IEX
Indian Energy Exc Ltd
Historical option data for IEX
12 Mar 2026 04:12 PM IST
| IEX 30-MAR-2026 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.11
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 122.76 | 3.19 | -0.04 | 35.2 | 1,865 | -25 | 1,322 | |||||||||
| 11 Mar | 122.85 | 3.17 | 0.82 | 34.98 | 5,103 | 218 | 1,347 | |||||||||
| 10 Mar | 121.13 | 2.52 | 0.19 | 31.88 | 989 | 130 | 1,135 | |||||||||
| 9 Mar | 120.26 | 2.46 | -0.42 | 34.3 | 1,095 | 79 | 1,006 | |||||||||
| 6 Mar | 121.76 | 2.91 | 0.08 | 33.75 | 1,018 | 1 | 926 | |||||||||
| 5 Mar | 121.63 | 2.9 | 0.62 | 31.69 | 1,097 | 66 | 925 | |||||||||
| 4 Mar | 118.59 | 2.3 | -0.8 | 35.07 | 1,040 | 119 | 860 | |||||||||
| 2 Mar | 121.52 | 3.25 | -1.77 | 31.52 | 1,395 | 116 | 741 | |||||||||
| 27 Feb | 125.64 | 4.85 | -1.57 | 29.11 | 259 | 2 | 624 | |||||||||
| 26 Feb | 127.51 | 6.45 | -0.15 | 29.81 | 883 | -11 | 622 | |||||||||
| 25 Feb | 127.72 | 6.56 | 1.03 | 29.66 | 485 | -23 | 633 | |||||||||
| 24 Feb | 125.63 | 5.75 | -0.42 | 29.39 | 409 | 202 | 657 | |||||||||
| 23 Feb | 125.72 | 6.33 | 0.42 | 33.46 | 289 | 75 | 452 | |||||||||
| 20 Feb | 125.42 | 5.84 | 0.82 | 30.69 | 231 | 119 | 377 | |||||||||
| 19 Feb | 123.87 | 4.98 | -1.71 | 31.19 | 126 | 78 | 256 | |||||||||
| 18 Feb | 126.13 | 6.62 | -0.64 | 32.69 | 116 | 44 | 179 | |||||||||
| 17 Feb | 126.25 | 7.3 | 0.66 | 35.06 | 211 | 65 | 135 | |||||||||
| 16 Feb | 124.97 | 6.65 | 0.18 | 35.15 | 39 | 19 | 70 | |||||||||
| 13 Feb | 123.95 | 6.28 | -1.5 | 36.05 | 73 | 26 | 50 | |||||||||
| 12 Feb | 125.91 | 7.78 | -1.03 | 37.19 | 7 | 1 | 23 | |||||||||
| 11 Feb | 127.16 | 8.5 | 0.1 | 37.13 | 24 | 2 | 21 | |||||||||
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| 10 Feb | 126.14 | 8.23 | 0.13 | 37.88 | 28 | 3 | 19 | |||||||||
| 9 Feb | 125.34 | 8.1 | 1.9 | 38.83 | 22 | 4 | 16 | |||||||||
| 6 Feb | 120.94 | 6.24 | -1.76 | 40.54 | 21 | 11 | 14 | |||||||||
| 5 Feb | 124.85 | 8 | -0.3 | 39.09 | 2 | 1 | 2 | |||||||||
| 4 Feb | 127.69 | 8.3 | -4.94 | 29.89 | 1 | 0 | 0 | |||||||||
| 3 Feb | 126.26 | 13.24 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 2 Feb | 122.62 | 13.24 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 1 Feb | 124.87 | 13.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 127.58 | 13.24 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 125 expiring on 30MAR2026
Delta for 125 CE is 0.46
Historical price for 125 CE is as follows
On 12 Mar IEX was trading at 122.76. The strike last trading price was 3.19, which was -0.04 lower than the previous day. The implied volatity was 35.2, the open interest changed by -25 which decreased total open position to 1322
On 11 Mar IEX was trading at 122.85. The strike last trading price was 3.17, which was 0.82 higher than the previous day. The implied volatity was 34.98, the open interest changed by 218 which increased total open position to 1347
On 10 Mar IEX was trading at 121.13. The strike last trading price was 2.52, which was 0.19 higher than the previous day. The implied volatity was 31.88, the open interest changed by 130 which increased total open position to 1135
On 9 Mar IEX was trading at 120.26. The strike last trading price was 2.46, which was -0.42 lower than the previous day. The implied volatity was 34.3, the open interest changed by 79 which increased total open position to 1006
On 6 Mar IEX was trading at 121.76. The strike last trading price was 2.91, which was 0.08 higher than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 926
On 5 Mar IEX was trading at 121.63. The strike last trading price was 2.9, which was 0.62 higher than the previous day. The implied volatity was 31.69, the open interest changed by 66 which increased total open position to 925
On 4 Mar IEX was trading at 118.59. The strike last trading price was 2.3, which was -0.8 lower than the previous day. The implied volatity was 35.07, the open interest changed by 119 which increased total open position to 860
On 2 Mar IEX was trading at 121.52. The strike last trading price was 3.25, which was -1.77 lower than the previous day. The implied volatity was 31.52, the open interest changed by 116 which increased total open position to 741
