IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 130 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 141.19 | 11.65 | -1.44 | - | 21 | 1 | 183 | |||||||||
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| 8 Dec | 141.91 | 13.09 | -3.52 | 28.71 | 32 | 9 | 180 | |||||||||
| 5 Dec | 145.31 | 16.61 | -2.75 | 24.07 | 28 | 4 | 171 | |||||||||
| 4 Dec | 147.93 | 19.36 | -0.04 | - | 0 | 9 | 0 | |||||||||
| 3 Dec | 148.89 | 19.36 | -0.04 | - | 14 | 10 | 168 | |||||||||
| 2 Dec | 148.54 | 19.4 | 1.35 | 23.85 | 55 | 23 | 157 | |||||||||
| 1 Dec | 146.70 | 18.2 | 6.88 | 26.68 | 64 | 9 | 134 | |||||||||
| 28 Nov | 139.29 | 11.6 | -1.64 | 25.32 | 110 | 38 | 130 | |||||||||
| 27 Nov | 140.90 | 13.3 | -0.71 | 33.17 | 44 | -9 | 92 | |||||||||
| 26 Nov | 141.76 | 14 | 1.12 | 30.89 | 65 | 2 | 103 | |||||||||
| 25 Nov | 140.24 | 12.79 | -0.92 | 30.84 | 8 | 2 | 100 | |||||||||
| 24 Nov | 140.29 | 13.62 | -1.9 | - | 0 | 5 | 0 | |||||||||
| 21 Nov | 141.12 | 13.62 | -1.9 | 30.81 | 54 | 2 | 95 | |||||||||
| 20 Nov | 143.13 | 15.42 | 4.77 | 31.39 | 76 | -26 | 96 | |||||||||
| 19 Nov | 137.11 | 10.63 | 0.1 | 29.44 | 59 | 53 | 122 | |||||||||
| 18 Nov | 136.65 | 10.45 | -1.05 | 29.70 | 67 | 56 | 68 | |||||||||
| 17 Nov | 137.55 | 11.5 | -0.42 | 31.33 | 14 | 1 | 10 | |||||||||
| 14 Nov | 137.55 | 11.92 | -1.93 | 32.52 | 6 | 4 | 9 | |||||||||
| 13 Nov | 138.45 | 13.85 | 0.45 | 40.78 | 3 | 0 | 5 | |||||||||
| 12 Nov | 139.43 | 13.2 | -0.05 | 30.86 | 3 | 2 | 6 | |||||||||
| 11 Nov | 139.34 | 13.25 | -1.38 | 33.45 | 2 | 0 | 3 | |||||||||
| 10 Nov | 139.58 | 14.63 | -7.07 | 39.93 | 3 | 0 | 0 | |||||||||
| 7 Nov | 138.96 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 138.14 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 137.66 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 140.01 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 139.06 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 143.55 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 148.66 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 147.52 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 147.14 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 144.52 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 134.18 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 134.79 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 136.09 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 140.42 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 141.58 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 142.55 | 21.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 143.59 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 130 expiring on 30DEC2025
Delta for 130 CE is -
Historical price for 130 CE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 11.65, which was -1.44 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 183
On 8 Dec IEX was trading at 141.91. The strike last trading price was 13.09, which was -3.52 lower than the previous day. The implied volatity was 28.71, the open interest changed by 9 which increased total open position to 180
On 5 Dec IEX was trading at 145.31. The strike last trading price was 16.61, which was -2.75 lower than the previous day. The implied volatity was 24.07, the open interest changed by 4 which increased total open position to 171
On 4 Dec IEX was trading at 147.93. The strike last trading price was 19.36, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 3 Dec IEX was trading at 148.89. The strike last trading price was 19.36, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 168
On 2 Dec IEX was trading at 148.54. The strike last trading price was 19.4, which was 1.35 higher than the previous day. The implied volatity was 23.85, the open interest changed by 23 which increased total open position to 157
On 1 Dec IEX was trading at 146.70. The strike last trading price was 18.2, which was 6.88 higher than the previous day. The implied volatity was 26.68, the open interest changed by 9 which increased total open position to 134
On 28 Nov IEX was trading at 139.29. The strike last trading price was 11.6, which was -1.64 lower than the previous day. The implied volatity was 25.32, the open interest changed by 38 which increased total open position to 130
On 27 Nov IEX was trading at 140.90. The strike last trading price was 13.3, which was -0.71 lower than the previous day. The implied volatity was 33.17, the open interest changed by -9 which decreased total open position to 92
On 26 Nov IEX was trading at 141.76. The strike last trading price was 14, which was 1.12 higher than the previous day. The implied volatity was 30.89, the open interest changed by 2 which increased total open position to 103
