IOC
Indian Oil Corp Ltd
Historical option data for IOC
01 Apr 2026 04:11 PM IST
| IOC 28-Apr-2026 (27d) 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.14
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 135.72 | 3.94 | -0.86 | 36.52 | 2,437 | 509 | 1,518 | |||||||||
| 30 Mar | 135.40 | 5 | -1.44 | 40.87 | 998 | 103 | 1,023 | |||||||||
| 27 Mar | 137.76 | 6.4 | -1.24 | 43.48 | 1,582 | -8 | 917 | |||||||||
| 25 Mar | 140.52 | 7.66 | 0.61 | 39.17 | 1,253 | 396 | 913 | |||||||||
| 24 Mar | 138.70 | 7.17 | 0.19 | 41.46 | 828 | 333 | 517 | |||||||||
| 23 Mar | 138.11 | 6.86 | -3.58 | 41.54 | 194 | -19 | 184 | |||||||||
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| 20 Mar | 144.60 | 10.4 | 1.16 | 35.7 | 117 | 32 | 198 | |||||||||
| 19 Mar | 142.73 | 9.39 | -3.61 | 35.51 | 130 | 96 | 165 | |||||||||
| 18 Mar | 148.27 | 13 | 1 | 37.03 | 41 | 14 | 69 | |||||||||
| 17 Mar | 146.68 | 12 | -2 | 37.39 | 49 | 42 | 55 | |||||||||
| 16 Mar | 148.96 | 14 | -9.5 | 39.14 | 4 | 2 | 12 | |||||||||
| 13 Mar | 156.54 | 23.5 | 0.41 | - | 0 | 10 | 0 | |||||||||
| 12 Mar | 160.16 | 23.5 | 0.41 | 38.59 | 10 | 9 | 9 | |||||||||
| 11 Mar | 160.63 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 159.94 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 161.22 | 23.09 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Oil Corp Ltd - strike price 140 expiring on 28APR2026
Delta for 140 CE is 0.42
Historical price for 140 CE is as follows
On 1 Apr IOC was trading at 135.72. The strike last trading price was 3.94, which was -0.86 lower than the previous day. The implied volatity was 36.52, the open interest changed by 509 which increased total open position to 1518
On 30 Mar IOC was trading at 135.40. The strike last trading price was 5, which was -1.44 lower than the previous day. The implied volatity was 40.87, the open interest changed by 103 which increased total open position to 1023
On 27 Mar IOC was trading at 137.76. The strike last trading price was 6.4, which was -1.24 lower than the previous day. The implied volatity was 43.48, the open interest changed by -8 which decreased total open position to 917
On 25 Mar IOC was trading at 140.52. The strike last trading price was 7.66, which was 0.61 higher than the previous day. The implied volatity was 39.17, the open interest changed by 396 which increased total open position to 913
On 24 Mar IOC was trading at 138.70. The strike last trading price was 7.17, which was 0.19 higher than the previous day. The implied volatity was 41.46, the open interest changed by 333 which increased total open position to 517
On 23 Mar IOC was trading at 138.11. The strike last trading price was 6.86, which was -3.58 lower than the previous day. The implied volatity was 41.54, the open interest changed by -19 which decreased total open position to 184
On 20 Mar IOC was trading at 144.60. The strike last trading price was 10.4, which was 1.16 higher than the previous day. The implied volatity was 35.7, the open interest changed by 32 which increased total open position to 198
On 19 Mar IOC was trading at 142.73. The strike last trading price was 9.39, which was -3.61 lower than the previous day. The implied volatity was 35.51, the open interest changed by 96 which increased total open position to 165
On 18 Mar IOC was trading at 148.27. The strike last trading price was 13, which was 1 higher than the previous day. The implied volatity was 37.03, the open interest changed by 14 which increased total open position to 69
On 17 Mar IOC was trading at 146.68. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 37.39, the open interest changed by 42 which increased total open position to 55
On 16 Mar IOC was trading at 148.96. The strike last trading price was 14, which was -9.5 lower than the previous day. The implied volatity was 39.14, the open interest changed by 2 which increased total open position to 12
On 13 Mar IOC was trading at 156.54. The strike last trading price was 23.5, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 12 Mar IOC was trading at 160.16. The strike last trading price was 23.5, which was 0.41 higher than the previous day. The implied volatity was 38.59, the open interest changed by 9 which increased total open position to 9
On 11 Mar IOC was trading at 160.63. The strike last trading price was 23.09, 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 Mar IOC was trading at 159.94. The strike last trading price was 23.09, 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 Mar IOC was trading at 161.22. The strike last trading price was 23.09, 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 28-Apr-2026 (27d) 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.15
