IOC
Indian Oil Corp Ltd
Historical option data for IOC
06 Mar 2026 04:11 PM IST
| IOC 30-MAR-2026 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.16
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 168.68 | 2.79 | -0.99 | 29.54 | 2,001 | 171 | 1,054 | |||||||||
| 5 Mar | 171.54 | 3.9 | -0.19 | 26.51 | 3,377 | 241 | 899 | |||||||||
| 4 Mar | 170.44 | 4.08 | -3.94 | 32.1 | 1,496 | 112 | 659 | |||||||||
| 2 Mar | 179.11 | 8.1 | -4.79 | 25.28 | 208 | 1 | 546 | |||||||||
| 27 Feb | 187.47 | 12.76 | -0.9 | 14.65 | 41 | -8 | 545 | |||||||||
| 26 Feb | 186.47 | 13.69 | 3.31 | 22.65 | 113 | 19 | 553 | |||||||||
| 25 Feb | 183.03 | 10.5 | 1.94 | 18.83 | 133 | -17 | 534 | |||||||||
| 24 Feb | 180.19 | 9 | 2.4 | 21.25 | 437 | 67 | 551 | |||||||||
| 23 Feb | 176.46 | 6.49 | 1.24 | 21.93 | 533 | 109 | 484 | |||||||||
| 20 Feb | 173.79 | 5.26 | -0.17 | 22.66 | 387 | 65 | 371 | |||||||||
| 19 Feb | 174.30 | 5.25 | -2.73 | 21.72 | 301 | 167 | 305 | |||||||||
| 18 Feb | 178.74 | 7.9 | 1.53 | 20.23 | 143 | 37 | 138 | |||||||||
| 17 Feb | 175.81 | 6.47 | 0.17 | 21.45 | 186 | 46 | 101 | |||||||||
| 16 Feb | 175.15 | 6.3 | -1.3 | 22.5 | 50 | 17 | 55 | |||||||||
| 13 Feb | 176.77 | 7.6 | -0.85 | 22.27 | 10 | 3 | 37 | |||||||||
| 12 Feb | 178.11 | 8.45 | -1.84 | 21.7 | 13 | 4 | 34 | |||||||||
| 11 Feb | 181.31 | 10.35 | 1.75 | 19.36 | 13 | -2 | 31 | |||||||||
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| 10 Feb | 178.21 | 8.6 | 0.41 | 21.93 | 13 | 2 | 34 | |||||||||
| 9 Feb | 176.16 | 8.19 | 0.84 | 25.31 | 12 | 4 | 31 | |||||||||
| 6 Feb | 175.20 | 7.4 | -0.81 | 23.48 | 30 | 8 | 26 | |||||||||
| 5 Feb | 175.77 | 8.4 | 2 | 24.8 | 27 | 8 | 18 | |||||||||
| 4 Feb | 172.78 | 6.4 | 3.5 | 23.82 | 8 | 3 | 9 | |||||||||
| 3 Feb | 167.58 | 2.9 | -0.07 | 18.88 | 7 | 5 | 5 | |||||||||
| 2 Feb | 164.61 | 2.97 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 1 Feb | 159.69 | 2.97 | 0 | 5.66 | 0 | 0 | 0 | |||||||||
| 30 Jan | 163.24 | 2.97 | 0 | 4.2 | 0 | 0 | 0 | |||||||||
| 29 Jan | 163.09 | 2.97 | 0 | 4.03 | 0 | 0 | 0 | |||||||||
| 28 Jan | 162.85 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 175 expiring on 30MAR2026
Delta for 175 CE is 0.34
Historical price for 175 CE is as follows
On 6 Mar IOC was trading at 168.68. The strike last trading price was 2.79, which was -0.99 lower than the previous day. The implied volatity was 29.54, the open interest changed by 171 which increased total open position to 1054
On 5 Mar IOC was trading at 171.54. The strike last trading price was 3.9, which was -0.19 lower than the previous day. The implied volatity was 26.51, the open interest changed by 241 which increased total open position to 899
On 4 Mar IOC was trading at 170.44. The strike last trading price was 4.08, which was -3.94 lower than the previous day. The implied volatity was 32.1, the open interest changed by 112 which increased total open position to 659
On 2 Mar IOC was trading at 179.11. The strike last trading price was 8.1, which was -4.79 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 546
On 27 Feb IOC was trading at 187.47. The strike last trading price was 12.76, which was -0.9 lower than the previous day. The implied volatity was 14.65, the open interest changed by -8 which decreased total open position to 545
On 26 Feb IOC was trading at 186.47. The strike last trading price was 13.69, which was 3.31 higher than the previous day. The implied volatity was 22.65, the open interest changed by 19 which increased total open position to 553
On 25 Feb IOC was trading at 183.03. The strike last trading price was 10.5, which was 1.94 higher than the previous day. The implied volatity was 18.83, the open interest changed by -17 which decreased total open position to 534
