IOC
Indian Oil Corp Ltd
Historical option data for IOC
13 Mar 2026 11:16 AM IST
| IOC 30-MAR-2026 161 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.13
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 157.02 | 3.76 | -1.65 | 37.9 | 107 | -14 | 102 | |||||||||
| 12 Mar | 160.16 | 5.45 | 0.64 | 38.44 | 413 | -67 | 112 | |||||||||
| 11 Mar | 160.63 | 4.74 | 0.35 | 30.96 | 486 | 56 | 183 | |||||||||
| 10 Mar | 159.94 | 4.41 | -1.59 | 29.94 | 347 | 48 | 134 | |||||||||
| 9 Mar | 161.22 | 5.88 | -1.77 | 34.49 | 313 | 93 | 93 | |||||||||
| 6 Mar | 168.68 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 171.54 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 170.44 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 179.11 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 187.47 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 186.47 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 183.03 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 180.19 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 176.46 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 173.79 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 174.30 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 178.74 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 175.81 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 175.15 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 176.77 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 178.11 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 181.31 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 178.21 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 176.16 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 175.20 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 175.77 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Feb | 172.78 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 167.58 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 164.61 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 159.69 | 7.65 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 30 Jan | 163.24 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 163.09 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 162.85 | 7.65 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 161 expiring on 30MAR2026
Delta for 161 CE is 0.42
Historical price for 161 CE is as follows
On 13 Mar IOC was trading at 157.02. The strike last trading price was 3.76, which was -1.65 lower than the previous day. The implied volatity was 37.9, the open interest changed by -14 which decreased total open position to 102
On 12 Mar IOC was trading at 160.16. The strike last trading price was 5.45, which was 0.64 higher than the previous day. The implied volatity was 38.44, the open interest changed by -67 which decreased total open position to 112
On 11 Mar IOC was trading at 160.63. The strike last trading price was 4.74, which was 0.35 higher than the previous day. The implied volatity was 30.96, the open interest changed by 56 which increased total open position to 183
On 10 Mar IOC was trading at 159.94. The strike last trading price was 4.41, which was -1.59 lower than the previous day. The implied volatity was 29.94, the open interest changed by 48 which increased total open position to 134
On 9 Mar IOC was trading at 161.22. The strike last trading price was 5.88, which was -1.77 lower than the previous day. The implied volatity was 34.49, the open interest changed by 93 which increased total open position to 93
On 6 Mar IOC was trading at 168.68. The strike last trading price was 7.65, 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 Mar IOC was trading at 171.54. The strike last trading price was 7.65, 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 Mar IOC was trading at 170.44. The strike last trading price was 7.65, 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 Mar IOC was trading at 179.11. The strike last trading price was 7.65, 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 Feb IOC was trading at 187.47. The strike last trading price was 7.65, 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 Feb IOC was trading at 186.47. The strike last trading price was 7.65, 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 Feb IOC was trading at 183.03. The strike last trading price was 7.65, 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 Feb IOC was trading at 180.19. The strike last trading price was 7.65, 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 Feb IOC was trading at 176.46. The strike last trading price was 7.65, 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 Feb IOC was trading at 173.79. The strike last trading price was 7.65, 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 Feb IOC was trading at 174.30. The strike