IOC
Indian Oil Corp Ltd
Historical option data for IOC
13 Mar 2026 04:11 PM IST
| IOC 30-MAR-2026 167 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.11
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 156.54 | 1.75 | -1.13 | 37.5 | 73 | 17 | 122 | |||||||||
| 12 Mar | 160.16 | 2.94 | 0.32 | 37.45 | 127 | -12 | 106 | |||||||||
| 11 Mar | 160.63 | 2.54 | 0.26 | 32.35 | 85 | 1 | 115 | |||||||||
| 10 Mar | 159.94 | 2.34 | -1.12 | 31.43 | 138 | 38 | 115 | |||||||||
| 9 Mar | 161.22 | 3.38 | -2.62 | 34.9 | 379 | 39 | 78 | |||||||||
| 6 Mar | 168.68 | 5.94 | -1.59 | 27.89 | 74 | 19 | 28 | |||||||||
| 5 Mar | 171.54 | 7.65 | -0.45 | 22.03 | 12 | 2 | 7 | |||||||||
| 4 Mar | 170.44 | 8.1 | -6.49 | 33.18 | 2 | 1 | 5 | |||||||||
| 2 Mar | 179.11 | 14.59 | 1.59 | 29.02 | 8 | 2 | 3 | |||||||||
| 27 Feb | 187.47 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 186.47 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 183.03 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 180.19 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 176.46 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 173.79 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 174.30 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 178.74 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 175.81 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 175.15 | 13 | 7.78 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 176.77 | 13 | 7.78 | 21.31 | 1 | 0 | 0 | |||||||||
| 12 Feb | 178.11 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 181.31 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 178.21 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 176.16 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 175.20 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 175.77 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 172.78 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 167.58 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Feb | 164.61 | 5.22 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 1 Feb | 159.69 | 5.22 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
| 30 Jan | 163.24 | 5.22 | 0 | 0.89 | 0 | 0 | 0 | |||||||||
| 29 Jan | 163.09 | 5.22 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 28 Jan | 162.85 | 5.22 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 167 expiring on 30MAR2026
Delta for 167 CE is 0.24
Historical price for 167 CE is as follows
On 13 Mar IOC was trading at 156.54. The strike last trading price was 1.75, which was -1.13 lower than the previous day. The implied volatity was 37.5, the open interest changed by 17 which increased total open position to 122
On 12 Mar IOC was trading at 160.16. The strike last trading price was 2.94, which was 0.32 higher than the previous day. The implied volatity was 37.45, the open interest changed by -12 which decreased total open position to 106
On 11 Mar IOC was trading at 160.63. The strike last trading price was 2.54, which was 0.26 higher than the previous day. The implied volatity was 32.35, the open interest changed by 1 which increased total open position to 115
On 10 Mar IOC was trading at 159.94. The strike last trading price was 2.34, which was -1.12 lower than the previous day. The implied volatity was 31.43, the open interest changed by 38 which increased total open position to 115
On 9 Mar IOC was trading at 161.22. The strike last trading price was 3.38, which was -2.62 lower than the previous day. The implied volatity was 34.9, the open interest changed by 39 which increased total open position to 78
On 6 Mar IOC was trading at 168.68. The strike last trading price was 5.94, which was -1.59 lower than the previous day. The implied volatity was 27.89, the open interest changed by 19 which increased total open position to 28
On 5 Mar IOC was trading at 171.54. The strike last trading price was 7.65, which was -0.45 lower than the previous day. The implied volatity was 22.03, the open interest changed by 2 which increased total open position to 7
On 4 Mar IOC was trading at 170.44. The strike last trading price was 8.1, which was -6.49 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1 which increased total open position to 5
On 2 Mar IOC was trading at 179.11. The strike last trading price was 14.59, which was 1.59 higher than the previous day. The implied volatity was 29.02, the open interest changed by 2 which increased total open position to 3
