IEX
Indian Energy Exc Ltd
Historical option data for IEX
06 Apr 2026 04:12 PM IST
| IEX 28-Apr-2026 (21d) 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.12
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 126.16 | 5.55 | 2.83 | 37.73 | 3,960 | -50 | 1,433 | |||||||||
| 2 Apr | 119.42 | 2.67 | -0.21 | 36.56 | 1,316 | 236 | 1,484 | |||||||||
| 1 Apr | 119.95 | 2.94 | 1.06 | 35.36 | 1,333 | 115 | 1,243 | |||||||||
| 30 Mar | 114.75 | 1.94 | -1.49 | 38.96 | 1,009 | 238 | 1,125 | |||||||||
| 27 Mar | 118.84 | 3.45 | -0.94 | 39.32 | 949 | 387 | 882 | |||||||||
| 25 Mar | 121.68 | 4.54 | 0.38 | 36.64 | 574 | 156 | 392 | |||||||||
| 24 Mar | 119.62 | 4.18 | 1.2 | 39.8 | 175 | 11 | 235 | |||||||||
| 23 Mar | 115.38 | 3.13 | -0.94 | 43.76 | 175 | 48 | 223 | |||||||||
| 20 Mar | 120.53 | 4.22 | 0.8 | 35.61 | 198 | 50 | 175 | |||||||||
| 19 Mar | 118.25 | 3.5 | -1.75 | 34.42 | 120 | 70 | 126 | |||||||||
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| 18 Mar | 123.06 | 5.25 | 1.3 | 33.51 | 71 | 27 | 56 | |||||||||
| 17 Mar | 119.88 | 3.95 | 0.05 | 33.74 | 2 | 1 | 28 | |||||||||
| 16 Mar | 118.80 | 3.9 | -0.72 | 35.89 | 30 | 10 | 26 | |||||||||
| 13 Mar | 120.25 | 4.74 | -1.03 | 35.71 | 7 | 4 | 15 | |||||||||
| 12 Mar | 122.76 | 5.77 | 0.02 | 33.95 | 17 | 6 | 13 | |||||||||
| 11 Mar | 122.85 | 5.75 | -0.25 | 34.11 | 11 | 7 | 8 | |||||||||
| 10 Mar | 121.13 | 6 | -5.88 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 120.26 | 6 | -5.88 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 121.76 | 6 | -5.88 | 37.46 | 1 | 0 | 0 | |||||||||
| 5 Mar | 121.63 | 11.88 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 4 Mar | 118.59 | 11.88 | 0 | 3.24 | 0 | 0 | 0 | |||||||||
| 2 Mar | 121.52 | 11.88 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 27 Feb | 125.64 | 11.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 127.51 | 11.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 127.72 | 11.88 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 125 expiring on 28APR2026
Delta for 125 CE is 0.58
Historical price for 125 CE is as follows
On 6 Apr IEX was trading at 126.16. The strike last trading price was 5.55, which was 2.83 higher than the previous day. The implied volatity was 37.73, the open interest changed by -50 which decreased total open position to 1433
On 2 Apr IEX was trading at 119.42. The strike last trading price was 2.67, which was -0.21 lower than the previous day. The implied volatity was 36.56, the open interest changed by 236 which increased total open position to 1484
On 1 Apr IEX was trading at 119.95. The strike last trading price was 2.94, which was 1.06 higher than the previous day. The implied volatity was 35.36, the open interest changed by 115 which increased total open position to 1243
On 30 Mar IEX was trading at 114.75. The strike last trading price was 1.94, which was -1.49 lower than the previous day. The implied volatity was 38.96, the open interest changed by 238 which increased total open position to 1125
On 27 Mar IEX was trading at 118.84. The strike last trading price was 3.45, which was -0.94 lower than the previous day. The implied volatity was 39.32, the open interest changed by 387 which increased total open position to 882
On 25 Mar IEX was trading at 121.68. The strike last trading price was 4.54, which was 0.38 higher than the previous day. The implied volatity was 36.64, the open interest changed by 156 which increased total open position to 392
On 24 Mar IEX was trading at 119.62. The strike last trading price was 4.18, which was 1.2 higher than the previous day. The implied volatity was 39.8, the open interest changed by 11 which increased total open position to 235
On 23 Mar IEX was trading at 115.38. The strike last trading price was 3.13, which was -0.94 lower than the previous day. The implied volatity was 43.76, the open interest changed by 48 which increased total open position to 223
On 20 Mar IEX was trading at 120.53. The strike last trading price was 4.22, which was 0.8 higher than the previous day. The implied volatity was 35.61, the open interest changed by 50 which increased total open position to 175
