IOC
Indian Oil Corp Ltd
Historical option data for IOC
09 Dec 2025 04:11 PM IST
| IOC 30-DEC-2025 170 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.10
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 163.01 | 0.64 | 0.01 | 16.60 | 624 | 55 | 2,010 | |||||||||
| 8 Dec | 162.10 | 0.61 | -0.31 | 17.27 | 887 | 237 | 1,957 | |||||||||
| 5 Dec | 163.66 | 0.92 | -0.01 | 16.46 | 423 | 40 | 1,725 | |||||||||
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| 4 Dec | 162.76 | 0.91 | -0.39 | 17.52 | 622 | 50 | 1,686 | |||||||||
| 3 Dec | 164.11 | 1.31 | 0.27 | 16.67 | 916 | -31 | 1,648 | |||||||||
| 2 Dec | 162.34 | 1 | -0.19 | 17.60 | 1,578 | 78 | 1,679 | |||||||||
| 1 Dec | 162.97 | 1.17 | -0.1 | 17.81 | 1,059 | 222 | 1,603 | |||||||||
| 28 Nov | 161.75 | 1.27 | -0.54 | 18.85 | 785 | 229 | 1,392 | |||||||||
| 27 Nov | 163.81 | 1.8 | -0.35 | 18.61 | 1,343 | 148 | 1,162 | |||||||||
| 26 Nov | 165.59 | 2.13 | 0.38 | 16.71 | 1,043 | 199 | 1,015 | |||||||||
| 25 Nov | 164.12 | 1.7 | -0.9 | 17.71 | 1,124 | 117 | 818 | |||||||||
| 24 Nov | 165.69 | 2.65 | -0.71 | 18.49 | 482 | 83 | 701 | |||||||||
| 21 Nov | 167.35 | 3.23 | -1.02 | 18.11 | 621 | 211 | 616 | |||||||||
| 20 Nov | 168.70 | 4.35 | -0.44 | 18.22 | 274 | 28 | 405 | |||||||||
| 19 Nov | 169.33 | 4.75 | -1.74 | 17.73 | 373 | 200 | 372 | |||||||||
| 18 Nov | 171.59 | 6.43 | -0.69 | 19.12 | 152 | 23 | 158 | |||||||||
| 17 Nov | 173.12 | 7.2 | 1.1 | 17.14 | 140 | 32 | 135 | |||||||||
| 14 Nov | 171.25 | 6.1 | -1.2 | 16.91 | 19 | 2 | 103 | |||||||||
| 13 Nov | 172.45 | 7.3 | 0.22 | 19.58 | 13 | 3 | 101 | |||||||||
| 12 Nov | 172.30 | 7.08 | -0.22 | 18.80 | 18 | 0 | 99 | |||||||||
| 11 Nov | 172.44 | 7.3 | 1.65 | 18.52 | 44 | 2 | 98 | |||||||||
| 10 Nov | 169.39 | 5.65 | 0 | 19.98 | 16 | 0 | 95 | |||||||||
| 7 Nov | 169.16 | 5.65 | 0.36 | 19.34 | 29 | -1 | 94 | |||||||||
| 6 Nov | 168.37 | 5.4 | -0.5 | 19.25 | 16 | 2 | 96 | |||||||||
| 4 Nov | 169.25 | 5.93 | 0.48 | 19.29 | 33 | 23 | 95 | |||||||||
| 3 Nov | 167.73 | 5.45 | 0.7 | 21.56 | 17 | 6 | 72 | |||||||||
| 31 Oct | 165.90 | 4.85 | 0.9 | - | 26 | 19 | 65 | |||||||||
| 30 Oct | 163.51 | 3.95 | 0.05 | 20.23 | 37 | 16 | 47 | |||||||||
| 29 Oct | 163.09 | 3.9 | 0.2 | 21.13 | 32 | 30 | 30 | |||||||||
For Indian Oil Corp Ltd - strike price 170 expiring on 30DEC2025
Delta for 170 CE is 0.18
Historical price for 170 CE is as follows
On 9 Dec IOC was trading at 163.01. The strike last trading price was 0.64, which was 0.01 higher than the previous day. The implied volatity was 16.60, the open interest changed by 55 which increased total open position to 2010
On 8 Dec IOC was trading at 162.10. The strike last trading price was 0.61, which was -0.31 lower than the previous day. The implied volatity was 17.27, the open interest changed by 237 which increased total open position to 1957
On 5 Dec IOC was trading at 163.66. The strike last trading price was 0.92, which was -0.01 lower than the previous day. The implied volatity was 16.46, the open interest changed by 40 which increased total open position to 1725
On 4 Dec IOC was trading at 162.76. The strike last trading price was 0.91, which was -0.39 lower than the previous day. The implied volatity was 17.52, the open interest changed by 50 which increased total open position to 1686
On 3 Dec IOC was trading at 164.11. The strike last trading price was 1.31, which was 0.27 higher than the previous day. The implied volatity was 16.67, the open interest changed by -31 which decreased total open position to 1648
On 2 Dec IOC was trading at 162.34. The strike last trading price was 1, which was -0.19 lower than the previous day. The implied volatity was 17.60, the open interest changed by 78 which increased total open position to 1679
On 1 Dec IOC was trading at 162.97. The strike last trading price was 1.17, which was -0.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by 222 which increased total open position to 1603
On 28 Nov IOC was trading at 161.75. The strike last trading price was 1.27, which was -0.54 lower than the previous day. The implied volatity was 18.85, the open interest changed by 229 which increased total open position to 1392