On 27 Feb IOC was trading at 187.47. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb IOC was trading at 186.47. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb IOC was trading at 183.03. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb IOC was trading at 180.19. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb IOC was trading at 176.46. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb IOC was trading at 173.79. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb IOC was trading at 174.30. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb IOC was trading at 178.74. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb IOC was trading at 175.81. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb IOC was trading at 175.15. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb IOC was trading at 176.77. The strike last trading price was 13, which was 7.78 higher than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IOC was trading at 178.11. The strike last trading price was 5.22, 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 Feb IOC was trading at 181.31. The strike last trading price was 5.22, 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 Feb IOC was trading at 178.21. The strike last trading price was 5.22, 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 Feb IOC was trading at 176.16. The strike last trading price was 5.22, 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 6 Feb IOC was trading at 175.20. The strike last trading price was 5.22, 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 Feb IOC was trading at 175.77. The strike last trading price was 5.22, 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 Feb IOC was trading at 172.78. The strike last trading price was 5.22, 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 Feb IOC was trading at 167.58. The strike last trading price was 5.22, 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 Feb IOC was trading at 164.61. The strike last trading price was 5.22, which was 0 lower than the previous day. The implied volatity was 0.14, 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 5.22, which was 0 lower than the previous day. The implied volatity was 2.47, 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 5.22, which was 0 lower than the previous day. The implied volatity was 0.89, 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 5.22, which was 0 lower than the previous day. The implied volatity was 0.4, 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 5.22, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
| IOC 30MAR2026 167 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.11
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 156.54 | 11.59 | 2.55 | 39.51 | 12 | 0 | 145 |
| 12 Mar | 160.16 | 8.97 | -1.54 | 37.84 | 38 | -6 | 145 |
| 11 Mar | 160.63 | 10.59 | -0.19 | 50.48 | 26 | 0 | 151 |
| 10 Mar | 159.94 | 10.53 | 0.42 | 46.44 | 27 | -3 | 151 |
| 9 Mar | 161.22 | 10.3 | 4.33 | 48.8 | 254 | 74 | 154 |
| 6 Mar | 168.68 | 6.1 | 2.05 | 41.84 | 159 | 40 | 86 |
| 5 Mar | 171.54 | 3.94 | -1.6 | 37.06 | 132 | -10 | 47 |
| 4 Mar | 170.44 | 5.83 | 4.03 | 42.77 | 157 | 8 | 50 |
| 2 Mar | 179.11 | 1.82 | 1.28 | 33.62 | 44 | 16 | 42 |
| 27 Feb | 187.47 | 0.54 | 0.03 | 30 | 18 | -3 | 26 |
| 26 Feb | 186.47 | 0.51 | -0.21 | 28.04 | 30 | -17 | 30 |
| 25 Feb | 183.03 | 0.73 | -0.36 | 26.98 | 18 | -10 | 47 |
| 24 Feb | 180.19 | 1.07 | -0.66 | 27.06 | 34 | 23 | 56 |
| 23 Feb | 176.46 | 1.75 | -0.61 | 26.75 | 28 | 14 | 33 |
| 20 Feb | 173.79 | 2.36 | -9.22 | 25.49 | 21 | 18 | 18 |
| 19 Feb | 174.30 | 11.58 | 0 | 5.05 | 0 | 0 | 0 |
| 18 Feb | 178.74 | 11.58 | 0 | 7.4 | 0 | 0 | 0 |
| 17 Feb | 175.81 | 11.58 | 0 | 6.13 | 0 | 0 | 0 |
| 16 Feb | 175.15 | 11.58 | 0 | 5.57 | 0 | 0 | 0 |
| 13 Feb | 176.77 | 11.58 | 0 | 6.3 | 0 | 0 | 0 |
| 12 Feb | 178.11 | 11.58 | 0 | 6.9 | 0 | 0 | 0 |
| 11 Feb | 181.31 | 11.58 | 0 | 8.21 | 0 | 0 | 0 |
| 10 Feb | 178.21 | 11.58 | 0 | 6.77 | 0 | 0 | 0 |
| 9 Feb | 176.16 | 11.58 | 0 | 5.79 | 0 | 0 | 0 |
| 6 Feb | 175.20 | 11.58 | 0 | 5.22 | 0 | 0 | 0 |
| 5 Feb | 175.77 | 11.58 | 0 | 5.2 | 0 | 0 | 0 |
| 4 Feb | 172.78 | 11.58 | 0 | 4.18 | 0 | 0 | 0 |
| 3 Feb | 167.58 | 11.58 | 0 | 1.56 | 0 | 0 | 0 |
| 2 Feb | 164.61 | 11.58 | 0 | 0.24 | 0 | 0 | 0 |
| 1 Feb | 159.69 | 11.58 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 163.24 | 11.58 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 163.09 | 11.58 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 162.85 | 11.58 | 0 | 0 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 167 expiring on 30MAR2026
Delta for 167 PE is -0.74
Historical price for 167 PE is as follows
On 13 Mar IOC was trading at 156.54. The strike last trading price was 11.59, which was 2.55 higher than the previous day. The implied volatity was 39.51, the open interest changed by 0 which decreased total open position to 145
On 12 Mar IOC was trading at 160.16. The strike last trading price was 8.97, which was -1.54 lower than the previous day. The implied volatity was 37.84, the open interest changed by -6 which decreased total open position to 145
