IEX
Indian Energy Exc Ltd
Historical option data for IEX
29 Apr 2026 04:10 PM IST
| IEX 26-May-2026 (26d) 129 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0
Theta: -0.09
Gamma: 0.03451
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 126.05 | 3.45 | -0.27 | 33.04 | 152 | 67 | 274 | |||||||||
| 28 Apr | 125.94 | 3.73 | -0.4600000000000004 | 34.39 | 135 | 62 | 209 | |||||||||
| 27 Apr | 126.45 | 4.14 | 0.6599999999999997 | 35.5 | 51 | 3 | 145 | |||||||||
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| 24 Apr | 123.23 | 3.4 | -2.06 | 37.89 | 71 | 8 | 142 | |||||||||
| 23 Apr | 126.92 | 5.46 | 0.5199999999999996 | 39.9 | 8 | 0 | 134 | |||||||||
| 22 Apr | 125.78 | 4.9 | -0.5999999999999996 | 39 | 5 | 0 | 134 | |||||||||
| 21 Apr | 126.06 | 5.5 | 0.4299999999999997 | 39.44 | 1 | 0 | 133 | |||||||||
| 20 Apr | 124.99 | 4.91 | 0.2400000000000002 | 41.01 | 260 | 133 | 133 | |||||||||
| 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 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 4.67 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 4.67 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 4.67 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 6 Apr | 126.16 | 4.67 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 129 expiring on 26MAY2026
Delta for 129 CE is 0.43
Historical price for 129 CE is as follows
On 29 Apr IEX was trading at 126.05. The strike last trading price was 3.45, which was -0.27 lower than the previous day. The implied volatity was 33.04, the open interest changed by 67 which increased total open position to 274
On 28 Apr IEX was trading at 125.94. The strike last trading price was 3.73, which was -0.4600000000000004 lower than the previous day. The implied volatity was 34.39, the open interest changed by 62 which increased total open position to 209
On 27 Apr IEX was trading at 126.45. The strike last trading price was 4.14, which was 0.6599999999999997 higher than the previous day. The implied volatity was 35.5, the open interest changed by 3 which increased total open position to 145
On 24 Apr IEX was trading at 123.23. The strike last trading price was 3.4, which was -2.06 lower than the previous day. The implied volatity was 37.89, the open interest changed by 8 which increased total open position to 142
On 23 Apr IEX was trading at 126.92. The strike last trading price was 5.46, which was 0.5199999999999996 higher than the previous day. The implied volatity was 39.9, the open interest changed by 0 which decreased total open position to 134
On 22 Apr IEX was trading at 125.78. The strike last trading price was 4.9, which was -0.5999999999999996 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 134
On 21 Apr IEX was trading at 126.06. The strike last trading price was 5.5, which was 0.4299999999999997 higher than the previous day. The implied volatity was 39.44, the open interest changed by 0 which decreased total open position to 133
On 20 Apr IEX was trading at 124.99. The strike last trading price was 4.91, which was 0.2400000000000002 higher than the previous day. The implied volatity was 41.01, the open interest changed by 133 which increased total open position to 133
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 -, 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 4.67, 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 8 Apr IEX was trading at 129.44. The strike last trading price was 4.67, 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 4.67, which was 0 lower than the previous day. The implied volatity was 0.46, 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 4.67, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
| IEX 26-May-2026 (26d) 129 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0
Theta: -0.1
Gamma: 0.02545
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 126.05 | 7.43 | -0.5700000000000003 | 45.17 | 13 | 4 | 65 |
| 28 Apr | 125.94 | 8 | 0.33999999999999986 | 45.67 | 3 | 0 | 59 |
| 27 Apr | 126.45 | 7.69 | -2.339999999999999 | 46.15 | 60 | 40 | 56 |
| 24 Apr | 123.23 | 10.2 | -7.289999999999999 | 49.05 | 16 | 15 | 15 |
| 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 | 2.31 | 0 | 0 | 0 |
| 9 Apr | 129.69 | 17.49 | 0 | 1.88 | 0 | 0 | 0 |
| 8 Apr | 129.44 | 17.49 | 0 | 1.6 | 0 | 0 | 0 |
| 7 Apr | 126.97 | 17.49 | 0 | 0.02 | 0 | 0 | 0 |
| 6 Apr | 126.16 | 17.49 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 129 expiring on 26MAY2026
Delta for 129 PE is -0.53
Historical price for 129 PE is as follows
On 29 Apr IEX was trading at 126.05. The strike last trading price was 7.43, which was -0.5700000000000003 lower than the previous day. The implied volatity was 45.17, the open interest changed by 4 which increased total open position to 65
On 28 Apr IEX was trading at 125.94. The strike last trading price was 8, which was 0.33999999999999986 higher than the previous day. The implied volatity was 45.67, the open interest changed by 0 which decreased total open position to 59
On 27 Apr IEX was trading at 126.45. The strike last trading price was 7.69, which was -2.339999999999999 lower than the previous day. The implied volatity was 46.15, the open interest changed by 40 which increased total open position to 56
On 24 Apr IEX was trading at 123.23. The strike last trading price was 10.2, which was -7.289999999999999 lower than the previous day. The implied volatity was 49.05, the open interest changed by 15 which increased total open position to 15
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 2.31, 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 17.49, which was 0 lower than the previous day. The implied volatity was 1.88, 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 17.49, which was 0 lower than the previous day. The implied volatity was 1.6, 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 17.49, 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 6 Apr IEX was trading at 126.16. The strike last trading price was 17.49, 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