last trading price was 7.65, 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 Feb IOC was trading at 178.74. The strike last trading price was 7.65, 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 Feb IOC was trading at 175.81. The strike last trading price was 7.65, 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 Feb IOC was trading at 175.15. The strike last trading price was 7.65, 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 Feb IOC was trading at 176.77. The strike last trading price was 7.65, 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 Feb IOC was trading at 178.11. The strike last trading price was 7.65, 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 Feb IOC was trading at 181.31. The strike last trading price was 7.65, 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 Feb IOC was trading at 178.21. The strike last trading price was 7.65, 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 Feb IOC was trading at 176.16. The strike last trading price was 7.65, 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 Feb IOC was trading at 175.20. The strike last trading price was 7.65, 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 Feb IOC was trading at 175.77. The strike last trading price was 7.65, 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 Feb IOC was trading at 172.78. The strike last trading price was 7.65, 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 Feb IOC was trading at 167.58. The strike last trading price was 7.65, 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 Feb IOC was trading at 164.61. The strike last trading price was 7.65, 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 Feb IOC was trading at 159.69. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IOC was trading at 163.24. The strike last trading price was 7.65, 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 Jan IOC was trading at 163.09. The strike last trading price was 7.65, 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 Jan IOC was trading at 162.85. The strike last trading price was 7.65, 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
| IOC 30MAR2026 161 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.13
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 157.02 | 7.25 | 1.59 | 40.12 | 25 | -8 | 123 |
| 12 Mar | 160.16 | 5.61 | -1.09 | 39.51 | 172 | 11 | 129 |
| 11 Mar | 160.63 | 6.88 | 0.03 | 48.63 | 428 | 37 | 117 |
| 10 Mar | 159.94 | 6.66 | -0.27 | 44.14 | 262 | 3 | 80 |
| 9 Mar | 161.22 | 7.16 | 3.35 | 50.18 | 217 | 49 | 74 |
| 6 Mar | 168.68 | 3.81 | 1.94 | 42.71 | 7 | 2 | 25 |
| 5 Mar | 171.54 | 1.87 | -1.64 | 35.15 | 86 | -14 | 23 |
| 4 Mar | 170.44 | 3.8 | 3.1 | 44.29 | 72 | 23 | 36 |
| 2 Mar | 179.11 | 0.7 | -0.22 | - | 0 | 0 | 0 |
| 27 Feb | 187.47 | 0.7 | -0.22 | - | 0 | 0 | 13 |
| 26 Feb | 186.47 | 0.7 | -0.22 | - | 0 | 0 | 13 |
| 25 Feb | 183.03 | 0.7 | -0.22 | - | 8 | 0 | 13 |
| 24 Feb | 180.19 | 0.7 | -0.22 | 30.78 | 8 | -4 | 12 |
| 23 Feb | 176.46 | 0.92 | -0.42 | 28.51 | 14 | 3 | 17 |
| 20 Feb | 173.79 | 1.34 | 0.17 | 27.72 | 17 | 10 | 13 |
| 19 Feb | 174.30 | 1.17 | 0.09 | - | 0 | 0 | 3 |
| 18 Feb | 178.74 | 1.17 | 0.09 | - | 0 | 0 | 3 |
| 17 Feb | 175.81 | 1.17 | 0.09 | 28.08 | 3 | 1 | 1 |
| 16 Feb | 175.15 | 1.08 | -0.1 | - | 0 | 0 | 0 |
| 13 Feb | 176.77 | 1.08 | -0.1 | 27.14 | 1 | 0 | 1 |
| 12 Feb | 178.11 | 1.18 | -0.97 | - | 0 | 0 | 1 |
| 11 Feb | 181.31 | 1.18 | -0.97 | - | 0 | 0 | 1 |
| 10 Feb | 178.21 | 1.18 | -0.97 | 28.41 | 1 | 0 | 2 |
| 9 Feb | 176.16 | 2.15 | -3.52 | - | 0 | 0 | 2 |
| 6 Feb | 175.20 | 2.15 | -3.52 | - | 0 | 0 | 2 |
| 5 Feb | 175.77 | 2.15 | -3.52 | - | 0 | 0 | 2 |
| 4 Feb | 172.78 | 2.15 | -3.52 | 27.73 | 1 | 0 | 1 |
| 3 Feb | 167.58 | 5.67 | -2.4 | - | 0 | 0 | 1 |
| 2 Feb | 164.61 | 5.67 | -2.4 | - | 0 | 0 | 1 |
| 1 Feb | 159.69 | 5.67 | -2.4 | - | 0 | 0 | 1 |
| 30 Jan | 163.24 | 5.67 | -2.4 | 30.29 | 1 | 0 | 0 |
| 29 Jan | 163.09 | 8.07 | 0 | 2.68 | 0 | 0 | 0 |
| 28 Jan | 162.85 | 8.07 | 0 | 2.62 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 161 expiring on 30MAR2026
Delta for 161 PE is -0.57
Historical price for 161 PE is as follows
On 13 Mar IOC was trading at 157.02. The strike last trading price was 7.25, which was 1.59 higher than the previous day. The implied volatity was 40.12, the open interest changed by -8 which decreased total open position to 123
On 12 Mar IOC was trading at 160.16. The strike last trading price was 5.61, which was -1.09 lower than the previous day. The implied volatity was 39.51, the open interest changed by 11 which increased total open position to 129
On 11 Mar IOC was trading at 160.63. The strike last trading price was 6.88, which was 0.03 higher than the previous day. The implied volatity was 48.63, the open interest changed by 37 which increased total open position to 117
