[--[65.84.65.76]--]

IOC

Indian Oil Corp Ltd
159.16 +1.76 (1.12%)
L: 156.09 H: 159.59

Back to Option Chain


Historical option data for IOC

14 Jan 2026 04:12 PM IST
IOC 27-JAN-2026 161 CE
Delta: 0.44
Vega: 0.12
Theta: -0.12
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 159.16 2.14 0.38 22.23 402 -9 116
13 Jan 157.40 1.81 -0.36 25.32 233 -9 126
12 Jan 158.24 2.26 0.19 24.16 198 8 134
9 Jan 157.61 2.1 0.11 23.29 366 26 128
8 Jan 156.37 1.9 -2.91 24.45 299 44 103
7 Jan 162.67 4.76 -0.68 22.84 21 1 57
6 Jan 164.00 5.29 -1.23 19.35 131 9 56
5 Jan 165.01 6.52 -0.98 23.47 4 -1 47
2 Jan 166.79 7.5 -0.5 17.32 4 0 52
1 Jan 165.88 7.91 3.09 - 0 0 52
31 Dec 166.46 7.91 3.09 21.4 42 -9 52
30 Dec 161.57 4.74 -0.44 21.78 92 -2 62
29 Dec 161.98 5.25 0.92 21.83 92 27 63
26 Dec 160.30 4.16 -0.49 20.27 63 30 37
24 Dec 161.17 4.65 -2.57 19.54 5 4 6
23 Dec 163.27 7.22 1.89 25.95 1 0 3
22 Dec 163.66 5.33 -1.87 - 0 0 3
19 Dec 162.60 5.33 -1.87 16.98 2 1 2
18 Dec 161.75 7.2 1.05 - 0 0 1
17 Dec 168.16 11.01 0 - 0 0 0
16 Dec 167.74 11.01 0 - 0 0 0
15 Dec 168.55 11.01 0 - 0 0 0
12 Dec 163.67 11.01 0 - 0 0 0
11 Dec 161.75 11.01 0 - 0 0 0
10 Dec 163.07 11.01 0 - 0 0 0
9 Dec 163.01 11.01 0 - 0 0 0
8 Dec 162.10 11.01 0 - 0 0 0
5 Dec 163.66 11.01 0 - 0 0 0
4 Dec 162.76 11.01 0 - 0 0 0
3 Dec 164.11 11.01 0 - 0 0 0
2 Dec 162.34 11.01 0 - 0 0 0
1 Dec 162.97 11.01 0 - 0 0 0
28 Nov 161.75 11.01 0 - 0 0 0
27 Nov 163.81 11.01 0 - 0 0 0
26 Nov 165.59 11.01 0 - 0 0 0


For Indian Oil Corp Ltd - strike price 161 expiring on 27JAN2026

Delta for 161 CE is 0.44

Historical price for 161 CE is as follows

On 14 Jan IOC was trading at 159.16. The strike last trading price was 2.14, which was 0.38 higher than the previous day. The implied volatity was 22.23, the open interest changed by -9 which decreased total open position to 116


On 13 Jan IOC was trading at 157.40. The strike last trading price was 1.81, which was -0.36 lower than the previous day. The implied volatity was 25.32, the open interest changed by -9 which decreased total open position to 126


On 12 Jan IOC was trading at 158.24. The strike last trading price was 2.26, which was 0.19 higher than the previous day. The implied volatity was 24.16, the open interest changed by 8 which increased total open position to 134


On 9 Jan IOC was trading at 157.61. The strike last trading price was 2.1, which was 0.11 higher than the previous day. The implied volatity was 23.29, the open interest changed by 26 which increased total open position to 128


On 8 Jan IOC was trading at 156.37. The strike last trading price was 1.9, which was -2.91 lower than the previous day. The implied volatity was 24.45, the open interest changed by 44 which increased total open position to 103


On 7 Jan IOC was trading at 162.67. The strike last trading price was 4.76, which was -0.68 lower than the previous day. The implied volatity was 22.84, the open interest changed by 1 which increased total open position to 57


On 6 Jan IOC was trading at 164.00. The strike last trading price was 5.29, which was -1.23 lower than the previous day. The implied volatity was 19.35, the open interest changed by 9 which increased total open position to 56


On 5 Jan IOC was trading at 165.01. The strike last trading price was 6.52, which was -0.98 lower than the previous day. The implied volatity was 23.47, the open interest changed by -1 which decreased total open position to 47


