IEX
Indian Energy Exc Ltd
Historical option data for IEX
06 Feb 2026 04:13 PM IST
| IEX 24-FEB-2026 129 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.09
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 120.94 | 1.82 | -1.19 | 42.53 | 300 | 105 | 535 | |||||||||
| 5 Feb | 124.85 | 3.02 | -1.21 | 40.4 | 190 | 25 | 430 | |||||||||
| 4 Feb | 127.69 | 4.36 | 1.44 | 38.93 | 271 | -17 | 406 | |||||||||
| 3 Feb | 126.26 | 2.87 | 0.4 | 31.68 | 330 | 129 | 423 | |||||||||
| 2 Feb | 122.62 | 2.34 | -0.66 | 36.4 | 195 | 28 | 297 | |||||||||
| 1 Feb | 124.87 | 2.95 | -0.86 | 35.03 | 119 | -3 | 269 | |||||||||
| 30 Jan | 126.79 | 3.67 | -0.66 | 32.66 | 166 | 28 | 271 | |||||||||
| 29 Jan | 127.58 | 4.37 | -1.22 | 34.53 | 372 | 69 | 243 | |||||||||
| 28 Jan | 128.71 | 5.6 | 0.31 | 37.76 | 177 | 37 | 177 | |||||||||
| 27 Jan | 127.55 | 5.46 | 0.29 | 39.59 | 147 | 59 | 139 | |||||||||
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| 23 Jan | 127.53 | 5.15 | -1.74 | 35.39 | 96 | 57 | 79 | |||||||||
| 22 Jan | 131.06 | 6.89 | 0.7 | 33.23 | 24 | 6 | 22 | |||||||||
| 21 Jan | 128.42 | 6.1 | -3.6 | 35.26 | 31 | 15 | 16 | |||||||||
| 20 Jan | 130.29 | 9.7 | -3.18 | 51.15 | 1 | 0 | 0 | |||||||||
| 19 Jan | 137.00 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 139.29 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 139.37 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 141.31 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 142.02 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 138.36 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 150.09 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 154.78 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 148.67 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 134.38 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 134.36 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 133.39 | 12.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 134.22 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 129 expiring on 24FEB2026
Delta for 129 CE is 0.27
Historical price for 129 CE is as follows
On 6 Feb IEX was trading at 120.94. The strike last trading price was 1.82, which was -1.19 lower than the previous day. The implied volatity was 42.53, the open interest changed by 105 which increased total open position to 535
On 5 Feb IEX was trading at 124.85. The strike last trading price was 3.02, which was -1.21 lower than the previous day. The implied volatity was 40.4, the open interest changed by 25 which increased total open position to 430
On 4 Feb IEX was trading at 127.69. The strike last trading price was 4.36, which was 1.44 higher than the previous day. The implied volatity was 38.93, the open interest changed by -17 which decreased total open position to 406
On 3 Feb IEX was trading at 126.26. The strike last trading price was 2.87, which was 0.4 higher than the previous day. The implied volatity was 31.68, the open interest changed by 129 which increased total open position to 423
On 2 Feb IEX was trading at 122.62. The strike last trading price was 2.34, which was -0.66 lower than the previous day. The implied volatity was 36.4, the open interest changed by 28 which increased total open position to 297
On 1 Feb IEX was trading at 124.87. The strike last trading price was 2.95, which was -0.86 lower than the previous day. The implied volatity was 35.03, the open interest changed by -3 which decreased total open position to 269
On 30 Jan IEX was trading at 126.79. The strike last trading price was 3.67, which was -0.66 lower than the previous day. The implied volatity was 32.66, the open interest changed by 28 which increased total open position to 271
On 29 Jan IEX was trading at 127.58. The strike last trading price was 4.37, which was -1.22 lower than the previous day. The implied volatity was 34.53, the open interest changed by 69 which increased total open position to 243
