IOC
Indian Oil Corp Ltd
Historical option data for IOC
24 Dec 2025 04:11 PM IST
| IOC 27-JAN-2026 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.19
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 161.17 | 2.87 | -0.94 | 20.00 | 339 | 59 | 589 | |||||||||
| 23 Dec | 163.27 | 3.84 | -0.43 | 19.71 | 419 | 172 | 532 | |||||||||
| 22 Dec | 163.66 | 4.14 | 0.36 | 19.80 | 257 | 61 | 361 | |||||||||
| 19 Dec | 162.60 | 3.75 | 0.07 | 19.37 | 162 | 60 | 300 | |||||||||
| 18 Dec | 161.75 | 3.65 | -0.96 | 20.26 | 209 | 47 | 239 | |||||||||
| 17 Dec | 168.16 | 7.5 | 0.39 | 20.50 | 11 | 1 | 101 | |||||||||
| 16 Dec | 167.74 | 7.11 | -0.67 | 19.86 | 38 | 11 | 99 | |||||||||
| 15 Dec | 168.55 | 7.9 | 2.9 | 18.91 | 108 | 29 | 89 | |||||||||
| 12 Dec | 163.67 | 5 | 1.49 | 19.57 | 31 | 3 | 60 | |||||||||
| 11 Dec | 161.75 | 3.51 | -0.81 | 17.35 | 47 | 19 | 57 | |||||||||
| 10 Dec | 163.07 | 4.25 | 0.45 | 18.78 | 35 | 24 | 37 | |||||||||
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| 9 Dec | 163.01 | 3.8 | 0.2 | 15.65 | 6 | 4 | 12 | |||||||||
| 8 Dec | 162.10 | 3.6 | -0.8 | 16.30 | 5 | 2 | 7 | |||||||||
| 5 Dec | 163.66 | 4.4 | 0.29 | 16.33 | 3 | 1 | 4 | |||||||||
| 4 Dec | 162.76 | 4.11 | -0.89 | 16.64 | 4 | 1 | 3 | |||||||||
| 3 Dec | 164.11 | 5 | -1.15 | 15.79 | 3 | 1 | 2 | |||||||||
| 2 Dec | 162.34 | 6.15 | -2.77 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 162.97 | 6.15 | -2.77 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 161.75 | 6.15 | -2.77 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 163.81 | 6.15 | -2.77 | 20.33 | 1 | 0 | 0 | |||||||||
| 26 Nov | 165.59 | 8.92 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 165 expiring on 27JAN2026
Delta for 165 CE is 0.42
Historical price for 165 CE is as follows
On 24 Dec IOC was trading at 161.17. The strike last trading price was 2.87, which was -0.94 lower than the previous day. The implied volatity was 20.00, the open interest changed by 59 which increased total open position to 589
On 23 Dec IOC was trading at 163.27. The strike last trading price was 3.84, which was -0.43 lower than the previous day. The implied volatity was 19.71, the open interest changed by 172 which increased total open position to 532
On 22 Dec IOC was trading at 163.66. The strike last trading price was 4.14, which was 0.36 higher than the previous day. The implied volatity was 19.80, the open interest changed by 61 which increased total open position to 361
On 19 Dec IOC was trading at 162.60. The strike last trading price was 3.75, which was 0.07 higher than the previous day. The implied volatity was 19.37, the open interest changed by 60 which increased total open position to 300
On 18 Dec IOC was trading at 161.75. The strike last trading price was 3.65, which was -0.96 lower than the previous day. The implied volatity was 20.26, the open interest changed by 47 which increased total open position to 239
On 17 Dec IOC was trading at 168.16. The strike last trading price was 7.5, which was 0.39 higher than the previous day. The implied volatity was 20.50, the open interest changed by 1 which increased total open position to 101
On 16 Dec IOC was trading at 167.74. The strike last trading price was 7.11, which was -0.67 lower than the previous day. The implied volatity was 19.86, the open interest changed by 11 which increased total open position to 99
On 15 Dec IOC was trading at 168.55. The strike last trading price was 7.9, which was 2.9 higher than the previous day. The implied volatity was 18.91, the open interest changed by 29 which increased total open position to 89
On 12 Dec IOC was trading at 163.67. The strike last trading price was 5, which was 1.49 higher than the previous day. The implied volatity was 19.57, the open interest changed by 3 which increased total open position to 60
On 11 Dec IOC was trading at 161.75. The strike last trading price was 3.51, which was -0.81 lower than the previous day. The implied volatity was 17.35, the open interest changed by 19 which increased total open position to 57
On 10 Dec IOC was trading at 163.07. The strike last trading price was 4.25, which was 0.45 higher than the previous day. The implied volatity was 18.78, the open interest changed by 24 which increased total open position to 37
On 9 Dec IOC was trading at 163.01. The strike last trading price was 3.8, which was 0.2 higher than the previous day. The implied volatity was 15.65, the open interest changed by 4 which increased total open position to 12
On 8 Dec IOC was trading at 162.10. The strike last trading price was 3.6, which was -0.8 lower than the previous day. The implied volatity was 16.30, the open interest changed by 2 which increased total open position to 7
On 5 Dec IOC was trading at 163.66. The strike last trading price was 4.4, which was 0.29 higher than the previous day. The implied volatity was 16.33, the open interest changed by 1 which increased total open position to 4
On 4 Dec IOC was trading at 162.76. The strike last trading price was 4.11, which was -0.89 lower than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 3
On 3 Dec IOC was trading at 164.11. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1 which increased total open position to 2
