IOC
Indian Oil Corp Ltd
Historical option data for IOC
09 Dec 2025 04:11 PM IST
| IOC 30-DEC-2025 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 163.01 | 0.3 | 0.02 | 19.71 | 191 | 1 | 1,002 | |||||||||
| 8 Dec | 162.10 | 0.29 | -0.1 | 20.17 | 318 | 43 | 1,001 | |||||||||
| 5 Dec | 163.66 | 0.39 | -0.03 | 18.47 | 164 | 46 | 956 | |||||||||
| 4 Dec | 162.76 | 0.42 | -0.16 | 19.64 | 158 | 46 | 907 | |||||||||
| 3 Dec | 164.11 | 0.6 | 0.13 | 18.68 | 352 | 33 | 857 | |||||||||
| 2 Dec | 162.34 | 0.46 | -0.06 | 19.43 | 322 | 47 | 824 | |||||||||
| 1 Dec | 162.97 | 0.51 | -0.06 | 19.12 | 333 | 5 | 779 | |||||||||
| 28 Nov | 161.75 | 0.56 | -0.27 | 19.67 | 374 | 67 | 756 | |||||||||
| 27 Nov | 163.81 | 0.82 | -0.16 | 19.27 | 302 | 61 | 693 | |||||||||
| 26 Nov | 165.59 | 0.97 | 0.13 | 17.60 | 483 | 102 | 631 | |||||||||
| 25 Nov | 164.12 | 0.8 | -0.52 | 18.71 | 465 | 79 | 529 | |||||||||
| 24 Nov | 165.69 | 1.36 | -0.39 | 19.23 | 312 | 54 | 445 | |||||||||
| 21 Nov | 167.35 | 1.7 | -0.63 | 18.81 | 334 | 27 | 389 | |||||||||
| 20 Nov | 168.70 | 2.38 | -0.3 | 18.61 | 302 | 61 | 366 | |||||||||
| 19 Nov | 169.33 | 2.68 | -1.24 | 18.39 | 178 | 44 | 295 | |||||||||
| 18 Nov | 171.59 | 3.98 | -0.54 | 19.81 | 147 | 57 | 250 | |||||||||
| 17 Nov | 173.12 | 4.59 | 0.61 | 18.59 | 245 | 103 | 193 | |||||||||
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| 14 Nov | 171.25 | 4 | -0.5 | 19.07 | 30 | 10 | 85 | |||||||||
| 13 Nov | 172.45 | 4.5 | -0.18 | 19.24 | 10 | 1 | 75 | |||||||||
| 12 Nov | 172.30 | 4.68 | -0.37 | 20.03 | 29 | 12 | 74 | |||||||||
| 11 Nov | 172.44 | 5.05 | 1.1 | 20.45 | 73 | 44 | 61 | |||||||||
| 10 Nov | 169.39 | 3.95 | 0.4 | 22.11 | 14 | 6 | 17 | |||||||||
| 7 Nov | 169.16 | 3.55 | 0.1 | 19.82 | 8 | 5 | 10 | |||||||||
| 6 Nov | 168.37 | 3.45 | -0.29 | 20.03 | 4 | 1 | 4 | |||||||||
| 4 Nov | 169.25 | 3.74 | 1.44 | 19.51 | 3 | 2 | 2 | |||||||||
| 3 Nov | 167.73 | 2.3 | 0 | 2.70 | 0 | 0 | 0 | |||||||||
| 31 Oct | 165.90 | 2.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 163.51 | 2.3 | 0 | 4.00 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 175 expiring on 30DEC2025
Delta for 175 CE is 0.09
Historical price for 175 CE is as follows
On 9 Dec IOC was trading at 163.01. The strike last trading price was 0.3, which was 0.02 higher than the previous day. The implied volatity was 19.71, the open interest changed by 1 which increased total open position to 1002
On 8 Dec IOC was trading at 162.10. The strike last trading price was 0.29, which was -0.1 lower than the previous day. The implied volatity was 20.17, the open interest changed by 43 which increased total open position to 1001
On 5 Dec IOC was trading at 163.66. The strike last trading price was 0.39, which was -0.03 lower than the previous day. The implied volatity was 18.47, the open interest changed by 46 which increased total open position to 956
On 4 Dec IOC was trading at 162.76. The strike last trading price was 0.42, which was -0.16 lower than the previous day. The implied volatity was 19.64, the open interest changed by 46 which increased total open position to 907
On 3 Dec IOC was trading at 164.11. The strike last trading price was 0.6, which was 0.13 higher than the previous day. The implied volatity was 18.68, the open interest changed by 33 which increased total open position to 857
On 2 Dec IOC was trading at 162.34. The strike last trading price was 0.46, which was -0.06 lower than the previous day. The implied volatity was 19.43, the open interest changed by 47 which increased total open position to 824
On 1 Dec IOC was trading at 162.97. The strike last trading price was 0.51, which was -0.06 lower than the previous day. The implied volatity was 19.12, the open interest changed by 5 which increased total open position to 779
On 28 Nov IOC was trading at 161.75. The strike last trading price was 0.56, which was -0.27 lower than the previous day. The implied volatity was 19.67, the open interest changed by 67 which increased total open position to 756
