IOC
Indian Oil Corp Ltd
Historical option data for IOC
17 Mar 2026 04:11 PM IST
| IOC 30-MAR-2026 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 146.68 | 0.29 | -0.44 | 39.03 | 791 | -166 | 452 | |||||||||
| 16 Mar | 148.96 | 0.71 | -1.45 | 42.08 | 1,174 | 7 | 618 | |||||||||
| 13 Mar | 156.54 | 2.18 | -1.37 | 37.06 | 702 | -45 | 611 | |||||||||
| 12 Mar | 160.16 | 3.63 | 0.42 | 37.65 | 1,190 | 65 | 653 | |||||||||
| 11 Mar | 160.63 | 3.18 | 0.31 | 32.1 | 1,179 | 21 | 588 | |||||||||
| 10 Mar | 159.94 | 2.9 | -1.32 | 30.87 | 1,173 | 139 | 560 | |||||||||
| 9 Mar | 161.22 | 4.2 | -2.86 | 35.42 | 1,176 | 189 | 420 | |||||||||
| 6 Mar | 168.68 | 6.9 | -2.42 | 26.53 | 142 | 15 | 227 | |||||||||
| 5 Mar | 171.54 | 9.3 | -0.05 | 23.19 | 193 | 3 | 211 | |||||||||
| 4 Mar | 170.44 | 9.15 | -6.23 | 32.15 | 100 | 16 | 207 | |||||||||
| 2 Mar | 179.11 | 15.38 | -6.63 | 15.01 | 31 | -1 | 191 | |||||||||
| 27 Feb | 187.47 | 22.01 | -0.5 | 1.15 | 3 | 1 | 193 | |||||||||
| 26 Feb | 186.47 | 22.51 | 4.26 | - | 1 | 0 | 192 | |||||||||
| 25 Feb | 183.03 | 18.25 | 1.8 | 20.4 | 3 | 0 | 192 | |||||||||
| 24 Feb | 180.19 | 16.79 | 3.04 | 11.5 | 81 | 69 | 192 | |||||||||
| 23 Feb | 176.46 | 13.75 | 1.93 | 21.33 | 109 | 105 | 122 | |||||||||
| 20 Feb | 173.79 | 11.75 | -0.75 | 23.08 | 10 | 9 | 18 | |||||||||
| 19 Feb | 174.30 | 12.5 | -2.3 | 26.16 | 5 | 1 | 7 | |||||||||
| 18 Feb | 178.74 | 14.8 | -3.2 | - | 0 | 0 | 6 | |||||||||
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| 17 Feb | 175.81 | 14.8 | -3.2 | - | 0 | 0 | 6 | |||||||||
| 16 Feb | 175.15 | 14.8 | -3.2 | - | 0 | 0 | 6 | |||||||||
| 13 Feb | 176.77 | 14.8 | -3.2 | 22.45 | 2 | 1 | 5 | |||||||||
| 12 Feb | 178.11 | 18 | 3.5 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 181.31 | 18 | 3.5 | 11.99 | 2 | 1 | 4 | |||||||||
| 10 Feb | 178.21 | 14.5 | 1 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 176.16 | 14.5 | 1 | 23.1 | 1 | 0 | 2 | |||||||||
| 6 Feb | 175.20 | 13.5 | 0 | 20.76 | 1 | 0 | 1 | |||||||||
| 5 Feb | 175.77 | 13.5 | 7.5 | 13.61 | 1 | 0 | 1 | |||||||||
| 4 Feb | 172.78 | 6 | 0.04 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 167.58 | 6 | 0.04 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 164.61 | 6 | 0.04 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 159.69 | 6 | 0.04 | 28.67 | 1 | 0 | 0 | |||||||||
| 30 Jan | 163.24 | 5.96 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 29 Jan | 163.09 | 5.96 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 28 Jan | 162.85 | 5.96 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 165 expiring on 30MAR2026
Delta for 165 CE is 0.06
Historical price for 165 CE is as follows
On 17 Mar IOC was trading at 146.68. The strike last trading price was 0.29, which was -0.44 lower than the previous day. The implied volatity was 39.03, the open interest changed by -166 which decreased total open position to 452
On 16 Mar IOC was trading at 148.96. The strike last trading price was 0.71, which was -1.45 lower than the previous day. The implied volatity was 42.08, the open interest changed by 7 which increased total open position to 618
On 13 Mar IOC was trading at 156.54. The strike last trading price was 2.18, which was -1.37 lower than the previous day. The implied volatity was 37.06, the open interest changed by -45 which decreased total open position to 611
On 12 Mar IOC was trading at 160.16. The strike last trading price was 3.63, which was 0.42 higher than the previous day. The implied volatity was 37.65, the open interest changed by 65 which increased total open position to 653
On 11 Mar IOC was trading at 160.63. The strike last trading price was 3.18, which was 0.31 higher than the previous day. The implied volatity was 32.1, the open interest changed by 21 which increased total open position to 588
On 10 Mar IOC was trading at 159.94. The strike last trading price was 2.9, which was -1.32 lower than the previous day. The implied volatity was 30.87, the open interest changed by 139 which increased total open position to 560
On 9 Mar IOC was trading at 161.22. The strike last trading price was 4.2, which was -2.86 lower than the previous day. The implied volatity was 35.42, the open interest changed by 189 which increased total open position to 420
On 6 Mar IOC was trading at 168.68. The strike last trading price was 6.9, which was -2.42 lower than the previous day. The implied volatity was 26.53, the open interest changed by 15 which increased total open position to 227