On 2 Dec IOC was trading at 162.34. The strike last trading price was 6.15, which was -2.77 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 6.15, which was -2.77 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 6.15, which was -2.77 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov IOC was trading at 163.81. The strike last trading price was 6.15, which was -2.77 lower than the previous day. The implied volatity was 20.33, 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 8.92, 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 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.19
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 161.17 | 5.41 | 1.19 | 20.78 | 82 | 22 | 254 |
| 23 Dec | 163.27 | 4.27 | 0.21 | 20.48 | 163 | 52 | 232 |
| 22 Dec | 163.66 | 4.06 | -0.74 | 20.24 | 76 | 46 | 179 |
| 19 Dec | 162.60 | 4.8 | -0.45 | 20.80 | 44 | 2 | 134 |
| 18 Dec | 161.75 | 5.32 | 0.4 | 21.19 | 72 | 52 | 133 |
| 17 Dec | 168.16 | 2.76 | -0.34 | 22.00 | 19 | 13 | 49 |
| 16 Dec | 167.74 | 3.11 | 0.47 | 22.69 | 39 | -2 | 35 |
| 15 Dec | 168.55 | 2.61 | -4.07 | 22.13 | 43 | 30 | 35 |
| 12 Dec | 163.67 | 6.68 | 1.54 | - | 0 | 0 | 5 |
| 11 Dec | 161.75 | 6.68 | 1.54 | 26.03 | 1 | 0 | 4 |
| 10 Dec | 163.07 | 5.14 | -2.93 | 21.10 | 4 | 2 | 2 |
| 9 Dec | 163.01 | 8.07 | 0 | 0.13 | 0 | 0 | 0 |
| 8 Dec | 162.10 | 8.07 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 163.66 | 8.07 | 0 | 0.48 | 0 | 0 | 0 |
| 4 Dec | 162.76 | 8.07 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 164.11 | 8.07 | 0 | 1.01 | 0 | 0 | 0 |
| 2 Dec | 162.34 | 8.07 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 162.97 | 8.07 | 0 | 0.32 | 0 | 0 | 0 |
| 28 Nov | 161.75 | 8.07 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 163.81 | 8.07 | 0 | 0.87 | 0 | 0 | 0 |
| 26 Nov | 165.59 | 8.07 | 0 | 1.59 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 165 expiring on 27JAN2026
Delta for 165 PE is -0.58
Historical price for 165 PE is as follows
On 24 Dec IOC was trading at 161.17. The strike last trading price was 5.41, which was 1.19 higher than the previous day. The implied volatity was 20.78, the open interest changed by 22 which increased total open position to 254
On 23 Dec IOC was trading at 163.27. The strike last trading price was 4.27, which was 0.21 higher than the previous day. The implied volatity was 20.48, the open interest changed by 52 which increased total open position to 232
On 22 Dec IOC was trading at 163.66. The strike last trading price was 4.06, which was -0.74 lower than the previous day. The implied volatity was 20.24, the open interest changed by 46 which increased total open position to 179
On 19 Dec IOC was trading at 162.60. The strike last trading price was 4.8, which was -0.45 lower than the previous day. The implied volatity was 20.80, the open interest changed by 2 which increased total open position to 134
On 18 Dec IOC was trading at 161.75. The strike last trading price was 5.32, which was 0.4 higher than the previous day. The implied volatity was 21.19, the open interest changed by 52 which increased total open position to 133
On 17 Dec IOC was trading at 168.16. The strike last trading price was 2.76, which was -0.34 lower than the previous day. The implied volatity was 22.00, the open interest changed by 13 which increased total open position to 49
On 16 Dec IOC was trading at 167.74. The strike last trading price was 3.11, which was 0.47 higher than the previous day. The implied volatity was 22.69, the open interest changed by -2 which decreased total open position to 35
On 15 Dec IOC was trading at 168.55. The strike last trading price was 2.61, which was -4.07 lower than the previous day. The implied volatity was 22.13, the open interest changed by 30 which increased total open position to 35
On 12 Dec IOC was trading at 163.67. The strike last trading price was 6.68, which was 1.54 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec IOC was trading at 161.75. The strike last trading price was 6.68, which was 1.54 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 4
On 10 Dec IOC was trading at 163.07. The strike last trading price was 5.14, which was -2.93 lower than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 2
On 9 Dec IOC was trading at 163.01. The strike last trading price was 8.07, which was 0 lower than the previous day. The implied volatity was 0.13, 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 8.07, 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 8.07, 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 4 Dec IOC was trading at 162.76. The strike last trading price was 8.07, 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 8.07, 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 2 Dec IOC was trading at 162.34. The strike last trading price was 8.07, 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 8.07, which was 0 lower than the previous day. The implied volatity was 0.32, 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 8.07, 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 8.07, which was 0 lower than the previous day. The implied volatity was 0.87, 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 8.07, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0































































































































































































































