IEX
Indian Energy Exc Ltd
Historical option data for IEX
20 Feb 2026 04:13 PM IST
| IEX 24-FEB-2026 128 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.04
Theta: -0.14
Gamma: 0.09
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 125.42 | 0.46 | 0.02 | 25.19 | 275 | 0 | 449 | |||||||||
| 19 Feb | 123.87 | 0.43 | -0.84 | 30.94 | 460 | -13 | 453 | |||||||||
| 18 Feb | 126.13 | 1.16 | -0.52 | 29.94 | 582 | -1 | 467 | |||||||||
| 17 Feb | 126.25 | 1.71 | 0.16 | 33.73 | 384 | -33 | 467 | |||||||||
| 16 Feb | 124.97 | 1.57 | -0.1 | 36.4 | 218 | -7 | 498 | |||||||||
| 13 Feb | 123.95 | 1.47 | -1.34 | 35.45 | 2,845 | 50 | 513 | |||||||||
| 12 Feb | 125.91 | 2.79 | -1.06 | 38.92 | 397 | 8 | 464 | |||||||||
| 11 Feb | 127.16 | 3.71 | 0.59 | 42.38 | 688 | 0 | 455 | |||||||||
| 10 Feb | 126.14 | 3.03 | -0.33 | 37.74 | 428 | 17 | 455 | |||||||||
| 9 Feb | 125.34 | 3.25 | 1.17 | 41.41 | 577 | -15 | 445 | |||||||||
| 6 Feb | 120.94 | 2.03 | -1.29 | 42.07 | 316 | 47 | 459 | |||||||||
| 5 Feb | 124.85 | 3.33 | -1.36 | 39.86 | 297 | 3 | 412 | |||||||||
| 4 Feb | 127.69 | 4.64 | 1.38 | 37.28 | 532 | 26 | 409 | |||||||||
| 3 Feb | 126.26 | 3.21 | 0.55 | 31.06 | 651 | 110 | 384 | |||||||||
| 2 Feb | 122.62 | 2.61 | -0.69 | 35.97 | 411 | -1 | 272 | |||||||||
|
|
||||||||||||||||
| 1 Feb | 124.87 | 3.22 | -0.95 | 34.15 | 434 | -2 | 276 | |||||||||
| 30 Jan | 126.79 | 4.11 | -0.59 | 32.61 | 349 | 40 | 279 | |||||||||
| 29 Jan | 127.58 | 4.8 | -1.26 | 34.21 | 880 | 124 | 239 | |||||||||
| 28 Jan | 128.71 | 6 | 0.23 | 36.95 | 200 | 75 | 113 | |||||||||
| 27 Jan | 127.55 | 5.92 | -7.48 | 39.44 | 98 | 36 | 36 | |||||||||
| 23 Jan | 127.53 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 131.06 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 128.42 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 130.29 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 137.00 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 139.29 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 139.37 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 141.31 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 142.02 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 138.36 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 150.09 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 154.78 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 148.67 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 134.38 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 134.36 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 133.39 | 13.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 134.22 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 128 expiring on 24FEB2026
Delta for 128 CE is 0.24
Historical price for 128 CE is as follows
On 20 Feb IEX was trading at 125.42. The strike last trading price was 0.46, which was 0.02 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 449
On 19 Feb IEX was trading at 123.87. The strike last trading price was 0.43, which was -0.84 lower than the previous day. The implied volatity was 30.94, the open interest changed by -13 which decreased total open position to 453
On 18 Feb IEX was trading at 126.13. The strike last trading price was 1.16, which was -0.52 lower than the previous day. The implied volatity was 29.94, the open interest changed by -1 which decreased total open position to 467
On 17 Feb IEX was trading at 126.25. The strike last trading price was 1.71, which was 0.16 higher than the previous day. The implied volatity was 33.73, the open interest changed by -33 which decreased total open position to 467
On 16 Feb IEX was trading at 124.97. The strike last trading price was 1.57, which was -0.1 lower than the previous day. The implied volatity was 36.4, the open interest changed by -7 which decreased total open position to 498
On 13 Feb IEX was trading at 123.95. The strike last trading price was 1.47, which was -1.34 lower than the previous day. The implied volatity was 35.45, the open interest changed by 50 which increased total open position to 513
On 12 Feb IEX was trading at 125.91. The strike last trading price was 2.79, which was -1.06 lower than the previous day. The implied volatity was 38.92, the open interest changed by 8 which increased total open position to 464
On 11 Feb IEX was trading at 127.16. The strike last trading price was 3.71, which was 0.59 higher than the previous day. The implied volatity was 42.38, the open interest changed by 0 which decreased total open position to 455
