IOC
Indian Oil Corp Ltd
Historical option data for IOC
05 Dec 2025 04:11 PM IST
| IOC 30-DEC-2025 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.17
Theta: -0.07
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 163.66 | 2.15 | 0.04 | 13.90 | 1,492 | 7 | 1,130 | |||||||||
| 4 Dec | 162.76 | 2.09 | -0.7 | 15.56 | 1,179 | 66 | 1,126 | |||||||||
| 3 Dec | 164.11 | 2.85 | 0.58 | 14.36 | 1,668 | 102 | 1,061 | |||||||||
| 2 Dec | 162.34 | 2.23 | -0.3 | 15.84 | 1,752 | 113 | 966 | |||||||||
| 1 Dec | 162.97 | 2.5 | -0.19 | 16.04 | 1,490 | 159 | 857 | |||||||||
| 28 Nov | 161.75 | 2.78 | -0.91 | 18.53 | 868 | 127 | 705 | |||||||||
| 27 Nov | 163.81 | 3.66 | -0.71 | 18.17 | 946 | 110 | 575 | |||||||||
| 26 Nov | 165.59 | 4.37 | 0.68 | 16.29 | 1,428 | 20 | 465 | |||||||||
| 25 Nov | 164.12 | 3.5 | -1.34 | 17.15 | 836 | 192 | 446 | |||||||||
| 24 Nov | 165.69 | 4.86 | -1.04 | 17.71 | 204 | 72 | 254 | |||||||||
| 21 Nov | 167.35 | 5.9 | -1.11 | 18.45 | 139 | 52 | 181 | |||||||||
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| 20 Nov | 168.70 | 7.22 | -0.41 | 17.44 | 48 | 36 | 130 | |||||||||
| 19 Nov | 169.33 | 7.64 | -2 | 16.18 | 69 | 18 | 93 | |||||||||
| 18 Nov | 171.59 | 9.64 | -0.77 | 17.63 | 14 | 1 | 75 | |||||||||
| 17 Nov | 173.12 | 10.41 | 0.97 | 11.38 | 21 | 3 | 74 | |||||||||
| 14 Nov | 171.25 | 9.42 | -0.48 | 15.65 | 43 | 28 | 67 | |||||||||
| 13 Nov | 172.45 | 9.9 | -0.51 | 13.81 | 7 | 0 | 39 | |||||||||
| 12 Nov | 172.30 | 10.41 | -0.74 | 17.83 | 3 | -1 | 38 | |||||||||
| 11 Nov | 172.44 | 11.15 | 2.59 | 19.93 | 21 | 10 | 33 | |||||||||
| 10 Nov | 169.39 | 8.56 | 1.18 | 19.63 | 6 | -2 | 23 | |||||||||
| 7 Nov | 169.16 | 7.38 | -1.37 | 13.27 | 2 | -1 | 25 | |||||||||
| 6 Nov | 168.37 | 8.75 | 0.45 | 21.16 | 1 | 0 | 27 | |||||||||
| 4 Nov | 169.25 | 8.3 | 0.64 | 16.22 | 2 | 0 | 28 | |||||||||
| 3 Nov | 167.73 | 7.66 | 0.76 | 19.75 | 2 | 0 | 29 | |||||||||
| 31 Oct | 165.90 | 6.95 | 1 | - | 9 | -6 | 30 | |||||||||
| 30 Oct | 163.51 | 5.95 | -0.15 | 19.36 | 60 | 7 | 35 | |||||||||
| 29 Oct | 163.09 | 6.15 | 1.45 | 21.52 | 41 | 14 | 14 | |||||||||
For Indian Oil Corp Ltd - strike price 165 expiring on 30DEC2025
Delta for 165 CE is 0.48
Historical price for 165 CE is as follows
On 5 Dec IOC was trading at 163.66. The strike last trading price was 2.15, which was 0.04 higher than the previous day. The implied volatity was 13.90, the open interest changed by 7 which increased total open position to 1130
On 4 Dec IOC was trading at 162.76. The strike last trading price was 2.09, which was -0.7 lower than the previous day. The implied volatity was 15.56, the open interest changed by 66 which increased total open position to 1126
On 3 Dec IOC was trading at 164.11. The strike last trading price was 2.85, which was 0.58 higher than the previous day. The implied volatity was 14.36, the open interest changed by 102 which increased total open position to 1061
On 2 Dec IOC was trading at 162.34. The strike last trading price was 2.23, which was -0.3 lower than the previous day. The implied volatity was 15.84, the open interest changed by 113 which increased total open position to 966
On 1 Dec IOC was trading at 162.97. The strike last trading price was 2.5, which was -0.19 lower than the previous day. The implied volatity was 16.04, the open interest changed by 159 which increased total open position to 857
On 28 Nov IOC was trading at 161.75. The strike last trading price was 2.78, which was -0.91 lower than the previous day. The implied volatity was 18.53, the open interest changed by 127 which increased total open position to 705
On 27 Nov IOC was trading at 163.81. The strike last trading price was 3.66, which was -0.71 lower than the previous day. The implied volatity was 18.17, the open interest changed by 110 which increased total open position to 575
