IEX
Indian Energy Exc Ltd
Historical option data for IEX
12 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 127.5 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 143.20 | 14.03 | -12.17 | - | 0 | 0 | 7 | |||||||||
| 11 Dec | 142.45 | 14.03 | -12.17 | - | 0 | 0 | 7 | |||||||||
| 10 Dec | 139.47 | 14.03 | -12.17 | - | 0 | 0 | 7 | |||||||||
| 9 Dec | 141.19 | 14.03 | -12.17 | - | 19 | 7 | 7 | |||||||||
| 8 Dec | 141.91 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 145.31 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 147.93 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 148.89 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 148.54 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 146.70 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 139.29 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 140.90 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 141.76 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 140.24 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 140.29 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 141.12 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 143.13 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 137.11 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 136.65 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 137.55 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 137.55 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 138.45 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 139.43 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 139.34 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 139.58 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 138.96 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 138.14 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 137.66 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 140.01 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 139.06 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 143.55 | 26.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 148.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127.5 expiring on 30DEC2025
Delta for 127.5 CE is -
Historical price for 127.5 CE is as follows
On 12 Dec IEX was trading at 143.20. The strike last trading price was 14.03, which was -12.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Dec IEX was trading at 142.45. The strike last trading price was 14.03, which was -12.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Dec IEX was trading at 139.47. The strike last trading price was 14.03, which was -12.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Dec IEX was trading at 141.19. The strike last trading price was 14.03, which was -12.17 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 8 Dec IEX was trading at 141.91. The strike last trading price was 26.2, 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 5 Dec IEX was trading at 145.31. The strike last trading price was 26.2, 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 Dec IEX was trading at 147.93. The strike last trading price was 26.2, 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 3 Dec IEX was trading at 148.89. The strike last trading price was 26.2, 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 2 Dec IEX was trading at 148.54. The strike last trading price was 26.2, 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 1 Dec IEX was trading at 146.70. The strike last trading price was 26.2, 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 28 Nov IEX was trading at 139.29. The strike last trading price was 26.2, 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 27 Nov IEX was trading at 140.90. The strike last trading price was 26.2, 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 Nov IEX was trading at 141.76. The strike last trading price was 26.2, 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 Nov IEX was trading at 140.24. The strike last trading price was 26.2, 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 24 Nov IEX was trading at 140.29. The strike last trading price was 26.2, 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 21 Nov IEX was trading at 141.12. The strike last trading price was 26.2, 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 20 Nov IEX was trading at 143.13. The strike last trading price was 26.2, 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 19 Nov IEX was trading at 137.11. The strike last trading price was 26.2, 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 18 Nov IEX was trading at 136.65. The strike last trading price was 26.2, 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 17 Nov IEX was trading at 137.55. The strike last trading price was 26.2, 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 14 Nov IEX was trading at 137.55. The strike last trading price was 26.2, 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 13 Nov IEX was trading at 138.45. The strike last trading price was 26.2, 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 12 Nov IEX was trading at 139.43. The strike last trading price was 26.2, 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 11 Nov IEX was trading at 139.34. The strike last trading price was 26.2, 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 Nov IEX was trading at 139.58. The strike last trading price was 26.2, 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 Nov IEX was trading at 138.96. The strike last trading price was 26.2, 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 Nov IEX was trading at 138.14. The strike last trading price was 26.2, 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 Nov IEX was trading at 137.66. The strike last trading price was 26.2, 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 3 Nov IEX was trading at 140.01. The strike last trading price was 26.2, 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 31 Oct IEX was trading at 139.06. The strike last trading price was 26.2, 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 Oct IEX was trading at 143.55. The strike last trading price was 26.2, 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 Oct IEX was trading at 148.66. 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 30DEC2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.03
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 143.20 | 0.24 | -0.08 | 33.58 | 84 | 2 | 202 |
| 11 Dec | 142.45 | 0.33 | -0.25 | 34.62 | 212 | 71 | 200 |
| 10 Dec | 139.47 | 0.63 | 0.2 | 33.68 | 32 | 5 | 129 |
| 9 Dec | 141.19 | 0.44 | 0.02 | 33.44 | 113 | 30 | 123 |
| 8 Dec | 141.91 | 0.44 | 0.13 | 33.75 | 106 | -3 | 92 |
| 5 Dec | 145.31 | 0.31 | 0 | 34.23 | 98 | 19 | 95 |
| 4 Dec | 147.93 | 0.31 | 0.03 | 36.33 | 39 | -5 | 76 |
| 3 Dec | 148.89 | 0.28 | -0.01 | 36.25 | 25 | -12 | 80 |
| 2 Dec | 148.54 | 0.29 | -0.08 | 35.27 | 69 | -29 | 95 |
