IEX
Indian Energy Exc Ltd
Historical option data for IEX
25 Feb 2026 02:22 PM IST
| IEX 30-MAR-2026 130 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.15
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 127.71 | 3.83 | 0.55 | 28.83 | 1,867 | 278 | 1,379 | |||||||||
| 24 Feb | 125.63 | 3.44 | -0.37 | 29.78 | 800 | 61 | 1,100 | |||||||||
| 23 Feb | 125.72 | 3.91 | 0.27 | 32.89 | 825 | 211 | 1,038 | |||||||||
| 20 Feb | 125.42 | 3.56 | 0.52 | 30.58 | 376 | 79 | 829 | |||||||||
| 19 Feb | 123.87 | 3.15 | -1.15 | 32.2 | 421 | 118 | 749 | |||||||||
| 18 Feb | 126.13 | 4.24 | -0.71 | 32.48 | 335 | 115 | 629 | |||||||||
| 17 Feb | 126.25 | 4.97 | 0.5 | 35.4 | 632 | 237 | 512 | |||||||||
| 16 Feb | 124.97 | 4.54 | 0.09 | 35.8 | 167 | 50 | 274 | |||||||||
| 13 Feb | 123.95 | 4.3 | -1.52 | 36.49 | 197 | 46 | 221 | |||||||||
| 12 Feb | 125.91 | 5.82 | -0.96 | 38.83 | 89 | 50 | 172 | |||||||||
| 11 Feb | 127.16 | 6.63 | 0.21 | 40.33 | 95 | 10 | 124 | |||||||||
| 10 Feb | 126.14 | 6.45 | 0.41 | 41.06 | 69 | 30 | 109 | |||||||||
| 9 Feb | 125.34 | 6.05 | 1.55 | 40.08 | 88 | 15 | 78 | |||||||||
| 6 Feb | 120.94 | 4.4 | -1.56 | 40.35 | 42 | 13 | 62 | |||||||||
| 5 Feb | 124.85 | 5.96 | -1.24 | 39.57 | 19 | 3 | 49 | |||||||||
| 4 Feb | 127.69 | 7.16 | 1.56 | 37.5 | 33 | 9 | 47 | |||||||||
| 3 Feb | 126.26 | 5.6 | 1.32 | 33.21 | 22 | 8 | 37 | |||||||||
| 2 Feb | 122.62 | 4.4 | -2.6 | 33.73 | 34 | 23 | 30 | |||||||||
| 1 Feb | 124.87 | 7 | 1.4 | 42.68 | 1 | 0 | 7 | |||||||||
| 30 Jan | 126.79 | 5.6 | -1.26 | 30.33 | 3 | 1 | 7 | |||||||||
| 29 Jan | 127.58 | 6.86 | -1.69 | 34.36 | 7 | 4 | 6 | |||||||||
| 28 Jan | 128.71 | 8.55 | -1.45 | 38.83 | 1 | 0 | 1 | |||||||||
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| 27 Jan | 127.55 | 10 | -5.55 | - | 0 | 0 | 1 | |||||||||
| 23 Jan | 127.53 | 10 | -5.55 | - | 0 | 0 | 1 | |||||||||
| 22 Jan | 131.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 128.42 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 130.29 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 137.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 139.29 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 139.37 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 141.31 | 15.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 142.02 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 138.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 150.09 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 154.78 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 148.67 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 134.38 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 134.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 133.39 | 15.55 | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 134.22 | 15.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 130 expiring on 30MAR2026
Delta for 130 CE is 0.48
Historical price for 130 CE is as follows
On 25 Feb IEX was trading at 127.71. The strike last trading price was 3.83, which was 0.55 higher than the previous day. The implied volatity was 28.83, the open interest changed by 278 which increased total open position to 1379
On 24 Feb IEX was trading at 125.63. The strike last trading price was 3.44, which was -0.37 lower than the previous day. The implied volatity was 29.78, the open interest changed by 61 which increased total open position to 1100
On 23 Feb IEX was trading at 125.72. The strike last trading price was 3.91, which was 0.27 higher than the previous day. The implied volatity was 32.89, the open interest changed by 211 which increased total open position to 1038
On 20 Feb IEX was trading at 125.42. The strike last trading price was 3.56, which was 0.52 higher than the previous day. The implied volatity was 30.58, the open interest changed by 79 which increased total open position to 829
On 19 Feb IEX was trading at 123.87. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 32.2, the open interest changed by 118 which increased total open position to 749
On 18 Feb IEX was trading at 126.13. The strike last trading price was 4.24, which was -0.71 lower than the previous day. The implied volatity was 32.48, the open interest changed by 115 which increased total open position to 629
On 17 Feb IEX was trading at 126.25. The strike last trading price was 4.97, which was 0.5 higher than the previous day. The implied volatity was 35.4, the open interest changed by 237 which increased total open position to 512
