 6.31, which was 0.7599999999999998 higher than the previous day. The implied volatity was 33.18, the open interest changed by 34 which increased total open position to 59
On 22 Apr IOC was trading at 147.36. The strike last trading price was 5.55, which was -0.1900000000000004 lower than the previous day. The implied volatity was 34.18, the open interest changed by 9 which increased total open position to 26
On 21 Apr IOC was trading at 147.31. The strike last trading price was 5.74, which was -0.35999999999999943 lower than the previous day. The implied volatity was 34.99, the open interest changed by 5 which increased total open position to 16
On 20 Apr IOC was trading at 146.87. The strike last trading price was 6.1, which was -0.6500000000000004 lower than the previous day. The implied volatity was 35.08, the open interest changed by 8 which increased total open position to 10
On 17 Apr IOC was trading at 145.88. The strike last trading price was 6.75, which was -3.25 lower than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 1
On 16 Apr IOC was trading at 144.19. The strike last trading price was 10, which was 0.6500000000000004 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr IOC was trading at 145.22. The strike last trading price was 10, which was 0.6500000000000004 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr IOC was trading at 141.08. The strike last trading price was 10, which was -3.289999999999999 lower than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 0
On 10 Apr IOC was trading at 142.96. 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 9 Apr IOC was trading at 141.67. The strike last trading price was 13.29, 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 Apr IOC was trading at 143.35. The strike last trading price was 13.29, 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 Apr IOC was trading at 134.44. The strike last trading price was 13.29, 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 6 Apr IOC was trading at 134.05. The strike last trading price was 13.29, 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 Apr IOC was trading at 134.13. The strike last trading price was 13.29, 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 Apr IOC was trading at 135.72. The strike last trading price was 13.29, 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 0