On 27 Nov IOC was trading at 163.81. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 18.61, the open interest changed by 148 which increased total open position to 1162
On 26 Nov IOC was trading at 165.59. The strike last trading price was 2.13, which was 0.38 higher than the previous day. The implied volatity was 16.71, the open interest changed by 199 which increased total open position to 1015
On 25 Nov IOC was trading at 164.12. The strike last trading price was 1.7, which was -0.9 lower than the previous day. The implied volatity was 17.71, the open interest changed by 117 which increased total open position to 818
On 24 Nov IOC was trading at 165.69. The strike last trading price was 2.65, which was -0.71 lower than the previous day. The implied volatity was 18.49, the open interest changed by 83 which increased total open position to 701
On 21 Nov IOC was trading at 167.35. The strike last trading price was 3.23, which was -1.02 lower than the previous day. The implied volatity was 18.11, the open interest changed by 211 which increased total open position to 616
On 20 Nov IOC was trading at 168.70. The strike last trading price was 4.35, which was -0.44 lower than the previous day. The implied volatity was 18.22, the open interest changed by 28 which increased total open position to 405
On 19 Nov IOC was trading at 169.33. The strike last trading price was 4.75, which was -1.74 lower than the previous day. The implied volatity was 17.73, the open interest changed by 200 which increased total open position to 372
On 18 Nov IOC was trading at 171.59. The strike last trading price was 6.43, which was -0.69 lower than the previous day. The implied volatity was 19.12, the open interest changed by 23 which increased total open position to 158
On 17 Nov IOC was trading at 173.12. The strike last trading price was 7.2, which was 1.1 higher than the previous day. The implied volatity was 17.14, the open interest changed by 32 which increased total open position to 135
On 14 Nov IOC was trading at 171.25. The strike last trading price was 6.1, which was -1.2 lower than the previous day. The implied volatity was 16.91, the open interest changed by 2 which increased total open position to 103
On 13 Nov IOC was trading at 172.45. The strike last trading price was 7.3, which was 0.22 higher than the previous day. The implied volatity was 19.58, the open interest changed by 3 which increased total open position to 101
On 12 Nov IOC was trading at 172.30. The strike last trading price was 7.08, which was -0.22 lower than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 99
On 11 Nov IOC was trading at 172.44. The strike last trading price was 7.3, which was 1.65 higher than the previous day. The implied volatity was 18.52, the open interest changed by 2 which increased total open position to 98
On 10 Nov IOC was trading at 169.39. The strike last trading price was 5.65, which was 0 lower than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 95
On 7 Nov IOC was trading at 169.16. The strike last trading price was 5.65, which was 0.36 higher than the previous day. The implied volatity was 19.34, the open interest changed by -1 which decreased total open position to 94
On 6 Nov IOC was trading at 168.37. The strike last trading price was 5.4, which was -0.5 lower than the previous day. The implied volatity was 19.25, the open interest changed by 2 which increased total open position to 96
On 4 Nov IOC was trading at 169.25. The strike last trading price was 5.93, which was 0.48 higher than the previous day. The implied volatity was 19.29, the open interest changed by 23 which increased total open position to 95
On 3 Nov IOC was trading at 167.73. The strike last trading price was 5.45, which was 0.7 higher than the previous day. The implied volatity was 21.56, the open interest changed by 6 which increased total open position to 72
On 31 Oct IOC was trading at 165.90. The strike last trading price was 4.85, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 65
On 30 Oct IOC was trading at 163.51. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 20.23, the open interest changed by 16 which increased total open position to 47
