IEX
Indian Energy Exc Ltd
Historical option data for IEX
30 Apr 2026 12:46 PM IST
| IEX 26-May-2026 (26d) 128 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0
Theta: -0.09
Gamma: 0.03535
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 124.94 | 3.26 | -0.5800000000000001 | 32.97 | 72 | -1 | 342 | |||||||||
| 29 Apr | 126.05 | 3.87 | -0.25 | 32.01 | 184 | 36 | 342 | |||||||||
| 28 Apr | 125.94 | 4.17 | -0.4299999999999997 | 34.57 | 152 | 55 | 306 | |||||||||
| 27 Apr | 126.45 | 4.5 | 0.6699999999999999 | 34.85 | 119 | 12 | 251 | |||||||||
| 24 Apr | 123.23 | 3.83 | -1.7999999999999998 | 37.82 | 102 | 17 | 239 | |||||||||
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| 23 Apr | 126.92 | 5.58 | 0.23000000000000043 | 38.07 | 41 | 1 | 216 | |||||||||
| 22 Apr | 125.78 | 5.3 | -0.46999999999999975 | 39.33 | 24 | 0 | 215 | |||||||||
| 21 Apr | 126.06 | 5.77 | 0.27999999999999936 | 40.66 | 16 | -3 | 215 | |||||||||
| 20 Apr | 124.99 | 5.35 | -5.780000000000001 | 41.27 | 386 | 218 | 219 | |||||||||
| 17 Apr | 135.81 | 11.13 | 2.130000000000001 | 36.68 | 1 | 0 | 0 | |||||||||
| 16 Apr | 134.41 | 9 | 9 | 32.67 | 0 | 0 | 0 | |||||||||
| 15 Apr | 132.81 | 9 | 1.5 | 32.67 | 1 | 0 | 1 | |||||||||
| 13 Apr | 129.14 | 7.5 | -3.5 | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 129.99 | 7.5 | -3.5 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 129.69 | 7.5 | -5.48 | 30.01 | 1 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 12.98 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 6 Apr | 126.16 | 12.98 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 2 Apr | 119.42 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 119.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 114.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 118.84 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 121.68 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 119.62 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 115.38 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 120.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 118.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 123.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 119.88 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 118.80 | 12.98 | 0 | 3.24 | 0 | 0 | 0 | |||||||||
| 13 Mar | 120.25 | 12.98 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
| 12 Mar | 122.76 | 12.98 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
| 11 Mar | 122.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 121.13 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 120.26 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 121.76 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 121.63 | 12.98 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
| 4 Mar | 118.59 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 121.52 | 12.98 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
| 27 Feb | 125.64 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 128 expiring on 26MAY2026
Delta for 128 CE is 0.42
Historical price for 128 CE is as follows
On 30 Apr IEX was trading at 124.94. The strike last trading price was 3.26, which was -0.5800000000000001 lower than the previous day. The implied volatity was 32.97, the open interest changed by -1 which decreased total open position to 342
On 29 Apr IEX was trading at 126.05. The strike last trading price was 3.87, which was -0.25 lower than the previous day. The implied volatity was 32.01, the open interest changed by 36 which increased total open position to 342
On 28 Apr IEX was trading at 125.94. The strike last trading price was 4.17, which was -0.4299999999999997 lower than the previous day. The implied volatity was 34.57, the open interest changed by 55 which increased total open position to 306
On 27 Apr IEX was trading at 126.45. The strike last trading price was 4.5, which was 0.6699999999999999 higher than the previous day. The implied volatity was 34.85, the open interest changed by 12 which increased total open position to 251
On 24 Apr IEX was trading at 123.23. The strike last trading price was 3.83, which was -1.7999999999999998 lower than the previous day. The implied volatity was 37.82, the open interest changed by 17 which increased total open position to 239
On 23 Apr IEX was trading at 126.92. The strike last trading price was 5.58, which was 0.23000000000000043 higher than the previous day. The implied volatity was 38.07, the open interest changed by 1 which increased total open position to 216
On 22 Apr IEX was trading at 125.78. The strike last trading price was 5.3, which was -0.46999999999999975 lower than the previous day. The implied volatity was 39.33, the open interest changed by 0 which decreased total open position to 215
On 21 Apr IEX was trading at 126.06. The strike last trading price was 5.77, which was 0.27999999999999936 higher than the previous day. The implied volatity was 40.66, the open interest changed by -3 which decreased total open position to 215
On 20 Apr IEX was trading at 124.99. The strike last trading price was 5.35, which was -5.780000000000001 lower than the previous day. The implied volatity was 41.27, the open interest changed by 218 which increased total open position to 219
On 17 Apr IEX was trading at 135.81. The strike last trading price was 11.13, which was 2.130000000000001 higher than the previous day. The implied volatity was 36.68, 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 9, which was 9 higher than the previous day. The implied volatity was 32.67, 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 9, which was 1.5 higher than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 1
On 13 Apr IEX was trading at 129.14. The strike last trading price was 7.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr IEX was trading at 129.99. The strike last trading price was 7.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr IEX was trading at 129.69. The strike last trading price was 7.5, which was -5.48 lower than the previous day. The implied volatity was 30.01, 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 12.98, 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 Apr IEX was trading at 126.97. The strike last trading price was 12.98, 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 6 Apr IEX was trading at 126.16. The strike last trading price was 12.98, 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 2 Apr IEX was trading at 119.42. 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 1 Apr IEX was trading at 119.95. 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 30 Mar IEX was trading at 114.75. 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 27 Mar IEX was trading at 118.84. 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 25 Mar IEX was trading at 121.68. 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 24 Mar IEX was trading at 119.62. 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 23 Mar IEX was trading at 115.38. 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 20 Mar IEX was trading at 120.53. 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 19 Mar IEX was trading at 118.25. 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 18 Mar IEX was trading at 123.06. 