On 27 Feb IEX was trading at 125.64. The strike last trading price was 4.85, which was -1.57 lower than the previous day. The implied volatity was 29.11, the open interest changed by 2 which increased total open position to 624
On 26 Feb IEX was trading at 127.51. The strike last trading price was 6.45, which was -0.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by -11 which decreased total open position to 622
On 25 Feb IEX was trading at 127.72. The strike last trading price was 6.56, which was 1.03 higher than the previous day. The implied volatity was 29.66, the open interest changed by -23 which decreased total open position to 633
On 24 Feb IEX was trading at 125.63. The strike last trading price was 5.75, which was -0.42 lower than the previous day. The implied volatity was 29.39, the open interest changed by 202 which increased total open position to 657
On 23 Feb IEX was trading at 125.72. The strike last trading price was 6.33, which was 0.42 higher than the previous day. The implied volatity was 33.46, the open interest changed by 75 which increased total open position to 452
On 20 Feb IEX was trading at 125.42. The strike last trading price was 5.84, which was 0.82 higher than the previous day. The implied volatity was 30.69, the open interest changed by 119 which increased total open position to 377
On 19 Feb IEX was trading at 123.87. The strike last trading price was 4.98, which was -1.71 lower than the previous day. The implied volatity was 31.19, the open interest changed by 78 which increased total open position to 256
On 18 Feb IEX was trading at 126.13. The strike last trading price was 6.62, which was -0.64 lower than the previous day. The implied volatity was 32.69, the open interest changed by 44 which increased total open position to 179
On 17 Feb IEX was trading at 126.25. The strike last trading price was 7.3, which was 0.66 higher than the previous day. The implied volatity was 35.06, the open interest changed by 65 which increased total open position to 135
On 16 Feb IEX was trading at 124.97. The strike last trading price was 6.65, which was 0.18 higher than the previous day. The implied volatity was 35.15, the open interest changed by 19 which increased total open position to 70
On 13 Feb IEX was trading at 123.95. The strike last trading price was 6.28, which was -1.5 lower than the previous day. The implied volatity was 36.05, the open interest changed by 26 which increased total open position to 50
On 12 Feb IEX was trading at 125.91. The strike last trading price was 7.78, which was -1.03 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 23
On 11 Feb IEX was trading at 127.16. The strike last trading price was 8.5, which was 0.1 higher than the previous day. The implied volatity was 37.13, the open interest changed by 2 which increased total open position to 21
On 10 Feb IEX was trading at 126.14. The strike last trading price was 8.23, which was 0.13 higher than the previous day. The implied volatity was 37.88, the open interest changed by 3 which increased total open position to 19
On 9 Feb IEX was trading at 125.34. The strike last trading price was 8.1, which was 1.9 higher than the previous day. The implied volatity was 38.83, the open interest changed by 4 which increased total open position to 16
On 6 Feb IEX was trading at 120.94. The strike last trading price was 6.24, which was -1.76 lower than the previous day. The implied volatity was 40.54, the open interest changed by 11 which increased total open position to 14
On 5 Feb IEX was trading at 124.85. The strike last trading price was 8, which was -0.3 lower than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 2
On 4 Feb IEX was trading at 127.69. The strike last trading price was 8.3, which was -4.94 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IEX was trading at 126.26. The strike last trading price was 13.24, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IEX was trading at 122.62. The strike last trading price was 13.24, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IEX was trading at 124.87. The strike last trading price was 13.24, 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 IEX was trading at 126.79. The strike last trading price was -, which was - 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 IEX was trading at 127.58. The strike last trading price was 13.24, 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
