IOC
Indian Oil Corp Ltd
Historical option data for IOC
14 Jan 2026 04:12 PM IST
| IOC 27-JAN-2026 161 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.12
Theta: -0.12
Gamma: 0.06
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.12
Theta: -0.1
Gamma: 0.05
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| 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































































































































































































