On 29 Oct IOC was trading at 163.09. The strike last trading price was 3.9, which was 0.2 higher than the previous day. The implied volatity was 21.13, the open interest changed by 30 which increased total open position to 30
| IOC 30DEC2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.14
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 163.01 | 8.85 | -0.99 | 33.16 | 23 | -7 | 396 |
| 8 Dec | 162.10 | 9.66 | 1.34 | 34.38 | 71 | -6 | 403 |
| 5 Dec | 163.66 | 8.32 | -0.69 | 29.66 | 99 | -1 | 409 |
| 4 Dec | 162.76 | 9.07 | 1.15 | 30.31 | 111 | 0 | 410 |
| 3 Dec | 164.11 | 7.77 | -1.5 | 29.24 | 21 | 0 | 409 |
| 2 Dec | 162.34 | 9.3 | 0.64 | 30.56 | 21 | 2 | 409 |
| 1 Dec | 162.97 | 8.66 | 0.09 | 27.86 | 25 | -8 | 408 |
| 28 Nov | 161.75 | 8.52 | 1.71 | 22.69 | 45 | 4 | 417 |
| 27 Nov | 163.81 | 6.81 | 1.09 | 19.97 | 117 | -7 | 413 |
| 26 Nov | 165.59 | 5.89 | -0.75 | 20.98 | 375 | 25 | 423 |
| 25 Nov | 164.12 | 6.6 | 0.79 | 17.83 | 342 | 51 | 397 |
| 24 Nov | 165.69 | 5.95 | 0.89 | 21.26 | 137 | 52 | 345 |
| 21 Nov | 167.35 | 5.07 | 0.42 | 19.49 | 183 | 4 | 301 |
| 20 Nov | 168.70 | 4.57 | -0.01 | 21.83 | 189 | 27 | 300 |
| 19 Nov | 169.33 | 4.57 | 0.93 | 23.26 | 105 | 45 | 271 |
| 18 Nov | 171.59 | 3.71 | 0.25 | 23.15 | 110 | -12 | 226 |
| 17 Nov | 173.12 | 3.35 | -0.86 | 24.00 | 195 | 78 | 237 |
| 14 Nov | 171.25 | 4.25 | 0.15 | 24.42 | 26 | 7 | 158 |
| 13 Nov | 172.45 | 4.16 | 0.06 | 25.15 | 21 | 2 | 150 |
| 12 Nov | 172.30 | 4.2 | -0.06 | 24.85 | 41 | 18 | 148 |
| 11 Nov | 172.44 | 4.3 | -1 | 25.59 | 182 | 91 | 130 |
| 10 Nov | 169.39 | 5.3 | -0.4 | 23.88 | 10 | 1 | 39 |
| 7 Nov | 169.16 | 5.7 | -0.55 | 24.85 | 17 | -8 | 39 |
| 6 Nov | 168.37 | 6.25 | 0.31 | 25.79 | 8 | 1 | 47 |
| 4 Nov | 169.25 | 6.03 | -0.56 | 25.95 | 18 | 9 | 46 |
| 3 Nov | 167.73 | 6.59 | -1.26 | 24.12 | 15 | 13 | 37 |
| 31 Oct | 165.90 | 7.85 | -0.95 | - | 21 | 18 | 23 |
| 30 Oct | 163.51 | 8.8 | -0.8 | 25.95 | 2 | 1 | 5 |
| 29 Oct | 163.09 | 9.6 | -11.7 | 27.09 | 4 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 170 expiring on 30DEC2025
Delta for 170 PE is -0.66
Historical price for 170 PE is as follows
On 9 Dec IOC was trading at 163.01. The strike last trading price was 8.85, which was -0.99 lower than the previous day. The implied volatity was 33.16, the open interest changed by -7 which decreased total open position to 396
On 8 Dec IOC was trading at 162.10. The strike last trading price was 9.66, which was 1.34 higher than the previous day. The implied volatity was 34.38, the open interest changed by -6 which decreased total open position to 403
On 5 Dec IOC was trading at 163.66. The strike last trading price was 8.32, which was -0.69 lower than the previous day. The implied volatity was 29.66, the open interest changed by -1 which decreased total open position to 409
On 4 Dec IOC was trading at 162.76. The strike last trading price was 9.07, which was 1.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 410
On 3 Dec IOC was trading at 164.11. The strike last trading price was 7.77, which was -1.5 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 409
On 2 Dec IOC was trading at 162.34. The strike last trading price was 9.3, which was 0.64 higher than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 409
On 1 Dec IOC was trading at 162.97. The strike last trading price was 8.66, which was 0.09 higher than the previous day. The implied volatity was 27.86, the open interest changed by -8 which decreased total open position to 408
On 28 Nov IOC was trading at 161.75. The strike last trading price was 8.52, which was 1.71 higher than the previous day. The implied volatity was 22.69, the open interest changed by 4 which increased total open position to 417
On 27 Nov IOC was trading at 163.81. The strike last trading price was 6.81, which was 1.09 higher than the previous day. The implied volatity was 19.97, the open interest changed by -7 which decreased total open position to 413
On 26 Nov IOC was trading at 165.59. The strike last trading price was 5.89, which was -0.75 lower than the previous day. The implied volatity was 20.98, the open interest changed by 25 which increased total open position to 423
