IEX
Indian Energy Exc Ltd
Historical option data for IEX
10 Mar 2026 11:27 AM IST
| IEX 30-MAR-2026 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.1
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 120.58 | 1.5 | -0.26 | 31.76 | 12 | 1 | 556 | |||||||||
| 9 Mar | 120.26 | 1.82 | -0.35 | 34.05 | 99 | 14 | 555 | |||||||||
| 6 Mar | 121.76 | 2.18 | 0.06 | 33.25 | 45 | 6 | 541 | |||||||||
| 5 Mar | 121.63 | 2.18 | 0.43 | 31.45 | 74 | -21 | 535 | |||||||||
| 4 Mar | 118.59 | 1.74 | -0.72 | 34.83 | 64 | 3 | 556 | |||||||||
| 2 Mar | 121.52 | 2.52 | -1.58 | 31.49 | 132 | 14 | 553 | |||||||||
| 27 Feb | 125.64 | 3.91 | -1.33 | 29.35 | 130 | 1 | 539 | |||||||||
| 26 Feb | 127.51 | 5.17 | -0.24 | 28.86 | 99 | -1 | 539 | |||||||||
| 25 Feb | 127.72 | 5.39 | 0.88 | 29.49 | 217 | 23 | 540 | |||||||||
| 24 Feb | 125.63 | 4.69 | -0.39 | 29.33 | 547 | 358 | 518 | |||||||||
| 23 Feb | 125.72 | 5.25 | 0.54 | 33.08 | 166 | 135 | 159 | |||||||||
| 20 Feb | 125.42 | 4.71 | 0.16 | 29.87 | 22 | 0 | 7 | |||||||||
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| 19 Feb | 123.87 | 4.55 | -1.13 | 34.01 | 7 | 4 | 7 | |||||||||
| 18 Feb | 126.13 | 5.71 | -1.29 | 33.37 | 3 | 2 | 3 | |||||||||
| 17 Feb | 126.25 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 124.97 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 123.95 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 125.91 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 127.16 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 126.14 | 7 | -5.25 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 125.34 | 7 | -5.25 | 38.15 | 1 | 0 | 0 | |||||||||
| 6 Feb | 120.94 | 12.25 | 0 | 3.24 | 0 | 0 | 0 | |||||||||
| 5 Feb | 124.85 | 12.25 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 4 Feb | 127.69 | 12.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 126.26 | 12.25 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 2 Feb | 122.62 | 12.25 | 0 | 1.35 | 0 | 0 | 0 | |||||||||
| 1 Feb | 124.87 | 12.25 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 127.58 | 12.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127 expiring on 30MAR2026
Delta for 127 CE is 0.29
Historical price for 127 CE is as follows
On 10 Mar IEX was trading at 120.58. The strike last trading price was 1.5, which was -0.26 lower than the previous day. The implied volatity was 31.76, the open interest changed by 1 which increased total open position to 556
On 9 Mar IEX was trading at 120.26. The strike last trading price was 1.82, which was -0.35 lower than the previous day. The implied volatity was 34.05, the open interest changed by 14 which increased total open position to 555
On 6 Mar IEX was trading at 121.76. The strike last trading price was 2.18, which was 0.06 higher than the previous day. The implied volatity was 33.25, the open interest changed by 6 which increased total open position to 541
On 5 Mar IEX was trading at 121.63. The strike last trading price was 2.18, which was 0.43 higher than the previous day. The implied volatity was 31.45, the open interest changed by -21 which decreased total open position to 535
On 4 Mar IEX was trading at 118.59. The strike last trading price was 1.74, which was -0.72 lower than the previous day. The implied volatity was 34.83, the open interest changed by 3 which increased total open position to 556
On 2 Mar IEX was trading at 121.52. The strike last trading price was 2.52, which was -1.58 lower than the previous day. The implied volatity was 31.49, the open interest changed by 14 which increased total open position to 553
On 27 Feb IEX was trading at 125.64. The strike last trading price was 3.91, which was -1.33 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 539
On 26 Feb IEX was trading at 127.51. The strike last trading price was 5.17, which was -0.24 lower than the previous day. The implied volatity was 28.86, the open interest changed by -1 which decreased total open position to 539
On 25 Feb IEX was trading at 127.72. The strike last trading price was 5.39, which was 0.88 higher than the previous day. The implied volatity was 29.49, the open interest changed by 23 which increased total open position to 540