On 24 Feb IOC was trading at 180.19. The strike last trading price was 9, which was 2.4 higher than the previous day. The implied volatity was 21.25, the open interest changed by 67 which increased total open position to 551
On 23 Feb IOC was trading at 176.46. The strike last trading price was 6.49, which was 1.24 higher than the previous day. The implied volatity was 21.93, the open interest changed by 109 which increased total open position to 484
On 20 Feb IOC was trading at 173.79. The strike last trading price was 5.26, which was -0.17 lower than the previous day. The implied volatity was 22.66, the open interest changed by 65 which increased total open position to 371
On 19 Feb IOC was trading at 174.30. The strike last trading price was 5.25, which was -2.73 lower than the previous day. The implied volatity was 21.72, the open interest changed by 167 which increased total open position to 305
On 18 Feb IOC was trading at 178.74. The strike last trading price was 7.9, which was 1.53 higher than the previous day. The implied volatity was 20.23, the open interest changed by 37 which increased total open position to 138
On 17 Feb IOC was trading at 175.81. The strike last trading price was 6.47, which was 0.17 higher than the previous day. The implied volatity was 21.45, the open interest changed by 46 which increased total open position to 101
On 16 Feb IOC was trading at 175.15. The strike last trading price was 6.3, which was -1.3 lower than the previous day. The implied volatity was 22.5, the open interest changed by 17 which increased total open position to 55
On 13 Feb IOC was trading at 176.77. The strike last trading price was 7.6, which was -0.85 lower than the previous day. The implied volatity was 22.27, the open interest changed by 3 which increased total open position to 37
On 12 Feb IOC was trading at 178.11. The strike last trading price was 8.45, which was -1.84 lower than the previous day. The implied volatity was 21.7, the open interest changed by 4 which increased total open position to 34
On 11 Feb IOC was trading at 181.31. The strike last trading price was 10.35, which was 1.75 higher than the previous day. The implied volatity was 19.36, the open interest changed by -2 which decreased total open position to 31
On 10 Feb IOC was trading at 178.21. The strike last trading price was 8.6, which was 0.41 higher than the previous day. The implied volatity was 21.93, the open interest changed by 2 which increased total open position to 34
On 9 Feb IOC was trading at 176.16. The strike last trading price was 8.19, which was 0.84 higher than the previous day. The implied volatity was 25.31, the open interest changed by 4 which increased total open position to 31
On 6 Feb IOC was trading at 175.20. The strike last trading price was 7.4, which was -0.81 lower than the previous day. The implied volatity was 23.48, the open interest changed by 8 which increased total open position to 26
On 5 Feb IOC was trading at 175.77. The strike last trading price was 8.4, which was 2 higher than the previous day. The implied volatity was 24.8, the open interest changed by 8 which increased total open position to 18
On 4 Feb IOC was trading at 172.78. The strike last trading price was 6.4, which was 3.5 higher than the previous day. The implied volatity was 23.82, the open interest changed by 3 which increased total open position to 9
On 3 Feb IOC was trading at 167.58. The strike last trading price was 2.9, which was -0.07 lower than the previous day. The implied volatity was 18.88, the open interest changed by 5 which increased total open position to 5