On 25 Nov IEX was trading at 140.24. The strike last trading price was 12.79, which was -0.92 lower than the previous day. The implied volatity was 30.84, the open interest changed by 2 which increased total open position to 100
On 24 Nov IEX was trading at 140.29. The strike last trading price was 13.62, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 21 Nov IEX was trading at 141.12. The strike last trading price was 13.62, which was -1.9 lower than the previous day. The implied volatity was 30.81, the open interest changed by 2 which increased total open position to 95
On 20 Nov IEX was trading at 143.13. The strike last trading price was 15.42, which was 4.77 higher than the previous day. The implied volatity was 31.39, the open interest changed by -26 which decreased total open position to 96
On 19 Nov IEX was trading at 137.11. The strike last trading price was 10.63, which was 0.1 higher than the previous day. The implied volatity was 29.44, the open interest changed by 53 which increased total open position to 122
On 18 Nov IEX was trading at 136.65. The strike last trading price was 10.45, which was -1.05 lower than the previous day. The implied volatity was 29.70, the open interest changed by 56 which increased total open position to 68
On 17 Nov IEX was trading at 137.55. The strike last trading price was 11.5, which was -0.42 lower than the previous day. The implied volatity was 31.33, the open interest changed by 1 which increased total open position to 10
On 14 Nov IEX was trading at 137.55. The strike last trading price was 11.92, which was -1.93 lower than the previous day. The implied volatity was 32.52, the open interest changed by 4 which increased total open position to 9
On 13 Nov IEX was trading at 138.45. The strike last trading price was 13.85, which was 0.45 higher than the previous day. The implied volatity was 40.78, the open interest changed by 0 which decreased total open position to 5
On 12 Nov IEX was trading at 139.43. The strike last trading price was 13.2, which was -0.05 lower than the previous day. The implied volatity was 30.86, the open interest changed by 2 which increased total open position to 6
On 11 Nov IEX was trading at 139.34. The strike last trading price was 13.25, which was -1.38 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 3
On 10 Nov IEX was trading at 139.58. The strike last trading price was 14.63, which was -7.07 lower than the previous day. The implied volatity was 39.93, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IEX was trading at 138.96. The strike last trading price was 21.7, 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 Nov IEX was trading at 138.14. The strike last trading price was 21.7, 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 Nov IEX was trading at 137.66. The strike last trading price was 21.7, 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 3 Nov IEX was trading at 140.01. The strike last trading price was 21.7, 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 Oct IEX was trading at 139.06. The strike last trading price was 21.7, 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 Oct IEX was trading at 143.55. The strike last trading price was 21.7, 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 Oct IEX was trading at 148.66. The strike last trading price was 21.7, 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 28 Oct IEX was trading at 147.52. The strike last trading price was 21.7, 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 Oct IEX was trading at 147.14. The strike last trading price was 21.7, 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 23 Oct IEX was trading at 144.52. The strike last trading price was 21.7, 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 Oct IEX was trading at 134.18. The strike last trading price was 21.7, 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 Oct IEX was trading at 134.79. The strike last trading price was 21.7, 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 Oct IEX was trading at 136.09. The strike last trading price was 21.7, 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 Oct IEX was trading at 140.42. The strike last trading price was 21.7, 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 Oct IEX was trading at 141.58. The strike last trading price was 21.7, 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 Oct IEX was trading at 142.55. The strike last trading price was 21.7, 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 3 Oct IEX was trading at 143.59. 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 30DEC2025 130 PE | |||||||
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Delta: -0.11
Vega: 0.07
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 141.19 | 0.61 | -0.01 | 31.61 | 420 | -23 | 1,140 |
| 8 Dec | 141.91 | 0.63 | 0.22 | 32.35 | 525 | 104 | 1,164 |