| IEX 30MAR2026 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.11
Theta: -0.1
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 122.76 | 5.25 | 0.19 | 41.15 | 113 | -8 | 669 |
| 11 Mar | 122.85 | 5.32 | 0.16 | 39.65 | 1,052 | -92 | 678 |
| 10 Mar | 121.13 | 5.08 | -2.15 | 31.82 | 234 | 101 | 758 |
| 9 Mar | 120.26 | 7.23 | 1.27 | 44.51 | 59 | -19 | 657 |
| 6 Mar | 121.76 | 5.95 | 0.15 | 34.24 | 39 | -10 | 677 |
| 5 Mar | 121.63 | 5.8 | -2.41 | 34.2 | 49 | 1 | 657 |
| 4 Mar | 118.59 | 8.19 | 2.15 | 38.41 | 99 | -32 | 656 |
| 2 Mar | 121.52 | 6 | 1.99 | 35.31 | 200 | -62 | 688 |
| 27 Feb | 125.64 | 4.22 | 1.11 | 33.19 | 350 | -65 | 749 |
| 26 Feb | 127.51 | 3.15 | 0.09 | 31.88 | 571 | -128 | 814 |
| 25 Feb | 127.72 | 3.08 | -1.11 | 31.17 | 476 | 190 | 942 |
| 24 Feb | 125.63 | 4 | -0.52 | 33.47 | 488 | 139 | 754 |
| 23 Feb | 125.72 | 4.42 | -0.13 | 35.32 | 573 | 233 | 618 |
| 20 Feb | 125.42 | 4.52 | -0.76 | 33.36 | 243 | 114 | 385 |
| 19 Feb | 123.87 | 5.54 | 1.12 | 34.1 | 137 | 69 | 270 |
| 18 Feb | 126.13 | 4.5 | -0.37 | 33.88 | 95 | 41 | 202 |
| 17 Feb | 126.25 | 4.94 | -0.51 | 37.11 | 118 | 79 | 161 |
| 16 Feb | 124.97 | 5.43 | -1.25 | 36.41 | 45 | 21 | 81 |
| 13 Feb | 123.95 | 7 | 1.12 | 40.76 | 46 | 15 | 60 |
| 12 Feb | 125.91 | 5.88 | 0.45 | 39.57 | 8 | 3 | 44 |
| 11 Feb | 127.16 | 5.4 | -0.32 | 39.01 | 7 | 5 | 41 |
| 10 Feb | 126.14 | 5.72 | -1.32 | 38.63 | 17 | 6 | 31 |
| 9 Feb | 125.34 | 7 | -2 | 43.86 | 20 | 9 | 23 |
| 6 Feb | 120.94 | 9 | 2.5 | 41.8 | 9 | 5 | 14 |
| 5 Feb | 124.85 | 6.5 | 0.75 | 38.15 | 5 | 4 | 9 |
| 4 Feb | 127.69 | 5.75 | -0.7 | 40.62 | 3 | 2 | 5 |
| 3 Feb | 126.26 | 6.48 | 0.48 | 40.86 | 2 | 0 | 1 |
| 2 Feb | 122.62 | 6 | -3.38 | - | 0 | 0 | 1 |
| 1 Feb | 124.87 | 6 | -3.38 | - | 0 | 0 | 1 |
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 127.58 | 9.38 | 0 | 2.8 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 125 expiring on 30MAR2026
Delta for 125 PE is -0.53
Historical price for 125 PE is as follows
On 12 Mar IEX was trading at 122.76. The strike last trading price was 5.25, which was 0.19 higher than the previous day. The implied volatity was 41.15, the open interest changed by -8 which decreased total open position to 669
On 11 Mar IEX was trading at 122.85. The strike last trading price was 5.32, which was 0.16 higher than the previous day. The implied volatity was 39.65, the open interest changed by -92 which decreased total open position to 678
On 10 Mar IEX was trading at 121.13. The strike last trading price was 5.08, which was -2.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by 101 which increased total open position to 758
On 9 Mar IEX was trading at 120.26. The strike last trading price was 7.23, which was 1.27 higher than the previous day. The implied volatity was 44.51, the open interest changed by -19 which decreased total open position to 657
On 6 Mar IEX was trading at 121.76. The strike last trading price was 5.95, which was 0.15 higher than the previous day. The implied volatity was 34.24, the open interest changed by -10 which decreased total open position to 677
On 5 Mar IEX was trading at 121.63. The strike last trading price was 5.8, which was -2.41 lower than the previous day. The implied volatity was 34.2, the open interest changed by 1 which increased total open position to 657
On 4 Mar IEX was trading at 118.59. The strike last trading price was 8.19, which was 2.15 higher than the previous day. The implied volatity was 38.41, the open interest changed by -32 which decreased total open position to 656
On 2 Mar IEX was trading at 121.52. The strike last trading price was 6, which was 1.99 higher than the previous day. The implied volatity was 35.31, the open interest changed by -62 which decreased total open position to 688
On 27 Feb IEX was trading at 125.64. The strike last trading price was 4.22, which was 1.11 higher than the previous day. The implied volatity was 33.19, the open interest changed by -65 which decreased total open position to 749
On 26 Feb IEX was trading at 127.51. The strike last trading price was 3.15, which was 0.09 higher than the previous day. The implied volatity was 31.88, the open interest changed by -128 which decreased total open position to 814
