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Historical option data for IEX

08 Jun 2026 04:10 PM IST
IEX 30-Jun-2026 (21d) 128 CE
Delta: 0.21
Vega: 0
Theta: -0.07
Gamma: 0.02737
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 118.96 1.17 -0.83 (-41.50%) 35.72 99 14 327
5 Jun 122.38 2.21 -0.79 (-26.33%) 33.11 158 28 314
4 Jun 124.07 2.91 -0.09 (-3.00%) 32.96 287 12 285
3 Jun 123.28 2.91 -1.09 (-27.25%) 34.03 148 4 270
2 Jun 125.25 3.67 -0.33 (-8.25%) 33.34 86 5 265
1 Jun 125.39 3.63 -1.37 (-27.40%) 32.02 367 88 261
29 May 128.31 5.25 1.25 (31.25%) 32.9 353 -102 168
27 May 126.59 4.34 -0.66 (-13.20%) 29.37 695 27 270
26 May 127.47 5.06 0.06 (1.20%) 30.16 677 209 238
25 May 127.58 5.26 0.26 (5.20%) 32.62 61 10 27
22 May 127.07 5.16 0.16 (3.20%) 30.33 21 15 16
21 May 127.05 4.95 -0.05 (-1.00%) - 0 0 1
20 May 125.62 4.95 -0.05 (-1.00%) 34.1 0 0 1
19 May 125.48 4.95 -3.05 (-38.13%) 34.1 3 1 1
18 May 123.50 0 -8 (-100.00%) - 0 0 0
15 May 125.27 0 -8 (-100.00%) - 0 0 0
14 May 128.44 0 -8 (-100.00%) 0 0 0 0
13 May 127.53 0 -8 (-100.00%) 0 0 0 0
12 May 127.21 0 -8 (-100.00%) 0 0 0 0
11 May 130.71 0 -8 (-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
28 Apr 125.94 0 0 - 0 0 0
27 Apr 126.45 0 0 - 0 0 0
24 Apr 123.23 0 0 - 0 0 0
23 Apr 126.92 0 0 - 0 0 0
22 Apr 125.78 0 0 - 0 0 0
21 Apr 126.06 0 0 - 0 0 0
20 Apr 124.99 0 0 - 0 0 0
17 Apr 135.81 - - - 0 0 0
16 Apr 134.41 - - - 0 0 0
15 Apr 132.81 - - - 0 0 0
13 Apr 129.14 - - - 0 0 0
10 Apr 129.99 7.64 0 (0.00%) - 0 0 0
9 Apr 129.69 7.64 0 (0.00%) - 0 0 0
8 Apr 129.44 - - - 0 0 0
7 Apr 126.97 - - - 0 0 0
6 Apr 126.16 - - - 0 0 0
2 Apr 119.42 7.64 0 (0.00%) 2.75 0 0 0


For Indian Energy Exc Ltd - strike price 128 expiring on 30JUN2026

Delta for 128 CE is 0.21

Historical price for 128 CE is as follows

On 8 Jun IEX was trading at 118.96. The strike last trading price was 1.17, which was -0.83 lower than the previous day. The implied volatity was 35.72, the open interest changed by 14 which increased total open position to 327


On 5 Jun IEX was trading at 122.38. The strike last trading price was 2.21, which was -0.79 lower than the previous day. The implied volatity was 33.11, the open interest changed by 28 which increased total open position to 314


On 4 Jun IEX was trading at 124.07. The strike last trading price was 2.91, which was -0.09 lower than the previous day. The implied volatity was 32.96, the open interest changed by 12 which increased total open position to 285


On 3 Jun IEX was trading at 123.28. The strike last trading price was 2.91, which was -1.09 lower than the previous day. The implied volatity was 34.03, the open interest changed by 4 which increased total open position to 270


On 2 Jun IEX was trading at 125.25. The strike last trading price was 3.67, which was -0.33 lower than the previous day. The implied volatity was 33.34, the open interest changed by 5 which increased total open position to 265


On 1 Jun IEX was trading at 125.39. The strike last trading price was 3.63, which was -1.37 lower than the previous day. The implied volatity was 32.02, the open interest changed by 88 which increased total open position to 261