On 24 Feb IEX was trading at 125.63. The strike last trading price was 4.69, which was -0.39 lower than the previous day. The implied volatity was 29.33, the open interest changed by 358 which increased total open position to 518
On 23 Feb IEX was trading at 125.72. The strike last trading price was 5.25, which was 0.54 higher than the previous day. The implied volatity was 33.08, the open interest changed by 135 which increased total open position to 159
On 20 Feb IEX was trading at 125.42. The strike last trading price was 4.71, which was 0.16 higher than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 7
On 19 Feb IEX was trading at 123.87. The strike last trading price was 4.55, which was -1.13 lower than the previous day. The implied volatity was 34.01, the open interest changed by 4 which increased total open position to 7
On 18 Feb IEX was trading at 126.13. The strike last trading price was 5.71, which was -1.29 lower than the previous day. The implied volatity was 33.37, the open interest changed by 2 which increased total open position to 3
On 17 Feb IEX was trading at 126.25. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb IEX was trading at 124.97. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb IEX was trading at 123.95. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb IEX was trading at 125.91. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb IEX was trading at 127.16. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb IEX was trading at 126.14. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb IEX was trading at 125.34. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IEX was trading at 120.94. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IEX was trading at 124.85. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IEX was trading at 127.69. The strike last trading price was 12.25, 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 Feb IEX was trading at 126.26. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IEX was trading at 122.62. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IEX was trading at 124.87. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IEX was trading at 126.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IEX was trading at 127.58. The strike last trading price was 12.25, 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 30MAR2026 127 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 120.58 | 8.53 | 1.38 | - | 25 | 0 | 270 |
| 9 Mar | 120.26 | 8.53 | 1.38 | 44.45 | 25 | -9 | 271 |
| 6 Mar | 121.76 | 7.15 | -2.55 | - | 0 | 0 | 280 |
| 5 Mar | 121.63 | 7.15 | -2.55 | 34.81 | 5 | -1 | 281 |
| 4 Mar | 118.59 | 9.76 | 2.3 | 39.77 | 24 | -9 | 279 |
| 2 Mar | 121.52 | 7.53 | 2.45 | 37.57 | 26 | -11 | 288 |
| 27 Feb | 125.64 | 5.29 | 1.37 | 33.57 | 126 | 13 | 299 |
| 26 Feb | 127.51 | 3.88 | 0 | 31.02 | 196 | 19 | 286 |
| 25 Feb | 127.72 | 3.89 | -1.29 | 30.91 | 123 | 39 | 265 |
| 24 Feb | 125.63 | 4.92 | -0.52 | 33.3 | 141 | 74 | 226 |
| 23 Feb | 125.72 | 5.32 | -1.68 | 34.9 | 212 | 150 | 152 |
| 20 Feb | 125.42 | 7 | -0.58 | - | 0 | 0 | 2 |
| 19 Feb | 123.87 | 7 | -0.58 | - | 0 | 0 | 2 |
| 18 Feb | 126.13 | 7 | -0.58 | - | 0 | 0 | 2 |
| 17 Feb | 126.25 | 7 | -0.58 | - | 0 | 0 | 2 |
| 16 Feb | 124.97 | 7 | -0.58 | - | 0 | 0 | 2 |
| 13 Feb | 123.95 | 7 | -0.58 | - | 0 | 0 | 2 |
| 12 Feb | 125.91 | 7 | -0.58 | - | 0 | 0 | 2 |
| 11 Feb | 127.16 | 7 | -0.58 | 43.19 | 1 | 0 | 1 |
| 10 Feb | 126.14 | 7.58 | -2.8 | - | 0 | 0 | 1 |
| 9 Feb | 125.34 | 7.58 | -2.8 | 41.51 | 1 | 0 | 0 |
| 6 Feb | 120.94 | 10.38 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 124.85 | 10.38 | 0 | 0.02 | 0 | 0 | 0 |
| 4 Feb | 127.69 | 10.38 | 0 | 1.73 | 0 | 0 | 0 |
| 3 Feb | 126.26 | 10.38 | 0 | 0.83 | 0 | 0 | 0 |
| 2 Feb | 122.62 | 10.38 | 0 | 0.15 | 0 | 0 | 0 |
| 1 Feb | 124.87 | 10.38 | 0 | 0.01 | 0 | 0 | 0 |
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 127.58 | 10.38 | 0 | 1.5 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127 expiring on 30MAR2026
Delta for 127 PE is -
Historical price for 127 PE is as follows
