IEX
Indian Energy Exc Ltd
Historical option data for IEX
04 Mar 2026 04:13 PM IST
| IEX 30-MAR-2026 129 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.09
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 118.59 | 1.34 | -0.55 | 35.12 | 26 | 1 | 181 | |||||||||
| 2 Mar | 121.52 | 1.94 | -1.32 | 31.61 | 104 | 24 | 180 | |||||||||
| 27 Feb | 125.64 | 3.08 | -1.11 | 29.35 | 86 | 24 | 156 | |||||||||
| 26 Feb | 127.51 | 4.25 | -0.13 | 29.41 | 117 | -3 | 132 | |||||||||
| 25 Feb | 127.72 | 4.4 | 0.52 | 29.6 | 251 | 133 | 135 | |||||||||
| 24 Feb | 125.63 | 3.88 | -7.45 | 30 | 5 | 2 | 2 | |||||||||
| 23 Feb | 125.72 | 11.33 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 20 Feb | 125.42 | 11.33 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
| 19 Feb | 123.87 | 11.33 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 18 Feb | 126.13 | 11.33 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 17 Feb | 126.25 | 11.33 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 16 Feb | 124.97 | 11.33 | 0 | 2 | 0 | 0 | 0 | |||||||||
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| 13 Feb | 123.95 | 11.33 | 0 | 2.94 | 0 | 0 | 0 | |||||||||
| 12 Feb | 125.91 | 11.33 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
| 11 Feb | 127.16 | 11.33 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 10 Feb | 126.14 | 11.33 | 0 | 1.08 | 0 | 0 | 0 | |||||||||
| 9 Feb | 125.34 | 11.33 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
| 6 Feb | 120.94 | 11.33 | 0 | 4.55 | 0 | 0 | 0 | |||||||||
| 5 Feb | 124.85 | 11.33 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 4 Feb | 127.69 | 11.33 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 3 Feb | 126.26 | 11.33 | 0 | 0.76 | 0 | 0 | 0 | |||||||||
| 2 Feb | 122.62 | 11.33 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
| 1 Feb | 124.87 | 11.33 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 127.58 | 11.33 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 129 expiring on 30MAR2026
Delta for 129 CE is 0.22
Historical price for 129 CE is as follows
On 4 Mar IEX was trading at 118.59. The strike last trading price was 1.34, which was -0.55 lower than the previous day. The implied volatity was 35.12, the open interest changed by 1 which increased total open position to 181
On 2 Mar IEX was trading at 121.52. The strike last trading price was 1.94, which was -1.32 lower than the previous day. The implied volatity was 31.61, the open interest changed by 24 which increased total open position to 180
On 27 Feb IEX was trading at 125.64. The strike last trading price was 3.08, which was -1.11 lower than the previous day. The implied volatity was 29.35, the open interest changed by 24 which increased total open position to 156
On 26 Feb IEX was trading at 127.51. The strike last trading price was 4.25, which was -0.13 lower than the previous day. The implied volatity was 29.41, the open interest changed by -3 which decreased total open position to 132
On 25 Feb IEX was trading at 127.72. The strike last trading price was 4.4, which was 0.52 higher than the previous day. The implied volatity was 29.6, the open interest changed by 133 which increased total open position to 135
On 24 Feb IEX was trading at 125.63. The strike last trading price was 3.88, which was -7.45 lower than the previous day. The implied volatity was 30, the open interest changed by 2 which increased total open position to 2
On 23 Feb IEX was trading at 125.72. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 20 Feb IEX was trading at 125.42. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IEX was trading at 123.87. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IEX was trading at 126.13. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IEX was trading at 126.25. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IEX was trading at 124.97. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IEX was trading at 123.95. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IEX was trading at 125.91. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IEX was trading at 127.16. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IEX was trading at 126.14. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IEX was trading at 125.34. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IEX was trading at 120.94. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IEX was trading at 124.85. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IEX was trading at 127.69. The strike last trading price was 11.33, 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 3 Feb IEX was trading at 126.26. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IEX was trading at 122.62. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IEX was trading at 124.87. The strike last trading price was 11.33, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IEX was trading at 126.79. 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 29 Jan IEX was trading at 127.58. The strike last trading price was 11.33, 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 30MAR2026 129 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.1
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 118.59 | 11.01 | 2.39 | 37.17 | 4 | 0 | 66 |
