Historical option data for IEX
20 May 2026 04:10 PM IST
| IEX 26-May-2026 (5d) 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0
Theta: -0.18
Gamma: 0.07083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 125.62 | 1.58 | -0.42 (-21.00%) | 33.19 | 290 | -37 | 699 | |||||||||
| 19 May | 125.48 | 1.8 | 0.8 (80.00%) | 34.5 | 149 | -9 | 737 | |||||||||
| 18 May | 123.50 | 1.59 | -0.41 (-20.50%) | 37.02 | 261 | 20 | 746 | |||||||||
| 15 May | 125.27 | 2.18 | -0.82 (-27.33%) | 32.44 | 502 | 81 | 726 | |||||||||
| 14 May | 128.44 | 3.22 | 0.22 (7.33%) | 24.42 | 446 | 113 | 645 | |||||||||
| 13 May | 127.53 | 3.48 | 0.48 (16.00%) | 0 | 358 | 23 | 532 | |||||||||
| 12 May | 127.21 | 3.12 | -1.88 (-37.60%) | 0 | 152 | 9 | 510 | |||||||||
| 11 May | 130.71 | 4.94 | -2.06 (-29.43%) | 0 | 124 | -1 | 501 | |||||||||
| 8 May | 134.12 | 7.28 | -0.04 (-0.55%) | 36.44 | 77 | -13 | 502 | |||||||||
| 7 May | 133.81 | 7.35 | 2.38 (47.89%) | 16.93 | 354 | -94 | 520 | |||||||||
| 6 May | 129.80 | 5 | 0.74 (17.37%) | 26.42 | 192 | -28 | 615 | |||||||||
| 5 May | 127.62 | 4.23 | 0.08 (1.93%) | 29.77 | 612 | 12 | 642 | |||||||||
| 4 May | 126.97 | 4.27 | 0.51 (13.56%) | 31.5 | 523 | 118 | 628 | |||||||||
| 30 Apr | 125.19 | 3.93 | -0.31 (-7.31%) | 33.29 | 275 | 60 | 570 | |||||||||
| 29 Apr | 126.05 | 4.36 | -0.21 (-4.60%) | 32.58 | 420 | 29 | 508 | |||||||||
| 28 Apr | 125.94 | 4.65 | -0.33 (-6.63%) | 34.77 | 537 | 247 | 481 | |||||||||
| 27 Apr | 126.45 | 4.96 | 0.87 (21.27%) | 34.7 | 226 | 29 | 236 | |||||||||
| 24 Apr | 123.23 | 4.1 | -2.24 (-35.33%) | 37.49 | 142 | 35 | 206 | |||||||||
| 23 Apr | 126.92 | 6.44 | 0.44 (7.33%) | 39.47 | 156 | 49 | 171 | |||||||||
| 22 Apr | 125.78 | 6 | -0.15 (-2.44%) | 40.76 | 19 | 1 | 121 | |||||||||
| 21 Apr | 126.06 | 6.15 | 0.25 (4.24%) | 39.65 | 48 | 6 | 120 | |||||||||
| 20 Apr | 124.99 | 5.75 | -4.25 (-42.50%) | 42.24 | 163 | 113 | 114 | |||||||||
| 17 Apr | 135.81 | 10 | -2.7 (-21.26%) | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 134.41 | 10 | -2.7 (-21.26%) | 35.81 | 0 | 0 | 1 | |||||||||
| 15 Apr | 132.81 | 10 | 4.78 (91.57%) | 35.81 | 1 | 0 | 0 | |||||||||
| 13 Apr | 129.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 129.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 5.22 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 5.22 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 5.22 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 126.16 | 5.22 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127 expiring on 26MAY2026
Delta for 127 CE is 0.41
Historical price for 127 CE is as follows
On 20 May IEX was trading at 125.62. The strike last trading price was 1.58, which was -0.42 lower than the previous day. The implied volatity was 33.19, the open interest changed by -37 which decreased total open position to 699
On 19 May IEX was trading at 125.48. The strike last trading price was 1.8, which was 0.8 higher than the previous day. The implied volatity was 34.5, the open interest changed by -9 which decreased total open position to 737
On 18 May IEX was trading at 123.50. The strike last trading price was 1.59, which was -0.41 lower than the previous day. The implied volatity was 37.02, the open interest changed by 20 which increased total open position to 746
On 15 May IEX was trading at 125.27. The strike last trading price was 2.18, which was -0.82 lower than the previous day. The implied volatity was 32.44, the open interest changed by 81 which increased total open position to 726
On 14 May IEX was trading at 128.44. The strike last trading price was 3.22, which was 0.22 higher than the previous day. The implied volatity was 24.42, the open interest changed by 113 which increased total open position to 645
On 13 May IEX was trading at 127.53. The strike last trading price was 3.48, which was 0.48 higher than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 532
On 12 May IEX was trading at 127.21. The strike last trading price was 3.12, which was -1.88 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 510