On 10 Mar IEX was trading at 120.58. The strike last trading price was 8.53, which was 1.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 270
On 9 Mar IEX was trading at 120.26. The strike last trading price was 8.53, which was 1.38 higher than the previous day. The implied volatity was 44.45, the open interest changed by -9 which decreased total open position to 271
On 6 Mar IEX was trading at 121.76. The strike last trading price was 7.15, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 5 Mar IEX was trading at 121.63. The strike last trading price was 7.15, which was -2.55 lower than the previous day. The implied volatity was 34.81, the open interest changed by -1 which decreased total open position to 281
On 4 Mar IEX was trading at 118.59. The strike last trading price was 9.76, which was 2.3 higher than the previous day. The implied volatity was 39.77, the open interest changed by -9 which decreased total open position to 279
On 2 Mar IEX was trading at 121.52. The strike last trading price was 7.53, which was 2.45 higher than the previous day. The implied volatity was 37.57, the open interest changed by -11 which decreased total open position to 288
On 27 Feb IEX was trading at 125.64. The strike last trading price was 5.29, which was 1.37 higher than the previous day. The implied volatity was 33.57, the open interest changed by 13 which increased total open position to 299
On 26 Feb IEX was trading at 127.51. The strike last trading price was 3.88, which was 0 lower than the previous day. The implied volatity was 31.02, the open interest changed by 19 which increased total open position to 286
On 25 Feb IEX was trading at 127.72. The strike last trading price was 3.89, which was -1.29 lower than the previous day. The implied volatity was 30.91, the open interest changed by 39 which increased total open position to 265
On 24 Feb IEX was trading at 125.63. The strike last trading price was 4.92, which was -0.52 lower than the previous day. The implied volatity was 33.3, the open interest changed by 74 which increased total open position to 226
On 23 Feb IEX was trading at 125.72. The strike last trading price was 5.32, which was -1.68 lower than the previous day. The implied volatity was 34.9, the open interest changed by 150 which increased total open position to 152
On 20 Feb IEX was trading at 125.42. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb IEX was trading at 123.87. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb IEX was trading at 126.13. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb IEX was trading at 126.25. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb IEX was trading at 124.97. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb IEX was trading at 123.95. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb IEX was trading at 125.91. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb IEX was trading at 127.16. The strike last trading price was 7, which was -0.58 lower than the previous day. The implied volatity was 43.19, the open interest changed by 0 which decreased total open position to 1
On 10 Feb IEX was trading at 126.14. The strike last trading price was 7.58, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb IEX was trading at 125.34. The strike last trading price was 7.58, which was -2.8 lower than the previous day. The implied volatity was 41.51, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IEX was trading at 120.94. The strike last trading price was 10.38, 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 Feb IEX was trading at 124.85. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IEX was trading at 127.69. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IEX was trading at 126.26. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IEX was trading at 122.62. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IEX was trading at 124.87. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IEX was trading at 126.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IEX was trading at 127.58. The strike last trading price was 10.38, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