On 2 Feb IOC was trading at 164.61. The strike last trading price was 2.97, which was 0 lower than the previous day. The implied volatity was 3.65, 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 2.97, which was 0 lower than the previous day. The implied volatity was 5.66, 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 2.97, which was 0 lower than the previous day. The implied volatity was 4.2, 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 2.97, which was 0 lower than the previous day. The implied volatity was 4.03, 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 0, 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
| IOC 30MAR2026 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 0.17
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 168.68 | 10.8 | 2.95 | 43.36 | 416 | 122 | 626 |
| 5 Mar | 171.54 | 7.5 | -1.77 | 36.13 | 737 | 32 | 504 |
| 4 Mar | 170.44 | 9.75 | 5.85 | 41.46 | 1,680 | -346 | 474 |
| 2 Mar | 179.11 | 3.84 | 2.43 | 31.69 | 2,859 | 308 | 821 |
| 27 Feb | 187.47 | 1.45 | 0.17 | 28.12 | 443 | 31 | 512 |
| 26 Feb | 186.47 | 1.27 | -0.69 | 25.58 | 646 | 83 | 478 |
| 25 Feb | 183.03 | 1.91 | -0.8 | 25.27 | 865 | -25 | 391 |
| 24 Feb | 180.19 | 2.7 | -1.36 | 25.78 | 821 | 47 | 416 |
| 23 Feb | 176.46 | 4.07 | -1.4 | 25.51 | 341 | 70 | 372 |
| 20 Feb | 173.79 | 5.5 | 0.05 | 25.54 | 247 | 0 | 301 |
| 19 Feb | 174.30 | 5.69 | 2.5 | 26.59 | 358 | 95 | 292 |
| 18 Feb | 178.74 | 3.35 | -1.15 | 24.36 | 225 | 99 | 195 |
| 17 Feb | 175.81 | 4.5 | -0.31 | 24.67 | 51 | 17 | 95 |
| 16 Feb | 175.15 | 4.85 | 0.1 | 24.44 | 41 | 26 | 78 |
| 13 Feb | 176.77 | 4.75 | 0.43 | 26.56 | 6 | 1 | 50 |
| 12 Feb | 178.11 | 4.32 | 1 | 26.72 | 34 | 2 | 48 |
| 11 Feb | 181.31 | 3.25 | -1.07 | 26.39 | 28 | 5 | 47 |
| 10 Feb | 178.21 | 4.32 | -1.1 | 26.15 | 10 | 5 | 41 |
| 9 Feb | 176.16 | 5.42 | -0.48 | 27.17 | 7 | 2 | 35 |
| 6 Feb | 175.20 | 5.9 | 0.08 | 26.87 | 25 | 8 | 33 |
| 5 Feb | 175.77 | 5.84 | -2.01 | 28.01 | 16 | 10 | 23 |
| 4 Feb | 172.78 | 7.85 | -2.15 | 30.24 | 15 | 9 | 10 |
| 3 Feb | 167.58 | 10 | -7.24 | 26.79 | 1 | 0 | 0 |
| 2 Feb | 164.61 | 17.24 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 159.69 | 17.24 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 163.24 | 17.24 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 163.09 | 17.24 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 162.85 | 0 | 0 | 0 | 0 | 0 | 0 |
For Indian Oil Corp Ltd - strike price 175 expiring on 30MAR2026
Delta for 175 PE is -0.6
Historical price for 175 PE is as follows
On 6 Mar IOC was trading at 168.68. The strike last trading price was 10.8, which was 2.95 higher than the previous day. The implied volatity was 43.36, the open interest changed by 122 which increased total open position to 626
On 5 Mar IOC was trading at 171.54. The strike last trading price was 7.5, which was -1.77 lower than the previous day. The implied volatity was 36.13, the open interest changed by 32 which increased total open position to 504
On 4 Mar IOC was trading at 170.44. The strike last trading price was 9.75, which was 5.85 higher than the previous day. The implied volatity was 41.46, the open interest changed by -346 which decreased total open position to 474
On 2 Mar IOC was trading at 179.11. The strike last trading price was 3.84, which was 2.43 higher than the previous day. The implied volatity was 31.69, the open interest changed by 308 which increased total open position to 821
On 27 Feb IOC was trading at 187.47. The strike last trading price was 1.45, which was 0.17 higher than the previous day. The implied volatity was 28.12, the open interest changed by 31 which increased total open position to 512
On 26 Feb IOC was trading at 186.47. The strike last trading price was 1.27, which was -0.69 lower than the previous day. The implied volatity was 25.58, the open interest changed by 83 which increased total open position to 478
On 25 Feb IOC was trading at 183.03. The strike last trading price was 1.91, which was -0.8 lower than the previous day. The implied volatity was 25.27, the open interest changed by -25 which decreased total open position to 391