On 2 Jan IOC was trading at 166.79. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 17.32, the open interest changed by 0 which decreased total open position to 52


On 1 Jan IOC was trading at 165.88. The strike last trading price was 7.91, which was 3.09 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 31 Dec IOC was trading at 166.46. The strike last trading price was 7.91, which was 3.09 higher than the previous day. The implied volatity was 21.4, the open interest changed by -9 which decreased total open position to 52


On 30 Dec IOC was trading at 161.57. The strike last trading price was 4.74, which was -0.44 lower than the previous day. The implied volatity was 21.78, the open interest changed by -2 which decreased total open position to 62


On 29 Dec IOC was trading at 161.98. The strike last trading price was 5.25, which was 0.92 higher than the previous day. The implied volatity was 21.83, the open interest changed by 27 which increased total open position to 63


On 26 Dec IOC was trading at 160.30. The strike last trading price was 4.16, which was -0.49 lower than the previous day. The implied volatity was 20.27, the open interest changed by 30 which increased total open position to 37


On 24 Dec IOC was trading at 161.17. The strike last trading price was 4.65, which was -2.57 lower than the previous day. The implied volatity was 19.54, the open interest changed by 4 which increased total open position to 6


On 23 Dec IOC was trading at 163.27. The strike last trading price was 7.22, which was 1.89 higher than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 3


On 22 Dec IOC was trading at 163.66. The strike last trading price was 5.33, which was -1.87 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Dec IOC was trading at 162.60. The strike last trading price was 5.33, which was -1.87 lower than the previous day. The implied volatity was 16.98, the open interest changed by 1 which increased total open position to 2


On 18 Dec IOC was trading at 161.75. The strike last trading price was 7.2, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec IOC was trading at 168.16. The strike last trading price was 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 11.01, 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 27JAN2026 161 PE
Delta: -0.55
Vega: 0.12
Theta: -0.1
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 159.16 3.83 -1.16 26.79 30 -10 86
13 Jan 157.40 4.99 0.48 25.47 10 -2 96
12 Jan 158.24 4.48 -0.7 26.8 14 -3 99
9 Jan 157.61 5.15 -0.46 25.85 44 -24 101
8 Jan 156.37 6.2 3.78 27.3 448 -104 126
7 Jan 162.67 2.45 0.33 23.32 269 32 230
6 Jan 164.00 2.16 0.43 24.31 634 51 199
5 Jan 165.01 1.75 0.51 22.73 107 15 148
2 Jan 166.79 1.2 -0.19 21.27 123 51 135
1 Jan 165.88 1.39 -0.04 21.18 72 16 83
31 Dec 166.46 1.39 -1.47 21.44 233 5 68
30 Dec 161.57 2.88 -0.04 20.53 92 20 64
29 Dec 161.98 2.94 -0.67 22.2 67 10 43
26 Dec 160.30 3.63 0.41 20.89 50 23 34
24 Dec 161.17 3.25 0.55 20.43 11 6 10
23 Dec 163.27 2.7 -0.71 21.55 33 0 4
22 Dec 163.66 3.41 0.23 - 0 0 4
19 Dec 162.60 3.41 0.23 23.11 5 2 3
18 Dec 161.75 3.18 -11.97 - 0 0 1
17 Dec 168.16 6.2 0 5.31 0 0 0
16 Dec 167.74 6.2 0 5.03 0 0 0
15 Dec 168.55 6.2 0 5.68 0 0 0
12 Dec 163.67 6.2 0 2.88 0 0 0
11 Dec 161.75 6.2 0 1.61 0 0 0
10 Dec 163.07 6.2 0 2.15 0 0 0
9 Dec 163.01 6.2 0 2.16 0 0 0
8 Dec 162.10 6.2 0 1.88 0 0 0
5 Dec 163.66 6.2 0 2.71 0 0 0
4 Dec 162.76 6.2 0 2.12 0 0 0
3 Dec 164.11 6.2 0 3.03 0 0 0
2 Dec 162.34 6.2 0 2.07 0 0 0
1 Dec 162.97 6.2 0 2.38 0 0 0
28 Nov 161.75 6.2 0 1.83 0 0 0
27 Nov 163.81 6.2 0 2.74 0 0 0
26 Nov 165.59 6.2 0 3.54 0 0 0