On 27 Nov IOC was trading at 163.81. The strike last trading price was 0.82, which was -0.16 lower than the previous day. The implied volatity was 19.27, the open interest changed by 61 which increased total open position to 693
On 26 Nov IOC was trading at 165.59. The strike last trading price was 0.97, which was 0.13 higher than the previous day. The implied volatity was 17.60, the open interest changed by 102 which increased total open position to 631
On 25 Nov IOC was trading at 164.12. The strike last trading price was 0.8, which was -0.52 lower than the previous day. The implied volatity was 18.71, the open interest changed by 79 which increased total open position to 529
On 24 Nov IOC was trading at 165.69. The strike last trading price was 1.36, which was -0.39 lower than the previous day. The implied volatity was 19.23, the open interest changed by 54 which increased total open position to 445
On 21 Nov IOC was trading at 167.35. The strike last trading price was 1.7, which was -0.63 lower than the previous day. The implied volatity was 18.81, the open interest changed by 27 which increased total open position to 389
On 20 Nov IOC was trading at 168.70. The strike last trading price was 2.38, which was -0.3 lower than the previous day. The implied volatity was 18.61, the open interest changed by 61 which increased total open position to 366
On 19 Nov IOC was trading at 169.33. The strike last trading price was 2.68, which was -1.24 lower than the previous day. The implied volatity was 18.39, the open interest changed by 44 which increased total open position to 295
On 18 Nov IOC was trading at 171.59. The strike last trading price was 3.98, which was -0.54 lower than the previous day. The implied volatity was 19.81, the open interest changed by 57 which increased total open position to 250
On 17 Nov IOC was trading at 173.12. The strike last trading price was 4.59, which was 0.61 higher than the previous day. The implied volatity was 18.59, the open interest changed by 103 which increased total open position to 193
On 14 Nov IOC was trading at 171.25. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 19.07, the open interest changed by 10 which increased total open position to 85
On 13 Nov IOC was trading at 172.45. The strike last trading price was 4.5, which was -0.18 lower than the previous day. The implied volatity was 19.24, the open interest changed by 1 which increased total open position to 75
On 12 Nov IOC was trading at 172.30. The strike last trading price was 4.68, which was -0.37 lower than the previous day. The implied volatity was 20.03, the open interest changed by 12 which increased total open position to 74
On 11 Nov IOC was trading at 172.44. The strike last trading price was 5.05, which was 1.1 higher than the previous day. The implied volatity was 20.45, the open interest changed by 44 which increased total open position to 61
On 10 Nov IOC was trading at 169.39. The strike last trading price was 3.95, which was 0.4 higher than the previous day. The implied volatity was 22.11, the open interest changed by 6 which increased total open position to 17
On 7 Nov IOC was trading at 169.16. The strike last trading price was 3.55, which was 0.1 higher than the previous day. The implied volatity was 19.82, the open interest changed by 5 which increased total open position to 10
On 6 Nov IOC was trading at 168.37. The strike last trading price was 3.45, which was -0.29 lower than the previous day. The implied volatity was 20.03, the open interest changed by 1 which increased total open position to 4
On 4 Nov IOC was trading at 169.25. The strike last trading price was 3.74, which was 1.44 higher than the previous day. The implied volatity was 19.51, the open interest changed by 2 which increased total open position to 2
