Historical option data for IEX
12 Jun 2026 04:10 PM IST
| IEX 30-Jun-2026 (17d) 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0
Theta: -0.09
Gamma: 0.04413
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 120.84 | 1.88 | 0.88 (88.00%) | 30.86 | 866 | -3 | 779 | |||||||||
| 11 Jun | 117.07 | 1.15 | -0.85 (-42.50%) | 33.55 | 480 | 1 | 779 | |||||||||
| 10 Jun | 118.75 | 1.59 | -0.41 (-20.50%) | 33.14 | 766 | 42 | 779 | |||||||||
| 9 Jun | 120.06 | 2.19 | 0.19 (9.50%) | 33.02 | 505 | 5 | 735 | |||||||||
| 8 Jun | 118.96 | 1.73 | -1.27 (-42.33%) | 34.25 | 883 | 94 | 728 | |||||||||
| 5 Jun | 122.38 | 3.3 | -0.7 (-17.50%) | 33.12 | 861 | 124 | 633 | |||||||||
| 4 Jun | 124.07 | 4.17 | 0.17 (4.25%) | 32.44 | 2,407 | 137 | 509 | |||||||||
| 3 Jun | 123.28 | 4.1 | -0.9 (-18.00%) | 34.18 | 626 | 94 | 372 | |||||||||
| 2 Jun | 125.25 | 5.12 | 0.12 (2.40%) | 33.06 | 409 | 54 | 278 | |||||||||
| 1 Jun | 125.39 | 5.15 | -1.85 (-26.43%) | 30.95 | 113 | 37 | 226 | |||||||||
| 29 May | 128.31 | 6.97 | 0.97 (16.17%) | 32.58 | 201 | 16 | 188 | |||||||||
| 27 May | 126.59 | 6.11 | -0.89 (-12.71%) | 30.49 | 100 | 23 | 168 | |||||||||
| 26 May | 127.47 | 6.92 | -0.08 (-1.14%) | 31.66 | 115 | 29 | 145 | |||||||||
| 25 May | 127.58 | 7.05 | -0.95 (-11.88%) | 32.9 | 58 | 16 | 116 | |||||||||
| 22 May | 127.07 | 7.5 | 0.5 (7.14%) | 31.98 | 71 | 4 | 100 | |||||||||
| 21 May | 127.05 | 6.78 | 0.78 (13.00%) | 31.12 | 109 | 36 | 96 | |||||||||
| 20 May | 125.62 | 6.36 | 0.36 (6.00%) | 33.07 | 49 | 23 | 59 | |||||||||
| 19 May | 125.48 | 6.2 | 1.2 (24.00%) | 33.56 | 40 | 15 | 35 | |||||||||
| 18 May | 123.50 | 5.06 | -1.94 (-27.71%) | 32.7 | 32 | 14 | 19 | |||||||||
| 15 May | 125.27 | 7.25 | -0.75 (-9.38%) | 32.69 | 1 | -1 | 5 | |||||||||
| 14 May | 128.44 | 8 | -2 (-20.00%) | 0 | 2 | 2 | 6 | |||||||||
| 13 May | 127.53 | 10.01 | 0.01 (0.10%) | 0 | 0 | 0 | 4 | |||||||||
| 12 May | 127.21 | 10.01 | 0.01 (0.10%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 130.71 | 10.01 | 0.01 (0.10%) | 0 | 5 | 3 | 4 | |||||||||
| 8 May | 134.12 | 9.81 | 0 (0.00%) | 17.58 | 0 | 0 | 1 | |||||||||
| 7 May | 133.81 | 9.81 | 1.46 (17.49%) | 17.58 | 2 | 0 | 2 | |||||||||
| 6 May | 129.80 | 8.35 | -3.53 (-29.71%) | 24.61 | 3 | 2 | 2 | |||||||||
| 5 May | 127.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 126.97 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 125.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 126.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 125 expiring on 30JUN2026
Delta for 125 CE is 0.35
Historical price for 125 CE is as follows
On 12 Jun IEX was trading at 120.84. The strike last trading price was 1.88, which was 0.88 higher than the previous day. The implied volatity was 30.86, the open interest changed by -3 which decreased total open position to 779
On 11 Jun IEX was trading at 117.07. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 33.55, the open interest changed by 1 which increased total open position to 779
On 10 Jun IEX was trading at 118.75. The strike last trading price was 1.59, which was -0.41 lower than the previous day. The implied volatity was 33.14, the open interest changed by 42 which increased total open position to 779
On 9 Jun IEX was trading at 120.06. The strike last trading price was 2.19, which was 0.19 higher than the previous day. The implied volatity was 33.02, the open interest changed by 5 which increased total open position to 735
On 8 Jun IEX was trading at 118.96. The strike last trading price was 1.73, which was -1.27 lower than the previous day. The implied volatity was 34.25, the open interest changed by 94 which increased total open position to 728
On 5 Jun IEX was trading at 122.38. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 33.12, the open interest changed by 124 which increased total open position to 633
On 4 Jun IEX was trading at 124.07. The strike last trading price was 4.17, which was 0.17 higher than the previous day. The implied volatity was 32.44, the open interest changed by 137 which increased total open position to 509
On 3 Jun IEX was trading at 123.28. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 34.18, the open interest changed by 94 which increased total open position to 372
