IEX
Indian Energy Exc Ltd
Historical option data for IEX
16 Apr 2026 12:57 PM IST
| IEX 28-Apr-2026 (12d) 127 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0
Theta: -0.12
Gamma: 0.0344
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 132.62 | 7.27 | -0.22000000000000064 | 36.67 | 5 | -1 | 256 | |||||||||
| 15 Apr | 132.81 | 7.46 | 2.12 | 37.61 | 15 | -2 | 257 | |||||||||
| 13 Apr | 129.14 | 5.31 | -0.5300000000000002 | 38.43 | 65 | -3 | 259 | |||||||||
| 10 Apr | 129.99 | 5.84 | -0.23000000000000043 | 34.35 | 35 | -7 | 262 | |||||||||
| 9 Apr | 129.69 | 6.14 | 0.26 | 35.32 | 62 | 4 | 269 | |||||||||
| 8 Apr | 129.44 | 5.97 | 1.34 | 35.07 | 161 | -14 | 265 | |||||||||
| 7 Apr | 126.97 | 4.55 | 0.07 | 35.36 | 644 | 3 | 279 | |||||||||
| 6 Apr | 126.16 | 4.49 | 2.36 | 37.31 | 445 | 198 | 277 | |||||||||
| 2 Apr | 119.42 | 2.09 | -0.15 | 36.57 | 62 | 10 | 77 | |||||||||
| 1 Apr | 119.95 | 2.26 | 0.77 | 34.94 | 35 | 14 | 68 | |||||||||
| 30 Mar | 114.75 | 1.52 | -1.27 | 38.92 | 38 | 7 | 54 | |||||||||
| 27 Mar | 118.84 | 2.79 | -1.51 | 39.01 | 39 | 28 | 46 | |||||||||
| 25 Mar | 121.68 | 4.3 | -6.65 | 40.36 | 18 | 10 | 10 | |||||||||
| 24 Mar | 119.62 | 10.95 | 0 | 5.14 | 0 | 0 | 0 | |||||||||
| 23 Mar | 115.38 | 10.95 | 0 | 8.63 | 0 | 0 | 0 | |||||||||
| 20 Mar | 120.53 | 10.95 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 19 Mar | 118.25 | 10.95 | 0 | 5.32 | 0 | 0 | 0 | |||||||||
| 18 Mar | 123.06 | 10.95 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 17 Mar | 119.88 | 10.95 | 0 | 4.4 | 0 | 0 | 0 | |||||||||
| 16 Mar | 118.80 | 10.95 | 0 | 5.18 | 0 | 0 | 0 | |||||||||
| 13 Mar | 120.25 | 10.95 | 0 | 3.85 | 0 | 0 | 0 | |||||||||
| 12 Mar | 122.76 | 10.95 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 11 Mar | 122.85 | 10.95 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 10 Mar | 121.13 | 10.95 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
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| 9 Mar | 120.26 | 10.95 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 6 Mar | 121.76 | 10.95 | 0 | 2.84 | 0 | 0 | 0 | |||||||||
| 5 Mar | 121.63 | 10.95 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
| 4 Mar | 118.59 | 10.95 | 0 | 4.56 | 0 | 0 | 0 | |||||||||
| 2 Mar | 121.52 | 10.95 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 27 Feb | 125.64 | 10.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 127.51 | 10.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 127.72 | 10.95 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127 expiring on 28APR2026
Delta for 127 CE is 0.76
Historical price for 127 CE is as follows
On 16 Apr IEX was trading at 132.62. The strike last trading price was 7.27, which was -0.22000000000000064 lower than the previous day. The implied volatity was 36.67, the open interest changed by -1 which decreased total open position to 256
On 15 Apr IEX was trading at 132.81. The strike last trading price was 7.46, which was 2.12 higher than the previous day. The implied volatity was 37.61, the open interest changed by -2 which decreased total open position to 257
On 13 Apr IEX was trading at 129.14. The strike last trading price was 5.31, which was -0.5300000000000002 lower than the previous day. The implied volatity was 38.43, the open interest changed by -3 which decreased total open position to 259
On 10 Apr IEX was trading at 129.99. The strike last trading price was 5.84, which was -0.23000000000000043 lower than the previous day. The implied volatity was 34.35, the open interest changed by -7 which decreased total open position to 262
On 9 Apr IEX was trading at 129.69. The strike last trading price was 6.14, which was 0.26 higher than the previous day. The implied volatity was 35.32, the open interest changed by 4 which increased total open position to 269
On 8 Apr IEX was trading at 129.44. The strike last trading price was 5.97, which was 1.34 higher than the previous day. The implied volatity was 35.07, the open interest changed by -14 which decreased total open position to 265
On 7 Apr IEX was trading at 126.97. The strike last trading price was 4.55, which was 0.07 higher than the previous day. The implied volatity was 35.36, the open interest changed by 3 which increased total open position to 279
On 6 Apr IEX was trading at 126.16. The strike last trading price was 4.49, which was 2.36 higher than the previous day. The implied volatity was 37.31, the open interest changed by 198 which increased total open position to 277
On 2 Apr IEX was trading at 119.42. The strike last trading price was 2.09, which was -0.15 lower than the previous day. The implied volatity was 36.57, the open interest changed by 10 which increased total open position to 77
On 1 Apr IEX was trading at 119.95. The strike last trading price was 2.26, which was 0.77 higher than the previous day. The implied volatity was 34.94, the open interest changed by 14 which increased total open position to 68