| 2 Mar | 121.52 | 8.55 | 2.48 | 34.94 | 20 | 1 | 64 |
| 27 Feb | 125.64 | 6.15 | 1.25 | 31.6 | 26 | 6 | 63 |
| 26 Feb | 127.51 | 4.84 | 0.03 | 30.84 | 78 | 24 | 56 |
| 25 Feb | 127.72 | 4.8 | -1.91 | 30.46 | 52 | 30 | 33 |
| 24 Feb | 125.63 | 6.71 | 0.31 | 37.63 | 1 | 0 | 2 |
| 23 Feb | 125.72 | 6.4 | -5.03 | - | 0 | 0 | 2 |
| 20 Feb | 125.42 | 6.4 | -5.03 | - | 0 | 0 | 2 |
| 19 Feb | 123.87 | 6.4 | -5.03 | - | 0 | 0 | 2 |
| 18 Feb | 126.13 | 6.4 | -5.03 | 33.1 | 2 | 1 | 1 |
| 17 Feb | 126.25 | 11.43 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 124.97 | 11.43 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 123.95 | 11.43 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 125.91 | 11.43 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 127.16 | 11.43 | 0 | 0.07 | 0 | 0 | 0 |
| 10 Feb | 126.14 | 11.43 | 0 | 0.14 | 0 | 0 | 0 |
| 9 Feb | 125.34 | 11.43 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 120.94 | 11.43 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 124.85 | 11.43 | 0 | 0.07 | 0 | 0 | 0 |
| 4 Feb | 127.69 | 11.43 | 0 | 0.66 | 0 | 0 | 0 |
| 3 Feb | 126.26 | 11.43 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 122.62 | 11.43 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 124.87 | 11.43 | 0 | 0.37 | 0 | 0 | 0 |
| 30 Jan | 126.79 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 127.58 | 11.43 | 0 | 0.24 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 129 expiring on 30MAR2026
Delta for 129 PE is -0.77
Historical price for 129 PE is as follows
On 4 Mar IEX was trading at 118.59. The strike last trading price was 11.01, which was 2.39 higher than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 66
On 2 Mar IEX was trading at 121.52. The strike last trading price was 8.55, which was 2.48 higher than the previous day. The implied volatity was 34.94, the open interest changed by 1 which increased total open position to 64
On 27 Feb IEX was trading at 125.64. The strike last trading price was 6.15, which was 1.25 higher than the previous day. The implied volatity was 31.6, the open interest changed by 6 which increased total open position to 63
On 26 Feb IEX was trading at 127.51. The strike last trading price was 4.84, which was 0.03 higher than the previous day. The implied volatity was 30.84, the open interest changed by 24 which increased total open position to 56
On 25 Feb IEX was trading at 127.72. The strike last trading price was 4.8, which was -1.91 lower than the previous day. The implied volatity was 30.46, the open interest changed by 30 which increased total open position to 33
On 24 Feb IEX was trading at 125.63. The strike last trading price was 6.71, which was 0.31 higher than the previous day. The implied volatity was 37.63, the open interest changed by 0 which decreased total open position to 2
On 23 Feb IEX was trading at 125.72. The strike last trading price was 6.4, which was -5.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb IEX was trading at 125.42. The strike last trading price was 6.4, which was -5.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb IEX was trading at 123.87. The strike last trading price was 6.4, which was -5.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb IEX was trading at 126.13. The strike last trading price was 6.4, which was -5.03 lower than the previous day. The implied volatity was 33.1, the open interest changed by 1 which increased total open position to 1
On 17 Feb IEX was trading at 126.25. The strike last trading price was 11.43, 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 Feb IEX was trading at 124.97. The strike last trading price was 11.43, 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 Feb IEX was trading at 123.95. The strike last trading price was 11.43, 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 Feb IEX was trading at 125.91. The strike last trading price was 11.43, 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 Feb IEX was trading at 127.16. The strike last trading price was 11.43, 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 10 Feb IEX was trading at 126.14. The strike last trading price was 11.43, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IEX was trading at 125.34. The strike last trading price was 11.43, 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 Feb IEX was trading at 120.94. The strike last trading price was 11.43, 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 Feb IEX was trading at 124.85. The strike last trading price was 11.43, 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 4 Feb IEX was trading at 127.69. The strike last trading price was 11.43, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IEX was trading at 126.26. The strike last trading price was 11.43, 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 Feb IEX was trading at 122.62. The strike last trading price was 11.43, 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 Feb IEX was trading at 124.87. The strike last trading price was 11.43, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IEX was trading at 126.79. 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 29 Jan IEX was trading at 127.58. The strike last trading price was 11.43, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