On 19 Mar IEX was trading at 118.25. The strike last trading price was 3.5, which was -1.75 lower than the previous day. The implied volatity was 34.42, the open interest changed by 70 which increased total open position to 126
On 18 Mar IEX was trading at 123.06. The strike last trading price was 5.25, which was 1.3 higher than the previous day. The implied volatity was 33.51, the open interest changed by 27 which increased total open position to 56
On 17 Mar IEX was trading at 119.88. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 33.74, the open interest changed by 1 which increased total open position to 28
On 16 Mar IEX was trading at 118.80. The strike last trading price was 3.9, which was -0.72 lower than the previous day. The implied volatity was 35.89, the open interest changed by 10 which increased total open position to 26
On 13 Mar IEX was trading at 120.25. The strike last trading price was 4.74, which was -1.03 lower than the previous day. The implied volatity was 35.71, the open interest changed by 4 which increased total open position to 15
On 12 Mar IEX was trading at 122.76. The strike last trading price was 5.77, which was 0.02 higher than the previous day. The implied volatity was 33.95, the open interest changed by 6 which increased total open position to 13
On 11 Mar IEX was trading at 122.85. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 34.11, the open interest changed by 7 which increased total open position to 8
On 10 Mar IEX was trading at 121.13. The strike last trading price was 6, which was -5.88 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar IEX was trading at 120.26. The strike last trading price was 6, which was -5.88 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar IEX was trading at 121.76. The strike last trading price was 6, which was -5.88 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IEX was trading at 121.63. The strike last trading price was 11.88, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IEX was trading at 118.59. The strike last trading price was 11.88, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IEX was trading at 121.52. The strike last trading price was 11.88, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IEX was trading at 125.64. The strike last trading price was 11.88, 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 26 Feb IEX was trading at 127.51. The strike last trading price was 11.88, 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 25 Feb IEX was trading at 127.72. The strike last trading price was 11.88, 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
| IEX 28-Apr-2026 (21d) 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.12
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 126.16 | 3.97 | -3.96 | 39.14 | 1,080 | 392 | 953 |
| 2 Apr | 119.42 | 8.17 | 0.8 | 41.3 | 62 | -2 | 561 |
| 1 Apr | 119.95 | 7.3 | -4.19 | 38.01 | 87 | 44 | 561 |
| 30 Mar | 114.75 | 11.58 | 2.94 | 45.58 | 51 | 27 | 516 |
| 27 Mar | 118.84 | 8.71 | 2.08 | 40.59 | 373 | 256 | 488 |
| 25 Mar | 121.68 | 6.55 | -1.75 | 36.77 | 226 | 144 | 218 |
| 24 Mar | 119.62 | 8.3 | -3.4 | 40.37 | 13 | 8 | 72 |
| 23 Mar | 115.38 | 11.7 | 3.97 | 43.74 | 23 | 19 | 64 |
| 20 Mar | 120.53 | 7.73 | -1.61 | 37.79 | 25 | 23 | 43 |
| 19 Mar | 118.25 | 9.34 | 1.89 | 42.29 | 20 | 9 | 20 |
| 18 Mar | 123.06 | 7.45 | -1.15 | - | 0 | 0 | 11 |
| 17 Mar | 119.88 | 7.45 | -1.15 | 33.24 | 1 | 0 | 10 |
| 16 Mar | 118.80 | 8.6 | 2.1 | 35.98 | 2 | 0 | 8 |
| 13 Mar | 120.25 | 6.5 | 0 | 27.83 | 1 | 0 | 0 |
| 12 Mar | 122.76 | 6.3 | -3.7 | - | 0 | 4 | 0 |
| 11 Mar | 122.85 | 6.3 | -3.7 | 33.56 | 8 | 3 | 8 |
| 10 Mar | 121.13 | 10 | 3 | - | 0 | 0 | 5 |
| 9 Mar | 120.26 | 10 | 3 | - | 0 | 0 | 5 |
| 6 Mar | 121.76 | 10 | 3 | - | 0 | 0 | 5 |
| 5 Mar | 121.63 | 10 | 3 | - | 1 | 0 | 0 |
| 4 Mar | 118.59 | 10 | 3 | 40.03 | 1 | 0 | 5 |
| 2 Mar | 121.52 | 7 | 2.5 | 32.91 | 8 | 3 | 4 |
| 27 Feb | 125.64 | 4.5 | -5.32 | - | 1 | 0 | 1 |
| 26 Feb | 127.51 | 4.5 | -5.32 | 32.02 | 1 | 0 | 0 |
| 25 Feb | 127.72 | 9.82 | 0 | 2.98 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 125 expiring on 28APR2026
Delta for 125 PE is -0.42