On 30 Mar IEX was trading at 114.75. The strike last trading price was 1.52, which was -1.27 lower than the previous day. The implied volatity was 38.92, the open interest changed by 7 which increased total open position to 54
On 27 Mar IEX was trading at 118.84. The strike last trading price was 2.79, which was -1.51 lower than the previous day. The implied volatity was 39.01, the open interest changed by 28 which increased total open position to 46
On 25 Mar IEX was trading at 121.68. The strike last trading price was 4.3, which was -6.65 lower than the previous day. The implied volatity was 40.36, the open interest changed by 10 which increased total open position to 10
On 24 Mar IEX was trading at 119.62. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 23 Mar IEX was trading at 115.38. The strike last trading price was 10.95, 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 20 Mar IEX was trading at 120.53. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IEX was trading at 118.25. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 123.06. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IEX was trading at 119.88. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
On 16 Mar IEX was trading at 118.80. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IEX was trading at 120.25. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.85, 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 10.95, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IEX was trading at 122.85. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IEX was trading at 121.13. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IEX was trading at 120.26. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IEX was trading at 121.76. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 2.84, 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 10.95, which was 0 lower than the previous day. The implied volatity was 2.53, 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 10.95, which was 0 lower than the previous day. The implied volatity was 4.56, 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 10.95, which was 0 lower than the previous day. The implied volatity was 2.24, 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 10.95, 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 10.95, 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 10.95, 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 (12d) 127 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0
Theta: -0.1
Gamma: 0.03487
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 132.62 | 1.28 | -0.09000000000000008 | 36.21 | 76 | 31 | 100 |
| 15 Apr | 132.81 | 1.37 | -1.4499999999999997 | 36.63 | 45 | -2 | 68 |
| 13 Apr | 129.14 | 2.82 | 0.31999999999999984 | 38.38 | 66 | 2 | 69 |
| 10 Apr | 129.99 | 2.54 | -0.3500000000000001 | 35.28 | 55 | 3 | 66 |
| 9 Apr | 129.69 | 2.82 | -0.02 | 37.5 | 49 | -3 | 63 |
| 8 Apr | 129.44 | 2.85 | -1.65 | 35.63 | 130 | -28 | 64 |
| 7 Apr | 126.97 | 4.55 | -0.34 | 39.74 | 104 | 26 | 92 |
| 6 Apr | 126.16 | 4.9 | -4.39 | 38.72 | 109 | 60 | 66 |
| 2 Apr | 119.42 | 9.5 | -1.36 | 40.95 | 8 | 5 | 5 |
| 1 Apr | 119.95 | 10.86 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 114.75 | 10.86 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 118.84 | 10.86 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 121.68 | 10.86 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 119.62 | 10.86 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 115.38 | 10.86 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 120.53 | 10.86 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 118.25 | 10.86 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 123.06 | 10.86 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 119.88 | 10.86 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 118.80 | 10.86 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 120.25 | 10.86 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 122.76 | 10.86 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 122.85 | 10.86 | 0 | 0.21 | 0 | 0 | 0 |
| 10 Mar | 121.13 | 10.86 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 120.26 | 10.86 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 121.76 | 10.86 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 121.63 | 10.86 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 118.59 | 10.86 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 121.52 | 10.86 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 125.64 | 10.86 | 0 | 0.27 | 0 | 0 | 0 |
| 26 Feb | 127.51 | 10.86 | 0 | 1.65 | 0 | 0 | 0 |
| 25 Feb | 127.72 | 10.86 | 0 | 1.71 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127 expiring on 28APR2026
Delta for 127 PE is -0.24
Historical price for 127 PE is as follows