On 11 May IEX was trading at 130.71. The strike last trading price was 4.94, which was -2.06 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 501
On 8 May IEX was trading at 134.12. The strike last trading price was 7.28, which was -0.04 lower than the previous day. The implied volatity was 36.44, the open interest changed by -13 which decreased total open position to 502
On 7 May IEX was trading at 133.81. The strike last trading price was 7.35, which was 2.38 higher than the previous day. The implied volatity was 16.93, the open interest changed by -94 which decreased total open position to 520
On 6 May IEX was trading at 129.80. The strike last trading price was 5, which was 0.74 higher than the previous day. The implied volatity was 26.42, the open interest changed by -28 which decreased total open position to 615
On 5 May IEX was trading at 127.62. The strike last trading price was 4.23, which was 0.08 higher than the previous day. The implied volatity was 29.77, the open interest changed by 12 which increased total open position to 642
On 4 May IEX was trading at 126.97. The strike last trading price was 4.27, which was 0.51 higher than the previous day. The implied volatity was 31.5, the open interest changed by 118 which increased total open position to 628
On 30 Apr IEX was trading at 125.19. The strike last trading price was 3.93, which was -0.31 lower than the previous day. The implied volatity was 33.29, the open interest changed by 60 which increased total open position to 570
On 29 Apr IEX was trading at 126.05. The strike last trading price was 4.36, which was -0.21 lower than the previous day. The implied volatity was 32.58, the open interest changed by 29 which increased total open position to 508
On 28 Apr IEX was trading at 125.94. The strike last trading price was 4.65, which was -0.33 lower than the previous day. The implied volatity was 34.77, the open interest changed by 247 which increased total open position to 481
On 27 Apr IEX was trading at 126.45. The strike last trading price was 4.96, which was 0.87 higher than the previous day. The implied volatity was 34.7, the open interest changed by 29 which increased total open position to 236
On 24 Apr IEX was trading at 123.23. The strike last trading price was 4.1, which was -2.24 lower than the previous day. The implied volatity was 37.49, the open interest changed by 35 which increased total open position to 206
On 23 Apr IEX was trading at 126.92. The strike last trading price was 6.44, which was 0.44 higher than the previous day. The implied volatity was 39.47, the open interest changed by 49 which increased total open position to 171
On 22 Apr IEX was trading at 125.78. The strike last trading price was 6, which was -0.15 lower than the previous day. The implied volatity was 40.76, the open interest changed by 1 which increased total open position to 121
On 21 Apr IEX was trading at 126.06. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 39.65, the open interest changed by 6 which increased total open position to 120
On 20 Apr IEX was trading at 124.99. The strike last trading price was 5.75, which was -4.25 lower than the previous day. The implied volatity was 42.24, the open interest changed by 113 which increased total open position to 114
On 17 Apr IEX was trading at 135.81. The strike last trading price was 10, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr IEX was trading at 134.41. The strike last trading price was 10, which was -2.7 lower than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 1
On 15 Apr IEX was trading at 132.81. The strike last trading price was 10, which was 4.78 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 0
On 13 Apr IEX was trading at 129.14. 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 10 Apr IEX was trading at 129.99. 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 9 Apr IEX was trading at 129.69. The strike last trading price was 5.22, 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 8 Apr IEX was trading at 129.44. The strike last trading price was 5.22, 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 7 Apr IEX was trading at 126.97. The strike last trading price was 5.22, 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 6 Apr IEX was trading at 126.16. The strike last trading price was 5.22, 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 26-May-2026 (5d) 127 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0