On 5 Mar IOC was trading at 171.54. The strike last trading price was 9.3, which was -0.05 lower than the previous day. The implied volatity was 23.19, the open interest changed by 3 which increased total open position to 211
On 4 Mar IOC was trading at 170.44. The strike last trading price was 9.15, which was -6.23 lower than the previous day. The implied volatity was 32.15, the open interest changed by 16 which increased total open position to 207
On 2 Mar IOC was trading at 179.11. The strike last trading price was 15.38, which was -6.63 lower than the previous day. The implied volatity was 15.01, the open interest changed by -1 which decreased total open position to 191
On 27 Feb IOC was trading at 187.47. The strike last trading price was 22.01, which was -0.5 lower than the previous day. The implied volatity was 1.15, the open interest changed by 1 which increased total open position to 193
On 26 Feb IOC was trading at 186.47. The strike last trading price was 22.51, which was 4.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 192
On 25 Feb IOC was trading at 183.03. The strike last trading price was 18.25, which was 1.8 higher than the previous day. The implied volatity was 20.4, the open interest changed by 0 which decreased total open position to 192
On 24 Feb IOC was trading at 180.19. The strike last trading price was 16.79, which was 3.04 higher than the previous day. The implied volatity was 11.5, the open interest changed by 69 which increased total open position to 192
On 23 Feb IOC was trading at 176.46. The strike last trading price was 13.75, which was 1.93 higher than the previous day. The implied volatity was 21.33, the open interest changed by 105 which increased total open position to 122
On 20 Feb IOC was trading at 173.79. The strike last trading price was 11.75, which was -0.75 lower than the previous day. The implied volatity was 23.08, the open interest changed by 9 which increased total open position to 18
On 19 Feb IOC was trading at 174.30. The strike last trading price was 12.5, which was -2.3 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 7
On 18 Feb IOC was trading at 178.74. The strike last trading price was 14.8, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Feb IOC was trading at 175.81. The strike last trading price was 14.8, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb IOC was trading at 175.15. The strike last trading price was 14.8, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb IOC was trading at 176.77. The strike last trading price was 14.8, which was -3.2 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 5
On 12 Feb IOC was trading at 178.11. The strike last trading price was 18, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb IOC was trading at 181.31. The strike last trading price was 18, which was 3.5 higher than the previous day. The implied volatity was 11.99, the open interest changed by 1 which increased total open position to 4
On 10 Feb IOC was trading at 178.21. The strike last trading price was 14.5, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb IOC was trading at 176.16. The strike last trading price was 14.5, which was 1 higher than the previous day. The implied volatity was 23.1, 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 13.5, which was 0 lower than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 1
On 5 Feb IOC was trading at 175.77. The strike last trading price was 13.5, which was 7.5 higher than the previous day. The implied volatity was 13.61, the open interest changed by 0 which decreased total open position to 1
On 4 Feb IOC was trading at 172.78. The strike last trading price was 6, which was 0.04 higher than the previous day. The implied volatity was -, 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 6, which was 0.04 higher 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 6, which was 0.04 higher 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 6, which was 0.04 higher than the previous day. The implied volatity was 28.67, 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 5.96, which was 0 lower than the previous day. The implied volatity was 0.11, 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 5.96, which was 0 lower than the previous day. The implied volatity was 0.06, 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 5.96, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
| IOC 30MAR2026 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.01
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 146.68 | 17.91 | 0.66 | 28.34 | 80 | 2 | 414 |
