IEX
Indian Energy Exc Ltd
Historical option data for IEX
30 Apr 2026 04:10 PM IST
| IEX 26-May-2026 (25d) 127 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0
Theta: -0.09
Gamma: 0.03554
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 125.19 | 3.93 | -0.31000000000000005 | 33.29 | 275 | 60 | 570 | |||||||||
| 29 Apr | 126.05 | 4.36 | -0.20999999999999996 | 32.58 | 420 | 29 | 508 | |||||||||
| 28 Apr | 125.94 | 4.65 | -0.33000000000000007 | 34.77 | 537 | 247 | 481 | |||||||||
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| 27 Apr | 126.45 | 4.96 | 0.8700000000000001 | 34.7 | 226 | 29 | 236 | |||||||||
| 24 Apr | 123.23 | 4.1 | -2.24 | 37.49 | 142 | 35 | 206 | |||||||||
| 23 Apr | 126.92 | 6.44 | 0.4400000000000004 | 39.47 | 156 | 49 | 171 | |||||||||
| 22 Apr | 125.78 | 6 | -0.15000000000000036 | 40.76 | 19 | 1 | 121 | |||||||||
| 21 Apr | 126.06 | 6.15 | 0.25 | 39.65 | 48 | 6 | 120 | |||||||||
| 20 Apr | 124.99 | 5.75 | -4.25 | 42.24 | 163 | 113 | 114 | |||||||||
| 17 Apr | 135.81 | 10 | -2.6999999999999993 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 134.41 | 10 | -2.6999999999999993 | 35.81 | 0 | 0 | 1 | |||||||||
| 15 Apr | 132.81 | 10 | 4.78 | 35.81 | 1 | 0 | 0 | |||||||||
| 13 Apr | 129.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 129.99 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 5.22 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 126.16 | 5.22 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127 expiring on 26MAY2026
Delta for 127 CE is 0.48
Historical price for 127 CE is as follows
On 30 Apr IEX was trading at 125.19. The strike last trading price was 3.93, which was -0.31000000000000005 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 -0.20999999999999996 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 -0.33000000000000007 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 0.8700000000000001 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 0.4400000000000004 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 -0.15000000000000036 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 -2.6999999999999993 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 -2.6999999999999993 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 (25d) 127 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0
Theta: -0.1
Gamma: 0.02687
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 125.19 | 6.7 | 0.2400000000000002 | 44.16 | 19 | 0 | 176 |
| 29 Apr | 126.05 | 6.41 | -0.1200000000000001 | 44.71 | 65 | 11 | 176 |
| 28 Apr | 125.94 | 6.52 | 0.02999999999999936 | 44.67 | 32 | 3 | 164 |
| 27 Apr | 126.45 | 6.51 | -2.4399999999999995 | 45.45 | 159 | 86 | 160 |
| 24 Apr | 123.23 | 8.95 | 2.6799999999999997 | 48.16 | 54 | 24 | 74 |
| 23 Apr | 126.92 | 6.16 | -0.79 | 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 | - | 0 | 0 | 1 |
| 15 Apr | 132.81 | 6.95 | -2.2 | - | 0 | 0 | 1 |
| 13 Apr | 129.14 | 6.95 | -2.2 | - | 0 | 0 | 1 |
| 10 Apr | 129.99 | 6.95 | -2.2 | - | 0 | 0 | 1 |
| 9 Apr | 129.69 | 6.95 | -9.12 | - | 0 | 0 | 0 |
| 8 Apr | 129.44 | 6.95 | -9.12 | - | 0 | 0 | 1 |
| 7 Apr | 126.97 | 6.95 | -9.12 | 41.69 | 1 | 0 | 0 |
| 6 Apr | 126.16 | 16.07 | 0 | 0.81 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127 expiring on 26MAY2026
Delta for 127 PE is -0.52
Historical price for 127 PE is as follows
On 30 Apr IEX was trading at 125.19. The strike last trading price was 6.7, which was 0.2400000000000002 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 -0.1200000000000001 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 0.02999999999999936 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 -2.4399999999999995 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 2.6799999999999997 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