For Indian Oil Corp Ltd - strike price 161 expiring on 27JAN2026

Delta for 161 PE is -0.55

Historical price for 161 PE is as follows

On 14 Jan IOC was trading at 159.16. The strike last trading price was 3.83, which was -1.16 lower than the previous day. The implied volatity was 26.79, the open interest changed by -10 which decreased total open position to 86


On 13 Jan IOC was trading at 157.40. The strike last trading price was 4.99, which was 0.48 higher than the previous day. The implied volatity was 25.47, the open interest changed by -2 which decreased total open position to 96


On 12 Jan IOC was trading at 158.24. The strike last trading price was 4.48, which was -0.7 lower than the previous day. The implied volatity was 26.8, the open interest changed by -3 which decreased total open position to 99


On 9 Jan IOC was trading at 157.61. The strike last trading price was 5.15, which was -0.46 lower than the previous day. The implied volatity was 25.85, the open interest changed by -24 which decreased total open position to 101


On 8 Jan IOC was trading at 156.37. The strike last trading price was 6.2, which was 3.78 higher than the previous day. The implied volatity was 27.3, the open interest changed by -104 which decreased total open position to 126


On 7 Jan IOC was trading at 162.67. The strike last trading price was 2.45, which was 0.33 higher than the previous day. The implied volatity was 23.32, the open interest changed by 32 which increased total open position to 230


On 6 Jan IOC was trading at 164.00. The strike last trading price was 2.16, which was 0.43 higher than the previous day. The implied volatity was 24.31, the open interest changed by 51 which increased total open position to 199


On 5 Jan IOC was trading at 165.01. The strike last trading price was 1.75, which was 0.51 higher than the previous day. The implied volatity was 22.73, the open interest changed by 15 which increased total open position to 148


On 2 Jan IOC was trading at 166.79. The strike last trading price was 1.2, which was -0.19 lower than the previous day. The implied volatity was 21.27, the open interest changed by 51 which increased total open position to 135


On 1 Jan IOC was trading at 165.88. The strike last trading price was 1.39, which was -0.04 lower than the previous day. The implied volatity was 21.18, the open interest changed by 16 which increased total open position to 83


On 31 Dec IOC was trading at 166.46. The strike last trading price was 1.39, which was -1.47 lower than the previous day. The implied volatity was 21.44, the open interest changed by 5 which increased total open position to 68


On 30 Dec IOC was trading at 161.57. The strike last trading price was 2.88, which was -0.04 lower than the previous day. The implied volatity was 20.53, the open interest changed by 20 which increased total open position to 64


On 29 Dec IOC was trading at 161.98. The strike last trading price was 2.94, which was -0.67 lower than the previous day. The implied volatity was 22.2, the open interest changed by 10 which increased total open position to 43


On 26 Dec IOC was trading at 160.30. The strike last trading price was 3.63, which was 0.41 higher than the previous day. The implied volatity was 20.89, the open interest changed by 23 which increased total open position to 34


On 24 Dec IOC was trading at 161.17. The strike last trading price was 3.25, which was 0.55 higher than the previous day. The implied volatity was 20.43, the open interest changed by 6 which increased total open position to 10


On 23 Dec IOC was trading at 163.27. The strike last trading price was 2.7, which was -0.71 lower than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 4


On 22 Dec IOC was trading at 163.66. The strike last trading price was 3.41, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Dec IOC was trading at 162.60. The strike last trading price was 3.41, which was 0.23 higher than the previous day. The implied volatity was 23.11, the open interest changed by 2 which increased total open position to 3


On 18 Dec IOC was trading at 161.75. The strike last trading price was 3.18, which was -11.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec IOC was trading at 168.16. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 5.31, 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 6.2, which was 0 lower than the previous day. The implied volatity was 5.03, 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 6.2, which was 0 lower than the previous day. The implied volatity was 5.68, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.88, 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 6.2, which was 0 lower than the previous day. The implied volatity was 1.61, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.15, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.16, 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 6.2, which was 0 lower than the previous day. The implied volatity was 1.88, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.71, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.12, 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 6.2, which was 0 lower than the previous day. The implied volatity was 3.03, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.07, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.38, 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 6.2, which was 0 lower than the previous day. The implied volatity was 1.83, 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 6.2, which was 0 lower than the previous day. The implied volatity was 2.74, 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 6.2, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0