IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 May 2026 04:10 PM IST
| IEX 26-May-2026 (12d) 135 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0
Theta: -0.09
Gamma: 0.03887
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 128.44 | 0.89 | -0.10999999999999999 (-11.00%) | 31.78 | 899 | -65 | 1,073 | |||||||||
| 13 May | 127.53 | 1.1 | 0.10000000000000009 (10.00%) | 35.9 | 1,008 | -22 | 1,140 | |||||||||
| 12 May | 127.21 | 1.03 | -0.97 (-48.50%) | 33.7 | 989 | -4 | 1,161 | |||||||||
| 11 May | 130.71 | 1.72 | -1.28 (-42.67%) | 0 | 5,446 | 379 | 1,165 | |||||||||
| 8 May | 134.12 | 2.9 | -0.08000000000000007 (-2.68%) | 26.68 | 2,245 | 95 | 789 | |||||||||
| 7 May | 133.81 | 2.96 | 1.08 (57.45%) | 27.18 | 2,659 | -119 | 693 | |||||||||
| 6 May | 129.80 | 1.91 | 0.21999999999999997 (13.02%) | 30.31 | 1,222 | 88 | 812 | |||||||||
| 5 May | 127.62 | 1.64 | -0.050000000000000044 (-2.96%) | 33.51 | 791 | -2 | 724 | |||||||||
| 4 May | 126.97 | 1.71 | 0.09999999999999987 (6.21%) | 34.52 | 624 | 62 | 725 | |||||||||
| 30 Apr | 125.19 | 1.67 | -0.18000000000000016 (-9.73%) | 35.62 | 620 | 48 | 711 | |||||||||
| 29 Apr | 126.05 | 1.9 | -0.1499999999999999 (-7.32%) | 34.95 | 776 | 205 | 664 | |||||||||
| 28 Apr | 125.94 | 2.07 | -0.33000000000000007 (-13.75%) | 36.26 | 465 | 46 | 455 | |||||||||
| 27 Apr | 126.45 | 2.32 | 0.33999999999999986 (17.17%) | 36.59 | 421 | 60 | 410 | |||||||||
| 24 Apr | 123.23 | 1.95 | -1.2 (-38.10%) | 38.85 | 525 | 85 | 348 | |||||||||
| 23 Apr | 126.92 | 3.23 | 0.31000000000000005 (10.62%) | 39.09 | 290 | 101 | 263 | |||||||||
| 22 Apr | 125.78 | 2.95 | -0.27 (-8.39%) | 39.59 | 116 | 39 | 163 | |||||||||
| 21 Apr | 126.06 | 3.22 | 0.010000000000000231 (0.31%) | 40.56 | 66 | 37 | 123 | |||||||||
| 20 Apr | 124.99 | 3.12 | -3.62 (-53.71%) | 42.19 | 233 | 74 | 85 | |||||||||
| 17 Apr | 135.81 | 6.41 | 0.03000000000000025 (0.47%) | 33.14 | 12 | 7 | 10 | |||||||||
| 16 Apr | 134.41 | 6.46 | 3.15 (95.17%) | 34.05 | 5 | 3 | 3 | |||||||||
| 15 Apr | 132.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 129.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 129.99 | 0 | 0 (0.00%) | 2.02 | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 3.31 | 0 (0.00%) | 2.41 | 0 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 3.31 | 0 (0.00%) | 2.64 | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 3.31 | 0 (0.00%) | 4.43 | 0 | 0 | 0 | |||||||||
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| 6 Apr | 126.16 | 3.31 | 0 (0.00%) | 5.22 | 0 | 0 | 0 | |||||||||
| 2 Apr | 119.42 | 3.31 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 119.95 | 3.31 | 0 (0.00%) | 7.79 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 135 expiring on 26MAY2026
Delta for 135 CE is 0.21
Historical price for 135 CE is as follows
On 14 May IEX was trading at 128.44. The strike last trading price was 0.89, which was -0.10999999999999999 lower than the previous day. The implied volatity was 31.78, the open interest changed by -65 which decreased total open position to 1073
On 13 May IEX was trading at 127.53. The strike last trading price was 1.1, which was 0.10000000000000009 higher than the previous day. The implied volatity was 35.9, the open interest changed by -22 which decreased total open position to 1140
On 12 May IEX was trading at 127.21. The strike last trading price was 1.03, which was -0.97 lower than the previous day. The implied volatity was 33.7, the open interest changed by -4 which decreased total open position to 1161
On 11 May IEX was trading at 130.71. The strike last trading price was 1.72, which was -1.28 lower than the previous day. The implied volatity was 0, the open interest changed by 379 which increased total open position to 1165
On 8 May IEX was trading at 134.12. The strike last trading price was 2.9, which was -0.08000000000000007 lower than the previous day. The implied volatity was 26.68, the open interest changed by 95 which increased total open position to 789
On 7 May IEX was trading at 133.81. The strike last trading price was 2.96, which was 1.08 higher than the previous day. The implied volatity was 27.18, the open interest changed by -119 which decreased total open position to 693
On 6 May IEX was trading at 129.80. The strike last trading price was 1.91, which was 0.21999999999999997 higher than the previous day. The implied volatity was 30.31, the open interest changed by 88 which increased total open position to 812