On 11 Mar IOC was trading at 160.63. The strike last trading price was 10.59, which was -0.19 lower than the previous day. The implied volatity was 50.48, the open interest changed by 0 which decreased total open position to 151
On 10 Mar IOC was trading at 159.94. The strike last trading price was 10.53, which was 0.42 higher than the previous day. The implied volatity was 46.44, the open interest changed by -3 which decreased total open position to 151
On 9 Mar IOC was trading at 161.22. The strike last trading price was 10.3, which was 4.33 higher than the previous day. The implied volatity was 48.8, the open interest changed by 74 which increased total open position to 154
On 6 Mar IOC was trading at 168.68. The strike last trading price was 6.1, which was 2.05 higher than the previous day. The implied volatity was 41.84, the open interest changed by 40 which increased total open position to 86
On 5 Mar IOC was trading at 171.54. The strike last trading price was 3.94, which was -1.6 lower than the previous day. The implied volatity was 37.06, the open interest changed by -10 which decreased total open position to 47
On 4 Mar IOC was trading at 170.44. The strike last trading price was 5.83, which was 4.03 higher than the previous day. The implied volatity was 42.77, the open interest changed by 8 which increased total open position to 50
On 2 Mar IOC was trading at 179.11. The strike last trading price was 1.82, which was 1.28 higher than the previous day. The implied volatity was 33.62, the open interest changed by 16 which increased total open position to 42
On 27 Feb IOC was trading at 187.47. The strike last trading price was 0.54, which was 0.03 higher than the previous day. The implied volatity was 30, the open interest changed by -3 which decreased total open position to 26
On 26 Feb IOC was trading at 186.47. The strike last trading price was 0.51, which was -0.21 lower than the previous day. The implied volatity was 28.04, the open interest changed by -17 which decreased total open position to 30
On 25 Feb IOC was trading at 183.03. The strike last trading price was 0.73, which was -0.36 lower than the previous day. The implied volatity was 26.98, the open interest changed by -10 which decreased total open position to 47
On 24 Feb IOC was trading at 180.19. The strike last trading price was 1.07, which was -0.66 lower than the previous day. The implied volatity was 27.06, the open interest changed by 23 which increased total open position to 56
On 23 Feb IOC was trading at 176.46. The strike last trading price was 1.75, which was -0.61 lower than the previous day. The implied volatity was 26.75, the open interest changed by 14 which increased total open position to 33
On 20 Feb IOC was trading at 173.79. The strike last trading price was 2.36, which was -9.22 lower than the previous day. The implied volatity was 25.49, the open interest changed by 18 which increased total open position to 18
On 19 Feb IOC was trading at 174.30. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IOC was trading at 178.74. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IOC was trading at 175.81. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IOC was trading at 175.15. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IOC was trading at 176.77. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 6.3, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IOC was trading at 178.11. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 6.9, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IOC was trading at 181.31. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 8.21, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IOC was trading at 178.21. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IOC was trading at 176.16. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IOC was trading at 175.20. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 5.22, 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 11.58, which was 0 lower than the previous day. The implied volatity was 5.2, 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 11.58, which was 0 lower than the previous day. The implied volatity was 4.18, 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 11.58, which was 0 lower than the previous day. The implied volatity was 1.56, 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 11.58, which was 0 lower than the previous day. The implied volatity was 0.24, 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 11.58, 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 30 Jan IOC was trading at 163.24. The strike last trading price was 11.58, 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 29 Jan IOC was trading at 163.09. The strike last trading price was 11.58, 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 Jan IOC was trading at 162.85. The strike last trading price was 11.58, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