| 16 Mar | 148.96 | 17.25 | 6.85 | 55.7 | 75 | -29 | 413 |
| 13 Mar | 156.54 | 10.4 | 2.59 | 42.03 | 110 | -53 | 452 |
| 12 Mar | 160.16 | 7.73 | -1.41 | 38.34 | 160 | 33 | 505 |
| 11 Mar | 160.63 | 9.22 | -0.06 | 49.5 | 151 | -73 | 472 |
| 10 Mar | 159.94 | 9.03 | -0.07 | 44.82 | 260 | 0 | 545 |
| 9 Mar | 161.22 | 9.46 | 4.48 | 51.13 | 991 | -248 | 545 |
| 6 Mar | 168.68 | 5.19 | 2 | 41.74 | 2,548 | 46 | 795 |
| 5 Mar | 171.54 | 3.25 | -1.33 | 37.08 | 2,605 | 42 | 750 |
| 4 Mar | 170.44 | 5.13 | 3.63 | 43.57 | 1,624 | 173 | 706 |
| 2 Mar | 179.11 | 1.55 | 1.13 | 34.64 | 1,673 | 171 | 531 |
| 27 Feb | 187.47 | 0.44 | 0.03 | 30.76 | 245 | 16 | 365 |
| 26 Feb | 186.47 | 0.42 | -0.16 | 28.92 | 282 | 4 | 334 |
| 25 Feb | 183.03 | 0.57 | -0.29 | 27.5 | 373 | -29 | 330 |
| 24 Feb | 180.19 | 0.85 | -0.56 | 27.6 | 365 | 81 | 355 |
| 23 Feb | 176.46 | 1.39 | -0.62 | 27.13 | 214 | 29 | 272 |
| 20 Feb | 173.79 | 2.03 | 0.05 | 26.66 | 159 | 0 | 244 |
| 19 Feb | 174.30 | 2.06 | 1.04 | 26.84 | 183 | 84 | 243 |
| 18 Feb | 178.74 | 1.02 | -0.54 | 25.16 | 72 | 28 | 157 |
| 17 Feb | 175.81 | 1.55 | -0.14 | 25.76 | 60 | 21 | 128 |
| 16 Feb | 175.15 | 1.69 | -0.06 | 25.23 | 29 | 14 | 108 |
| 13 Feb | 176.77 | 1.77 | 0.07 | 27.09 | 45 | 14 | 94 |
| 12 Feb | 178.11 | 1.7 | 0.27 | 27.93 | 126 | 71 | 79 |
| 11 Feb | 181.31 | 1.43 | -0.24 | 29.07 | 3 | 2 | 7 |
| 10 Feb | 178.21 | 1.65 | -1.1 | 27.03 | 7 | -1 | 3 |
| 9 Feb | 176.16 | 2.75 | -7.58 | - | 0 | 0 | 4 |
| 6 Feb | 175.20 | 2.75 | -7.58 | 28.72 | 4 | 0 | 0 |
| 5 Feb | 175.77 | 10.33 | 0 | 6.07 | 0 | 0 | 0 |
| 4 Feb | 172.78 | 10.33 | 0 | 4.72 | 0 | 0 | 0 |
| 3 Feb | 167.58 | 10.33 | 0 | 2.59 | 0 | 0 | 0 |
| 2 Feb | 164.61 | 10.33 | 0 | 1.38 | 0 | 0 | 0 |
| 1 Feb | 159.69 | 10.33 | 0 | 0.48 | 0 | 0 | 0 |
| 30 Jan | 163.24 | 10.33 | 0 | 0.46 | 0 | 0 | 0 |
| 29 Jan | 163.09 | 10.33 | 0 | 0.74 | 0 | 0 | 0 |
| 28 Jan | 162.85 | 10.33 | 0 | 0.42 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 165 expiring on 30MAR2026
Delta for 165 PE is -0.98
Historical price for 165 PE is as follows
On 17 Mar IOC was trading at 146.68. The strike last trading price was 17.91, which was 0.66 higher than the previous day. The implied volatity was 28.34, the open interest changed by 2 which increased total open position to 414
On 16 Mar IOC was trading at 148.96. The strike last trading price was 17.25, which was 6.85 higher than the previous day. The implied volatity was 55.7, the open interest changed by -29 which decreased total open position to 413
On 13 Mar IOC was trading at 156.54. The strike last trading price was 10.4, which was 2.59 higher than the previous day. The implied volatity was 42.03, the open interest changed by -53 which decreased total open position to 452
On 12 Mar IOC was trading at 160.16. The strike last trading price was 7.73, which was -1.41 lower than the previous day. The implied volatity was 38.34, the open interest changed by 33 which increased total open position to 505
On 11 Mar IOC was trading at 160.63. The strike last trading price was 9.22, which was -0.06 lower than the previous day. The implied volatity was 49.5, the open interest changed by -73 which decreased total open position to 472
On 10 Mar IOC was trading at 159.94. The strike last trading price was 9.03, which was -0.07 lower than the previous day. The implied volatity was 44.82, the open interest changed by 0 which decreased total open position to 545
On 9 Mar IOC was trading at 161.22. The strike last trading price was 9.46, which was 4.48 higher than the previous day. The implied volatity was 51.13, the open interest changed by -248 which decreased total open position to 545
On 6 Mar IOC was trading at 168.68. The strike last trading price was 5.19, which was 2 higher than the previous day. The implied volatity was 41.74, the open interest changed by 46 which increased total open position to 795
On 5 Mar IOC was trading at 171.54. The strike last trading price was 3.25, which was -1.33 lower than the previous day. The implied volatity was 37.08, the open interest changed by 42 which increased total open position to 750
On 4 Mar IOC was trading at 170.44. The strike last trading price was 5.13, which was 3.63 higher than the previous day. The implied volatity was 43.57, the open interest changed by 173 which increased total open position to 706
On 2 Mar IOC was trading at 179.11. The strike last trading price was 1.55, which was 1.13 higher than the previous day. The implied volatity was 34.64, the open interest changed by 171 which increased total open position to 531