On 26 Nov IOC was trading at 165.59. The strike last trading price was 4.37, which was 0.68 higher than the previous day. The implied volatity was 16.29, the open interest changed by 20 which increased total open position to 465
On 25 Nov IOC was trading at 164.12. The strike last trading price was 3.5, which was -1.34 lower than the previous day. The implied volatity was 17.15, the open interest changed by 192 which increased total open position to 446
On 24 Nov IOC was trading at 165.69. The strike last trading price was 4.86, which was -1.04 lower than the previous day. The implied volatity was 17.71, the open interest changed by 72 which increased total open position to 254
On 21 Nov IOC was trading at 167.35. The strike last trading price was 5.9, which was -1.11 lower than the previous day. The implied volatity was 18.45, the open interest changed by 52 which increased total open position to 181
On 20 Nov IOC was trading at 168.70. The strike last trading price was 7.22, which was -0.41 lower than the previous day. The implied volatity was 17.44, the open interest changed by 36 which increased total open position to 130
On 19 Nov IOC was trading at 169.33. The strike last trading price was 7.64, which was -2 lower than the previous day. The implied volatity was 16.18, the open interest changed by 18 which increased total open position to 93
On 18 Nov IOC was trading at 171.59. The strike last trading price was 9.64, which was -0.77 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 75
On 17 Nov IOC was trading at 173.12. The strike last trading price was 10.41, which was 0.97 higher than the previous day. The implied volatity was 11.38, the open interest changed by 3 which increased total open position to 74
On 14 Nov IOC was trading at 171.25. The strike last trading price was 9.42, which was -0.48 lower than the previous day. The implied volatity was 15.65, the open interest changed by 28 which increased total open position to 67
On 13 Nov IOC was trading at 172.45. The strike last trading price was 9.9, which was -0.51 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 39
On 12 Nov IOC was trading at 172.30. The strike last trading price was 10.41, which was -0.74 lower than the previous day. The implied volatity was 17.83, the open interest changed by -1 which decreased total open position to 38
On 11 Nov IOC was trading at 172.44. The strike last trading price was 11.15, which was 2.59 higher than the previous day. The implied volatity was 19.93, the open interest changed by 10 which increased total open position to 33
On 10 Nov IOC was trading at 169.39. The strike last trading price was 8.56, which was 1.18 higher than the previous day. The implied volatity was 19.63, the open interest changed by -2 which decreased total open position to 23
On 7 Nov IOC was trading at 169.16. The strike last trading price was 7.38, which was -1.37 lower than the previous day. The implied volatity was 13.27, the open interest changed by -1 which decreased total open position to 25
On 6 Nov IOC was trading at 168.37. The strike last trading price was 8.75, which was 0.45 higher than the previous day. The implied volatity was 21.16, the open interest changed by 0 which decreased total open position to 27
On 4 Nov IOC was trading at 169.25. The strike last trading price was 8.3, which was 0.64 higher than the previous day. The implied volatity was 16.22, the open interest changed by 0 which decreased total open position to 28
On 3 Nov IOC was trading at 167.73. The strike last trading price was 7.66, which was 0.76 higher than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 29
On 31 Oct IOC was trading at 165.90. The strike last trading price was 6.95, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 30
On 30 Oct IOC was trading at 163.51. The strike last trading price was 5.95, which was -0.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by 7 which increased total open position to 35
