Historical option data for IEX
23 Jun 2026 01:22 PM IST
| IEX 30-Jun-2026 (7d) 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0
Theta: -0.12
Gamma: 0.07852
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 125.05 | 1.08 | -0.92 (-46.00%) | 26.44 | 703 | 99 | 394 | |||||||||
| 22 Jun | 125.68 | 1.85 | 0.85 (85.00%) | 31.06 | 1,662 | 87 | 296 | |||||||||
| 19 Jun | 122.78 | 0.94 | -0.06 (-6.00%) | 27.4 | 55 | 0 | 210 | |||||||||
| 18 Jun | 123.56 | 1.2 | -0.8 (-40.00%) | 26.9 | 103 | 20 | 206 | |||||||||
| 17 Jun | 124.18 | 1.57 | -0.43 (-21.50%) | 28.07 | 123 | -18 | 188 | |||||||||
| 16 Jun | 123.57 | 1.65 | -0.35 (-17.50%) | 29.08 | 77 | -20 | 206 | |||||||||
| 15 Jun | 122.95 | 1.6 | 0.6 (60.00%) | 30.6 | 85 | -11 | 225 | |||||||||
| 12 Jun | 120.84 | 1.35 | 0.35 (35.00%) | 31.09 | 126 | -33 | 236 | |||||||||
| 11 Jun | 117.07 | 0.79 | -0.21 (-21.00%) | 33.87 | 76 | 18 | 268 | |||||||||
| 10 Jun | 118.75 | 1.15 | -0.85 (-42.50%) | 33.32 | 26 | 3 | 252 | |||||||||
| 9 Jun | 120.06 | 1.6 | 0.6 (60.00%) | 32.87 | 72 | 10 | 251 | |||||||||
| 8 Jun | 118.96 | 1.33 | -1.67 (-55.67%) | 34.92 | 156 | 19 | 241 | |||||||||
| 5 Jun | 122.38 | 2.51 | -0.49 (-16.33%) | 32.66 | 104 | -1 | 222 | |||||||||
| 4 Jun | 124.07 | 3.3 | 0.3 (10.00%) | 32.75 | 315 | 29 | 223 | |||||||||
| 3 Jun | 123.28 | 3.24 | -0.76 (-19.00%) | 33.74 | 155 | -8 | 192 | |||||||||
| 2 Jun | 125.25 | 4.05 | 0.05 (1.25%) | 33.04 | 99 | 11 | 200 | |||||||||
| 1 Jun | 125.39 | 4.14 | -1.86 (-31.00%) | 32.6 | 284 | 43 | 189 | |||||||||
| 29 May | 128.31 | 5.5 | 0.5 (10.00%) | 31.72 | 227 | 33 | 144 | |||||||||
| 27 May | 126.59 | 4.9 | -0.1 (-2.00%) | 29.57 | 209 | 51 | 112 | |||||||||
| 26 May | 127.47 | 5.57 | -0.43 (-7.17%) | 30.14 | 160 | 21 | 61 | |||||||||
| 25 May | 127.58 | 5.83 | -0.17 (-2.83%) | 32.11 | 6 | 1 | 39 | |||||||||
| 22 May | 127.07 | 5.65 | -0.35 (-5.83%) | 30.47 | 46 | 7 | 31 | |||||||||
| 21 May | 127.05 | 5.8 | 0.8 (16.00%) | 31.69 | 15 | 5 | 24 | |||||||||
| 20 May | 125.62 | 5.45 | 0.45 (9.00%) | 33.92 | 2 | 1 | 19 | |||||||||
| 19 May | 125.48 | 5.22 | -5.78 (-52.55%) | 33.12 | 31 | 17 | 17 | |||||||||
| 18 May | 123.50 | 0 | -11 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 125.27 | 0 | -11 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 128.44 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 127.53 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 127.21 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 130.71 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 134.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 133.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 129.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 127.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 126.97 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 125.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 126.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127 expiring on 30JUN2026
Delta for 127 CE is 0.35
Historical price for 127 CE is as follows
On 23 Jun IEX was trading at 125.05. The strike last trading price was 1.08, which was -0.92 lower than the previous day. The implied volatity was 26.44, the open interest changed by 99 which increased total open position to 394
On 22 Jun IEX was trading at 125.68. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 31.06, the open interest changed by 87 which increased total open position to 296
On 19 Jun IEX was trading at 122.78. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 27.4, the open interest changed by 0 which decreased total open position to 210
On 18 Jun IEX was trading at 123.56. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 26.9, the open interest changed by 20 which increased total open position to 206
On 17 Jun IEX was trading at 124.18. The strike last trading price was 1.57, which was -0.43 lower than the previous day. The implied volatity was 28.07, the open interest changed by -18 which decreased total open position to 188
On 16 Jun IEX was trading at 123.57. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 29.08, the open interest changed by -20 which decreased total open position to 206
On 15 Jun IEX was trading at 122.95. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 30.6, the open interest changed by -11 which decreased total open position to 225
