IEX
Indian Energy Exc Ltd
Historical option data for IEX
24 Apr 2026 01:31 PM IST
| IEX 28-Apr-2026 (4d) 135 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0
Theta: -0.08
Gamma: 0.01665
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 123.32 | 0.14 | -0.66 | 47.3 | 2,422 | -296 | 838 | |||||||||
| 23 Apr | 126.92 | 0.85 | 0.2899999999999999 | 53.92 | 2,811 | 210 | 1,129 | |||||||||
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| 22 Apr | 125.78 | 0.53 | 0.040000000000000036 | 46.9 | 1,095 | -77 | 920 | |||||||||
| 21 Apr | 126.06 | 0.49 | -0.10999999999999999 | 41.97 | 1,009 | -26 | 997 | |||||||||
| 20 Apr | 124.99 | 0.57 | -2.8200000000000003 | 45.32 | 3,242 | 349 | 1,039 | |||||||||
| 17 Apr | 135.81 | 2.98 | -0.2799999999999998 | 28.52 | 1,354 | -8 | 688 | |||||||||
| 16 Apr | 134.41 | 3.37 | 0.7800000000000002 | 34.26 | 1,536 | 54 | 694 | |||||||||
| 15 Apr | 132.81 | 2.61 | 0.8799999999999999 | 34.48 | 1,645 | 46 | 643 | |||||||||
| 13 Apr | 129.14 | 1.73 | -0.29000000000000004 | 36.54 | 1,462 | 24 | 590 | |||||||||
| 10 Apr | 129.99 | 2.02 | -0.2599999999999998 | 32.58 | 930 | 11 | 565 | |||||||||
| 9 Apr | 129.69 | 2.33 | 0.18 | 34.65 | 888 | 59 | 549 | |||||||||
| 8 Apr | 129.44 | 2.15 | 0.47 | 33.32 | 1,268 | 27 | 491 | |||||||||
| 7 Apr | 126.97 | 1.65 | -0.01 | 35.27 | 634 | 50 | 464 | |||||||||
| 6 Apr | 126.16 | 1.67 | 0.92 | 36.64 | 950 | 159 | 415 | |||||||||
| 2 Apr | 119.42 | 0.71 | -0.08 | 36.94 | 184 | -5 | 256 | |||||||||
| 1 Apr | 119.95 | 0.82 | 0.24 | 36.09 | 398 | 90 | 262 | |||||||||
| 30 Mar | 114.75 | 0.62 | -0.54 | 40.71 | 167 | 33 | 172 | |||||||||
| 27 Mar | 118.84 | 1.19 | -0.32 | 39.51 | 132 | 22 | 142 | |||||||||
| 25 Mar | 121.68 | 1.49 | 0.05 | 35.48 | 191 | 48 | 121 | |||||||||
| 24 Mar | 119.62 | 1.44 | 0.29 | 38.41 | 95 | 42 | 72 | |||||||||
| 23 Mar | 115.38 | 1.15 | -0.4 | 43.06 | 15 | 6 | 29 | |||||||||
| 20 Mar | 120.53 | 1.55 | 0.18 | 35.84 | 26 | 8 | 24 | |||||||||
| 19 Mar | 118.25 | 1.37 | -0.78 | 36.37 | 21 | 8 | 15 | |||||||||
| 18 Mar | 123.06 | 2.15 | -0.95 | 34.88 | 12 | 3 | 5 | |||||||||
| 17 Mar | 119.88 | 3.1 | -4.66 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 118.80 | 3.1 | -4.66 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 120.25 | 3.1 | -4.66 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 122.76 | 3.1 | -4.66 | - | 0 | 2 | 0 | |||||||||
| 11 Mar | 122.85 | 3.1 | -4.66 | 39.27 | 2 | 1 | 1 | |||||||||
| 10 Mar | 121.13 | 7.76 | 0 | 7.73 | 0 | 0 | 0 | |||||||||
| 9 Mar | 120.26 | 7.76 | 0 | 8.39 | 0 | 0 | 0 | |||||||||
| 6 Mar | 121.76 | 7.76 | 0 | 7.69 | 0 | 0 | 0 | |||||||||
| 5 Mar | 121.63 | 7.76 | 0 | 7.38 | 0 | 0 | 0 | |||||||||
| 4 Mar | 118.59 | 7.76 | 0 | 9.1 | 0 | 0 | 0 | |||||||||
| 2 Mar | 121.52 | 7.76 | 0 | 7.12 | 0 | 0 | 0 | |||||||||
| 27 Feb | 125.64 | 7.76 | 0 | 4.72 | 0 | 0 | 0 | |||||||||
| 26 Feb | 127.51 | 7.76 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 25 Feb | 127.72 | 7.76 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 135 expiring on 28APR2026
Delta for 135 CE is 0.05
Historical price for 135 CE is as follows
On 24 Apr IEX was trading at 123.32. The strike last trading price was 0.14, which was -0.66 lower than the previous day. The implied volatity was 47.3, the open interest changed by -296 which decreased total open position to 838
On 23 Apr IEX was trading at 126.92. The strike last trading price was 0.85, which was 0.2899999999999999 higher than the previous day. The implied volatity was 53.92, the open interest changed by 210 which increased total open position to 1129
On 22 Apr IEX was trading at 125.78. The strike last trading price was 0.53, which was 0.040000000000000036 higher than the previous day. The implied volatity was 46.9, the open interest changed by -77 which decreased total open position to 920
On 21 Apr IEX was trading at 126.06. The strike last trading price was 0.49, which was -0.10999999999999999 lower than the previous day. The implied volatity was 41.97, the open interest changed by -26 which decreased total open position to 997
On 20 Apr IEX was trading at 124.99. The strike last trading price was 0.57, which was -2.8200000000000003 lower than the previous day. The implied volatity was 45.32, the open interest changed by 349 which increased total open position to 1039
On 17 Apr IEX was trading at 135.81. The strike last trading price was 2.98, which was -0.2799999999999998 lower than the previous day. The implied volatity was 28.52, the open interest changed by -8 which decreased total open position to 688
On 16 Apr IEX was trading at 134.41. The strike last trading price was 3.37, which was 0.7800000000000002 higher than the previous day. The implied volatity was 34.26, the open interest changed by 54 which increased total open position to 694
On 15 Apr IEX was trading at 132.81. The strike last trading price was 2.61, which was 0.8799999999999999 higher than the previous day. The implied volatity was 34.48, the open interest changed by 46 which increased total open position to 643
