IOC
Indian Oil Corp Ltd
Historical option data for IOC
30 Apr 2026 09:13 AM IST
| IOC 26-May-2026 (26d) 150 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0
Theta: -0.11
Gamma: 0.02664
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 142.50 | 3.65 | 0 | 36.27 | 1,674 | 0 | 1,289 | |||||||||
| 29 Apr | 144.19 | 3.62 | -0.5999999999999996 | 36.27 | 1,674 | 209 | 1,286 | |||||||||
| 28 Apr | 145.39 | 4.26 | -0.6000000000000005 | 35.96 | 1,419 | 43 | 1,077 | |||||||||
| 27 Apr | 146.26 | 4.9 | 1.0700000000000003 | 37.07 | 813 | 319 | 1,024 | |||||||||
| 24 Apr | 143.47 | 3.95 | -0.3700000000000001 | 36.49 | 325 | 127 | 704 | |||||||||
| 23 Apr | 145.48 | 4.37 | -0.9699999999999998 | 33.93 | 243 | 43 | 577 | |||||||||
| 22 Apr | 147.36 | 5.3 | -0.45999999999999996 | 34.28 | 277 | 84 | 534 | |||||||||
| 21 Apr | 147.31 | 5.75 | 0.13999999999999968 | 36.05 | 263 | 154 | 445 | |||||||||
| 20 Apr | 146.87 | 5.52 | 0.2999999999999998 | 36.21 | 253 | 11 | 289 | |||||||||
| 17 Apr | 145.88 | 5.23 | 0.6500000000000004 | 34.4 | 164 | -6 | 276 | |||||||||
| 16 Apr | 144.19 | 4.55 | -0.7700000000000005 | 34.57 | 87 | 55 | 280 | |||||||||
| 15 Apr | 145.22 | 5.25 | 1.2300000000000004 | 35.68 | 209 | 101 | 225 | |||||||||
| 13 Apr | 141.08 | 4.02 | -1.1000000000000005 | 36.51 | 69 | -4 | 124 | |||||||||
| 10 Apr | 142.96 | 5.02 | 0.21999999999999975 | 36.81 | 54 | 16 | 128 | |||||||||
| 9 Apr | 141.67 | 4.76 | -0.86 | 36.63 | 26 | 13 | 112 | |||||||||
| 8 Apr | 143.35 | 5.5 | 2.66 | 35.68 | 140 | 81 | 96 | |||||||||
| 7 Apr | 134.44 | 2.75 | -0.3 | 36.96 | 19 | 9 | 13 | |||||||||
| 6 Apr | 134.05 | 3.1 | -30.63 | 39.57 | 7 | 3 | 3 | |||||||||
| 2 Apr | 134.13 | 33.73 | 0 | 7.8 | 0 | 0 | 0 | |||||||||
| 1 Apr | 135.72 | 33.73 | 0 | 6.93 | 0 | 0 | 0 | |||||||||
| 30 Mar | 135.40 | 33.73 | 0 | 6.54 | 0 | 0 | 0 | |||||||||
| 27 Mar | 137.76 | 33.73 | 0 | 5.4 | 0 | 0 | 0 | |||||||||
| 25 Mar | 140.52 | 33.73 | 0 | 4.44 | 0 | 0 | 0 | |||||||||
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| 24 Mar | 138.70 | 33.73 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 23 Mar | 138.11 | 33.73 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 20 Mar | 144.60 | 33.73 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 19 Mar | 142.73 | 33.73 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 18 Mar | 148.27 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 146.68 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 148.96 | 420.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 156.54 | 420.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 160.16 | 420.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 150 expiring on 26MAY2026
Delta for 150 CE is 0.38
Historical price for 150 CE is as follows
On 30 Apr IOC was trading at 142.50. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 1289
On 29 Apr IOC was trading at 144.19. The strike last trading price was 3.62, which was -0.5999999999999996 lower than the previous day. The implied volatity was 36.27, the open interest changed by 209 which increased total open position to 1286
On 28 Apr IOC was trading at 145.39. The strike last trading price was 4.26, which was -0.6000000000000005 lower than the previous day. The implied volatity was 35.96, the open interest changed by 43 which increased total open position to 1077
On 27 Apr IOC was trading at 146.26. The strike last trading price was 4.9, which was 1.0700000000000003 higher than the previous day. The implied volatity was 37.07, the open interest changed by 319 which increased total open position to 1024
On 24 Apr IOC was trading at 143.47. The strike last trading price was 3.95, which was -0.3700000000000001 lower than the previous day. The implied volatity was 36.49, the open interest changed by 127 which increased total open position to 704
On 23 Apr IOC was trading at 145.48. The strike last trading price was 4.37, which was -0.9699999999999998 lower than the previous day. The implied volatity was 33.93, the open interest changed by 43 which increased total open position to 577
On 22 Apr IOC was trading at 147.36. The strike last trading price was 5.3, which was -0.45999999999999996 lower than the previous day. The implied volatity was 34.28, the open interest changed by 84 which increased total open position to 534
On 21 Apr IOC was trading at 147.31. The strike last trading price was 5.75, which was 0.13999999999999968 higher than the previous day. The implied volatity was 36.05, the open interest changed by 154 which increased total open position to 445
On 20 Apr IOC was trading at 146.87. The strike last trading price was 5.52, which was 0.2999999999999998 higher than the previous day. The implied volatity was 36.21, the open interest changed by 11 which increased total open position to 289
On 17 Apr IOC was trading at 145.88. The strike last trading price was 5.23, which was 0.6500000000000004 higher than the previous day. The implied volatity was 34.4, the open interest changed by -6 which decreased total open position to 276
On 16 Apr IOC was trading at 144.19. The strike last trading price was 4.55, which was -0.7700000000000005 lower than the previous day. The implied volatity was 34.57, the open interest changed by 55 which increased total open position to 280