On 16 Feb IEX was trading at 124.97. The strike last trading price was 4.54, which was 0.09 higher than the previous day. The implied volatity was 35.8, the open interest changed by 50 which increased total open position to 274
On 13 Feb IEX was trading at 123.95. The strike last trading price was 4.3, which was -1.52 lower than the previous day. The implied volatity was 36.49, the open interest changed by 46 which increased total open position to 221
On 12 Feb IEX was trading at 125.91. The strike last trading price was 5.82, which was -0.96 lower than the previous day. The implied volatity was 38.83, the open interest changed by 50 which increased total open position to 172
On 11 Feb IEX was trading at 127.16. The strike last trading price was 6.63, which was 0.21 higher than the previous day. The implied volatity was 40.33, the open interest changed by 10 which increased total open position to 124
On 10 Feb IEX was trading at 126.14. The strike last trading price was 6.45, which was 0.41 higher than the previous day. The implied volatity was 41.06, the open interest changed by 30 which increased total open position to 109
On 9 Feb IEX was trading at 125.34. The strike last trading price was 6.05, which was 1.55 higher than the previous day. The implied volatity was 40.08, the open interest changed by 15 which increased total open position to 78
On 6 Feb IEX was trading at 120.94. The strike last trading price was 4.4, which was -1.56 lower than the previous day. The implied volatity was 40.35, the open interest changed by 13 which increased total open position to 62
On 5 Feb IEX was trading at 124.85. The strike last trading price was 5.96, which was -1.24 lower than the previous day. The implied volatity was 39.57, the open interest changed by 3 which increased total open position to 49
On 4 Feb IEX was trading at 127.69. The strike last trading price was 7.16, which was 1.56 higher than the previous day. The implied volatity was 37.5, the open interest changed by 9 which increased total open position to 47
On 3 Feb IEX was trading at 126.26. The strike last trading price was 5.6, which was 1.32 higher than the previous day. The implied volatity was 33.21, the open interest changed by 8 which increased total open position to 37
On 2 Feb IEX was trading at 122.62. The strike last trading price was 4.4, which was -2.6 lower than the previous day. The implied volatity was 33.73, the open interest changed by 23 which increased total open position to 30
On 1 Feb IEX was trading at 124.87. The strike last trading price was 7, which was 1.4 higher than the previous day. The implied volatity was 42.68, the open interest changed by 0 which decreased total open position to 7
On 30 Jan IEX was trading at 126.79. The strike last trading price was 5.6, which was -1.26 lower than the previous day. The implied volatity was 30.33, the open interest changed by 1 which increased total open position to 7
On 29 Jan IEX was trading at 127.58. The strike last trading price was 6.86, which was -1.69 lower than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 6
On 28 Jan IEX was trading at 128.71. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 38.83, the open interest changed by 0 which decreased total open position to 1
On 27 Jan IEX was trading at 127.55. The strike last trading price was 10, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan IEX was trading at 127.53. The strike last trading price was 10, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan IEX was trading at 131.06. 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 21 Jan IEX was trading at 128.42. 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 20 Jan IEX was trading at 130.29. 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 19 Jan IEX was trading at 137.00. 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 16 Jan IEX was trading at 139.29. 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 14 Jan IEX was trading at 139.37. 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 13 Jan IEX was trading at 141.31. The strike last trading price was 15.55, 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 12 Jan IEX was trading at 142.02. 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 9 Jan IEX was trading at 138.36. 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 8 Jan IEX was trading at 150.09. 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 7 Jan IEX was trading at 154.78. 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 6 Jan IEX was trading at 148.67. 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 5 Jan IEX was trading at 134.38. 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 2 Jan IEX was trading at 134.36. 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 1 Jan IEX was trading at 133.39. The strike last trading price was 15.55, 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 31 Dec IEX was trading at 134.22. The strike last trading price was 15.55, 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