On 10 Feb IEX was trading at 126.14. The strike last trading price was 3.03, which was -0.33 lower than the previous day. The implied volatity was 37.74, the open interest changed by 17 which increased total open position to 455
On 9 Feb IEX was trading at 125.34. The strike last trading price was 3.25, which was 1.17 higher than the previous day. The implied volatity was 41.41, the open interest changed by -15 which decreased total open position to 445
On 6 Feb IEX was trading at 120.94. The strike last trading price was 2.03, which was -1.29 lower than the previous day. The implied volatity was 42.07, the open interest changed by 47 which increased total open position to 459
On 5 Feb IEX was trading at 124.85. The strike last trading price was 3.33, which was -1.36 lower than the previous day. The implied volatity was 39.86, the open interest changed by 3 which increased total open position to 412
On 4 Feb IEX was trading at 127.69. The strike last trading price was 4.64, which was 1.38 higher than the previous day. The implied volatity was 37.28, the open interest changed by 26 which increased total open position to 409
On 3 Feb IEX was trading at 126.26. The strike last trading price was 3.21, which was 0.55 higher than the previous day. The implied volatity was 31.06, the open interest changed by 110 which increased total open position to 384
On 2 Feb IEX was trading at 122.62. The strike last trading price was 2.61, which was -0.69 lower than the previous day. The implied volatity was 35.97, the open interest changed by -1 which decreased total open position to 272
On 1 Feb IEX was trading at 124.87. The strike last trading price was 3.22, which was -0.95 lower than the previous day. The implied volatity was 34.15, the open interest changed by -2 which decreased total open position to 276
On 30 Jan IEX was trading at 126.79. The strike last trading price was 4.11, which was -0.59 lower than the previous day. The implied volatity was 32.61, the open interest changed by 40 which increased total open position to 279
On 29 Jan IEX was trading at 127.58. The strike last trading price was 4.8, which was -1.26 lower than the previous day. The implied volatity was 34.21, the open interest changed by 124 which increased total open position to 239
On 28 Jan IEX was trading at 128.71. The strike last trading price was 6, which was 0.23 higher than the previous day. The implied volatity was 36.95, the open interest changed by 75 which increased total open position to 113
On 27 Jan IEX was trading at 127.55. The strike last trading price was 5.92, which was -7.48 lower than the previous day. The implied volatity was 39.44, the open interest changed by 36 which increased total open position to 36
On 23 Jan IEX was trading at 127.53. The strike last trading price was 13.4, 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 Jan IEX was trading at 131.06. The strike last trading price was 13.4, 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 Jan IEX was trading at 128.42. The strike last trading price was 13.4, 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 Jan IEX was trading at 130.29. The strike last trading price was 13.4, 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 Jan IEX was trading at 137.00. The strike last trading price was 13.4, 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 Jan IEX was trading at 139.29. The strike last trading price was 13.4, 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 14 Jan IEX was trading at 139.37. The strike last trading price was 13.4, 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 Jan IEX was trading at 141.31. The strike last trading price was 13.4, 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 Jan IEX was trading at 142.02. The strike last trading price was 13.4, 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 Jan IEX was trading at 138.36. The strike last trading price was 13.4, 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 Jan IEX was trading at 150.09. The strike last trading price was 13.4, 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 Jan IEX was trading at 154.78. The strike last trading price was 13.4, 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 Jan IEX was trading at 148.67. The strike last trading price was 13.4, 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 Jan IEX was trading at 134.38. The strike last trading price was 13.4, 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 Jan IEX was trading at 134.36. The strike last trading price was 13.4, 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 1 Jan IEX was trading at 133.39. The strike last trading price was 13.4, 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 31 Dec IEX was trading at 134.22. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IEX 24FEB2026 128 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.04