On 29 May IEX was trading at 128.31. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 32.9, the open interest changed by -102 which decreased total open position to 168


On 27 May IEX was trading at 126.59. The strike last trading price was 4.34, which was -0.66 lower than the previous day. The implied volatity was 29.37, the open interest changed by 27 which increased total open position to 270


On 26 May IEX was trading at 127.47. The strike last trading price was 5.06, which was 0.06 higher than the previous day. The implied volatity was 30.16, the open interest changed by 209 which increased total open position to 238


On 25 May IEX was trading at 127.58. The strike last trading price was 5.26, which was 0.26 higher than the previous day. The implied volatity was 32.62, the open interest changed by 10 which increased total open position to 27


On 22 May IEX was trading at 127.07. The strike last trading price was 5.16, which was 0.16 higher than the previous day. The implied volatity was 30.33, the open interest changed by 15 which increased total open position to 16


On 21 May IEX was trading at 127.05. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May IEX was trading at 125.62. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 1


On 19 May IEX was trading at 125.48. The strike last trading price was 4.95, which was -3.05 lower than the previous day. The implied volatity was 34.1, the open interest changed by 1 which increased total open position to 1


On 18 May IEX was trading at 123.50. The strike last trading price was 0, which was -8 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 -8 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 -8 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 -8 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 -8 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 -8 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


On 28 Apr IEX was trading at 125.94. 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 27 Apr IEX was trading at 126.45. 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 24 Apr IEX was trading at 123.23. 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 23 Apr IEX was trading at 126.92. 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 22 Apr IEX was trading at 125.78. 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 21 Apr IEX was trading at 126.06. 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 20 Apr IEX was trading at 124.99. 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 17 Apr IEX was trading at 135.81. 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 16 Apr IEX was trading at 134.41. 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 15 Apr IEX was trading at 132.81. 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 13 Apr IEX was trading at 129.14. 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 10 Apr IEX was trading at 129.99. The strike last trading price was 7.64, 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 7.64, 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 -, 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 7 Apr IEX was trading at 126.97. 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 6 Apr IEX was trading at 126.16. 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 2 Apr IEX was trading at 119.42. The strike last trading price was 7.64, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


IEX 30-Jun-2026 (21d) 128 PE
Delta: -0.79
Vega: 0
Theta: -0.05
Gamma: 0.02739
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 118.96 10.5 3.66 (53.51%) 35.6 72 -29 146
5 Jun 122.38 6.82 0.6 (9.65%) 28.13 30 -2 171
4 Jun 124.07 6.22 6.22 (13.77%) 26.18 31 0 173
3 Jun 123.28 6.03 0.73 (13.77%) 26.18 31 -6 173
2 Jun 125.25 5.3 -0.05 (-0.93%) 26.15 1 -1 179
1 Jun 125.39 5.42 1.7 (45.70%) 28.89 73 -2 180
29 May 128.31 3.69 -0.77 (-17.26%) 26.68 146 5 183
27 May 126.59 4.44 0.21 (4.96%) 27.05 211 73 177
26 May 127.47 4.07 -0.19 (-4.46%) 27.44 91 44 103
25 May 127.58 4.21 -0.36 (-7.88%) 27.55 48 40 60
22 May 127.07 4.58 -14.01 (-75.36%) 27.07 22 18 18
21 May 127.05 0 0 - 0 0 0
20 May 125.62 0 0 - 0 0 0
19 May 125.48 0 0 - 0 0 0
18 May 123.50 0 -18.59 (-100.00%) - 0 0 0
15 May 125.27 0 -18.59 (-100.00%) - 0 0 0
14 May 128.44 0 -18.59 (-100.00%) 0 0 0 0
13 May 127.53 0 -18.59 (-100.00%) 0 0 0 0
12 May 127.21 0 -18.59 (-100.00%) 0 0 0 0
11 May 130.71 0 -18.59 (-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
28 Apr 125.94 0 0 - 0 0 0
27 Apr 126.45 0 0 - 0 0 0
24 Apr 123.23 0 0 - 0 0 0
23 Apr 126.92 0 0 - 0 0 0
22 Apr 125.78 0 0 - 0 0 0
21 Apr 126.06 0 0 - 0 0 0
20 Apr 124.99 0 0 - 0 0 0
17 Apr 135.81 - - - 0 0 0
16 Apr 134.41 - - - 0 0 0
15 Apr 132.81 - - - 0 0 0
13 Apr 129.14 - - - 0 0 0
10 Apr 129.99 18.59 0 (0.00%) 2.9 0 0 0
9 Apr 129.69 18.59 0 (0.00%) 1.84 0 0 0
8 Apr 129.44 - - - 0 0 0
7 Apr 126.97 - - - 0 0 0
6 Apr 126.16 - - - 0 0 0
2 Apr 119.42 18.59 0 (0.00%) - 0 0 0