On 13 Apr IEX was trading at 129.14. The strike last trading price was 1.73, which was -0.29000000000000004 lower than the previous day. The implied volatity was 36.54, the open interest changed by 24 which increased total open position to 590
On 10 Apr IEX was trading at 129.99. The strike last trading price was 2.02, which was -0.2599999999999998 lower than the previous day. The implied volatity was 32.58, the open interest changed by 11 which increased total open position to 565
On 9 Apr IEX was trading at 129.69. The strike last trading price was 2.33, which was 0.18 higher than the previous day. The implied volatity was 34.65, the open interest changed by 59 which increased total open position to 549
On 8 Apr IEX was trading at 129.44. The strike last trading price was 2.15, which was 0.47 higher than the previous day. The implied volatity was 33.32, the open interest changed by 27 which increased total open position to 491
On 7 Apr IEX was trading at 126.97. The strike last trading price was 1.65, which was -0.01 lower than the previous day. The implied volatity was 35.27, the open interest changed by 50 which increased total open position to 464
On 6 Apr IEX was trading at 126.16. The strike last trading price was 1.67, which was 0.92 higher than the previous day. The implied volatity was 36.64, the open interest changed by 159 which increased total open position to 415
On 2 Apr IEX was trading at 119.42. The strike last trading price was 0.71, which was -0.08 lower than the previous day. The implied volatity was 36.94, the open interest changed by -5 which decreased total open position to 256
On 1 Apr IEX was trading at 119.95. The strike last trading price was 0.82, which was 0.24 higher than the previous day. The implied volatity was 36.09, the open interest changed by 90 which increased total open position to 262
On 30 Mar IEX was trading at 114.75. The strike last trading price was 0.62, which was -0.54 lower than the previous day. The implied volatity was 40.71, the open interest changed by 33 which increased total open position to 172
On 27 Mar IEX was trading at 118.84. The strike last trading price was 1.19, which was -0.32 lower than the previous day. The implied volatity was 39.51, the open interest changed by 22 which increased total open position to 142
On 25 Mar IEX was trading at 121.68. The strike last trading price was 1.49, which was 0.05 higher than the previous day. The implied volatity was 35.48, the open interest changed by 48 which increased total open position to 121
On 24 Mar IEX was trading at 119.62. The strike last trading price was 1.44, which was 0.29 higher than the previous day. The implied volatity was 38.41, the open interest changed by 42 which increased total open position to 72
On 23 Mar IEX was trading at 115.38. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 43.06, the open interest changed by 6 which increased total open position to 29
On 20 Mar IEX was trading at 120.53. The strike last trading price was 1.55, which was 0.18 higher than the previous day. The implied volatity was 35.84, the open interest changed by 8 which increased total open position to 24
On 19 Mar IEX was trading at 118.25. The strike last trading price was 1.37, which was -0.78 lower than the previous day. The implied volatity was 36.37, the open interest changed by 8 which increased total open position to 15
On 18 Mar IEX was trading at 123.06. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 34.88, the open interest changed by 3 which increased total open position to 5
On 17 Mar IEX was trading at 119.88. The strike last trading price was 3.1, which was -4.66 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar IEX was trading at 118.80. The strike last trading price was 3.1, which was -4.66 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IEX was trading at 120.25. The strike last trading price was 3.1, which was -4.66 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IEX was trading at 122.76. The strike last trading price was 3.1, which was -4.66 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Mar IEX was trading at 122.85. The strike last trading price was 3.1, which was -4.66 lower than the previous day. The implied volatity was 39.27, the open interest changed by 1 which increased total open position to 1
On 10 Mar IEX was trading at 121.13. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IEX was trading at 120.26. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 8.39, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IEX was trading at 121.76. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IEX was trading at 121.63. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 7.38, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IEX was trading at 118.59. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 9.1, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IEX was trading at 121.52. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IEX was trading at 125.64. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 26 Feb IEX was trading at 127.51. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IEX was trading at 127.72. The strike last trading price was 7.76, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