On 29 Oct IOC was trading at 163.09. The strike last trading price was 6.15, which was 1.45 higher than the previous day. The implied volatity was 21.52, the open interest changed by 14 which increased total open position to 14
| IOC 30DEC2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.17
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 163.66 | 4.49 | -0.73 | 24.90 | 286 | 37 | 464 |
| 4 Dec | 162.76 | 5.26 | 0.7 | 26.28 | 264 | -15 | 427 |
| 3 Dec | 164.11 | 4.48 | -1.1 | 26.73 | 285 | -7 | 442 |
| 2 Dec | 162.34 | 5.42 | 0.46 | 26.18 | 496 | 3 | 450 |
| 1 Dec | 162.97 | 5.01 | -0.04 | 24.67 | 530 | 1 | 449 |
| 28 Nov | 161.75 | 4.88 | 1.13 | 20.70 | 545 | -50 | 448 |
| 27 Nov | 163.81 | 3.73 | 0.78 | 19.47 | 782 | 60 | 495 |
| 26 Nov | 165.59 | 2.99 | -0.64 | 19.56 | 730 | 96 | 435 |
| 25 Nov | 164.12 | 3.7 | 0.5 | 18.51 | 906 | 74 | 342 |
| 24 Nov | 165.69 | 3.17 | 0.43 | 20.30 | 314 | 59 | 269 |
| 21 Nov | 167.35 | 2.8 | 0.23 | 19.94 | 156 | 25 | 209 |
| 20 Nov | 168.70 | 2.55 | 0.04 | 22.02 | 66 | 11 | 184 |
| 19 Nov | 169.33 | 2.53 | 0.51 | 22.90 | 60 | 24 | 173 |
| 18 Nov | 171.59 | 1.93 | 0.08 | 22.55 | 63 | 16 | 150 |
| 17 Nov | 173.12 | 1.81 | -0.62 | 23.78 | 50 | 15 | 134 |
| 14 Nov | 171.25 | 2.45 | 0.06 | 24.21 | 29 | 2 | 118 |
| 13 Nov | 172.45 | 2.44 | 0.04 | 25.00 | 22 | 14 | 116 |
| 12 Nov | 172.30 | 2.4 | -0.06 | 24.37 | 113 | 35 | 102 |
| 11 Nov | 172.44 | 2.5 | -0.8 | 25.16 | 90 | 33 | 68 |
| 10 Nov | 169.39 | 3.3 | -0.7 | 24.12 | 13 | -2 | 36 |
| 7 Nov | 169.16 | 4 | 0.2 | 26.50 | 3 | 1 | 39 |
| 6 Nov | 168.37 | 3.8 | 0.1 | 24.71 | 6 | -1 | 38 |
| 4 Nov | 169.25 | 3.7 | -0.4 | 24.94 | 10 | 5 | 39 |
| 3 Nov | 167.73 | 4.1 | -0.95 | 23.39 | 11 | 8 | 33 |
| 31 Oct | 165.90 | 5 | -1.25 | - | 25 | 16 | 24 |
| 30 Oct | 163.51 | 6.25 | 0.25 | 26.37 | 7 | 5 | 6 |
| 29 Oct | 163.09 | 6 | -7.45 | 23.88 | 1 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 165 expiring on 30DEC2025
Delta for 165 PE is -0.50
Historical price for 165 PE is as follows
On 5 Dec IOC was trading at 163.66. The strike last trading price was 4.49, which was -0.73 lower than the previous day. The implied volatity was 24.90, the open interest changed by 37 which increased total open position to 464
On 4 Dec IOC was trading at 162.76. The strike last trading price was 5.26, which was 0.7 higher than the previous day. The implied volatity was 26.28, the open interest changed by -15 which decreased total open position to 427
On 3 Dec IOC was trading at 164.11. The strike last trading price was 4.48, which was -1.1 lower than the previous day. The implied volatity was 26.73, the open interest changed by -7 which decreased total open position to 442
On 2 Dec IOC was trading at 162.34. The strike last trading price was 5.42, which was 0.46 higher than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 450
On 1 Dec IOC was trading at 162.97. The strike last trading price was 5.01, which was -0.04 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 449
On 28 Nov IOC was trading at 161.75. The strike last trading price was 4.88, which was 1.13 higher than the previous day. The implied volatity was 20.70, the open interest changed by -50 which decreased total open position to 448
On 27 Nov IOC was trading at 163.81. The strike last trading price was 3.73, which was 0.78 higher than the previous day. The implied volatity was 19.47, the open interest changed by 60 which increased total open position to 495
On 26 Nov IOC was trading at 165.59. The strike last trading price was 2.99, which was -0.64 lower than the previous day. The implied volatity was 19.56, the open interest changed by 96 which increased total open position to 435
On 25 Nov IOC was trading at 164.12. The strike last trading price was 3.7, which was 0.5 higher than the previous day. The implied volatity was 18.51, the open interest changed by 74 which increased total open position to 342