On 25 Nov IOC was trading at 164.12. The strike last trading price was 6.6, which was 0.79 higher than the previous day. The implied volatity was 17.83, the open interest changed by 51 which increased total open position to 397
On 24 Nov IOC was trading at 165.69. The strike last trading price was 5.95, which was 0.89 higher than the previous day. The implied volatity was 21.26, the open interest changed by 52 which increased total open position to 345
On 21 Nov IOC was trading at 167.35. The strike last trading price was 5.07, which was 0.42 higher than the previous day. The implied volatity was 19.49, the open interest changed by 4 which increased total open position to 301
On 20 Nov IOC was trading at 168.70. The strike last trading price was 4.57, which was -0.01 lower than the previous day. The implied volatity was 21.83, the open interest changed by 27 which increased total open position to 300
On 19 Nov IOC was trading at 169.33. The strike last trading price was 4.57, which was 0.93 higher than the previous day. The implied volatity was 23.26, the open interest changed by 45 which increased total open position to 271
On 18 Nov IOC was trading at 171.59. The strike last trading price was 3.71, which was 0.25 higher than the previous day. The implied volatity was 23.15, the open interest changed by -12 which decreased total open position to 226
On 17 Nov IOC was trading at 173.12. The strike last trading price was 3.35, which was -0.86 lower than the previous day. The implied volatity was 24.00, the open interest changed by 78 which increased total open position to 237
On 14 Nov IOC was trading at 171.25. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 24.42, the open interest changed by 7 which increased total open position to 158
On 13 Nov IOC was trading at 172.45. The strike last trading price was 4.16, which was 0.06 higher than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 150
On 12 Nov IOC was trading at 172.30. The strike last trading price was 4.2, which was -0.06 lower than the previous day. The implied volatity was 24.85, the open interest changed by 18 which increased total open position to 148
On 11 Nov IOC was trading at 172.44. The strike last trading price was 4.3, which was -1 lower than the previous day. The implied volatity was 25.59, the open interest changed by 91 which increased total open position to 130
On 10 Nov IOC was trading at 169.39. The strike last trading price was 5.3, which was -0.4 lower than the previous day. The implied volatity was 23.88, the open interest changed by 1 which increased total open position to 39
On 7 Nov IOC was trading at 169.16. The strike last trading price was 5.7, which was -0.55 lower than the previous day. The implied volatity was 24.85, the open interest changed by -8 which decreased total open position to 39
On 6 Nov IOC was trading at 168.37. The strike last trading price was 6.25, which was 0.31 higher than the previous day. The implied volatity was 25.79, the open interest changed by 1 which increased total open position to 47
On 4 Nov IOC was trading at 169.25. The strike last trading price was 6.03, which was -0.56 lower than the previous day. The implied volatity was 25.95, the open interest changed by 9 which increased total open position to 46
On 3 Nov IOC was trading at 167.73. The strike last trading price was 6.59, which was -1.26 lower than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 37
On 31 Oct IOC was trading at 165.90. The strike last trading price was 7.85, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 23
On 30 Oct IOC was trading at 163.51. The strike last trading price was 8.8, which was -0.8 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 5
On 29 Oct IOC was trading at 163.09. The strike last trading price was 9.6, which was -11.7 lower than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 0































































































































































































