On 12 Jun IEX was trading at 120.84. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 31.09, the open interest changed by -33 which decreased total open position to 236
On 11 Jun IEX was trading at 117.07. The strike last trading price was 0.79, which was -0.21 lower than the previous day. The implied volatity was 33.87, the open interest changed by 18 which increased total open position to 268
On 10 Jun IEX was trading at 118.75. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 33.32, the open interest changed by 3 which increased total open position to 252
On 9 Jun IEX was trading at 120.06. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 32.87, the open interest changed by 10 which increased total open position to 251
On 8 Jun IEX was trading at 118.96. The strike last trading price was 1.33, which was -1.67 lower than the previous day. The implied volatity was 34.92, the open interest changed by 19 which increased total open position to 241
On 5 Jun IEX was trading at 122.38. The strike last trading price was 2.51, which was -0.49 lower than the previous day. The implied volatity was 32.66, the open interest changed by -1 which decreased total open position to 222
On 4 Jun IEX was trading at 124.07. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 32.75, the open interest changed by 29 which increased total open position to 223
On 3 Jun IEX was trading at 123.28. The strike last trading price was 3.24, which was -0.76 lower than the previous day. The implied volatity was 33.74, the open interest changed by -8 which decreased total open position to 192
On 2 Jun IEX was trading at 125.25. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 33.04, the open interest changed by 11 which increased total open position to 200
On 1 Jun IEX was trading at 125.39. The strike last trading price was 4.14, which was -1.86 lower than the previous day. The implied volatity was 32.6, the open interest changed by 43 which increased total open position to 189
On 29 May IEX was trading at 128.31. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 31.72, the open interest changed by 33 which increased total open position to 144
On 27 May IEX was trading at 126.59. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 29.57, the open interest changed by 51 which increased total open position to 112
On 26 May IEX was trading at 127.47. The strike last trading price was 5.57, which was -0.43 lower than the previous day. The implied volatity was 30.14, the open interest changed by 21 which increased total open position to 61
On 25 May IEX was trading at 127.58. The strike last trading price was 5.83, which was -0.17 lower than the previous day. The implied volatity was 32.11, the open interest changed by 1 which increased total open position to 39
On 22 May IEX was trading at 127.07. The strike last trading price was 5.65, which was -0.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by 7 which increased total open position to 31
On 21 May IEX was trading at 127.05. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was 31.69, the open interest changed by 5 which increased total open position to 24
On 20 May IEX was trading at 125.62. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 33.92, the open interest changed by 1 which increased total open position to 19
On 19 May IEX was trading at 125.48. The strike last trading price was 5.22, which was -5.78 lower than the previous day. The implied volatity was 33.12, the open interest changed by 17 which increased total open position to 17
On 18 May IEX was trading at 123.50. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IEX was trading at 125.27. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IEX was trading at 128.44. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IEX was trading at 127.53. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IEX was trading at 127.21. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IEX was trading at 130.71. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IEX was trading at 134.12. 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 7 May IEX was trading at 133.81. 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 6 May IEX was trading at 129.80. 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 5 May IEX was trading at 127.62. 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 4 May IEX was trading at 126.97. 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 30 Apr IEX was trading at 125.19. 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 29 Apr IEX was trading at 126.05. 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 30-Jun-2026 (7d) 127 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0