On 15 Apr IOC was trading at 145.22. The strike last trading price was 5.25, which was 1.2300000000000004 higher than the previous day. The implied volatity was 35.68, the open interest changed by 101 which increased total open position to 225
On 13 Apr IOC was trading at 141.08. The strike last trading price was 4.02, which was -1.1000000000000005 lower than the previous day. The implied volatity was 36.51, the open interest changed by -4 which decreased total open position to 124
On 10 Apr IOC was trading at 142.96. The strike last trading price was 5.02, which was 0.21999999999999975 higher than the previous day. The implied volatity was 36.81, the open interest changed by 16 which increased total open position to 128
On 9 Apr IOC was trading at 141.67. The strike last trading price was 4.76, which was -0.86 lower than the previous day. The implied volatity was 36.63, the open interest changed by 13 which increased total open position to 112
On 8 Apr IOC was trading at 143.35. The strike last trading price was 5.5, which was 2.66 higher than the previous day. The implied volatity was 35.68, the open interest changed by 81 which increased total open position to 96
On 7 Apr IOC was trading at 134.44. The strike last trading price was 2.75, which was -0.3 lower than the previous day. The implied volatity was 36.96, the open interest changed by 9 which increased total open position to 13
On 6 Apr IOC was trading at 134.05. The strike last trading price was 3.1, which was -30.63 lower than the previous day. The implied volatity was 39.57, the open interest changed by 3 which increased total open position to 3
On 2 Apr IOC was trading at 134.13. The strike last trading price was 33.73, which was 0 lower than the previous day. The implied volatity was 7.8, 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 33.73, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
On 30 Mar IOC was trading at 135.40. The strike last trading price was 33.73, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 27 Mar IOC was trading at 137.76. The strike last trading price was 33.73, 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
On 25 Mar IOC was trading at 140.52. The strike last trading price was 33.73, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IOC was trading at 138.70. The strike last trading price was 33.73, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 23 Mar IOC was trading at 138.11. The strike last trading price was 33.73, which was 0 lower than the previous day. The implied volatity was 4.74, 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 33.73, which was 0 lower than the previous day. The implied volatity was 1.07, 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 33.73, which was 0 lower than the previous day. The implied volatity was 2.43, 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 -, which was - 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 -, which was - 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 420.15, 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 420.15, 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 420.15, 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 26-May-2026 (26d) 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0
Theta: -0.08
Gamma: 0.02787
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 142.50 | 8.4 | 8.4 | 34.4 | 239 | 0 | 582 |
| 29 Apr | 144.19 | 8.46 | 0.6100000000000012 | 34.4 | 239 | 71 | 580 |
| 28 Apr | 145.39 | 7.6 | 0.22999999999999954 | 34.04 | 165 | 85 | 510 |
| 27 Apr | 146.26 | 7.3 | -1.8899999999999997 | 34.41 | 305 | 176 | 423 |
| 24 Apr | 143.47 | 9.19 | 1.3699999999999992 | 33.52 | 47 | 8 | 246 |
| 23 Apr | 145.48 | 8 | 0.9500000000000002 | 33.64 | 78 | 31 | 238 |
| 22 Apr | 147.36 | 7.05 | -0.25 | 33.38 | 24 | 8 | 207 |
| 21 Apr | 147.31 | 7.39 | -0.5300000000000002 | 34.82 | 90 | 51 | 197 |
| 20 Apr | 146.87 | 7.99 | 0.1299999999999999 | 36.25 | 110 | 44 | 147 |
| 17 Apr | 145.88 | 7.87 | -1.38 | 31.9 | 106 | 71 | 103 |
| 16 Apr | 144.19 | 9.25 | 0.5099999999999998 | 33.99 | 5 | 1 | 30 |
| 15 Apr | 145.22 | 8.74 | -2.26 | 33.65 | 14 | 3 | 29 |
| 13 Apr | 141.08 | 11 | 11 | 36.15 | 0 | 0 | 26 |
| 10 Apr | 142.96 | 11 | -1.3000000000000007 | 36.84 | 11 | 1 | 27 |
| 9 Apr | 141.67 | 12.3 | 1.3 | 41.72 | 8 | 6 | 27 |
| 8 Apr | 143.35 | 11 | -7.55 | 40.74 | 21 | 17 | 20 |
| 7 Apr | 134.44 | 18.55 | 17.48 | 51.41 | 3 | 0 | 0 |
| 6 Apr | 134.05 | 1.07 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 134.13 | 1.07 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 135.72 | 1.07 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 135.40 | 1.07 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 137.76 | 1.07 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 140.52 | 1.07 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 138.70 | 1.07 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 138.11 | 1.07 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 144.60 | 1.07 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 142.73 | 1.07 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 148.27 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 146.68 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 148.96 | 1.07 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 156.54 | 1.07 | 0 | 5.33 | 0 | 0 | 0 |