On 5 May IEX was trading at 127.62. The strike last trading price was 1.64, which was -0.050000000000000044 lower than the previous day. The implied volatity was 33.51, the open interest changed by -2 which decreased total open position to 724
On 4 May IEX was trading at 126.97. The strike last trading price was 1.71, which was 0.09999999999999987 higher than the previous day. The implied volatity was 34.52, the open interest changed by 62 which increased total open position to 725
On 30 Apr IEX was trading at 125.19. The strike last trading price was 1.67, which was -0.18000000000000016 lower than the previous day. The implied volatity was 35.62, the open interest changed by 48 which increased total open position to 711
On 29 Apr IEX was trading at 126.05. The strike last trading price was 1.9, which was -0.1499999999999999 lower than the previous day. The implied volatity was 34.95, the open interest changed by 205 which increased total open position to 664
On 28 Apr IEX was trading at 125.94. The strike last trading price was 2.07, which was -0.33000000000000007 lower than the previous day. The implied volatity was 36.26, the open interest changed by 46 which increased total open position to 455
On 27 Apr IEX was trading at 126.45. The strike last trading price was 2.32, which was 0.33999999999999986 higher than the previous day. The implied volatity was 36.59, the open interest changed by 60 which increased total open position to 410
On 24 Apr IEX was trading at 123.23. The strike last trading price was 1.95, which was -1.2 lower than the previous day. The implied volatity was 38.85, the open interest changed by 85 which increased total open position to 348
On 23 Apr IEX was trading at 126.92. The strike last trading price was 3.23, which was 0.31000000000000005 higher than the previous day. The implied volatity was 39.09, the open interest changed by 101 which increased total open position to 263
On 22 Apr IEX was trading at 125.78. The strike last trading price was 2.95, which was -0.27 lower than the previous day. The implied volatity was 39.59, the open interest changed by 39 which increased total open position to 163
On 21 Apr IEX was trading at 126.06. The strike last trading price was 3.22, which was 0.010000000000000231 higher than the previous day. The implied volatity was 40.56, the open interest changed by 37 which increased total open position to 123
On 20 Apr IEX was trading at 124.99. The strike last trading price was 3.12, which was -3.62 lower than the previous day. The implied volatity was 42.19, the open interest changed by 74 which increased total open position to 85
On 17 Apr IEX was trading at 135.81. The strike last trading price was 6.41, which was 0.03000000000000025 higher than the previous day. The implied volatity was 33.14, the open interest changed by 7 which increased total open position to 10
On 16 Apr IEX was trading at 134.41. The strike last trading price was 6.46, which was 3.15 higher than the previous day. The implied volatity was 34.05, the open interest changed by 3 which increased total open position to 3
On 15 Apr IEX was trading at 132.81. 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 13 Apr IEX was trading at 129.14. 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 10 Apr IEX was trading at 129.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 9 Apr IEX was trading at 129.69. The strike last trading price was 3.31, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IEX was trading at 129.44. The strike last trading price was 3.31, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IEX was trading at 126.97. The strike last trading price was 3.31, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 6 Apr IEX was trading at 126.16. The strike last trading price was 3.31, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IEX was trading at 119.42. The strike last trading price was 3.31, 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 Apr IEX was trading at 119.95. The strike last trading price was 3.31, which was 0 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0
| IEX 26-May-2026 (12d) 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0
Theta: -0.17
Gamma: 0.02865
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 128.44 | 8.9 | -0.6799999999999997 (-7.10%) | 53.68 | 257 | -65 | 331 |
