Historical option data for IEX
05 Jun 2026 04:10 PM IST
| IEX 30-Jun-2026 (24d) 129 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.3
Vega: 0
Theta: -0.08
Gamma: 0.03222
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 122.38 | 1.98 | -1.02 (-34.00%) | 33.58 | 19 | 0 | 349 | |||||||||
| 4 Jun | 124.07 | 2.64 | 0.64 (32.00%) | 33.04 | 68 | 8 | 349 | |||||||||
| 3 Jun | 123.28 | 2.57 | -0.43 (-14.33%) | 33.9 | 43 | 1 | 341 | |||||||||
| 2 Jun | 125.25 | 3.21 | 0.21 (7.00%) | 32.89 | 41 | -2 | 340 | |||||||||
| 1 Jun | 125.39 | 3.27 | -1.73 (-34.60%) | 30.72 | 189 | 9 | 342 | |||||||||
| 29 May | 128.31 | 4.67 | 0.67 (16.75%) | 31.91 | 161 | -1 | 333 | |||||||||
| 27 May | 126.59 | 3.93 | -0.07 (-1.75%) | 29.33 | 63 | 6 | 333 | |||||||||
| 26 May | 127.47 | 4.52 | -0.48 (-9.60%) | 29.94 | 472 | 308 | 327 | |||||||||
| 25 May | 127.58 | 4.79 | -0.21 (-4.20%) | 31.71 | 46 | 14 | 19 | |||||||||
| 22 May | 127.07 | 5.18 | 0.18 (3.60%) | 30.71 | 5 | 4 | 5 | |||||||||
| 21 May | 127.05 | 5.3 | 0.3 (6.00%) | - | 2 | 0 | 1 | |||||||||
| 20 May | 125.62 | 5.3 | 0.3 (6.00%) | - | 2 | 0 | 1 | |||||||||
| 19 May | 125.48 | 5.3 | 0.3 (6.00%) | - | 2 | 0 | 1 | |||||||||
| 18 May | 123.50 | 5.3 | 0.3 (6.00%) | - | 2 | 0 | 1 | |||||||||
| 15 May | 125.27 | 5.3 | 0.3 (6.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 128.44 | 5.3 | 0.3 (6.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 127.53 | 5.3 | 0.3 (6.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 127.21 | 5.3 | -2.7 (-33.75%) | 0 | 2 | 0 | 1 | |||||||||
| 11 May | 130.71 | 8.5 | 0.5 (6.25%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 134.12 | 8.5 | 0 (0.00%) | 25.05 | 0 | 0 | 1 | |||||||||
| 7 May | 133.81 | 8.5 | -1.56 (-15.51%) | 25.05 | 1 | 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 129 expiring on 30JUN2026
Delta for 129 CE is 0.3
Historical price for 129 CE is as follows
On 5 Jun IEX was trading at 122.38. The strike last trading price was 1.98, which was -1.02 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 349
On 4 Jun IEX was trading at 124.07. The strike last trading price was 2.64, which was 0.64 higher than the previous day. The implied volatity was 33.04, the open interest changed by 8 which increased total open position to 349
On 3 Jun IEX was trading at 123.28. The strike last trading price was 2.57, which was -0.43 lower than the previous day. The implied volatity was 33.9, the open interest changed by 1 which increased total open position to 341
On 2 Jun IEX was trading at 125.25. The strike last trading price was 3.21, which was 0.21 higher than the previous day. The implied volatity was 32.89, the open interest changed by -2 which decreased total open position to 340
On 1 Jun IEX was trading at 125.39. The strike last trading price was 3.27, which was -1.73 lower than the previous day. The implied volatity was 30.72, the open interest changed by 9 which increased total open position to 342
On 29 May IEX was trading at 128.31. The strike last trading price was 4.67, which was 0.67 higher than the previous day. The implied volatity was 31.91, the open interest changed by -1 which decreased total open position to 333
On 27 May IEX was trading at 126.59. The strike last trading price was 3.93, which was -0.07 lower than the previous day. The implied volatity was 29.33, the open interest changed by 6 which increased total open position to 333
On 26 May IEX was trading at 127.47. The strike last trading price was 4.52, which was -0.48 lower than the previous day. The implied volatity was 29.94, the open interest changed by 308 which increased total open position to 327
On 25 May IEX was trading at 127.58. The strike last trading price was 4.79, which was -0.21 lower than the previous day. The implied volatity was 31.71, the open interest changed by 14 which increased total open position to 19
On 22 May IEX was trading at 127.07. The strike last trading price was 5.18, which was 0.18 higher than the previous day. The implied volatity was 30.71, the open interest changed by 4 which increased total open position to 5
On 21 May IEX was trading at 127.05. The strike last trading price was 5.3, which was 0.3 higher 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 5.3, which was 0.3 higher than the previous day. The implied volatity was -, 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 5.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May IEX was trading at 123.50. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May IEX was trading at 125.27. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May IEX was trading at 128.44. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May IEX was trading at 127.53. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May IEX was trading at 127.21. The strike last trading price was 5.3, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May IEX was trading at 130.71. The strike last trading price was 8.5, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May IEX was trading at 134.12. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 1