On 3 Nov IOC was trading at 167.73. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 31 Oct IOC was trading at 165.90. The strike last trading price was 2.3, 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 Oct IOC was trading at 163.51. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
| IOC 30DEC2025 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.13
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 163.01 | 13.35 | -1.8 | 39.47 | 16 | -1 | 122 |
| 8 Dec | 162.10 | 15.15 | 2.55 | 47.81 | 7 | 0 | 122 |
| 5 Dec | 163.66 | 12.6 | -1.39 | 34.27 | 3 | -1 | 121 |
| 4 Dec | 162.76 | 13.99 | 1.75 | 38.92 | 2 | 0 | 120 |
| 3 Dec | 164.11 | 12.24 | -0.56 | 35.57 | 2 | 1 | 120 |
| 2 Dec | 162.34 | 12.8 | -0.17 | - | 0 | -2 | 0 |
| 1 Dec | 162.97 | 12.8 | -0.17 | 30.87 | 2 | -1 | 120 |
| 28 Nov | 161.75 | 12.88 | 1.89 | 25.85 | 7 | -2 | 122 |
| 27 Nov | 163.81 | 10.99 | 1.44 | 22.64 | 7 | 0 | 127 |
| 26 Nov | 165.59 | 9.55 | -1.15 | 22.12 | 3 | -1 | 128 |
| 25 Nov | 164.12 | 10.7 | 1.05 | 19.26 | 16 | 1 | 128 |
| 24 Nov | 165.69 | 9.4 | 0.97 | 21.48 | 38 | 13 | 126 |
| 21 Nov | 167.35 | 8.35 | 0.75 | 19.68 | 17 | 3 | 113 |
| 20 Nov | 168.70 | 7.62 | 0.24 | 22.87 | 51 | 8 | 110 |
| 19 Nov | 169.33 | 7.43 | 1.21 | 23.97 | 45 | 27 | 103 |
| 18 Nov | 171.59 | 6.2 | 0.24 | 23.62 | 15 | 6 | 75 |
| 17 Nov | 173.12 | 5.96 | -1.29 | 25.90 | 55 | 19 | 67 |
| 14 Nov | 171.25 | 7.25 | 0.65 | 26.87 | 5 | 1 | 47 |
| 13 Nov | 172.45 | 6.6 | 0.05 | 25.69 | 4 | 2 | 45 |
| 12 Nov | 172.30 | 6.55 | -0.34 | 24.96 | 21 | 11 | 39 |
| 11 Nov | 172.44 | 6.89 | -1.66 | 26.90 | 12 | 7 | 29 |
| 10 Nov | 169.39 | 8.55 | -0.27 | 26.11 | 2 | 0 | 21 |
| 7 Nov | 169.16 | 8.82 | -0.68 | 26.54 | 1 | 0 | 21 |
| 6 Nov | 168.37 | 9.5 | 0.62 | 27.88 | 6 | 5 | 20 |
| 4 Nov | 169.25 | 8.88 | -0.62 | 26.78 | 6 | 5 | 14 |
| 3 Nov | 167.73 | 9.5 | -1.5 | 24.14 | 6 | 5 | 8 |
| 31 Oct | 165.90 | 11 | -2 | - | 2 | 1 | 2 |
| 30 Oct | 163.51 | 13 | -7.95 | 29.72 | 1 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 175 expiring on 30DEC2025
Delta for 175 PE is -0.74
Historical price for 175 PE is as follows
On 9 Dec IOC was trading at 163.01. The strike last trading price was 13.35, which was -1.8 lower than the previous day. The implied volatity was 39.47, the open interest changed by -1 which decreased total open position to 122
On 8 Dec IOC was trading at 162.10. The strike last trading price was 15.15, which was 2.55 higher than the previous day. The implied volatity was 47.81, the open interest changed by 0 which decreased total open position to 122
On 5 Dec IOC was trading at 163.66. The strike last trading price was 12.6, which was -1.39 lower than the previous day. The implied volatity was 34.27, the open interest changed by -1 which decreased total open position to 121
On 4 Dec IOC was trading at 162.76. The strike last trading price was 13.99, which was 1.75 higher than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 120
On 3 Dec IOC was trading at 164.11. The strike last trading price was 12.24, which was -0.56 lower than the previous day. The implied volatity was 35.57, the open interest changed by 1 which increased total open position to 120
On 2 Dec IOC was trading at 162.34. The strike last trading price was 12.8, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 1 Dec IOC was trading at 162.97. The strike last trading price was 12.8, which was -0.17 lower than the previous day. The implied volatity was 30.87, the open interest changed by -1 which decreased total open position to 120
On 28 Nov IOC was trading at 161.75. The strike last trading price was 12.88, which was 1.89 higher than the previous day. The implied volatity was 25.85, the open interest changed by -2 which decreased total open position to 122
On 27 Nov IOC was trading at 163.81. The strike last trading price was 10.99, which was 1.44 higher than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 127