| IEX 30MAR2026 130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.15
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 127.71 | 5.44 | -1.36 | 30.66 | 117 | 38 | 609 |
| 24 Feb | 125.63 | 6.6 | -0.46 | 33.51 | 138 | 73 | 571 |
| 23 Feb | 125.72 | 7.01 | -0.13 | 35.1 | 153 | 70 | 494 |
| 20 Feb | 125.42 | 7.25 | -0.93 | 33.65 | 123 | 89 | 421 |
| 19 Feb | 123.87 | 8.41 | 1.45 | 33.65 | 160 | 137 | 331 |
| 18 Feb | 126.13 | 7.2 | -0.31 | 34.46 | 137 | 92 | 194 |
| 17 Feb | 126.25 | 7.62 | -0.53 | 37.79 | 102 | 73 | 101 |
| 16 Feb | 124.97 | 8.15 | -1.58 | 36.38 | 4 | 2 | 27 |
| 13 Feb | 123.95 | 9.73 | 0.95 | 39.95 | 5 | 0 | 23 |
| 12 Feb | 125.91 | 8.78 | 0.38 | 41.58 | 4 | 2 | 22 |
| 11 Feb | 127.16 | 8.4 | -0.6 | 41.78 | 6 | 3 | 19 |
| 10 Feb | 126.14 | 9 | -0.25 | 42.45 | 2 | 1 | 15 |
| 9 Feb | 125.34 | 9.25 | -3 | 41.58 | 6 | 4 | 14 |
| 6 Feb | 120.94 | 12.26 | 2.6 | 42.65 | 6 | 4 | 9 |
| 5 Feb | 124.85 | 9.66 | 0.51 | 40.49 | 2 | 1 | 4 |
| 4 Feb | 127.69 | 9.15 | -0.84 | - | 0 | 0 | 3 |
| 3 Feb | 126.26 | 9.15 | -0.84 | - | 0 | 0 | 3 |
| 2 Feb | 122.62 | 9.15 | -0.84 | - | 0 | 0 | 3 |
| 1 Feb | 124.87 | 9.15 | -0.84 | - | 0 | 0 | 3 |
| 30 Jan | 126.79 | 9.15 | -0.84 | 41.82 | 3 | 1 | 2 |
| 29 Jan | 127.58 | 9.99 | -1.63 | 47.33 | 1 | 0 | 0 |
| 28 Jan | 128.71 | 11.62 | 0 | 0.63 | 0 | 0 | 0 |
| 27 Jan | 127.55 | 11.62 | 0 | 0.04 | 0 | 0 | 0 |
| 23 Jan | 127.53 | 11.62 | 0 | 0.66 | 0 | 0 | 0 |
| 22 Jan | 131.06 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 128.42 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 130.29 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 137.00 | - | - | - | 0 | 0 | 0 |
| 16 Jan | 139.29 | - | - | - | 0 | 0 | 0 |
| 14 Jan | 139.37 | - | - | - | 0 | 0 | 0 |
| 13 Jan | 141.31 | 11.62 | 0 | 6.62 | 0 | 0 | 0 |
| 12 Jan | 142.02 | - | - | - | 0 | 0 | 0 |
| 9 Jan | 138.36 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 150.09 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 154.78 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 148.67 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 134.38 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 134.36 | - | - | - | 0 | 0 | 0 |
| 1 Jan | 133.39 | 11.62 | - | - | 0 | 0 | 0 |
| 31 Dec | 134.22 | 11.62 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 130 expiring on 30MAR2026
Delta for 130 PE is -0.52
Historical price for 130 PE is as follows
On 25 Feb IEX was trading at 127.71. The strike last trading price was 5.44, which was -1.36 lower than the previous day. The implied volatity was 30.66, the open interest changed by 38 which increased total open position to 609
On 24 Feb IEX was trading at 125.63. The strike last trading price was 6.6, which was -0.46 lower than the previous day. The implied volatity was 33.51, the open interest changed by 73 which increased total open position to 571
On 23 Feb IEX was trading at 125.72. The strike last trading price was 7.01, which was -0.13 lower than the previous day. The implied volatity was 35.1, the open interest changed by 70 which increased total open position to 494
On 20 Feb IEX was trading at 125.42. The strike last trading price was 7.25, which was -0.93 lower than the previous day. The implied volatity was 33.65, the open interest changed by 89 which increased total open position to 421
On 19 Feb IEX was trading at 123.87. The strike last trading price was 8.41, which was 1.45 higher than the previous day. The implied volatity was 33.65, the open interest changed by 137 which increased total open position to 331
On 18 Feb IEX was trading at 126.13. The strike last trading price was 7.2, which was -0.31 lower than the previous day. The implied volatity was 34.46, the open interest changed by 92 which increased total open position to 194
On 17 Feb IEX was trading at 126.25. The strike last trading price was 7.62, which was -0.53 lower than the previous day. The implied volatity was 37.79, the open interest changed by 73 which increased total open position to 101
