Historical option data for IEX
22 Jun 2026 02:20 PM IST
| IEX 28-Jul-2026 (36d) 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0
Theta: -0.08
Gamma: 0.02938
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 125.84 | 3.84 | 0.84 (28.00%) | 33.48 | 560 | 12 | 350 | |||||||||
| 19 Jun | 122.78 | 2.8 | -0.2 (-6.67%) | 31.94 | 142 | 56 | 329 | |||||||||
| 18 Jun | 123.56 | 3.06 | 0.06 (2.00%) | 32.31 | 102 | 47 | 274 | |||||||||
| 17 Jun | 124.18 | 3.32 | 0.32 (10.67%) | 32.32 | 149 | 61 | 223 | |||||||||
| 16 Jun | 123.57 | 3.19 | 0.19 (6.33%) | 31.8 | 44 | 27 | 163 | |||||||||
| 15 Jun | 122.95 | 3.15 | 0.15 (5.00%) | 32.97 | 85 | 27 | 136 | |||||||||
| 12 Jun | 120.84 | 2.79 | 0.79 (39.50%) | 33.72 | 58 | 14 | 111 | |||||||||
| 11 Jun | 117.07 | 2.01 | 0.01 (0.50%) | 35.39 | 19 | 8 | 97 | |||||||||
| 10 Jun | 118.75 | 2.37 | -0.63 (-21.00%) | 34.37 | 48 | 29 | 89 | |||||||||
| 9 Jun | 120.06 | 2.84 | -0.16 (-5.33%) | 33.89 | 52 | 28 | 61 | |||||||||
| 8 Jun | 118.96 | 2.9 | -1.1 (-27.50%) | 36.3 | 21 | 11 | 31 | |||||||||
| 5 Jun | 122.38 | 3.79 | -0.21 (-5.25%) | 34.27 | 12 | 7 | 21 | |||||||||
| 4 Jun | 124.07 | 4.5 | 0.5 (12.50%) | 34.41 | 5 | 4 | 13 | |||||||||
| 3 Jun | 123.28 | 4.44 | -0.56 (-11.20%) | 34.9 | 5 | 4 | 9 | |||||||||
| 2 Jun | 125.25 | 5 | -1 (-16.67%) | 33.84 | 3 | 1 | 5 | |||||||||
| 1 Jun | 125.39 | 5.8 | -1.2 (-17.14%) | 33.23 | 2 | 1 | 3 | |||||||||
| 29 May | 128.31 | 7.31 | -4.69 (-39.08%) | 36.78 | 2 | 1 | 1 | |||||||||
| 11 May | 130.71 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 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 130 expiring on 28JUL2026
Delta for 130 CE is 0.42
Historical price for 130 CE is as follows
On 22 Jun IEX was trading at 125.84. The strike last trading price was 3.84, which was 0.84 higher than the previous day. The implied volatity was 33.48, the open interest changed by 12 which increased total open position to 350
On 19 Jun IEX was trading at 122.78. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 31.94, the open interest changed by 56 which increased total open position to 329
On 18 Jun IEX was trading at 123.56. The strike last trading price was 3.06, which was 0.06 higher than the previous day. The implied volatity was 32.31, the open interest changed by 47 which increased total open position to 274
On 17 Jun IEX was trading at 124.18. The strike last trading price was 3.32, which was 0.32 higher than the previous day. The implied volatity was 32.32, the open interest changed by 61 which increased total open position to 223
On 16 Jun IEX was trading at 123.57. The strike last trading price was 3.19, which was 0.19 higher than the previous day. The implied volatity was 31.8, the open interest changed by 27 which increased total open position to 163
On 15 Jun IEX was trading at 122.95. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 32.97, the open interest changed by 27 which increased total open position to 136
On 12 Jun IEX was trading at 120.84. The strike last trading price was 2.79, which was 0.79 higher than the previous day. The implied volatity was 33.72, the open interest changed by 14 which increased total open position to 111
On 11 Jun IEX was trading at 117.07. The strike last trading price was 2.01, which was 0.01 higher than the previous day. The implied volatity was 35.39, the open interest changed by 8 which increased total open position to 97
On 10 Jun IEX was trading at 118.75. The strike last trading price was 2.37, which was -0.63 lower than the previous day. The implied volatity was 34.37, the open interest changed by 29 which increased total open position to 89
On 9 Jun IEX was trading at 120.06. The strike last trading price was 2.84, which was -0.16 lower than the previous day. The implied volatity was 33.89, the open interest changed by 28 which increased total open position to 61
On 8 Jun IEX was trading at 118.96. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 36.3, the open interest changed by 11 which increased total open position to 31
On 5 Jun IEX was trading at 122.38. The strike last trading price was 3.79, which was -0.21 lower than the previous day. The implied volatity was 34.27, the open interest changed by 7 which increased total open position to 21
On 4 Jun IEX was trading at 124.07. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 34.41, the open interest changed by 4 which increased total open position to 13
On 3 Jun IEX was trading at 123.28. The strike last trading price was 4.44, which was -0.56 lower than the previous day. The implied volatity was 34.9, the open interest changed by 4 which increased total open position to 9