On 26 Nov IOC was trading at 165.59. The strike last trading price was 9.55, which was -1.15 lower than the previous day. The implied volatity was 22.12, the open interest changed by -1 which decreased total open position to 128
On 25 Nov IOC was trading at 164.12. The strike last trading price was 10.7, which was 1.05 higher than the previous day. The implied volatity was 19.26, the open interest changed by 1 which increased total open position to 128
On 24 Nov IOC was trading at 165.69. The strike last trading price was 9.4, which was 0.97 higher than the previous day. The implied volatity was 21.48, the open interest changed by 13 which increased total open position to 126
On 21 Nov IOC was trading at 167.35. The strike last trading price was 8.35, which was 0.75 higher than the previous day. The implied volatity was 19.68, the open interest changed by 3 which increased total open position to 113
On 20 Nov IOC was trading at 168.70. The strike last trading price was 7.62, which was 0.24 higher than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 110
On 19 Nov IOC was trading at 169.33. The strike last trading price was 7.43, which was 1.21 higher than the previous day. The implied volatity was 23.97, the open interest changed by 27 which increased total open position to 103
On 18 Nov IOC was trading at 171.59. The strike last trading price was 6.2, which was 0.24 higher than the previous day. The implied volatity was 23.62, the open interest changed by 6 which increased total open position to 75
On 17 Nov IOC was trading at 173.12. The strike last trading price was 5.96, which was -1.29 lower than the previous day. The implied volatity was 25.90, the open interest changed by 19 which increased total open position to 67
On 14 Nov IOC was trading at 171.25. The strike last trading price was 7.25, which was 0.65 higher than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 47
On 13 Nov IOC was trading at 172.45. The strike last trading price was 6.6, which was 0.05 higher than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 45
On 12 Nov IOC was trading at 172.30. The strike last trading price was 6.55, which was -0.34 lower than the previous day. The implied volatity was 24.96, the open interest changed by 11 which increased total open position to 39
On 11 Nov IOC was trading at 172.44. The strike last trading price was 6.89, which was -1.66 lower than the previous day. The implied volatity was 26.90, the open interest changed by 7 which increased total open position to 29
On 10 Nov IOC was trading at 169.39. The strike last trading price was 8.55, which was -0.27 lower than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 21
On 7 Nov IOC was trading at 169.16. The strike last trading price was 8.82, which was -0.68 lower than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 21
On 6 Nov IOC was trading at 168.37. The strike last trading price was 9.5, which was 0.62 higher than the previous day. The implied volatity was 27.88, the open interest changed by 5 which increased total open position to 20
On 4 Nov IOC was trading at 169.25. The strike last trading price was 8.88, which was -0.62 lower than the previous day. The implied volatity was 26.78, the open interest changed by 5 which increased total open position to 14
On 3 Nov IOC was trading at 167.73. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 24.14, the open interest changed by 5 which increased total open position to 8
On 31 Oct IOC was trading at 165.90. The strike last trading price was 11, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 30 Oct IOC was trading at 163.51. The strike last trading price was 13, which was -7.95 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 0































































































































































































