Theta: -0.15
Gamma: 0.07398
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 125.62 | 2.79 | -0.09 (-3.12%) | 31.83 | 103 | -27 | 224 |
| 19 May | 125.48 | 2.98 | -1.81 (-37.79%) | 30.63 | 70 | 7 | 252 |
| 18 May | 123.50 | 4.79 | 1.03 (27.39%) | 35.51 | 24 | -18 | 245 |
| 15 May | 125.27 | 3.9 | 0.85 (27.87%) | 34.82 | 71 | -1 | 264 |
| 14 May | 128.44 | 2.94 | -1 (-25.38%) | 40.01 | 264 | 37 | 264 |
| 13 May | 127.53 | 3.87 | -0.25 (-6.07%) | 0 | 286 | 21 | 227 |
| 12 May | 127.21 | 4.05 | 1.49 (58.20%) | 0 | 200 | 12 | 206 |
| 11 May | 130.71 | 2.36 | 0.81 (52.26%) | 0 | 967 | -31 | 195 |
| 8 May | 134.12 | 1.57 | -0.21 (-11.80%) | 36.98 | 238 | -17 | 226 |
| 7 May | 133.81 | 1.73 | -1.47 (-45.94%) | 36.99 | 435 | -13 | 245 |
| 6 May | 129.80 | 3.18 | -1.63 (-33.89%) | 38.15 | 134 | -2 | 258 |
| 5 May | 127.62 | 4.76 | -0.53 (-10.02%) | 43.2 | 211 | 13 | 260 |
| 4 May | 126.97 | 5.15 | -1.65 (-24.26%) | 43.64 | 167 | 63 | 239 |
| 30 Apr | 125.19 | 6.7 | 0.24 (3.72%) | 44.16 | 19 | 0 | 176 |
| 29 Apr | 126.05 | 6.41 | -0.12 (-1.84%) | 44.71 | 65 | 11 | 176 |
| 28 Apr | 125.94 | 6.52 | 0.03 (0.46%) | 44.67 | 32 | 3 | 164 |
| 27 Apr | 126.45 | 6.51 | -2.44 (-27.26%) | 45.45 | 159 | 86 | 160 |
| 24 Apr | 123.23 | 8.95 | 2.68 (42.74%) | 48.16 | 54 | 24 | 74 |
| 23 Apr | 126.92 | 6.16 | -0.79 (-11.37%) | 42.92 | 74 | 45 | 46 |
| 22 Apr | 125.78 | 6.95 | 6.95 | - | 0 | 0 | 1 |
| 21 Apr | 126.06 | 6.95 | 6.95 | - | 0 | 0 | 1 |
| 20 Apr | 124.99 | 6.95 | 6.95 | - | 0 | 0 | 1 |
| 17 Apr | 135.81 | 6.95 | 6.95 | - | 0 | 0 | 1 |
| 16 Apr | 134.41 | 6.95 | 6.95 (-24.04%) | - | 0 | 0 | 1 |
| 15 Apr | 132.81 | 6.95 | -2.2 (-24.04%) | - | 0 | 0 | 1 |
| 13 Apr | 129.14 | 6.95 | -2.2 (-24.04%) | - | 0 | 0 | 1 |
| 10 Apr | 129.99 | 6.95 | -2.2 (-24.04%) | - | 0 | 0 | 1 |
| 9 Apr | 129.69 | 6.95 | -9.12 (-56.75%) | - | 0 | 0 | 0 |
| 8 Apr | 129.44 | 6.95 | -9.12 (-56.75%) | - | 0 | 0 | 1 |
| 7 Apr | 126.97 | 6.95 | -9.12 (-56.75%) | 41.69 | 1 | 0 | 0 |
| 6 Apr | 126.16 | 16.07 | 0 (0.00%) | 0.81 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127 expiring on 26MAY2026
Delta for 127 PE is -0.58
Historical price for 127 PE is as follows
On 20 May IEX was trading at 125.62. The strike last trading price was 2.79, which was -0.09 lower than the previous day. The implied volatity was 31.83, the open interest changed by -27 which decreased total open position to 224
On 19 May IEX was trading at 125.48. The strike last trading price was 2.98, which was -1.81 lower than the previous day. The implied volatity was 30.63, the open interest changed by 7 which increased total open position to 252
On 18 May IEX was trading at 123.50. The strike last trading price was 4.79, which was 1.03 higher than the previous day. The implied volatity was 35.51, the open interest changed by -18 which decreased total open position to 245
On 15 May IEX was trading at 125.27. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 34.82, the open interest changed by -1 which decreased total open position to 264
On 14 May IEX was trading at 128.44. The strike last trading price was 2.94, which was -1 lower than the previous day. The implied volatity was 40.01, the open interest changed by 37 which increased total open position to 264
On 13 May IEX was trading at 127.53. The strike last trading price was 3.87, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 227
On 12 May IEX was trading at 127.21. The strike last trading price was 4.05, which was 1.49 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 206
On 11 May IEX was trading at 130.71. The strike last trading price was 2.36, which was 0.81 higher than the previous day. The implied volatity was 0, the open interest changed by -31 which decreased total open position to 195