Theta: -0.12
Gamma: 0.09
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 125.42 | 2.95 | -1.67 | 27.12 | 26 | -10 | 116 |
| 19 Feb | 123.87 | 4.74 | 1.58 | 32.61 | 58 | -14 | 126 |
| 18 Feb | 126.13 | 3.16 | -2.61 | - | 0 | 0 | 140 |
| 17 Feb | 126.25 | 3.16 | -2.61 | 33.66 | 20 | -4 | 140 |
| 16 Feb | 124.97 | 6.16 | 1.44 | - | 0 | 0 | 144 |
| 13 Feb | 123.95 | 6.16 | 1.44 | 43.62 | 159 | 9 | 146 |
| 12 Feb | 125.91 | 4.78 | 0.56 | 42.36 | 19 | -4 | 137 |
| 11 Feb | 127.16 | 4.28 | -0.64 | 40.86 | 105 | 15 | 140 |
| 10 Feb | 126.14 | 4.92 | -0.52 | 41.62 | 66 | 4 | 126 |
| 9 Feb | 125.34 | 5.68 | -2.87 | 44.35 | 68 | 16 | 121 |
| 6 Feb | 120.94 | 8.55 | 2.57 | 40.44 | 17 | -1 | 104 |
| 5 Feb | 124.85 | 6.11 | 1.69 | 40.26 | 72 | -3 | 105 |
| 4 Feb | 127.69 | 4.38 | -1.6 | 38.45 | 87 | 8 | 107 |
| 3 Feb | 126.26 | 6.06 | -2.37 | 45.04 | 8 | 1 | 98 |
| 2 Feb | 122.62 | 8.44 | 1.42 | 49.75 | 22 | 1 | 98 |
| 1 Feb | 124.87 | 7.02 | 0.77 | 45.58 | 28 | 0 | 97 |
| 30 Jan | 126.79 | 6.25 | 0.38 | 45.57 | 17 | -1 | 92 |
| 29 Jan | 127.58 | 5.97 | 0.28 | 45.29 | 164 | 39 | 93 |
| 28 Jan | 128.71 | 5.76 | -0.96 | 47.29 | 107 | 52 | 54 |
| 27 Jan | 127.55 | 6.72 | -0.64 | 50.33 | 1 | 0 | 1 |
| 23 Jan | 127.53 | 7.36 | -0.85 | 51.06 | 1 | 0 | 0 |
| 22 Jan | 131.06 | 8.21 | 0 | 3.57 | 0 | 0 | 0 |
| 21 Jan | 128.42 | 8.21 | 0 | 1.83 | 0 | 0 | 0 |
| 20 Jan | 130.29 | 8.21 | 0 | 3.28 | 0 | 0 | 0 |
| 19 Jan | 137.00 | 8.21 | 0 | 7.42 | 0 | 0 | 0 |
| 16 Jan | 139.29 | 8.21 | 0 | 9.13 | 0 | 0 | 0 |
| 14 Jan | 139.37 | 8.21 | 0 | 8.74 | 0 | 0 | 0 |
| 13 Jan | 141.31 | 8.21 | 0 | 9.94 | 0 | 0 | 0 |
| 12 Jan | 142.02 | 8.21 | 0 | 10.12 | 0 | 0 | 0 |
| 9 Jan | 138.36 | 8.21 | 0 | 8.4 | 0 | 0 | 0 |
| 8 Jan | 150.09 | 8.21 | 0 | 14.08 | 0 | 0 | 0 |
| 7 Jan | 154.78 | 8.21 | 0 | 15.7 | 0 | 0 | 0 |
| 6 Jan | 148.67 | 8.21 | 0 | 11.65 | 0 | 0 | 0 |
| 5 Jan | 134.38 | 8.21 | 0 | 5.6 | 0 | 0 | 0 |
| 2 Jan | 134.36 | 8.21 | 0 | 5.45 | 0 | 0 | 0 |
| 1 Jan | 133.39 | 8.21 | 0 | 4.9 | 0 | 0 | 0 |
| 31 Dec | 134.22 | 0 | - | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 128 expiring on 24FEB2026
Delta for 128 PE is -0.74
Historical price for 128 PE is as follows
On 20 Feb IEX was trading at 125.42. The strike last trading price was 2.95, which was -1.67 lower than the previous day. The implied volatity was 27.12, the open interest changed by -10 which decreased total open position to 116
On 19 Feb IEX was trading at 123.87. The strike last trading price was 4.74, which was 1.58 higher than the previous day. The implied volatity was 32.61, the open interest changed by -14 which decreased total open position to 126
On 18 Feb IEX was trading at 126.13. The strike last trading price was 3.16, which was -2.61 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 140
On 17 Feb IEX was trading at 126.25. The strike last trading price was 3.16, which was -2.61 lower than the previous day. The implied volatity was 33.66, the open interest changed by -4 which decreased total open position to 140
On 16 Feb IEX was trading at 124.97. The strike last trading price was 6.16, which was 1.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144
On 13 Feb IEX was trading at 123.95. The strike last trading price was 6.16, which was 1.44 higher than the previous day. The implied volatity was 43.62, the open interest changed by 9 which increased total open position to 146
On 12 Feb IEX was trading at 125.91. The strike last trading price was 4.78, which was 0.56 higher than the previous day. The implied volatity was 42.36, the open interest changed by -4 which decreased total open position to 137
On 11 Feb IEX was trading at 127.16. The strike last trading price was 4.28, which was -0.64 lower than the previous day. The implied volatity was 40.86, the open interest changed by 15 which increased total open position to 140
On 10 Feb IEX was trading at 126.14. The strike last trading price was 4.92, which was -0.52 lower than the previous day. The implied volatity was 41.62, the open interest changed by 4 which increased total open position to 126
On 9 Feb IEX was trading at 125.34. The strike last trading price was 5.68, which was -2.87 lower than the previous day. The implied volatity was 44.35, the open interest changed by 16 which increased total open position to 121
