[--[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 165 CE
Delta: 0.42
Vega: 0.19
Theta: -0.07
Gamma: 0.04
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
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
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