On 8 May IEX was trading at 134.12. The strike last trading price was 1.57, which was -0.21 lower than the previous day. The implied volatity was 36.98, the open interest changed by -17 which decreased total open position to 226
On 7 May IEX was trading at 133.81. The strike last trading price was 1.73, which was -1.47 lower than the previous day. The implied volatity was 36.99, the open interest changed by -13 which decreased total open position to 245
On 6 May IEX was trading at 129.80. The strike last trading price was 3.18, which was -1.63 lower than the previous day. The implied volatity was 38.15, the open interest changed by -2 which decreased total open position to 258
On 5 May IEX was trading at 127.62. The strike last trading price was 4.76, which was -0.53 lower than the previous day. The implied volatity was 43.2, the open interest changed by 13 which increased total open position to 260
On 4 May IEX was trading at 126.97. The strike last trading price was 5.15, which was -1.65 lower than the previous day. The implied volatity was 43.64, the open interest changed by 63 which increased total open position to 239
On 30 Apr IEX was trading at 125.19. The strike last trading price was 6.7, which was 0.24 higher than the previous day. The implied volatity was 44.16, the open interest changed by 0 which decreased total open position to 176
On 29 Apr IEX was trading at 126.05. The strike last trading price was 6.41, which was -0.12 lower than the previous day. The implied volatity was 44.71, the open interest changed by 11 which increased total open position to 176
On 28 Apr IEX was trading at 125.94. The strike last trading price was 6.52, which was 0.03 higher than the previous day. The implied volatity was 44.67, the open interest changed by 3 which increased total open position to 164
On 27 Apr IEX was trading at 126.45. The strike last trading price was 6.51, which was -2.44 lower than the previous day. The implied volatity was 45.45, the open interest changed by 86 which increased total open position to 160
On 24 Apr IEX was trading at 123.23. The strike last trading price was 8.95, which was 2.68 higher than the previous day. The implied volatity was 48.16, the open interest changed by 24 which increased total open position to 74
On 23 Apr IEX was trading at 126.92. The strike last trading price was 6.16, which was -0.79 lower than the previous day. The implied volatity was 42.92, the open interest changed by 45 which increased total open position to 46
On 22 Apr IEX was trading at 125.78. The strike last trading price was 6.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr IEX was trading at 126.06. The strike last trading price was 6.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr IEX was trading at 124.99. The strike last trading price was 6.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr IEX was trading at 135.81. The strike last trading price was 6.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr IEX was trading at 134.41. The strike last trading price was 6.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr IEX was trading at 132.81. The strike last trading price was 6.95, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr IEX was trading at 129.14. The strike last trading price was 6.95, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr IEX was trading at 129.99. The strike last trading price was 6.95, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr IEX was trading at 129.69. The strike last trading price was 6.95, which was -9.12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IEX was trading at 129.44. The strike last trading price was 6.95, which was -9.12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr IEX was trading at 126.97. The strike last trading price was 6.95, which was -9.12 lower than the previous day. The implied volatity was 41.69, the open interest changed by 0 which decreased total open position to 0
On 6 Apr IEX was trading at 126.16. The strike last trading price was 16.07, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