On 2 Jun IEX was trading at 125.25. The strike last trading price was 5.12, which was 0.12 higher than the previous day. The implied volatity was 33.06, the open interest changed by 54 which increased total open position to 278
On 1 Jun IEX was trading at 125.39. The strike last trading price was 5.15, which was -1.85 lower than the previous day. The implied volatity was 30.95, the open interest changed by 37 which increased total open position to 226
On 29 May IEX was trading at 128.31. The strike last trading price was 6.97, which was 0.97 higher than the previous day. The implied volatity was 32.58, the open interest changed by 16 which increased total open position to 188
On 27 May IEX was trading at 126.59. The strike last trading price was 6.11, which was -0.89 lower than the previous day. The implied volatity was 30.49, the open interest changed by 23 which increased total open position to 168
On 26 May IEX was trading at 127.47. The strike last trading price was 6.92, which was -0.08 lower than the previous day. The implied volatity was 31.66, the open interest changed by 29 which increased total open position to 145
On 25 May IEX was trading at 127.58. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 32.9, the open interest changed by 16 which increased total open position to 116
On 22 May IEX was trading at 127.07. The strike last trading price was 7.5, which was 0.5 higher than the previous day. The implied volatity was 31.98, the open interest changed by 4 which increased total open position to 100
On 21 May IEX was trading at 127.05. The strike last trading price was 6.78, which was 0.78 higher than the previous day. The implied volatity was 31.12, the open interest changed by 36 which increased total open position to 96
On 20 May IEX was trading at 125.62. The strike last trading price was 6.36, which was 0.36 higher than the previous day. The implied volatity was 33.07, the open interest changed by 23 which increased total open position to 59
On 19 May IEX was trading at 125.48. The strike last trading price was 6.2, which was 1.2 higher than the previous day. The implied volatity was 33.56, the open interest changed by 15 which increased total open position to 35
On 18 May IEX was trading at 123.50. The strike last trading price was 5.06, which was -1.94 lower than the previous day. The implied volatity was 32.7, the open interest changed by 14 which increased total open position to 19
On 15 May IEX was trading at 125.27. The strike last trading price was 7.25, which was -0.75 lower than the previous day. The implied volatity was 32.69, the open interest changed by -1 which decreased total open position to 5
On 14 May IEX was trading at 128.44. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 6
On 13 May IEX was trading at 127.53. The strike last trading price was 10.01, which was 0.01 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May IEX was trading at 127.21. The strike last trading price was 10.01, which was 0.01 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May IEX was trading at 130.71. The strike last trading price was 10.01, which was 0.01 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 4
On 8 May IEX was trading at 134.12. The strike last trading price was 9.81, which was 0 lower than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 1
On 7 May IEX was trading at 133.81. The strike last trading price was 9.81, which was 1.46 higher than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 2
On 6 May IEX was trading at 129.80. The strike last trading price was 8.35, which was -3.53 lower than the previous day. The implied volatity was 24.61, the open interest changed by 2 which increased total open position to 2
On 5 May IEX was trading at 127.62. The strike last trading price was 0, 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 May IEX was trading at 126.97. The strike last trading price was 0, 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 Apr IEX was trading at 125.19. The strike last trading price was 0, 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 Apr IEX was trading at 126.05. The strike last trading price was 0, 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