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 17 Mar IEX was trading at 119.88. The strike last trading price was 12.98, 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 12.98, 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 13 Mar IEX was trading at 120.25. The strike last trading price was 12.98, which was 0 lower than the previous day. The implied volatity was 1.19, 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 12.98, which was 0 lower than the previous day. The implied volatity was 2.5, 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 -, 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 Mar IEX was trading at 121.13. 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 9 Mar IEX was trading at 120.26. 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 Mar IEX was trading at 121.76. The strike last trading price was 12.98, 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 12.98, which was 0 lower than the previous day. The implied volatity was 2.81, 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 12.98, 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 12.98, which was 0 lower than the previous day. The implied volatity was 1.95, 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 12.98, 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 26-May-2026 (26d) 128 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0
Theta: -0.11
Gamma: 0.02477
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 124.94 | 8.32 | 1.37 | 47.63 | 1 | 0 | 24 |
| 29 Apr | 126.05 | 6.95 | -0.16000000000000014 | 44.83 | 25 | 10 | 24 |
| 28 Apr | 125.94 | 7.22 | -1.2700000000000005 | 45.02 | 21 | 3 | 14 |
| 27 Apr | 126.45 | 8.49 | 8.49 | 41.52 | 0 | 0 | 11 |
| 24 Apr | 123.23 | 8.49 | -4.75 | 41.52 | 16 | 11 | 11 |
| 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 | 0 | 0 |
| 16 Apr | 134.41 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 132.81 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 129.14 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 129.99 | 0 | 0 | 3.02 | 0 | 0 | 0 |
| 9 Apr | 129.69 | 13.24 | 0 | 2.65 | 0 | 0 | 0 |
| 8 Apr | 129.44 | 13.24 | 0 | 2.3 | 0 | 0 | 0 |
| 7 Apr | 126.97 | 13.24 | 0 | 0.49 | 0 | 0 | 0 |
| 6 Apr | 126.16 | 13.24 | 0 | 0.07 | 0 | 0 | 0 |
| 2 Apr | 119.42 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 119.95 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 114.75 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 118.84 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 121.68 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 119.62 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 115.38 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 120.53 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 118.25 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 123.06 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 119.88 | 13.24 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 118.80 | 13.24 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 120.25 | 13.24 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 122.76 | 13.24 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 122.85 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 121.13 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 120.26 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 121.76 | 13.24 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 121.63 | 13.24 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 118.59 | 13.24 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 121.52 | 13.24 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 125.64 | 13.24 | 0 | 1.41 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 128 expiring on 26MAY2026
Delta for 128 PE is -0.56
Historical price for 128 PE is as follows
On 30 Apr IEX was trading at 124.94. The strike last trading price was 8.32, which was 1.37 higher than the previous day. The implied volatity was 47.63, the open interest changed by 0 which decreased total open position to 24
On 29 Apr IEX was trading at 126.05. The strike last trading price was 6.95, which was -0.16000000000000014 lower than the previous day. The implied volatity was 44.83, the open interest changed by 10 which increased total open position to 24
On 28 Apr IEX was trading at 125.94. The strike last trading price was 7.22, which was -1.2700000000000005 lower than the previous day. The implied volatity was 45.02, the open interest changed by 3 which increased total open position to 14
On 27 Apr IEX was trading at 126.45. The strike last trading price was 8.49, which was 8.49 higher than the previous day. The implied volatity was 41.52, the open interest changed by 0 which decreased total open position to 11
On 24 Apr IEX was trading at 123.23. The strike last trading price was 8.49, which was -4.75 lower than the previous day. The implied volatity was 41.52, the open interest changed by 11 which increased total open position to 11
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 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 16 Apr IEX was trading at 134.41. 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 15 Apr IEX was trading at 132.81. 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 13 Apr IEX was trading at 129.14. 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 10 Apr IEX was trading at 129.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.02, 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 13.24, which was 0 lower than the previous day. The implied volatity was 2.65, 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 13.24, which was 0 lower than the previous day. The implied volatity was 2.3, 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 13.24, which was 0 lower than the previous day. The implied volatity was 0.49, 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 13.24, which was 0 lower than the previous day. The implied volatity was 0.07, 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 -, 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 1 Apr IEX was trading at 119.95. 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 30 Mar IEX was trading at 114.75. 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 27 Mar IEX was trading at 118.84. 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 25 Mar IEX was trading at 121.68. 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 24 Mar IEX was trading at 119.62. 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 23 Mar IEX was trading at 115.38. 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 20 Mar IEX was trading at 120.53. 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 19 Mar IEX was trading at 118.25. 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 18 Mar IEX was trading at 123.06. 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 17 Mar IEX was trading at 119.88. The strike last trading price was 13.24, 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 13.24, 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 13.24, 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 13.24, 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 -, 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 Mar IEX was trading at 121.13. 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 9 Mar IEX was trading at 120.26. 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 Mar IEX was trading at 121.76. The strike last trading price was 13.24, 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 13.24, 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 13.24, 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 13.24, 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 13.24, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