On 25 Feb IEX was trading at 127.72. The strike last trading price was 3.08, which was -1.11 lower than the previous day. The implied volatity was 31.17, the open interest changed by 190 which increased total open position to 942
On 24 Feb IEX was trading at 125.63. The strike last trading price was 4, which was -0.52 lower than the previous day. The implied volatity was 33.47, the open interest changed by 139 which increased total open position to 754
On 23 Feb IEX was trading at 125.72. The strike last trading price was 4.42, which was -0.13 lower than the previous day. The implied volatity was 35.32, the open interest changed by 233 which increased total open position to 618
On 20 Feb IEX was trading at 125.42. The strike last trading price was 4.52, which was -0.76 lower than the previous day. The implied volatity was 33.36, the open interest changed by 114 which increased total open position to 385
On 19 Feb IEX was trading at 123.87. The strike last trading price was 5.54, which was 1.12 higher than the previous day. The implied volatity was 34.1, the open interest changed by 69 which increased total open position to 270
On 18 Feb IEX was trading at 126.13. The strike last trading price was 4.5, which was -0.37 lower than the previous day. The implied volatity was 33.88, the open interest changed by 41 which increased total open position to 202
On 17 Feb IEX was trading at 126.25. The strike last trading price was 4.94, which was -0.51 lower than the previous day. The implied volatity was 37.11, the open interest changed by 79 which increased total open position to 161
On 16 Feb IEX was trading at 124.97. The strike last trading price was 5.43, which was -1.25 lower than the previous day. The implied volatity was 36.41, the open interest changed by 21 which increased total open position to 81
On 13 Feb IEX was trading at 123.95. The strike last trading price was 7, which was 1.12 higher than the previous day. The implied volatity was 40.76, the open interest changed by 15 which increased total open position to 60
On 12 Feb IEX was trading at 125.91. The strike last trading price was 5.88, which was 0.45 higher than the previous day. The implied volatity was 39.57, the open interest changed by 3 which increased total open position to 44
On 11 Feb IEX was trading at 127.16. The strike last trading price was 5.4, which was -0.32 lower than the previous day. The implied volatity was 39.01, the open interest changed by 5 which increased total open position to 41
On 10 Feb IEX was trading at 126.14. The strike last trading price was 5.72, which was -1.32 lower than the previous day. The implied volatity was 38.63, the open interest changed by 6 which increased total open position to 31
On 9 Feb IEX was trading at 125.34. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 43.86, the open interest changed by 9 which increased total open position to 23
On 6 Feb IEX was trading at 120.94. The strike last trading price was 9, which was 2.5 higher than the previous day. The implied volatity was 41.8, the open interest changed by 5 which increased total open position to 14
On 5 Feb IEX was trading at 124.85. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 38.15, the open interest changed by 4 which increased total open position to 9
On 4 Feb IEX was trading at 127.69. The strike last trading price was 5.75, which was -0.7 lower than the previous day. The implied volatity was 40.62, the open interest changed by 2 which increased total open position to 5
On 3 Feb IEX was trading at 126.26. The strike last trading price was 6.48, which was 0.48 higher than the previous day. The implied volatity was 40.86, the open interest changed by 0 which decreased total open position to 1
On 2 Feb IEX was trading at 122.62. The strike last trading price was 6, which was -3.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb IEX was trading at 124.87. The strike last trading price was 6, which was -3.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan IEX was trading at 126.79. The strike last trading price was -, which was - 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 IEX was trading at 127.58. The strike last trading price was 9.38, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