| IEX 30-Jun-2026 (17d) 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0
Theta: -0.06
Gamma: 0.04921
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 120.84 | 5.2 | -3.46 (-39.95%) | 26.52 | 36 | -12 | 526 |
| 11 Jun | 117.07 | 8.54 | 1.02 (13.56%) | 32.56 | 33 | 2 | 539 |
| 10 Jun | 118.75 | 7.55 | 1.59 (26.68%) | 32.89 | 5 | 0 | 537 |
| 9 Jun | 120.06 | 5.76 | -2.1 (-26.72%) | 28.06 | 67 | -24 | 537 |
| 8 Jun | 118.96 | 7.95 | 3.11 (64.26%) | 33.83 | 55 | -4 | 550 |
| 5 Jun | 122.38 | 4.9 | 1.03 (26.61%) | 28.8 | 214 | 0 | 554 |
| 4 Jun | 124.07 | 3.96 | -0.47 (-10.61%) | 28.19 | 873 | 150 | 553 |
| 3 Jun | 123.28 | 4.34 | 0.9 (26.16%) | 27.88 | 313 | -45 | 404 |
| 2 Jun | 125.25 | 3.41 | -0.34 (-9.07%) | 28.08 | 543 | 29 | 450 |
| 1 Jun | 125.39 | 3.58 | 1.07 (42.63%) | 28.59 | 251 | -6 | 424 |
| 29 May | 128.31 | 2.55 | -0.64 (-20.06%) | 27.45 | 262 | 36 | 430 |
| 27 May | 126.59 | 3 | 0.09 (3.09%) | 26.95 | 259 | 44 | 395 |
| 26 May | 127.47 | 2.83 | -0.23 (-7.52%) | 27.84 | 249 | 123 | 348 |
| 25 May | 127.58 | 3.06 | -0.19 (-5.85%) | 28.57 | 157 | 49 | 226 |
| 22 May | 127.07 | 3.24 | -0.24 (-6.90%) | 27.84 | 125 | 28 | 177 |
| 21 May | 127.05 | 3.4 | -1.03 (-23.25%) | 28.03 | 131 | 73 | 148 |
| 20 May | 125.62 | 4.31 | -0.26 (-5.69%) | 30.1 | 39 | 31 | 75 |
| 19 May | 125.48 | 4.75 | -0.99 (-17.25%) | 30.45 | 49 | 26 | 44 |
| 18 May | 123.50 | 5.76 | 1.26 (28.00%) | 31.5 | 19 | 10 | 17 |
| 15 May | 125.27 | 4.5 | 0 (0.00%) | 36.65 | 0 | 0 | 7 |
| 14 May | 128.44 | 4.5 | -0.5 (-10.00%) | 36.65 | 5 | 3 | 9 |
| 13 May | 127.53 | 5 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 12 May | 127.21 | 5 | 2.05 (69.49%) | 0 | 4 | 3 | 5 |
| 11 May | 130.71 | 2.95 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 134.12 | 2.95 | 2.95 (-34.44%) | 32.47 | 0 | 0 | 2 |
| 7 May | 133.81 | 2.95 | -1.55 (-34.44%) | 32.47 | 1 | 0 | 1 |
| 6 May | 129.80 | 4.5 | -5.19 (-53.56%) | 35.83 | 1 | 0 | 0 |
| 5 May | 127.62 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 126.97 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 125.19 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 126.05 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 125 expiring on 30JUN2026
Delta for 125 PE is -0.69
Historical price for 125 PE is as follows
On 12 Jun IEX was trading at 120.84. The strike last trading price was 5.2, which was -3.46 lower than the previous day. The implied volatity was 26.52, the open interest changed by -12 which decreased total open position to 526
On 11 Jun IEX was trading at 117.07. The strike last trading price was 8.54, which was 1.02 higher than the previous day. The implied volatity was 32.56, the open interest changed by 2 which increased total open position to 539
On 10 Jun IEX was trading at 118.75. The strike last trading price was 7.55, which was 1.59 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 537
On 9 Jun IEX was trading at 120.06. The strike last trading price was 5.76, which was -2.1 lower than the previous day. The implied volatity was 28.06, the open interest changed by -24 which decreased total open position to 537
On 8 Jun IEX was trading at 118.96. The strike last trading price was 7.95, which was 3.11 higher than the previous day. The implied volatity was 33.83, the open interest changed by -4 which decreased total open position to 550
On 5 Jun IEX was trading at 122.38. The strike last trading price was 4.9, which was 1.03 higher than the previous day. The implied volatity was 28.8, the open interest changed by 0 which decreased total open position to 554
On 4 Jun IEX was trading at 124.07. The strike last trading price was 3.96, which was -0.47 lower than the previous day. The implied volatity was 28.19, the open interest changed by 150 which increased total open position to 553
On 3 Jun IEX was trading at 123.28. The strike last trading price was 4.34, which was 0.9 higher than the previous day. The implied volatity was 27.88, the open interest changed by -45 which decreased total open position to 404