Historical price for 125 PE is as follows
On 6 Apr IEX was trading at 126.16. The strike last trading price was 3.97, which was -3.96 lower than the previous day. The implied volatity was 39.14, the open interest changed by 392 which increased total open position to 953
On 2 Apr IEX was trading at 119.42. The strike last trading price was 8.17, which was 0.8 higher than the previous day. The implied volatity was 41.3, the open interest changed by -2 which decreased total open position to 561
On 1 Apr IEX was trading at 119.95. The strike last trading price was 7.3, which was -4.19 lower than the previous day. The implied volatity was 38.01, the open interest changed by 44 which increased total open position to 561
On 30 Mar IEX was trading at 114.75. The strike last trading price was 11.58, which was 2.94 higher than the previous day. The implied volatity was 45.58, the open interest changed by 27 which increased total open position to 516
On 27 Mar IEX was trading at 118.84. The strike last trading price was 8.71, which was 2.08 higher than the previous day. The implied volatity was 40.59, the open interest changed by 256 which increased total open position to 488
On 25 Mar IEX was trading at 121.68. The strike last trading price was 6.55, which was -1.75 lower than the previous day. The implied volatity was 36.77, the open interest changed by 144 which increased total open position to 218
On 24 Mar IEX was trading at 119.62. The strike last trading price was 8.3, which was -3.4 lower than the previous day. The implied volatity was 40.37, the open interest changed by 8 which increased total open position to 72
On 23 Mar IEX was trading at 115.38. The strike last trading price was 11.7, which was 3.97 higher than the previous day. The implied volatity was 43.74, the open interest changed by 19 which increased total open position to 64
On 20 Mar IEX was trading at 120.53. The strike last trading price was 7.73, which was -1.61 lower than the previous day. The implied volatity was 37.79, the open interest changed by 23 which increased total open position to 43
On 19 Mar IEX was trading at 118.25. The strike last trading price was 9.34, which was 1.89 higher than the previous day. The implied volatity was 42.29, the open interest changed by 9 which increased total open position to 20
On 18 Mar IEX was trading at 123.06. The strike last trading price was 7.45, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Mar IEX was trading at 119.88. The strike last trading price was 7.45, which was -1.15 lower than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 10
On 16 Mar IEX was trading at 118.80. The strike last trading price was 8.6, which was 2.1 higher than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 8
On 13 Mar IEX was trading at 120.25. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IEX was trading at 122.76. The strike last trading price was 6.3, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 11 Mar IEX was trading at 122.85. The strike last trading price was 6.3, which was -3.7 lower than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 8
On 10 Mar IEX was trading at 121.13. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar IEX was trading at 120.26. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Mar IEX was trading at 121.76. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar IEX was trading at 121.63. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IEX was trading at 118.59. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 5
On 2 Mar IEX was trading at 121.52. The strike last trading price was 7, which was 2.5 higher than the previous day. The implied volatity was 32.91, the open interest changed by 3 which increased total open position to 4
On 27 Feb IEX was trading at 125.64. The strike last trading price was 4.5, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb IEX was trading at 127.51. The strike last trading price was 4.5, which was -5.32 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IEX was trading at 127.72. The strike last trading price was 9.82, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