On 6 Feb IEX was trading at 120.94. The strike last trading price was 8.55, which was 2.57 higher than the previous day. The implied volatity was 40.44, the open interest changed by -1 which decreased total open position to 104
On 5 Feb IEX was trading at 124.85. The strike last trading price was 6.11, which was 1.69 higher than the previous day. The implied volatity was 40.26, the open interest changed by -3 which decreased total open position to 105
On 4 Feb IEX was trading at 127.69. The strike last trading price was 4.38, which was -1.6 lower than the previous day. The implied volatity was 38.45, the open interest changed by 8 which increased total open position to 107
On 3 Feb IEX was trading at 126.26. The strike last trading price was 6.06, which was -2.37 lower than the previous day. The implied volatity was 45.04, the open interest changed by 1 which increased total open position to 98
On 2 Feb IEX was trading at 122.62. The strike last trading price was 8.44, which was 1.42 higher than the previous day. The implied volatity was 49.75, the open interest changed by 1 which increased total open position to 98
On 1 Feb IEX was trading at 124.87. The strike last trading price was 7.02, which was 0.77 higher than the previous day. The implied volatity was 45.58, the open interest changed by 0 which decreased total open position to 97
On 30 Jan IEX was trading at 126.79. The strike last trading price was 6.25, which was 0.38 higher than the previous day. The implied volatity was 45.57, the open interest changed by -1 which decreased total open position to 92
On 29 Jan IEX was trading at 127.58. The strike last trading price was 5.97, which was 0.28 higher than the previous day. The implied volatity was 45.29, the open interest changed by 39 which increased total open position to 93
On 28 Jan IEX was trading at 128.71. The strike last trading price was 5.76, which was -0.96 lower than the previous day. The implied volatity was 47.29, the open interest changed by 52 which increased total open position to 54
On 27 Jan IEX was trading at 127.55. The strike last trading price was 6.72, which was -0.64 lower than the previous day. The implied volatity was 50.33, the open interest changed by 0 which decreased total open position to 1
On 23 Jan IEX was trading at 127.53. The strike last trading price was 7.36, which was -0.85 lower than the previous day. The implied volatity was 51.06, the open interest changed by 0 which decreased total open position to 0
On 22 Jan IEX was trading at 131.06. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 21 Jan IEX was trading at 128.42. The strike last trading price was 8.21, 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 20 Jan IEX was trading at 130.29. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 19 Jan IEX was trading at 137.00. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0
On 16 Jan IEX was trading at 139.29. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 9.13, the open interest changed by 0 which decreased total open position to 0
On 14 Jan IEX was trading at 139.37. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0
On 13 Jan IEX was trading at 141.31. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 9.94, the open interest changed by 0 which decreased total open position to 0
On 12 Jan IEX was trading at 142.02. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 10.12, the open interest changed by 0 which decreased total open position to 0
On 9 Jan IEX was trading at 138.36. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 8.4, the open interest changed by 0 which decreased total open position to 0
On 8 Jan IEX was trading at 150.09. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 14.08, the open interest changed by 0 which decreased total open position to 0
On 7 Jan IEX was trading at 154.78. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 15.7, the open interest changed by 0 which decreased total open position to 0
On 6 Jan IEX was trading at 148.67. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
On 5 Jan IEX was trading at 134.38. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0
On 2 Jan IEX was trading at 134.36. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 1 Jan IEX was trading at 133.39. The strike last trading price was 8.21, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 31 Dec IEX was trading at 134.22. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