Theta: -0.11
Gamma: 0.07731
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 125.05 | 2.91 | 0.32 (12.36%) | 27.48 | 133 | 4 | 138 |
| 22 Jun | 125.68 | 2.5 | -1.35 (-35.06%) | 25.34 | 650 | 1 | 135 |
| 19 Jun | 122.78 | 3.85 | 3.85 (-4.94%) | 23.44 | 7 | 0 | 134 |
| 18 Jun | 123.56 | 3.85 | -0.2 (-4.94%) | 23.44 | 7 | 2 | 134 |
| 17 Jun | 124.18 | 4.05 | -0.27 (-6.25%) | 25.45 | 8 | -4 | 133 |
| 16 Jun | 123.57 | 4.22 | -0.53 (-11.16%) | 25.13 | 7 | -1 | 141 |
| 15 Jun | 122.95 | 4.75 | -4.42 (-48.20%) | 26.6 | 6 | 0 | 142 |
| 12 Jun | 120.84 | 9.17 | 9.17 | - | 44 | 0 | 142 |
| 11 Jun | 117.07 | 9.17 | 9.17 (11.53%) | 33.07 | 44 | 0 | 142 |
| 10 Jun | 118.75 | 9.19 | 0.95 (11.53%) | 33.07 | 44 | -32 | 142 |
| 9 Jun | 120.06 | 8.24 | -0.74 (-8.24%) | 30.79 | 1 | -1 | 174 |
| 8 Jun | 118.96 | 9.33 | 3.27 (53.96%) | 32.83 | 53 | -35 | 176 |
| 5 Jun | 122.38 | 6.06 | 1.05 (20.96%) | 28.36 | 2 | -1 | 210 |
| 4 Jun | 124.07 | 4.94 | -0.64 (-11.47%) | 27.39 | 171 | 93 | 211 |
| 3 Jun | 123.28 | 5.35 | 0.85 (18.89%) | 26.62 | 50 | -9 | 116 |
| 2 Jun | 125.25 | 4.5 | -0.26 (-5.46%) | 27.16 | 12 | 3 | 125 |
| 1 Jun | 125.39 | 4.86 | 1.61 (49.54%) | 29.34 | 77 | -2 | 123 |
| 29 May | 128.31 | 3.31 | -0.67 (-16.83%) | 26.94 | 85 | 35 | 124 |
| 27 May | 126.59 | 3.81 | 0.07 (1.87%) | 26.3 | 39 | 8 | 90 |
| 26 May | 127.47 | 3.62 | -0.22 (-5.73%) | 27.46 | 51 | 41 | 81 |
| 25 May | 127.58 | 3.79 | -0.2 (-5.01%) | 27.94 | 43 | 31 | 40 |
| 22 May | 127.07 | 4.04 | -0.29 (-6.70%) | 26.26 | 7 | 4 | 8 |
| 21 May | 127.05 | 4.31 | -6.42 (-59.83%) | 27.88 | 4 | 2 | 2 |
| 20 May | 125.62 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 125.48 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 123.50 | 0 | -10.73 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 125.27 | 0 | -10.73 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 128.44 | 0 | -10.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 127.53 | 0 | -10.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 127.21 | 0 | -10.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 130.71 | 0 | -10.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 134.12 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 133.81 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 129.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 127.62 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 126.97 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 125.19 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 126.05 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127 expiring on 30JUN2026
Delta for 127 PE is -0.62
Historical price for 127 PE is as follows
On 23 Jun IEX was trading at 125.05. The strike last trading price was 2.91, which was 0.32 higher than the previous day. The implied volatity was 27.48, the open interest changed by 4 which increased total open position to 138
On 22 Jun IEX was trading at 125.68. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 135
On 19 Jun IEX was trading at 122.78. The strike last trading price was 3.85, which was 3.85 higher than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 134
On 18 Jun IEX was trading at 123.56. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 23.44, the open interest changed by 2 which increased total open position to 134
On 17 Jun IEX was trading at 124.18. The strike last trading price was 4.05, which was -0.27 lower than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 133
On 16 Jun IEX was trading at 123.57. The strike last trading price was 4.22, which was -0.53 lower than the previous day. The implied volatity was 25.13, the open interest changed by -1 which decreased total open position to 141
On 15 Jun IEX was trading at 122.95. The strike last trading price was 4.75, which was -4.42 lower than the previous day. The implied volatity was 26.6, the open interest changed by 0 which decreased total open position to 142
On 12 Jun IEX was trading at 120.84. The strike last trading price was 9.17, which was 9.17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142
On 11 Jun IEX was trading at 117.07. The strike last trading price was 9.17, which was 9.17 higher than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 142