On 2 Jun IEX was trading at 125.25. The strike last trading price was 3.41, which was -0.34 lower than the previous day. The implied volatity was 28.08, the open interest changed by 29 which increased total open position to 450
On 1 Jun IEX was trading at 125.39. The strike last trading price was 3.58, which was 1.07 higher than the previous day. The implied volatity was 28.59, the open interest changed by -6 which decreased total open position to 424
On 29 May IEX was trading at 128.31. The strike last trading price was 2.55, which was -0.64 lower than the previous day. The implied volatity was 27.45, the open interest changed by 36 which increased total open position to 430
On 27 May IEX was trading at 126.59. The strike last trading price was 3, which was 0.09 higher than the previous day. The implied volatity was 26.95, the open interest changed by 44 which increased total open position to 395
On 26 May IEX was trading at 127.47. The strike last trading price was 2.83, which was -0.23 lower than the previous day. The implied volatity was 27.84, the open interest changed by 123 which increased total open position to 348
On 25 May IEX was trading at 127.58. The strike last trading price was 3.06, which was -0.19 lower than the previous day. The implied volatity was 28.57, the open interest changed by 49 which increased total open position to 226
On 22 May IEX was trading at 127.07. The strike last trading price was 3.24, which was -0.24 lower than the previous day. The implied volatity was 27.84, the open interest changed by 28 which increased total open position to 177
On 21 May IEX was trading at 127.05. The strike last trading price was 3.4, which was -1.03 lower than the previous day. The implied volatity was 28.03, the open interest changed by 73 which increased total open position to 148
On 20 May IEX was trading at 125.62. The strike last trading price was 4.31, which was -0.26 lower than the previous day. The implied volatity was 30.1, the open interest changed by 31 which increased total open position to 75
On 19 May IEX was trading at 125.48. The strike last trading price was 4.75, which was -0.99 lower than the previous day. The implied volatity was 30.45, the open interest changed by 26 which increased total open position to 44
On 18 May IEX was trading at 123.50. The strike last trading price was 5.76, which was 1.26 higher than the previous day. The implied volatity was 31.5, the open interest changed by 10 which increased total open position to 17
On 15 May IEX was trading at 125.27. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 7
On 14 May IEX was trading at 128.44. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 36.65, the open interest changed by 3 which increased total open position to 9
On 13 May IEX was trading at 127.53. The strike last trading price was 5, 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 6
On 12 May IEX was trading at 127.21. The strike last trading price was 5, which was 2.05 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 5
On 11 May IEX was trading at 130.71. The strike last trading price was 2.95, 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 2
On 8 May IEX was trading at 134.12. The strike last trading price was 2.95, which was 2.95 higher than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 2
On 7 May IEX was trading at 133.81. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 1
On 6 May IEX was trading at 129.80. The strike last trading price was 4.5, which was -5.19 lower than the previous day. The implied volatity was 35.83, the open interest changed by 0 which decreased total open position to 0
On 5 May IEX was trading at 127.62. The strike last trading price was 0, 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 May IEX was trading at 126.97. The strike last trading price was 0, 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 Apr IEX was trading at 125.19. The strike last trading price was 0, 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 Apr IEX was trading at 126.05. The strike last trading price was 0, 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