On 16 Apr IEX was trading at 132.62. The strike last trading price was 1.28, which was -0.09000000000000008 lower than the previous day. The implied volatity was 36.21, the open interest changed by 31 which increased total open position to 100
On 15 Apr IEX was trading at 132.81. The strike last trading price was 1.37, which was -1.4499999999999997 lower than the previous day. The implied volatity was 36.63, the open interest changed by -2 which decreased total open position to 68
On 13 Apr IEX was trading at 129.14. The strike last trading price was 2.82, which was 0.31999999999999984 higher than the previous day. The implied volatity was 38.38, the open interest changed by 2 which increased total open position to 69
On 10 Apr IEX was trading at 129.99. The strike last trading price was 2.54, which was -0.3500000000000001 lower than the previous day. The implied volatity was 35.28, the open interest changed by 3 which increased total open position to 66
On 9 Apr IEX was trading at 129.69. The strike last trading price was 2.82, which was -0.02 lower than the previous day. The implied volatity was 37.5, the open interest changed by -3 which decreased total open position to 63
On 8 Apr IEX was trading at 129.44. The strike last trading price was 2.85, which was -1.65 lower than the previous day. The implied volatity was 35.63, the open interest changed by -28 which decreased total open position to 64
On 7 Apr IEX was trading at 126.97. The strike last trading price was 4.55, which was -0.34 lower than the previous day. The implied volatity was 39.74, the open interest changed by 26 which increased total open position to 92
On 6 Apr IEX was trading at 126.16. The strike last trading price was 4.9, which was -4.39 lower than the previous day. The implied volatity was 38.72, the open interest changed by 60 which increased total open position to 66
On 2 Apr IEX was trading at 119.42. The strike last trading price was 9.5, which was -1.36 lower than the previous day. The implied volatity was 40.95, the open interest changed by 5 which increased total open position to 5
On 1 Apr IEX was trading at 119.95. The strike last trading price was 10.86, 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 Mar IEX was trading at 114.75. The strike last trading price was 10.86, 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 Mar IEX was trading at 118.84. The strike last trading price was 10.86, 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 Mar IEX was trading at 121.68. The strike last trading price was 10.86, 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 Mar IEX was trading at 119.62. The strike last trading price was 10.86, 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 23 Mar IEX was trading at 115.38. The strike last trading price was 10.86, 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 Mar IEX was trading at 120.53. The strike last trading price was 10.86, 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 Mar IEX was trading at 118.25. The strike last trading price was 10.86, 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 Mar IEX was trading at 123.06. The strike last trading price was 10.86, 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 Mar IEX was trading at 119.88. The strike last trading price was 10.86, 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 16 Mar IEX was trading at 118.80. The strike last trading price was 10.86, 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 Mar IEX was trading at 120.25. The strike last trading price was 10.86, 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 Mar IEX was trading at 122.76. The strike last trading price was 10.86, 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 Mar IEX was trading at 122.85. The strike last trading price was 10.86, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IEX was trading at 121.13. The strike last trading price was 10.86, 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 Mar IEX was trading at 120.26. The strike last trading price was 10.86, 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 Mar IEX was trading at 121.76. The strike last trading price was 10.86, 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 Mar IEX was trading at 121.63. The strike last trading price was 10.86, 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 Mar IEX was trading at 118.59. The strike last trading price was 10.86, 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 Mar IEX was trading at 121.52. The strike last trading price was 10.86, 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 Feb IEX was trading at 125.64. The strike last trading price was 10.86, which was 0 lower than the previous day. The implied volatity was 0.27, 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 10.86, which was 0 lower than the previous day. The implied volatity was 1.65, 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 10.86, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