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 135.72 | 7.69 | -0.72 | 39.51 | 651 | 147 | 874 |
| 30 Mar | 135.40 | 7.94 | 0.17 | 41.59 | 409 | 69 | 728 |
| 27 Mar | 137.76 | 7.79 | 1.63 | 43.31 | 942 | 237 | 653 |
| 25 Mar | 140.52 | 6.18 | -0.9 | 41.77 | 411 | 68 | 411 |
| 24 Mar | 138.70 | 7.1 | -0.75 | 41.85 | 526 | 144 | 364 |
| 23 Mar | 138.11 | 8.05 | 3.31 | 44.52 | 324 | -47 | 221 |
| 20 Mar | 144.60 | 4.55 | -1.41 | 39.93 | 262 | -87 | 268 |
| 19 Mar | 142.73 | 5.61 | 2.32 | 42.2 | 335 | 108 | 358 |
| 18 Mar | 148.27 | 3.31 | -0.45 | 37.36 | 278 | 157 | 250 |
| 17 Mar | 146.68 | 3.89 | 0.03 | 37.63 | 72 | 26 | 92 |
| 16 Mar | 148.96 | 3.91 | 1.78 | 41.13 | 128 | 11 | 66 |
| 13 Mar | 156.54 | 2.13 | 0.2 | 39.63 | 27 | 12 | 56 |
| 12 Mar | 160.16 | 1.9 | -0.35 | 41.71 | 48 | 14 | 44 |
| 11 Mar | 160.63 | 2.25 | 0.35 | 44.35 | 9 | 3 | 29 |
| 10 Mar | 159.94 | 1.9 | -0.34 | 40.72 | 22 | 10 | 26 |
| 9 Mar | 161.22 | 2.3 | 0.25 | 44.57 | 22 | 15 | 15 |
For Indian Oil Corp Ltd - strike price 140 expiring on 28APR2026
Delta for 140 PE is -0.57
Historical price for 140 PE is as follows
On 1 Apr IOC was trading at 135.72. The strike last trading price was 7.69, which was -0.72 lower than the previous day. The implied volatity was 39.51, the open interest changed by 147 which increased total open position to 874
On 30 Mar IOC was trading at 135.40. The strike last trading price was 7.94, which was 0.17 higher than the previous day. The implied volatity was 41.59, the open interest changed by 69 which increased total open position to 728
On 27 Mar IOC was trading at 137.76. The strike last trading price was 7.79, which was 1.63 higher than the previous day. The implied volatity was 43.31, the open interest changed by 237 which increased total open position to 653
On 25 Mar IOC was trading at 140.52. The strike last trading price was 6.18, which was -0.9 lower than the previous day. The implied volatity was 41.77, the open interest changed by 68 which increased total open position to 411
On 24 Mar IOC was trading at 138.70. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 41.85, the open interest changed by 144 which increased total open position to 364
On 23 Mar IOC was trading at 138.11. The strike last trading price was 8.05, which was 3.31 higher than the previous day. The implied volatity was 44.52, the open interest changed by -47 which decreased total open position to 221
On 20 Mar IOC was trading at 144.60. The strike last trading price was 4.55, which was -1.41 lower than the previous day. The implied volatity was 39.93, the open interest changed by -87 which decreased total open position to 268
On 19 Mar IOC was trading at 142.73. The strike last trading price was 5.61, which was 2.32 higher than the previous day. The implied volatity was 42.2, the open interest changed by 108 which increased total open position to 358
On 18 Mar IOC was trading at 148.27. The strike last trading price was 3.31, which was -0.45 lower than the previous day. The implied volatity was 37.36, the open interest changed by 157 which increased total open position to 250
On 17 Mar IOC was trading at 146.68. The strike last trading price was 3.89, which was 0.03 higher than the previous day. The implied volatity was 37.63, the open interest changed by 26 which increased total open position to 92
On 16 Mar IOC was trading at 148.96. The strike last trading price was 3.91, which was 1.78 higher than the previous day. The implied volatity was 41.13, the open interest changed by 11 which increased total open position to 66
On 13 Mar IOC was trading at 156.54. The strike last trading price was 2.13, which was 0.2 higher than the previous day. The implied volatity was 39.63, the open interest changed by 12 which increased total open position to 56
On 12 Mar IOC was trading at 160.16. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 41.71, the open interest changed by 14 which increased total open position to 44
On 11 Mar IOC was trading at 160.63. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 44.35, the open interest changed by 3 which increased total open position to 29
On 10 Mar IOC was trading at 159.94. The strike last trading price was 1.9, which was -0.34 lower than the previous day. The implied volatity was 40.72, the open interest changed by 10 which increased total open position to 26
On 9 Mar IOC was trading at 161.22. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 44.57, the open interest changed by 15 which increased total open position to 15