| IEX 28-Apr-2026 (4d) 135 PE | |||||||
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Delta: -0.9
Vega: 0
Theta: -0.15
Gamma: 0.02173
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 123.32 | 11.5 | 3.0500000000000007 | 59.75 | 22 | -11 | 251 |
| 23 Apr | 126.92 | 8.45 | -1.0600000000000005 | 43.42 | 70 | -15 | 262 |
| 22 Apr | 125.78 | 9.51 | 0.33000000000000007 | 46.63 | 107 | -33 | 278 |
| 21 Apr | 126.06 | 9.04 | -1.3600000000000012 | 33.99 | 40 | -7 | 311 |
| 20 Apr | 124.99 | 10.8 | 8.170000000000002 | 48.83 | 483 | 22 | 318 |
| 17 Apr | 135.81 | 2.84 | -0.38000000000000034 | 32.15 | 409 | 49 | 294 |
| 16 Apr | 134.41 | 3.16 | -1.2599999999999998 | 31.83 | 276 | 77 | 243 |
| 15 Apr | 132.81 | 4.37 | -2.3600000000000003 | 31.57 | 147 | 33 | 166 |
| 13 Apr | 129.14 | 6.73 | 0.1800000000000006 | 34.54 | 9 | 1 | 133 |
| 10 Apr | 129.99 | 6.6 | -0.47000000000000064 | 33.45 | 62 | 16 | 133 |
| 9 Apr | 129.69 | 7.07 | 0.06 | 37.73 | 19 | -4 | 117 |
| 8 Apr | 129.44 | 7.01 | -2.43 | 34.11 | 90 | -7 | 117 |
| 7 Apr | 126.97 | 9.44 | -0.54 | 38.86 | 26 | 0 | 124 |
| 6 Apr | 126.16 | 9.95 | -8.58 | 37.55 | 37 | 17 | 124 |
| 2 Apr | 119.42 | 18.53 | 4.23 | 68.9 | 3 | 2 | 107 |
| 1 Apr | 119.95 | 14.3 | -5.79 | 28.48 | 13 | -1 | 106 |
| 30 Mar | 114.75 | 20.12 | 3.98 | 50.38 | 51 | 50 | 106 |
| 27 Mar | 118.84 | 16.28 | 2.29 | 40.49 | 19 | 18 | 56 |
| 25 Mar | 121.68 | 13.99 | -3.28 | 40.82 | 36 | 35 | 37 |
| 24 Mar | 119.62 | 17.27 | 1.75 | - | 0 | 0 | 2 |
| 23 Mar | 115.38 | 17.27 | 1.75 | 27.71 | 1 | 0 | 1 |
| 20 Mar | 120.53 | 15.52 | -0.07 | - | 0 | 0 | 1 |
| 19 Mar | 118.25 | 15.52 | -0.07 | 32.57 | 1 | 0 | 0 |
| 18 Mar | 123.06 | 15.59 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 119.88 | 15.59 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 118.80 | 15.59 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 120.25 | 15.59 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 122.76 | 15.59 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 122.85 | 15.59 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 121.13 | 15.59 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 120.26 | 15.59 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 121.76 | 15.59 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 121.63 | 15.59 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 118.59 | 15.59 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 121.52 | 15.59 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 125.64 | 15.59 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 127.51 | 15.59 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 127.72 | 15.59 | 0 | 0 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 135 expiring on 28APR2026
Delta for 135 PE is -0.9
Historical price for 135 PE is as follows
On 24 Apr IEX was trading at 123.32. The strike last trading price was 11.5, which was 3.0500000000000007 higher than the previous day. The implied volatity was 59.75, the open interest changed by -11 which decreased total open position to 251
On 23 Apr IEX was trading at 126.92. The strike last trading price was 8.45, which was -1.0600000000000005 lower than the previous day. The implied volatity was 43.42, the open interest changed by -15 which decreased total open position to 262
On 22 Apr IEX was trading at 125.78. The strike last trading price was 9.51, which was 0.33000000000000007 higher than the previous day. The implied volatity was 46.63, the open interest changed by -33 which decreased total open position to 278
On 21 Apr IEX was trading at 126.06. The strike last trading price was 9.04, which was -1.3600000000000012 lower than the previous day. The implied volatity was 33.99, the open interest changed by -7 which decreased total open position to 311
On 20 Apr IEX was trading at 124.99. The strike last trading price was 10.8, which was 8.170000000000002 higher than the previous day. The implied volatity was 48.83, the open interest changed by 22 which increased total open position to 318
On 17 Apr IEX was trading at 135.81. The strike last trading price was 2.84, which was -0.38000000000000034 lower than the previous day. The implied volatity was 32.15, the open interest changed by 49 which increased total open position to 294
On 16 Apr IEX was trading at 134.41. The strike last trading price was 3.16, which was -1.2599999999999998 lower than the previous day. The implied volatity was 31.83, the open interest changed by 77 which increased total open position to 243
