IOC
Indian Oil Corp Ltd
Historical option data for IOC
24 Dec 2025 04:11 PM IST
| IOC 27-JAN-2026 163 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.20
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 161.17 | 3.71 | -1.25 | 19.92 | 56 | 26 | 48 | |||||||||
| 23 Dec | 163.27 | 4.99 | -0.23 | 20.36 | 11 | 2 | 22 | |||||||||
| 22 Dec | 163.66 | 5.1 | 0.1 | 19.32 | 23 | 0 | 22 | |||||||||
| 19 Dec | 162.60 | 4.7 | 0.07 | 19.21 | 10 | 0 | 21 | |||||||||
| 18 Dec | 161.75 | 4.58 | -0.89 | 20.27 | 6 | 4 | 22 | |||||||||
| 17 Dec | 168.16 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 167.74 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 168.55 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 163.67 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 161.75 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 163.07 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 163.01 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 162.10 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 163.66 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 162.76 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 164.11 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 162.34 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 162.97 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 161.75 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 163.81 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 165.59 | 9.92 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 163 expiring on 27JAN2026
Delta for 163 CE is 0.50
Historical price for 163 CE is as follows
On 24 Dec IOC was trading at 161.17. The strike last trading price was 3.71, which was -1.25 lower than the previous day. The implied volatity was 19.92, the open interest changed by 26 which increased total open position to 48
On 23 Dec IOC was trading at 163.27. The strike last trading price was 4.99, which was -0.23 lower than the previous day. The implied volatity was 20.36, the open interest changed by 2 which increased total open position to 22
On 22 Dec IOC was trading at 163.66. The strike last trading price was 5.1, which was 0.1 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 22
On 19 Dec IOC was trading at 162.60. The strike last trading price was 4.7, which was 0.07 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 21
On 18 Dec IOC was trading at 161.75. The strike last trading price was 4.58, which was -0.89 lower than the previous day. The implied volatity was 20.27, the open interest changed by 4 which increased total open position to 22
On 17 Dec IOC was trading at 168.16. The strike last trading price was 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 9.92, 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 163 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.20
Theta: -0.03
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 161.17 | 4.18 | 0.94 | 20.23 | 17 | 4 | 40 |
| 23 Dec | 163.27 | 3.24 | 0.18 | 20.13 | 22 | 10 | 35 |
| 22 Dec | 163.66 | 3.06 | -0.68 | 19.87 | 19 | -3 | 24 |
| 19 Dec | 162.60 | 3.7 | -0.5 | 20.32 | 12 | 0 | 25 |
| 18 Dec | 161.75 | 4.2 | 0.21 | 20.86 | 20 | 1 | 24 |
| 17 Dec | 168.16 | 2.12 | -0.58 | 21.93 | 4 | -3 | 17 |
| 16 Dec | 167.74 | 2.7 | 0.61 | 24.07 | 2 | 0 | 19 |
| 15 Dec | 168.55 | 2.05 | -5.05 | 22.35 | 26 | 17 | 17 |
| 12 Dec | 163.67 | 7.1 | 0 | 1.73 | 0 | 0 | 0 |
| 11 Dec | 161.75 | 7.1 | 0 | 0.72 | 0 | 0 | 0 |
| 10 Dec | 163.07 | 7.1 | 0 | 1.14 | 0 | 0 | 0 |
| 9 Dec | 163.01 | 7.1 | 0 | 1.16 | 0 | 0 | 0 |
| 8 Dec | 162.10 | 7.1 | 0 | 0.84 | 0 | 0 | 0 |
| 5 Dec | 163.66 | 7.1 | 0 | 1.47 | 0 | 0 | 0 |
| 4 Dec | 162.76 | 7.1 | 0 | 1.08 | 0 | 0 | 0 |
| 3 Dec | 164.11 | 7.1 | 0 | 1.99 | 0 | 0 | 0 |
| 2 Dec | 162.34 | 7.1 | 0 | 1.01 | 0 | 0 | 0 |
| 1 Dec | 162.97 | 7.1 | 0 | 1.34 | 0 | 0 | 0 |
| 28 Nov | 161.75 | 7.1 | 0 | 0.90 | 0 | 0 | 0 |
| 27 Nov | 163.81 | 7.1 | 0 | 1.75 | 0 | 0 | 0 |
| 26 Nov | 165.59 | 7.1 | 0 | 2.57 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 163 expiring on 27JAN2026
Delta for 163 PE is -0.50
Historical price for 163 PE is as follows
On 24 Dec IOC was trading at 161.17. The strike last trading price was 4.18, which was 0.94 higher than the previous day. The implied volatity was 20.23, the open interest changed by 4 which increased total open position to 40
On 23 Dec IOC was trading at 163.27. The strike last trading price was 3.24, which was 0.18 higher than the previous day. The implied volatity was 20.13, the open interest changed by 10 which increased total open position to 35
On 22 Dec IOC was trading at 163.66. The strike last trading price was 3.06, which was -0.68 lower than the previous day. The implied volatity was 19.87, the open interest changed by -3 which decreased total open position to 24
On 19 Dec IOC was trading at 162.60. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 25
On 18 Dec IOC was trading at 161.75. The strike last trading price was 4.2, which was 0.21 higher than the previous day. The implied volatity was 20.86, the open interest changed by 1 which increased total open position to 24
On 17 Dec IOC was trading at 168.16. The strike last trading price was 2.12, which was -0.58 lower than the previous day. The implied volatity was 21.93, the open interest changed by -3 which decreased total open position to 17
On 16 Dec IOC was trading at 167.74. The strike last trading price was 2.7, which was 0.61 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 19
On 15 Dec IOC was trading at 168.55. The strike last trading price was 2.05, which was -5.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by 17 which increased total open position to 17
On 12 Dec IOC was trading at 163.67. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 1.73, 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 7.1, which was 0 lower than the previous day. The implied volatity was 0.72, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.14, 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 7.1, 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 8 Dec IOC was trading at 162.10. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 0.84, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.47, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.08, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.99, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.01, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.34, 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 7.1, which was 0 lower than the previous day. The implied volatity was 0.90, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.75, 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 7.1, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0































































































































































































