On 7 May IEX was trading at 133.81. The strike last trading price was 8.5, which was -1.56 lower than the previous day. The implied volatity was 25.05, 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 (24d) 129 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 122.38 | 6.86 | 6.86 | - | 16 | 0 | 29 |
| 4 Jun | 124.07 | 6.86 | 6.86 (3.05%) | 26.95 | 16 | 0 | 29 |
| 3 Jun | 123.28 | 6.75 | 0.2 (3.05%) | 26.95 | 16 | 5 | 31 |
| 2 Jun | 125.25 | 6.55 | 0.6 (10.08%) | 28.96 | 4 | -2 | 27 |
| 1 Jun | 125.39 | 6.02 | 1.92 (46.83%) | 29.04 | 25 | 9 | 30 |
| 29 May | 128.31 | 4.1 | -0.95 (-18.81%) | 26.35 | 21 | 9 | 21 |
| 27 May | 126.59 | 4.93 | 0.33 (7.17%) | 26.98 | 34 | 10 | 12 |
| 26 May | 127.47 | 4.6 | 4.6 | - | 2 | 0 | 2 |
| 25 May | 127.58 | 4.6 | 4.6 (-29.23%) | 27.46 | 2 | 0 | 2 |
| 22 May | 127.07 | 4.6 | -1.9 (-29.23%) | 27.46 | 2 | 1 | 2 |
| 21 May | 127.05 | 6.5 | 6.5 | - | 1 | 0 | 1 |
| 20 May | 125.62 | 6.5 | 6.5 | - | 1 | 0 | 1 |
| 19 May | 125.48 | 6.5 | 6.5 | - | 1 | 0 | 1 |
| 18 May | 123.50 | 6.5 | 6.5 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 125.27 | 6.5 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 128.44 | 6.5 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 127.53 | 6.5 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 127.21 | 6.5 | 0.5 (8.33%) | 0 | 1 | 0 | 1 |
| 11 May | 130.71 | 6 | -5.83 (-49.28%) | 39.31 | 1 | 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 129 expiring on 30JUN2026
Delta for 129 PE is -
Historical price for 129 PE is as follows
On 5 Jun IEX was trading at 122.38. The strike last trading price was 6.86, which was 6.86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 4 Jun IEX was trading at 124.07. The strike last trading price was 6.86, which was 6.86 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 29
On 3 Jun IEX was trading at 123.28. The strike last trading price was 6.75, which was 0.2 higher than the previous day. The implied volatity was 26.95, the open interest changed by 5 which increased total open position to 31
On 2 Jun IEX was trading at 125.25. The strike last trading price was 6.55, which was 0.6 higher than the previous day. The implied volatity was 28.96, the open interest changed by -2 which decreased total open position to 27
On 1 Jun IEX was trading at 125.39. The strike last trading price was 6.02, which was 1.92 higher than the previous day. The implied volatity was 29.04, the open interest changed by 9 which increased total open position to 30
On 29 May IEX was trading at 128.31. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 26.35, the open interest changed by 9 which increased total open position to 21
On 27 May IEX was trading at 126.59. The strike last trading price was 4.93, which was 0.33 higher than the previous day. The implied volatity was 26.98, the open interest changed by 10 which increased total open position to 12
On 26 May IEX was trading at 127.47. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May IEX was trading at 127.58. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 2
On 22 May IEX was trading at 127.07. The strike last trading price was 4.6, which was -1.9 lower than the previous day. The implied volatity was 27.46, the open interest changed by 1 which increased total open position to 2
On 21 May IEX was trading at 127.05. The strike last trading price was 6.5, which was 6.5 higher 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 6.5, which was 6.5 higher than the previous day. The implied volatity was -, 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 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May IEX was trading at 123.50. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May IEX was trading at 125.27. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May IEX was trading at 128.44. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May IEX was trading at 127.53. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May IEX was trading at 127.21. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May IEX was trading at 130.71. The strike last trading price was 6, which was -5.83 lower than the previous day. The implied volatity was 39.31, 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