| 12 Mar | 160.16 | 1.07 | 0 | 4.28 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 150 expiring on 26MAY2026
Delta for 150 PE is -0.63
Historical price for 150 PE is as follows
On 30 Apr IOC was trading at 142.50. The strike last trading price was 8.4, which was 8.4 higher than the previous day. The implied volatity was 34.4, the open interest changed by 0 which decreased total open position to 582
On 29 Apr IOC was trading at 144.19. The strike last trading price was 8.46, which was 0.6100000000000012 higher than the previous day. The implied volatity was 34.4, the open interest changed by 71 which increased total open position to 580
On 28 Apr IOC was trading at 145.39. The strike last trading price was 7.6, which was 0.22999999999999954 higher than the previous day. The implied volatity was 34.04, the open interest changed by 85 which increased total open position to 510
On 27 Apr IOC was trading at 146.26. The strike last trading price was 7.3, which was -1.8899999999999997 lower than the previous day. The implied volatity was 34.41, the open interest changed by 176 which increased total open position to 423
On 24 Apr IOC was trading at 143.47. The strike last trading price was 9.19, which was 1.3699999999999992 higher than the previous day. The implied volatity was 33.52, the open interest changed by 8 which increased total open position to 246
On 23 Apr IOC was trading at 145.48. The strike last trading price was 8, which was 0.9500000000000002 higher than the previous day. The implied volatity was 33.64, the open interest changed by 31 which increased total open position to 238
On 22 Apr IOC was trading at 147.36. The strike last trading price was 7.05, which was -0.25 lower than the previous day. The implied volatity was 33.38, the open interest changed by 8 which increased total open position to 207
On 21 Apr IOC was trading at 147.31. The strike last trading price was 7.39, which was -0.5300000000000002 lower than the previous day. The implied volatity was 34.82, the open interest changed by 51 which increased total open position to 197
On 20 Apr IOC was trading at 146.87. The strike last trading price was 7.99, which was 0.1299999999999999 higher than the previous day. The implied volatity was 36.25, the open interest changed by 44 which increased total open position to 147
On 17 Apr IOC was trading at 145.88. The strike last trading price was 7.87, which was -1.38 lower than the previous day. The implied volatity was 31.9, the open interest changed by 71 which increased total open position to 103
On 16 Apr IOC was trading at 144.19. The strike last trading price was 9.25, which was 0.5099999999999998 higher than the previous day. The implied volatity was 33.99, the open interest changed by 1 which increased total open position to 30
On 15 Apr IOC was trading at 145.22. The strike last trading price was 8.74, which was -2.26 lower than the previous day. The implied volatity was 33.65, the open interest changed by 3 which increased total open position to 29
On 13 Apr IOC was trading at 141.08. The strike last trading price was 11, which was 11 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 26
On 10 Apr IOC was trading at 142.96. The strike last trading price was 11, which was -1.3000000000000007 lower than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 27
On 9 Apr IOC was trading at 141.67. The strike last trading price was 12.3, which was 1.3 higher than the previous day. The implied volatity was 41.72, the open interest changed by 6 which increased total open position to 27
On 8 Apr IOC was trading at 143.35. The strike last trading price was 11, which was -7.55 lower than the previous day. The implied volatity was 40.74, the open interest changed by 17 which increased total open position to 20
On 7 Apr IOC was trading at 134.44. The strike last trading price was 18.55, which was 17.48 higher than the previous day. The implied volatity was 51.41, 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 1.07, 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 1.07, 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 1.07, 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 Mar IOC was trading at 135.40. The strike last trading price was 1.07, 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 Mar IOC was trading at 137.76. The strike last trading price was 1.07, 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 Mar IOC was trading at 140.52. The strike last trading price was 1.07, 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 Mar IOC was trading at 138.70. The strike last trading price was 1.07, 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 23 Mar IOC was trading at 138.11. The strike last trading price was 1.07, 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 Mar IOC was trading at 144.60. The strike last trading price was 1.07, 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 1.07, 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 -, which was - 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 -, which was - 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 1.07, 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 1.07, which was 0 lower than the previous day. The implied volatity was 5.33, 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 1.07, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