On 28 Jan IEX was trading at 128.71. The strike last trading price was 5.6, which was 0.31 higher than the previous day. The implied volatity was 37.76, the open interest changed by 37 which increased total open position to 177
On 27 Jan IEX was trading at 127.55. The strike last trading price was 5.46, which was 0.29 higher than the previous day. The implied volatity was 39.59, the open interest changed by 59 which increased total open position to 139
On 23 Jan IEX was trading at 127.53. The strike last trading price was 5.15, which was -1.74 lower than the previous day. The implied volatity was 35.39, the open interest changed by 57 which increased total open position to 79
On 22 Jan IEX was trading at 131.06. The strike last trading price was 6.89, which was 0.7 higher than the previous day. The implied volatity was 33.23, the open interest changed by 6 which increased total open position to 22
On 21 Jan IEX was trading at 128.42. The strike last trading price was 6.1, which was -3.6 lower than the previous day. The implied volatity was 35.26, the open interest changed by 15 which increased total open position to 16
On 20 Jan IEX was trading at 130.29. The strike last trading price was 9.7, which was -3.18 lower than the previous day. The implied volatity was 51.15, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 12.88, 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 129 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 120.94 | 6.86 | 1.93 | - | 0 | 0 | 78 |
| 5 Feb | 124.85 | 6.86 | 1.93 | 41.41 | 55 | -30 | 79 |
| 4 Feb | 127.69 | 4.9 | -1.83 | 38.47 | 99 | 9 | 110 |
| 3 Feb | 126.26 | 6.73 | -4.2 | 45.9 | 9 | 3 | 102 |
| 2 Feb | 122.62 | 10.93 | 3.02 | 65.51 | 5 | -3 | 99 |
| 1 Feb | 124.87 | 7.91 | 1.24 | 47.96 | 5 | 2 | 102 |
| 30 Jan | 126.79 | 6.67 | 0.21 | 44.63 | 5 | -2 | 100 |
| 29 Jan | 127.58 | 6.56 | 0.39 | 45.78 | 123 | -14 | 102 |
| 28 Jan | 128.71 | 6.2 | -0.82 | 46.91 | 10 | 2 | 113 |
| 27 Jan | 127.55 | 7.07 | -1.03 | 49.13 | 51 | 19 | 111 |
| 23 Jan | 127.53 | 8.23 | 2.37 | 53.37 | 89 | 58 | 91 |
| 22 Jan | 131.06 | 5.87 | -1.2 | 47.34 | 54 | 6 | 34 |
| 21 Jan | 128.42 | 6.9 | -1.78 | 47.76 | 40 | 26 | 26 |
| 20 Jan | 130.29 | 8.68 | 0 | 2.47 | 0 | 0 | 0 |
| 19 Jan | 137.00 | 8.68 | 0 | 6.72 | 0 | 0 | 0 |
| 16 Jan | 139.29 | 8.68 | 0 | 8.5 | 0 | 0 | 0 |
| 14 Jan | 139.37 | 8.68 | 0 | 8.03 | 0 | 0 | 0 |
| 13 Jan | 141.31 | 8.68 | 0 | 9.33 | 0 | 0 | 0 |
| 12 Jan | 142.02 | 8.68 | 0 | 9.55 | 0 | 0 | 0 |
| 9 Jan | 138.36 | 8.68 | 0 | 7.8 | 0 | 0 | 0 |
| 8 Jan | 150.09 | 8.68 | 0 | 12.68 | 0 | 0 | 0 |
| 7 Jan | 154.78 | 8.68 | 0 | 15.26 | 0 | 0 | 0 |
| 6 Jan | 148.67 | 8.68 | 0 | 11.15 | 0 | 0 | 0 |
| 5 Jan | 134.38 | 8.68 | 0 | 4.96 | 0 | 0 | 0 |
| 2 Jan | 134.36 | 8.68 | 0 | 4.83 | 0 | 0 | 0 |
| 1 Jan | 133.39 | 8.68 | 0 | 4.34 | 0 | 0 | 0 |
| 31 Dec | 134.22 | 0 | - | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 129 expiring on 24FEB2026
Delta for 129 PE is -
Historical price for 129 PE is as follows
On 6 Feb IEX was trading at 120.94. The strike last trading price was 6.86, which was 1.93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 5 Feb IEX was trading at 124.85. The strike last trading price was 6.86, which was 1.93 higher than the previous day. The implied volatity was 41.41, the open interest changed by -30 which decreased total open position to 79
On 4 Feb IEX was trading at 127.69. The strike last trading price was 4.9, which was -1.83 lower than the previous day. The implied volatity was 38.47, the open interest changed by 9 which increased total open position to 110
On 3 Feb IEX was trading at 126.26. The strike last trading price was 6.73, which was -4.2 lower than the previous day. The implied volatity was 45.9, the open interest changed by 3 which increased total open position to 102