On 27 Feb IOC was trading at 187.47. The strike last trading price was 0.44, which was 0.03 higher than the previous day. The implied volatity was 30.76, the open interest changed by 16 which increased total open position to 365
On 26 Feb IOC was trading at 186.47. The strike last trading price was 0.42, which was -0.16 lower than the previous day. The implied volatity was 28.92, the open interest changed by 4 which increased total open position to 334
On 25 Feb IOC was trading at 183.03. The strike last trading price was 0.57, which was -0.29 lower than the previous day. The implied volatity was 27.5, the open interest changed by -29 which decreased total open position to 330
On 24 Feb IOC was trading at 180.19. The strike last trading price was 0.85, which was -0.56 lower than the previous day. The implied volatity was 27.6, the open interest changed by 81 which increased total open position to 355
On 23 Feb IOC was trading at 176.46. The strike last trading price was 1.39, which was -0.62 lower than the previous day. The implied volatity was 27.13, the open interest changed by 29 which increased total open position to 272
On 20 Feb IOC was trading at 173.79. The strike last trading price was 2.03, which was 0.05 higher than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 244
On 19 Feb IOC was trading at 174.30. The strike last trading price was 2.06, which was 1.04 higher than the previous day. The implied volatity was 26.84, the open interest changed by 84 which increased total open position to 243
On 18 Feb IOC was trading at 178.74. The strike last trading price was 1.02, which was -0.54 lower than the previous day. The implied volatity was 25.16, the open interest changed by 28 which increased total open position to 157
On 17 Feb IOC was trading at 175.81. The strike last trading price was 1.55, which was -0.14 lower than the previous day. The implied volatity was 25.76, the open interest changed by 21 which increased total open position to 128
On 16 Feb IOC was trading at 175.15. The strike last trading price was 1.69, which was -0.06 lower than the previous day. The implied volatity was 25.23, the open interest changed by 14 which increased total open position to 108
On 13 Feb IOC was trading at 176.77. The strike last trading price was 1.77, which was 0.07 higher than the previous day. The implied volatity was 27.09, the open interest changed by 14 which increased total open position to 94
On 12 Feb IOC was trading at 178.11. The strike last trading price was 1.7, which was 0.27 higher than the previous day. The implied volatity was 27.93, the open interest changed by 71 which increased total open position to 79
On 11 Feb IOC was trading at 181.31. The strike last trading price was 1.43, which was -0.24 lower than the previous day. The implied volatity was 29.07, the open interest changed by 2 which increased total open position to 7
On 10 Feb IOC was trading at 178.21. The strike last trading price was 1.65, which was -1.1 lower than the previous day. The implied volatity was 27.03, the open interest changed by -1 which decreased total open position to 3
On 9 Feb IOC was trading at 176.16. The strike last trading price was 2.75, which was -7.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb IOC was trading at 175.20. The strike last trading price was 2.75, which was -7.58 lower than the previous day. The implied volatity was 28.72, 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 10.33, which was 0 lower than the previous day. The implied volatity was 6.07, 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 10.33, which was 0 lower than the previous day. The implied volatity was 4.72, 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 10.33, which was 0 lower than the previous day. The implied volatity was 2.59, 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 10.33, which was 0 lower than the previous day. The implied volatity was 1.38, 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 10.33, which was 0 lower than the previous day. The implied volatity was 0.48, 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 10.33, which was 0 lower than the previous day. The implied volatity was 0.46, 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 10.33, which was 0 lower than the previous day. The implied volatity was 0.74, 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 10.33, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