On 2 Jun IEX was trading at 125.25. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 33.84, the open interest changed by 1 which increased total open position to 5
On 1 Jun IEX was trading at 125.39. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 3
On 29 May IEX was trading at 128.31. The strike last trading price was 7.31, which was -4.69 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 1
On 11 May IEX was trading at 130.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 28-Jul-2026 (36d) 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0
Theta: -0.05
Gamma: 0.03356
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 125.84 | 6.5 | -2.09 (-24.33%) | 29.07 | 101 | 59 | 130 |
| 19 Jun | 122.78 | 8.64 | 0.62 (7.73%) | 28.14 | 19 | 14 | 70 |
| 18 Jun | 123.56 | 8.04 | 0.6 (8.06%) | 28.03 | 44 | 36 | 54 |
| 17 Jun | 124.18 | 8.58 | 8.58 (-13.29%) | 28.06 | 2 | 2 | 18 |
| 16 Jun | 123.57 | 8.58 | 8.58 (-23.70%) | 27.09 | 2 | 0 | 16 |
| 15 Jun | 122.95 | 8.5 | -2.64 (-23.70%) | 27.09 | 2 | 1 | 15 |
| 12 Jun | 120.84 | 11.14 | 11.14 | - | 7 | 0 | 14 |
| 11 Jun | 117.07 | 11.14 | 11.14 | - | 7 | 0 | 14 |
| 10 Jun | 118.75 | 11.14 | 11.14 (37.19%) | 27.65 | 7 | 0 | 14 |
| 9 Jun | 120.06 | 11.14 | 3.02 (37.19%) | 27.65 | 7 | 5 | 14 |
| 8 Jun | 118.96 | 8.12 | 8.12 | - | 9 | 0 | 9 |
| 5 Jun | 122.38 | 8.12 | 8.12 (-43.06%) | 27.86 | 9 | 0 | 9 |
| 4 Jun | 124.07 | 8.12 | -6.14 (-43.06%) | 27.86 | 9 | 7 | 7 |
| 3 Jun | 123.28 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 125.25 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 125.39 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 128.31 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 130.71 | 0 | 0 | - | 0 | 10 | 10 |
| 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 130 expiring on 28JUL2026
Delta for 130 PE is -0.59
Historical price for 130 PE is as follows
On 22 Jun IEX was trading at 125.84. The strike last trading price was 6.5, which was -2.09 lower than the previous day. The implied volatity was 29.07, the open interest changed by 59 which increased total open position to 130
On 19 Jun IEX was trading at 122.78. The strike last trading price was 8.64, which was 0.62 higher than the previous day. The implied volatity was 28.14, the open interest changed by 14 which increased total open position to 70
On 18 Jun IEX was trading at 123.56. The strike last trading price was 8.04, which was 0.6 higher than the previous day. The implied volatity was 28.03, the open interest changed by 36 which increased total open position to 54
On 17 Jun IEX was trading at 124.18. The strike last trading price was 8.58, which was 8.58 higher than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 18
On 16 Jun IEX was trading at 123.57. The strike last trading price was 8.58, which was 8.58 higher than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 16
On 15 Jun IEX was trading at 122.95. The strike last trading price was 8.5, which was -2.64 lower than the previous day. The implied volatity was 27.09, the open interest changed by 1 which increased total open position to 15
On 12 Jun IEX was trading at 120.84. The strike last trading price was 11.14, which was 11.14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Jun IEX was trading at 117.07. The strike last trading price was 11.14, which was 11.14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Jun IEX was trading at 118.75. The strike last trading price was 11.14, which was 11.14 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 14
On 9 Jun IEX was trading at 120.06. The strike last trading price was 11.14, which was 3.02 higher than the previous day. The implied volatity was 27.65, the open interest changed by 5 which increased total open position to 14
On 8 Jun IEX was trading at 118.96. The strike last trading price was 8.12, which was 8.12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jun IEX was trading at 122.38. The strike last trading price was 8.12, which was 8.12 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 9
On 4 Jun IEX was trading at 124.07. The strike last trading price was 8.12, which was -6.14 lower than the previous day. The implied volatity was 27.86, the open interest changed by 7 which increased total open position to 7
On 3 Jun IEX was trading at 123.28. 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 2 Jun IEX was trading at 125.25. 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 1 Jun IEX was trading at 125.39. 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 May IEX was trading at 128.31. 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 11 May IEX was trading at 130.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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