On 2 Feb IEX was trading at 122.62. The strike last trading price was 10.93, which was 3.02 higher than the previous day. The implied volatity was 65.51, the open interest changed by -3 which decreased total open position to 99
On 1 Feb IEX was trading at 124.87. The strike last trading price was 7.91, which was 1.24 higher than the previous day. The implied volatity was 47.96, the open interest changed by 2 which increased total open position to 102
On 30 Jan IEX was trading at 126.79. The strike last trading price was 6.67, which was 0.21 higher than the previous day. The implied volatity was 44.63, the open interest changed by -2 which decreased total open position to 100
On 29 Jan IEX was trading at 127.58. The strike last trading price was 6.56, which was 0.39 higher than the previous day. The implied volatity was 45.78, the open interest changed by -14 which decreased total open position to 102
On 28 Jan IEX was trading at 128.71. The strike last trading price was 6.2, which was -0.82 lower than the previous day. The implied volatity was 46.91, the open interest changed by 2 which increased total open position to 113
On 27 Jan IEX was trading at 127.55. The strike last trading price was 7.07, which was -1.03 lower than the previous day. The implied volatity was 49.13, the open interest changed by 19 which increased total open position to 111
On 23 Jan IEX was trading at 127.53. The strike last trading price was 8.23, which was 2.37 higher than the previous day. The implied volatity was 53.37, the open interest changed by 58 which increased total open position to 91
On 22 Jan IEX was trading at 131.06. The strike last trading price was 5.87, which was -1.2 lower than the previous day. The implied volatity was 47.34, the open interest changed by 6 which increased total open position to 34
On 21 Jan IEX was trading at 128.42. The strike last trading price was 6.9, which was -1.78 lower than the previous day. The implied volatity was 47.76, the open interest changed by 26 which increased total open position to 26
On 20 Jan IEX was trading at 130.29. The strike last trading price was 8.68, which was 0 lower than the previous day. The implied volatity was 2.47, 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 8.68, which was 0 lower than the previous day. The implied volatity was 6.72, 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 8.68, which was 0 lower than the previous day. The implied volatity was 8.5, 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 8.68, which was 0 lower than the previous day. The implied volatity was 8.03, 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 8.68, which was 0 lower than the previous day. The implied volatity was 9.33, 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 8.68, which was 0 lower than the previous day. The implied volatity was 9.55, 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 8.68, which was 0 lower than the previous day. The implied volatity was 7.8, 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 8.68, which was 0 lower than the previous day. The implied volatity was 12.68, 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 8.68, which was 0 lower than the previous day. The implied volatity was 15.26, 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 8.68, which was 0 lower than the previous day. The implied volatity was 11.15, 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 8.68, which was 0 lower than the previous day. The implied volatity was 4.96, 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 8.68, which was 0 lower than the previous day. The implied volatity was 4.83, 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 8.68, which was 0 lower than the previous day. The implied volatity was 4.34, 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