On 10 Jun IEX was trading at 118.75. The strike last trading price was 9.19, which was 0.95 higher than the previous day. The implied volatity was 33.07, the open interest changed by -32 which decreased total open position to 142
On 9 Jun IEX was trading at 120.06. The strike last trading price was 8.24, which was -0.74 lower than the previous day. The implied volatity was 30.79, the open interest changed by -1 which decreased total open position to 174
On 8 Jun IEX was trading at 118.96. The strike last trading price was 9.33, which was 3.27 higher than the previous day. The implied volatity was 32.83, the open interest changed by -35 which decreased total open position to 176
On 5 Jun IEX was trading at 122.38. The strike last trading price was 6.06, which was 1.05 higher than the previous day. The implied volatity was 28.36, the open interest changed by -1 which decreased total open position to 210
On 4 Jun IEX was trading at 124.07. The strike last trading price was 4.94, which was -0.64 lower than the previous day. The implied volatity was 27.39, the open interest changed by 93 which increased total open position to 211
On 3 Jun IEX was trading at 123.28. The strike last trading price was 5.35, which was 0.85 higher than the previous day. The implied volatity was 26.62, the open interest changed by -9 which decreased total open position to 116
On 2 Jun IEX was trading at 125.25. The strike last trading price was 4.5, which was -0.26 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 125
On 1 Jun IEX was trading at 125.39. The strike last trading price was 4.86, which was 1.61 higher than the previous day. The implied volatity was 29.34, the open interest changed by -2 which decreased total open position to 123
On 29 May IEX was trading at 128.31. The strike last trading price was 3.31, which was -0.67 lower than the previous day. The implied volatity was 26.94, the open interest changed by 35 which increased total open position to 124
On 27 May IEX was trading at 126.59. The strike last trading price was 3.81, which was 0.07 higher than the previous day. The implied volatity was 26.3, the open interest changed by 8 which increased total open position to 90
On 26 May IEX was trading at 127.47. The strike last trading price was 3.62, which was -0.22 lower than the previous day. The implied volatity was 27.46, the open interest changed by 41 which increased total open position to 81
On 25 May IEX was trading at 127.58. The strike last trading price was 3.79, which was -0.2 lower than the previous day. The implied volatity was 27.94, the open interest changed by 31 which increased total open position to 40
On 22 May IEX was trading at 127.07. The strike last trading price was 4.04, which was -0.29 lower than the previous day. The implied volatity was 26.26, the open interest changed by 4 which increased total open position to 8
On 21 May IEX was trading at 127.05. The strike last trading price was 4.31, which was -6.42 lower than the previous day. The implied volatity was 27.88, the open interest changed by 2 which increased total open position to 2
On 20 May IEX was trading at 125.62. 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 19 May IEX was trading at 125.48. 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 18 May IEX was trading at 123.50. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IEX was trading at 125.27. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IEX was trading at 128.44. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IEX was trading at 127.53. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IEX was trading at 127.21. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IEX was trading at 130.71. The strike last trading price was 0, which was -10.73 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IEX was trading at 134.12. 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 7 May IEX was trading at 133.81. 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 6 May IEX was trading at 129.80. 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 5 May IEX was trading at 127.62. 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 4 May IEX was trading at 126.97. 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 30 Apr IEX was trading at 125.19. 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 29 Apr IEX was trading at 126.05. 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