On 24 Feb IOC was trading at 180.19. The strike last trading price was 2.7, which was -1.36 lower than the previous day. The implied volatity was 25.78, the open interest changed by 47 which increased total open position to 416
On 23 Feb IOC was trading at 176.46. The strike last trading price was 4.07, which was -1.4 lower than the previous day. The implied volatity was 25.51, the open interest changed by 70 which increased total open position to 372
On 20 Feb IOC was trading at 173.79. The strike last trading price was 5.5, which was 0.05 higher than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 301
On 19 Feb IOC was trading at 174.30. The strike last trading price was 5.69, which was 2.5 higher than the previous day. The implied volatity was 26.59, the open interest changed by 95 which increased total open position to 292
On 18 Feb IOC was trading at 178.74. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 24.36, the open interest changed by 99 which increased total open position to 195
On 17 Feb IOC was trading at 175.81. The strike last trading price was 4.5, which was -0.31 lower than the previous day. The implied volatity was 24.67, the open interest changed by 17 which increased total open position to 95
On 16 Feb IOC was trading at 175.15. The strike last trading price was 4.85, which was 0.1 higher than the previous day. The implied volatity was 24.44, the open interest changed by 26 which increased total open position to 78
On 13 Feb IOC was trading at 176.77. The strike last trading price was 4.75, which was 0.43 higher than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 50
On 12 Feb IOC was trading at 178.11. The strike last trading price was 4.32, which was 1 higher than the previous day. The implied volatity was 26.72, the open interest changed by 2 which increased total open position to 48
On 11 Feb IOC was trading at 181.31. The strike last trading price was 3.25, which was -1.07 lower than the previous day. The implied volatity was 26.39, the open interest changed by 5 which increased total open position to 47
On 10 Feb IOC was trading at 178.21. The strike last trading price was 4.32, which was -1.1 lower than the previous day. The implied volatity was 26.15, the open interest changed by 5 which increased total open position to 41
On 9 Feb IOC was trading at 176.16. The strike last trading price was 5.42, which was -0.48 lower than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 35
On 6 Feb IOC was trading at 175.20. The strike last trading price was 5.9, which was 0.08 higher than the previous day. The implied volatity was 26.87, the open interest changed by 8 which increased total open position to 33
On 5 Feb IOC was trading at 175.77. The strike last trading price was 5.84, which was -2.01 lower than the previous day. The implied volatity was 28.01, the open interest changed by 10 which increased total open position to 23
On 4 Feb IOC was trading at 172.78. The strike last trading price was 7.85, which was -2.15 lower than the previous day. The implied volatity was 30.24, the open interest changed by 9 which increased total open position to 10
On 3 Feb IOC was trading at 167.58. The strike last trading price was 10, which was -7.24 lower than the previous day. The implied volatity was 26.79, 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 17.24, 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 Feb IOC was trading at 159.69. The strike last trading price was 17.24, 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 17.24, 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 17.24, 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 0, 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