| 5 Dec | 145.31 | 0.43 | 0.1 | 32.82 | 159 | 5 | 1,058 |
| 4 Dec | 147.93 | 0.3 | -0.07 | 32.22 | 406 | 161 | 1,093 |
| 3 Dec | 148.89 | 0.38 | -0.01 | 35.06 | 149 | -8 | 930 |
| 2 Dec | 148.54 | 0.41 | -0.1 | 34.27 | 490 | -134 | 937 |
| 1 Dec | 146.70 | 0.49 | -0.62 | 33.48 | 1,142 | 260 | 1,126 |
| 28 Nov | 139.29 | 1.02 | -0.79 | 28.55 | 2,875 | -4 | 866 |
| 27 Nov | 140.90 | 1.87 | 0.53 | 37.48 | 961 | 230 | 871 |
| 26 Nov | 141.76 | 1.35 | -0.41 | 34.06 | 259 | 34 | 640 |
| 25 Nov | 140.24 | 1.78 | 0 | 34.97 | 357 | 127 | 603 |
| 24 Nov | 140.29 | 1.85 | 0 | 34.70 | 158 | 37 | 477 |
| 21 Nov | 141.12 | 1.89 | 0.27 | 35.23 | 256 | 90 | 442 |
| 20 Nov | 143.13 | 1.64 | -0.82 | 35.75 | 468 | 164 | 351 |
| 19 Nov | 137.11 | 2.47 | -0.22 | 32.61 | 107 | 54 | 186 |
| 18 Nov | 136.65 | 2.68 | 0.25 | 32.99 | 70 | 35 | 130 |
| 17 Nov | 137.55 | 2.39 | -0.21 | 32.42 | 31 | 18 | 96 |
| 14 Nov | 137.55 | 2.61 | 0.02 | 32.95 | 37 | 18 | 77 |
| 13 Nov | 138.45 | 2.54 | 0.18 | 33.31 | 24 | -3 | 59 |
| 12 Nov | 139.43 | 2.36 | -0.45 | 33.53 | 35 | 13 | 62 |
| 11 Nov | 139.34 | 2.81 | 0.16 | 35.30 | 2 | 1 | 48 |
| 10 Nov | 139.58 | 2.65 | -0.52 | - | 0 | 4 | 0 |
| 7 Nov | 138.96 | 2.65 | -0.52 | 33.36 | 8 | 3 | 46 |
| 6 Nov | 138.14 | 3.17 | -0.23 | 34.69 | 5 | 2 | 42 |
| 4 Nov | 137.66 | 3.4 | 0.13 | 35.49 | 17 | 15 | 39 |
| 3 Nov | 140.01 | 3.27 | -0.03 | 37.48 | 5 | 1 | 20 |
| 31 Oct | 139.06 | 3.3 | -7.25 | - | 26 | 19 | 19 |
| 30 Oct | 143.55 | 10.55 | 0 | 8.65 | 0 | 0 | 0 |
| 29 Oct | 148.66 | 10.55 | 0 | 10.90 | 0 | 0 | 0 |
| 28 Oct | 147.52 | 10.55 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 147.14 | 10.55 | 0 | 10.09 | 0 | 0 | 0 |
| 23 Oct | 144.52 | 10.55 | 0 | 8.99 | 0 | 0 | 0 |
| 17 Oct | 134.18 | 10.55 | 0 | 3.79 | 0 | 0 | 0 |
| 16 Oct | 134.79 | 10.55 | 0 | 4.23 | 0 | 0 | 0 |
| 14 Oct | 136.09 | 10.55 | 0 | 4.83 | 0 | 0 | 0 |
| 9 Oct | 140.42 | 10.55 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 141.58 | 10.55 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 142.55 | 10.55 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 143.59 | 10.55 | 0 | 7.63 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 130 expiring on 30DEC2025
Delta for 130 PE is -0.11
Historical price for 130 PE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.61, which was -0.01 lower than the previous day. The implied volatity was 31.61, the open interest changed by -23 which decreased total open position to 1140
On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.63, which was 0.22 higher than the previous day. The implied volatity was 32.35, the open interest changed by 104 which increased total open position to 1164
On 5 Dec IEX was trading at 145.31. The strike last trading price was 0.43, which was 0.1 higher than the previous day. The implied volatity was 32.82, the open interest changed by 5 which increased total open position to 1058
On 4 Dec IEX was trading at 147.93. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 32.22, the open interest changed by 161 which increased total open position to 1093
On 3 Dec IEX was trading at 148.89. The strike last trading price was 0.38, which was -0.01 lower than the previous day. The implied volatity was 35.06, the open interest changed by -8 which decreased total open position to 930
On 2 Dec IEX was trading at 148.54. The strike last trading price was 0.41, which was -0.1 lower than the previous day. The implied volatity was 34.27, the open interest changed by -134 which decreased total open position to 937
On 1 Dec IEX was trading at 146.70. The strike last trading price was 0.49, which was -0.62 lower than the previous day. The implied volatity was 33.48, the open interest changed by 260 which increased total open position to 1126
On 28 Nov IEX was trading at 139.29. The strike last trading price was 1.02, which was -0.79 lower than the previous day. The implied volatity was 28.55, the open interest changed by -4 which decreased total open position to 866
On 27 Nov IEX was trading at 140.90. The strike last trading price was 1.87, which was 0.53 higher than the previous day. The implied volatity was 37.48, the open interest changed by 230 which increased total open position to 871
On 26 Nov IEX was trading at 141.76. The strike last trading price was 1.35, which was -0.41 lower than the previous day. The implied volatity was 34.06, the open interest changed by 34 which increased total open position to 640
On 25 Nov IEX was trading at 140.24. The strike last trading price was 1.78, which was 0 lower than the previous day. The implied volatity was 34.97, the open interest changed by 127 which increased total open position to 603
On 24 Nov IEX was trading at 140.29. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 34.70, the open interest changed by 37 which increased total open position to 477