On 16 Feb IEX was trading at 124.97. The strike last trading price was 8.15, which was -1.58 lower than the previous day. The implied volatity was 36.38, the open interest changed by 2 which increased total open position to 27
On 13 Feb IEX was trading at 123.95. The strike last trading price was 9.73, which was 0.95 higher than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 23
On 12 Feb IEX was trading at 125.91. The strike last trading price was 8.78, which was 0.38 higher than the previous day. The implied volatity was 41.58, the open interest changed by 2 which increased total open position to 22
On 11 Feb IEX was trading at 127.16. The strike last trading price was 8.4, which was -0.6 lower than the previous day. The implied volatity was 41.78, the open interest changed by 3 which increased total open position to 19
On 10 Feb IEX was trading at 126.14. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 42.45, the open interest changed by 1 which increased total open position to 15
On 9 Feb IEX was trading at 125.34. The strike last trading price was 9.25, which was -3 lower than the previous day. The implied volatity was 41.58, the open interest changed by 4 which increased total open position to 14
On 6 Feb IEX was trading at 120.94. The strike last trading price was 12.26, which was 2.6 higher than the previous day. The implied volatity was 42.65, the open interest changed by 4 which increased total open position to 9
On 5 Feb IEX was trading at 124.85. The strike last trading price was 9.66, which was 0.51 higher than the previous day. The implied volatity was 40.49, the open interest changed by 1 which increased total open position to 4
On 4 Feb IEX was trading at 127.69. The strike last trading price was 9.15, which was -0.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb IEX was trading at 126.26. The strike last trading price was 9.15, which was -0.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb IEX was trading at 122.62. The strike last trading price was 9.15, which was -0.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb IEX was trading at 124.87. The strike last trading price was 9.15, which was -0.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan IEX was trading at 126.79. The strike last trading price was 9.15, which was -0.84 lower than the previous day. The implied volatity was 41.82, the open interest changed by 1 which increased total open position to 2
On 29 Jan IEX was trading at 127.58. The strike last trading price was 9.99, which was -1.63 lower than the previous day. The implied volatity was 47.33, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IEX was trading at 128.71. The strike last trading price was 11.62, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 27 Jan IEX was trading at 127.55. The strike last trading price was 11.62, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 23 Jan IEX was trading at 127.53. The strike last trading price was 11.62, 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 22 Jan IEX was trading at 131.06. 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 21 Jan IEX was trading at 128.42. 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 20 Jan IEX was trading at 130.29. 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 19 Jan IEX was trading at 137.00. 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 16 Jan IEX was trading at 139.29. 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 14 Jan IEX was trading at 139.37. 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 13 Jan IEX was trading at 141.31. The strike last trading price was 11.62, which was 0 lower than the previous day. The implied volatity was 6.62, 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 -, 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 9 Jan IEX was trading at 138.36. 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 8 Jan IEX was trading at 150.09. 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 7 Jan IEX was trading at 154.78. 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 6 Jan IEX was trading at 148.67. 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 5 Jan IEX was trading at 134.38. 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 2 Jan IEX was trading at 134.36. 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 1 Jan IEX was trading at 133.39. The strike last trading price was 11.62, 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 31 Dec IEX was trading at 134.22. The strike last trading price was 11.62, 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