On 10 Mar IOC was trading at 159.94. The strike last trading price was 6.66, which was -0.27 lower than the previous day. The implied volatity was 44.14, the open interest changed by 3 which increased total open position to 80
On 9 Mar IOC was trading at 161.22. The strike last trading price was 7.16, which was 3.35 higher than the previous day. The implied volatity was 50.18, the open interest changed by 49 which increased total open position to 74
On 6 Mar IOC was trading at 168.68. The strike last trading price was 3.81, which was 1.94 higher than the previous day. The implied volatity was 42.71, the open interest changed by 2 which increased total open position to 25
On 5 Mar IOC was trading at 171.54. The strike last trading price was 1.87, which was -1.64 lower than the previous day. The implied volatity was 35.15, the open interest changed by -14 which decreased total open position to 23
On 4 Mar IOC was trading at 170.44. The strike last trading price was 3.8, which was 3.1 higher than the previous day. The implied volatity was 44.29, the open interest changed by 23 which increased total open position to 36
On 2 Mar IOC was trading at 179.11. The strike last trading price was 0.7, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IOC was trading at 187.47. The strike last trading price was 0.7, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 26 Feb IOC was trading at 186.47. The strike last trading price was 0.7, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 25 Feb IOC was trading at 183.03. The strike last trading price was 0.7, which was -0.22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 24 Feb IOC was trading at 180.19. The strike last trading price was 0.7, which was -0.22 lower than the previous day. The implied volatity was 30.78, the open interest changed by -4 which decreased total open position to 12
On 23 Feb IOC was trading at 176.46. The strike last trading price was 0.92, which was -0.42 lower than the previous day. The implied volatity was 28.51, the open interest changed by 3 which increased total open position to 17
On 20 Feb IOC was trading at 173.79. The strike last trading price was 1.34, which was 0.17 higher than the previous day. The implied volatity was 27.72, the open interest changed by 10 which increased total open position to 13
On 19 Feb IOC was trading at 174.30. The strike last trading price was 1.17, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb IOC was trading at 178.74. The strike last trading price was 1.17, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb IOC was trading at 175.81. The strike last trading price was 1.17, which was 0.09 higher than the previous day. The implied volatity was 28.08, the open interest changed by 1 which increased total open position to 1
On 16 Feb IOC was trading at 175.15. The strike last trading price was 1.08, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IOC was trading at 176.77. The strike last trading price was 1.08, which was -0.1 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 1
On 12 Feb IOC was trading at 178.11. The strike last trading price was 1.18, which was -0.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb IOC was trading at 181.31. The strike last trading price was 1.18, which was -0.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb IOC was trading at 178.21. The strike last trading price was 1.18, which was -0.97 lower than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 2
On 9 Feb IOC was trading at 176.16. The strike last trading price was 2.15, which was -3.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb IOC was trading at 175.20. The strike last trading price was 2.15, which was -3.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb IOC was trading at 175.77. The strike last trading price was 2.15, which was -3.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb IOC was trading at 172.78. The strike last trading price was 2.15, which was -3.52 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 1
On 3 Feb IOC was trading at 167.58. The strike last trading price was 5.67, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb IOC was trading at 164.61. The strike last trading price was 5.67, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb IOC was trading at 159.69. The strike last trading price was 5.67, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan IOC was trading at 163.24. The strike last trading price was 5.67, which was -2.4 lower than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IOC was trading at 163.09. The strike last trading price was 8.07, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IOC was trading at 162.85. The strike last trading price was 8.07, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