On 21 Nov IEX was trading at 141.12. The strike last trading price was 1.89, which was 0.27 higher than the previous day. The implied volatity was 35.23, the open interest changed by 90 which increased total open position to 442
On 20 Nov IEX was trading at 143.13. The strike last trading price was 1.64, which was -0.82 lower than the previous day. The implied volatity was 35.75, the open interest changed by 164 which increased total open position to 351
On 19 Nov IEX was trading at 137.11. The strike last trading price was 2.47, which was -0.22 lower than the previous day. The implied volatity was 32.61, the open interest changed by 54 which increased total open position to 186
On 18 Nov IEX was trading at 136.65. The strike last trading price was 2.68, which was 0.25 higher than the previous day. The implied volatity was 32.99, the open interest changed by 35 which increased total open position to 130
On 17 Nov IEX was trading at 137.55. The strike last trading price was 2.39, which was -0.21 lower than the previous day. The implied volatity was 32.42, the open interest changed by 18 which increased total open position to 96
On 14 Nov IEX was trading at 137.55. The strike last trading price was 2.61, which was 0.02 higher than the previous day. The implied volatity was 32.95, the open interest changed by 18 which increased total open position to 77
On 13 Nov IEX was trading at 138.45. The strike last trading price was 2.54, which was 0.18 higher than the previous day. The implied volatity was 33.31, the open interest changed by -3 which decreased total open position to 59
On 12 Nov IEX was trading at 139.43. The strike last trading price was 2.36, which was -0.45 lower than the previous day. The implied volatity was 33.53, the open interest changed by 13 which increased total open position to 62
On 11 Nov IEX was trading at 139.34. The strike last trading price was 2.81, which was 0.16 higher than the previous day. The implied volatity was 35.30, the open interest changed by 1 which increased total open position to 48
On 10 Nov IEX was trading at 139.58. The strike last trading price was 2.65, which was -0.52 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 7 Nov IEX was trading at 138.96. The strike last trading price was 2.65, which was -0.52 lower than the previous day. The implied volatity was 33.36, the open interest changed by 3 which increased total open position to 46
On 6 Nov IEX was trading at 138.14. The strike last trading price was 3.17, which was -0.23 lower than the previous day. The implied volatity was 34.69, the open interest changed by 2 which increased total open position to 42
On 4 Nov IEX was trading at 137.66. The strike last trading price was 3.4, which was 0.13 higher than the previous day. The implied volatity was 35.49, the open interest changed by 15 which increased total open position to 39
On 3 Nov IEX was trading at 140.01. The strike last trading price was 3.27, which was -0.03 lower than the previous day. The implied volatity was 37.48, the open interest changed by 1 which increased total open position to 20
On 31 Oct IEX was trading at 139.06. The strike last trading price was 3.3, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 30 Oct IEX was trading at 143.55. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
On 29 Oct IEX was trading at 148.66. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 10.90, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IEX was trading at 147.52. The strike last trading price was 10.55, 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 Oct IEX was trading at 147.14. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 10.09, the open interest changed by 0 which decreased total open position to 0
On 23 Oct IEX was trading at 144.52. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
On 17 Oct IEX was trading at 134.18. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 16 Oct IEX was trading at 134.79. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 14 Oct IEX was trading at 136.09. The strike last trading price was 10.55, 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 9 Oct IEX was trading at 140.42. The strike last trading price was 10.55, 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 Oct IEX was trading at 141.58. The strike last trading price was 10.55, 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 Oct IEX was trading at 142.55. The strike last trading price was 10.55, 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 3 Oct IEX was trading at 143.59. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0































































































































































































