On 15 Apr IEX was trading at 132.81. The strike last trading price was 4.37, which was -2.3600000000000003 lower than the previous day. The implied volatity was 31.57, the open interest changed by 33 which increased total open position to 166
On 13 Apr IEX was trading at 129.14. The strike last trading price was 6.73, which was 0.1800000000000006 higher than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 133
On 10 Apr IEX was trading at 129.99. The strike last trading price was 6.6, which was -0.47000000000000064 lower than the previous day. The implied volatity was 33.45, the open interest changed by 16 which increased total open position to 133
On 9 Apr IEX was trading at 129.69. The strike last trading price was 7.07, which was 0.06 higher than the previous day. The implied volatity was 37.73, the open interest changed by -4 which decreased total open position to 117
On 8 Apr IEX was trading at 129.44. The strike last trading price was 7.01, which was -2.43 lower than the previous day. The implied volatity was 34.11, the open interest changed by -7 which decreased total open position to 117
On 7 Apr IEX was trading at 126.97. The strike last trading price was 9.44, which was -0.54 lower than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 124
On 6 Apr IEX was trading at 126.16. The strike last trading price was 9.95, which was -8.58 lower than the previous day. The implied volatity was 37.55, the open interest changed by 17 which increased total open position to 124
On 2 Apr IEX was trading at 119.42. The strike last trading price was 18.53, which was 4.23 higher than the previous day. The implied volatity was 68.9, the open interest changed by 2 which increased total open position to 107
On 1 Apr IEX was trading at 119.95. The strike last trading price was 14.3, which was -5.79 lower than the previous day. The implied volatity was 28.48, the open interest changed by -1 which decreased total open position to 106
On 30 Mar IEX was trading at 114.75. The strike last trading price was 20.12, which was 3.98 higher than the previous day. The implied volatity was 50.38, the open interest changed by 50 which increased total open position to 106
On 27 Mar IEX was trading at 118.84. The strike last trading price was 16.28, which was 2.29 higher than the previous day. The implied volatity was 40.49, the open interest changed by 18 which increased total open position to 56
On 25 Mar IEX was trading at 121.68. The strike last trading price was 13.99, which was -3.28 lower than the previous day. The implied volatity was 40.82, the open interest changed by 35 which increased total open position to 37
On 24 Mar IEX was trading at 119.62. The strike last trading price was 17.27, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar IEX was trading at 115.38. The strike last trading price was 17.27, which was 1.75 higher than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 1
On 20 Mar IEX was trading at 120.53. The strike last trading price was 15.52, which was -0.07 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar IEX was trading at 118.25. The strike last trading price was 15.52, which was -0.07 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 123.06. The strike last trading price was 15.59, 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 Mar IEX was trading at 119.88. The strike last trading price was 15.59, 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 Mar IEX was trading at 118.80. The strike last trading price was 15.59, 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 Mar IEX was trading at 120.25. The strike last trading price was 15.59, 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 Mar IEX was trading at 122.76. The strike last trading price was 15.59, 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 Mar IEX was trading at 122.85. The strike last trading price was 15.59, 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 10 Mar IEX was trading at 121.13. The strike last trading price was 15.59, 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 Mar IEX was trading at 120.26. The strike last trading price was 15.59, 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 Mar IEX was trading at 121.76. The strike last trading price was 15.59, 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 Mar IEX was trading at 121.63. The strike last trading price was 15.59, 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 Mar IEX was trading at 118.59. The strike last trading price was 15.59, 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 Mar IEX was trading at 121.52. The strike last trading price was 15.59, 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 Feb IEX was trading at 125.64. The strike last trading price was 15.59, 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 26 Feb IEX was trading at 127.51. The strike last trading price was 15.59, 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 25 Feb IEX was trading at 127.72. The strike last trading price was 15.59, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
