[--[65.84.65.76]--]

IOC

Indian Oil Corp Ltd
161.17 -2.10 (-1.29%)
L: 161 H: 163.41

Back to Option Chain


Historical option data for IOC

24 Dec 2025 04:11 PM IST
IOC 27-JAN-2026 163 CE
Delta: 0.50
Vega: 0.20
Theta: -0.08
Gamma: 0.04
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
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
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