For Indian Energy Exc Ltd - strike price 128 expiring on 30JUN2026

Delta for 128 PE is -0.79

Historical price for 128 PE is as follows

On 8 Jun IEX was trading at 118.96. The strike last trading price was 10.5, which was 3.66 higher than the previous day. The implied volatity was 35.6, the open interest changed by -29 which decreased total open position to 146


On 5 Jun IEX was trading at 122.38. The strike last trading price was 6.82, which was 0.6 higher than the previous day. The implied volatity was 28.13, the open interest changed by -2 which decreased total open position to 171


On 4 Jun IEX was trading at 124.07. The strike last trading price was 6.22, which was 6.22 higher than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 173


On 3 Jun IEX was trading at 123.28. The strike last trading price was 6.03, which was 0.73 higher than the previous day. The implied volatity was 26.18, the open interest changed by -6 which decreased total open position to 173


On 2 Jun IEX was trading at 125.25. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by -1 which decreased total open position to 179


On 1 Jun IEX was trading at 125.39. The strike last trading price was 5.42, which was 1.7 higher than the previous day. The implied volatity was 28.89, the open interest changed by -2 which decreased total open position to 180


On 29 May IEX was trading at 128.31. The strike last trading price was 3.69, which was -0.77 lower than the previous day. The implied volatity was 26.68, the open interest changed by 5 which increased total open position to 183


On 27 May IEX was trading at 126.59. The strike last trading price was 4.44, which was 0.21 higher than the previous day. The implied volatity was 27.05, the open interest changed by 73 which increased total open position to 177


On 26 May IEX was trading at 127.47. The strike last trading price was 4.07, which was -0.19 lower than the previous day. The implied volatity was 27.44, the open interest changed by 44 which increased total open position to 103


On 25 May IEX was trading at 127.58. The strike last trading price was 4.21, which was -0.36 lower than the previous day. The implied volatity was 27.55, the open interest changed by 40 which increased total open position to 60


On 22 May IEX was trading at 127.07. The strike last trading price was 4.58, which was -14.01 lower than the previous day. The implied volatity was 27.07, the open interest changed by 18 which increased total open position to 18


On 21 May IEX was trading at 127.05. 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


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 -18.59 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 -18.59 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 -18.59 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 -18.59 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 -18.59 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 -18.59 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


On 28 Apr IEX was trading at 125.94. 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 27 Apr IEX was trading at 126.45. 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 24 Apr IEX was trading at 123.23. 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 23 Apr IEX was trading at 126.92. 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 22 Apr IEX was trading at 125.78. 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 21 Apr IEX was trading at 126.06. 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 20 Apr IEX was trading at 124.99. 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 17 Apr IEX was trading at 135.81. 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 16 Apr IEX was trading at 134.41. 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 15 Apr IEX was trading at 132.81. 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 13 Apr IEX was trading at 129.14. 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 10 Apr IEX was trading at 129.99. The strike last trading price was 18.59, which was 0 lower than the previous day. The implied volatity was 2.9, 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 18.59, which was 0 lower than the previous day. The implied volatity was 1.84, 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 -, 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 7 Apr IEX was trading at 126.97. 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 6 Apr IEX was trading at 126.16. 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 2 Apr IEX was trading at 119.42. The strike last trading price was 18.59, 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