| 1 Dec | 146.70 | 0.36 | -0.37 | 34.71 | 205 | 16 | 123 |
| 28 Nov | 139.29 | 0.7 | -0.67 | 29.27 | 462 | -9 | 105 |
| 27 Nov | 140.90 | 1.46 | 0.47 | 38.50 | 97 | 24 | 109 |
| 26 Nov | 141.76 | 0.99 | -0.31 | 34.69 | 51 | 31 | 84 |
| 25 Nov | 140.24 | 1.31 | -0.09 | 35.33 | 37 | 13 | 50 |
| 24 Nov | 140.29 | 1.45 | 0.04 | 35.83 | 23 | 13 | 38 |
| 21 Nov | 141.12 | 1.42 | 0.41 | 35.61 | 30 | 22 | 24 |
| 20 Nov | 143.13 | 1.27 | -3.58 | 36.51 | 14 | 1 | 1 |
| 19 Nov | 137.11 | 4.85 | 0 | 7.82 | 0 | 0 | 0 |
| 18 Nov | 136.65 | 4.85 | 0 | 7.53 | 0 | 0 | 0 |
| 17 Nov | 137.55 | 4.85 | 0 | 8.12 | 0 | 0 | 0 |
| 14 Nov | 137.55 | 4.85 | 0 | 7.85 | 0 | 0 | 0 |
| 13 Nov | 138.45 | 4.85 | 0 | 8.20 | 0 | 0 | 0 |
| 12 Nov | 139.43 | 4.85 | 0 | 8.76 | 0 | 0 | 0 |
| 11 Nov | 139.34 | 4.85 | 0 | 8.69 | 0 | 0 | 0 |
| 10 Nov | 139.58 | 4.85 | 0 | 8.60 | 0 | 0 | 0 |
| 7 Nov | 138.96 | 4.85 | 0 | 8.29 | 0 | 0 | 0 |
| 6 Nov | 138.14 | 4.85 | 0 | 7.72 | 0 | 0 | 0 |
| 4 Nov | 137.66 | 4.85 | 0 | 7.66 | 0 | 0 | 0 |
| 3 Nov | 140.01 | 4.85 | 0 | 8.63 | 0 | 0 | 0 |
| 31 Oct | 139.06 | 4.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 143.55 | 4.85 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 148.66 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127.5 expiring on 30DEC2025
Delta for 127.5 PE is -0.05
Historical price for 127.5 PE is as follows
On 12 Dec IEX was trading at 143.20. The strike last trading price was 0.24, which was -0.08 lower than the previous day. The implied volatity was 33.58, the open interest changed by 2 which increased total open position to 202
On 11 Dec IEX was trading at 142.45. The strike last trading price was 0.33, which was -0.25 lower than the previous day. The implied volatity was 34.62, the open interest changed by 71 which increased total open position to 200
On 10 Dec IEX was trading at 139.47. The strike last trading price was 0.63, which was 0.2 higher than the previous day. The implied volatity was 33.68, the open interest changed by 5 which increased total open position to 129
On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.44, which was 0.02 higher than the previous day. The implied volatity was 33.44, the open interest changed by 30 which increased total open position to 123
On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.44, which was 0.13 higher than the previous day. The implied volatity was 33.75, the open interest changed by -3 which decreased total open position to 92
On 5 Dec IEX was trading at 145.31. The strike last trading price was 0.31, which was 0 lower than the previous day. The implied volatity was 34.23, the open interest changed by 19 which increased total open position to 95
On 4 Dec IEX was trading at 147.93. The strike last trading price was 0.31, which was 0.03 higher than the previous day. The implied volatity was 36.33, the open interest changed by -5 which decreased total open position to 76
On 3 Dec IEX was trading at 148.89. The strike last trading price was 0.28, which was -0.01 lower than the previous day. The implied volatity was 36.25, the open interest changed by -12 which decreased total open position to 80
On 2 Dec IEX was trading at 148.54. The strike last trading price was 0.29, which was -0.08 lower than the previous day. The implied volatity was 35.27, the open interest changed by -29 which decreased total open position to 95
On 1 Dec IEX was trading at 146.70. The strike last trading price was 0.36, which was -0.37 lower than the previous day. The implied volatity was 34.71, the open interest changed by 16 which increased total open position to 123
On 28 Nov IEX was trading at 139.29. The strike last trading price was 0.7, which was -0.67 lower than the previous day. The implied volatity was 29.27, the open interest changed by -9 which decreased total open position to 105
On 27 Nov IEX was trading at 140.90. The strike last trading price was 1.46, which was 0.47 higher than the previous day. The implied volatity was 38.50, the open interest changed by 24 which increased total open position to 109
On 26 Nov IEX was trading at 141.76. The strike last trading price was 0.99, which was -0.31 lower than the previous day. The implied volatity was 34.69, the open interest changed by 31 which increased total open position to 84
On 25 Nov IEX was trading at 140.24. The strike last trading price was 1.31, which was -0.09 lower than the previous day. The implied volatity was 35.33, the open interest changed by 13 which increased total open position to 50
On 24 Nov IEX was trading at 140.29. The strike last trading price was 1.45, which was 0.04 higher than the previous day. The implied volatity was 35.83, the open interest changed by 13 which increased total open position to 38
On 21 Nov IEX was trading at 141.12. The strike last trading price was 1.42, which was 0.41 higher than the previous day. The implied volatity was 35.61, the open interest changed by 22 which increased total open position to 24
On 20 Nov IEX was trading at 143.13. The strike last trading price was 1.27, which was -3.58 lower than the previous day. The implied volatity was 36.51, the open interest changed by 1 which increased total open position to 1
On 19 Nov IEX was trading at 137.11. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 7.82, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IEX was trading at 136.65. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
On 17 Nov IEX was trading at 137.55. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IEX was trading at 137.55. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 138.45. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 139.43. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.76, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IEX was trading at 139.34. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0
On 10 Nov IEX was trading at 139.58. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IEX was trading at 138.96. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IEX was trading at 138.14. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IEX was trading at 137.66. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 7.66, the open interest changed by 0 which decreased total open position to 0
On 3 Nov IEX was trading at 140.01. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
On 31 Oct IEX was trading at 139.06. The strike last trading price was 4.85, 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 Oct IEX was trading at 143.55. The strike last trading price was 4.85, 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 Oct IEX was trading at 148.66. 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































































































































































































