On 24 Nov IOC was trading at 165.69. The strike last trading price was 3.17, which was 0.43 higher than the previous day. The implied volatity was 20.30, the open interest changed by 59 which increased total open position to 269
On 21 Nov IOC was trading at 167.35. The strike last trading price was 2.8, which was 0.23 higher than the previous day. The implied volatity was 19.94, the open interest changed by 25 which increased total open position to 209
On 20 Nov IOC was trading at 168.70. The strike last trading price was 2.55, which was 0.04 higher than the previous day. The implied volatity was 22.02, the open interest changed by 11 which increased total open position to 184
On 19 Nov IOC was trading at 169.33. The strike last trading price was 2.53, which was 0.51 higher than the previous day. The implied volatity was 22.90, the open interest changed by 24 which increased total open position to 173
On 18 Nov IOC was trading at 171.59. The strike last trading price was 1.93, which was 0.08 higher than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 150
On 17 Nov IOC was trading at 173.12. The strike last trading price was 1.81, which was -0.62 lower than the previous day. The implied volatity was 23.78, the open interest changed by 15 which increased total open position to 134
On 14 Nov IOC was trading at 171.25. The strike last trading price was 2.45, which was 0.06 higher than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 118
On 13 Nov IOC was trading at 172.45. The strike last trading price was 2.44, which was 0.04 higher than the previous day. The implied volatity was 25.00, the open interest changed by 14 which increased total open position to 116
On 12 Nov IOC was trading at 172.30. The strike last trading price was 2.4, which was -0.06 lower than the previous day. The implied volatity was 24.37, the open interest changed by 35 which increased total open position to 102
On 11 Nov IOC was trading at 172.44. The strike last trading price was 2.5, which was -0.8 lower than the previous day. The implied volatity was 25.16, the open interest changed by 33 which increased total open position to 68
On 10 Nov IOC was trading at 169.39. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 24.12, the open interest changed by -2 which decreased total open position to 36
On 7 Nov IOC was trading at 169.16. The strike last trading price was 4, which was 0.2 higher than the previous day. The implied volatity was 26.50, the open interest changed by 1 which increased total open position to 39
On 6 Nov IOC was trading at 168.37. The strike last trading price was 3.8, which was 0.1 higher than the previous day. The implied volatity was 24.71, the open interest changed by -1 which decreased total open position to 38
On 4 Nov IOC was trading at 169.25. The strike last trading price was 3.7, which was -0.4 lower than the previous day. The implied volatity was 24.94, the open interest changed by 5 which increased total open position to 39
On 3 Nov IOC was trading at 167.73. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 23.39, the open interest changed by 8 which increased total open position to 33
On 31 Oct IOC was trading at 165.90. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 24
On 30 Oct IOC was trading at 163.51. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 26.37, the open interest changed by 5 which increased total open position to 6
On 29 Oct IOC was trading at 163.09. The strike last trading price was 6, which was -7.45 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 0































































































































































































