| 13 May | 127.53 | 9.41 | -0.5999999999999996 (-5.99%) | 0 | 330 | 79 | 396 |
| 12 May | 127.21 | 9.83 | 2.58 (35.59%) | 53.75 | 101 | 15 | 316 |
| 11 May | 130.71 | 7 | 1.9500000000000002 (38.61%) | 0 | 593 | 58 | 302 |
| 8 May | 134.12 | 5.19 | -0.1999999999999993 (-3.71%) | 40.57 | 301 | 47 | 243 |
| 7 May | 133.81 | 5.29 | -2.71 (-33.88%) | 39.59 | 190 | 55 | 194 |
| 6 May | 129.80 | 8.16 | -2.0600000000000005 (-20.16%) | 43.2 | 15 | 4 | 139 |
| 5 May | 127.62 | 10.2 | -0.6000000000000014 (-5.56%) | 48.12 | 10 | 0 | 129 |
| 4 May | 126.97 | 10.8 | -1.6999999999999993 (-13.60%) | 48.57 | 18 | 8 | 130 |
| 30 Apr | 125.19 | 12.5 | 0.9800000000000004 (8.51%) | 50.92 | 3 | 0 | 122 |
| 29 Apr | 126.05 | 11.52 | -0.23000000000000043 (-1.96%) | 46.97 | 3 | 2 | 121 |
| 28 Apr | 125.94 | 12.01 | 0.33999999999999986 (2.91%) | 47.99 | 41 | 19 | 118 |
| 27 Apr | 126.45 | 11.75 | -2.7300000000000004 (-18.85%) | 47.75 | 24 | 15 | 98 |
| 24 Apr | 123.23 | 14.6 | 3.379999999999999 (30.12%) | 50.24 | 54 | 23 | 82 |
| 23 Apr | 126.92 | 11.3 | -0.5 (-4.24%) | 43.9 | 8 | 6 | 58 |
| 22 Apr | 125.78 | 11.8 | -0.1999999999999993 (-1.67%) | 42.52 | 21 | 15 | 50 |
| 21 Apr | 126.06 | 12 | -1.1799999999999997 (-8.95%) | 45.44 | 1 | 0 | 34 |
| 20 Apr | 124.99 | 13.18 | 7.3999999999999995 (128.03%) | 45.01 | 18 | 12 | 36 |
| 17 Apr | 135.81 | 6.24 | -1.5599999999999996 (-20.00%) | 38.42 | 25 | 21 | 24 |
| 16 Apr | 134.41 | 7.8 | -1.5499999999999998 (-16.58%) | 42.48 | 1 | 0 | 2 |
| 15 Apr | 132.81 | 9.35 | -2.75 (-22.73%) | - | 0 | 0 | 2 |
| 13 Apr | 129.14 | 9.35 | -2.75 (-22.73%) | - | 0 | 0 | 2 |
| 10 Apr | 129.99 | 9.35 | -2.75 (-22.73%) | - | 0 | 0 | 2 |
| 9 Apr | 129.69 | 9.35 | 0.35 (3.89%) | 40.08 | 1 | 0 | 1 |
| 8 Apr | 129.44 | 9 | -13.06 (-59.20%) | 36.72 | 1 | 0 | 0 |
| 7 Apr | 126.97 | 22.06 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 126.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 119.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 119.95 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 135 expiring on 26MAY2026
Delta for 135 PE is -0.67
Historical price for 135 PE is as follows
On 14 May IEX was trading at 128.44. The strike last trading price was 8.9, which was -0.6799999999999997 lower than the previous day. The implied volatity was 53.68, the open interest changed by -65 which decreased total open position to 331
On 13 May IEX was trading at 127.53. The strike last trading price was 9.41, which was -0.5999999999999996 lower than the previous day. The implied volatity was 0, the open interest changed by 79 which increased total open position to 396
On 12 May IEX was trading at 127.21. The strike last trading price was 9.83, which was 2.58 higher than the previous day. The implied volatity was 53.75, the open interest changed by 15 which increased total open position to 316
On 11 May IEX was trading at 130.71. The strike last trading price was 7, which was 1.9500000000000002 higher than the previous day. The implied volatity was 0, the open interest changed by 58 which increased total open position to 302
On 8 May IEX was trading at 134.12. The strike last trading price was 5.19, which was -0.1999999999999993 lower than the previous day. The implied volatity was 40.57, the open interest changed by 47 which increased total open position to 243
On 7 May IEX was trading at 133.81. The strike last trading price was 5.29, which was -2.71 lower than the previous day. The implied volatity was 39.59, the open interest changed by 55 which increased total open position to 194
On 6 May IEX was trading at 129.80. The strike last trading price was 8.16, which was -2.0600000000000005 lower than the previous day. The implied volatity was 43.2, the open interest changed by 4 which increased total open position to 139
On 5 May IEX was trading at 127.62. The strike last trading price was 10.2, which was -0.6000000000000014 lower than the previous day. The implied volatity was 48.12, the open interest changed by 0 which decreased total open position to 129
On 4 May IEX was trading at 126.97. The strike last trading price was 10.8, which was -1.6999999999999993 lower than the previous day. The implied volatity was 48.57, the open interest changed by 8 which increased total open position to 130
On 30 Apr IEX was trading at 125.19. The strike last trading price was 12.5, which was 0.9800000000000004 higher than the previous day. The implied volatity was 50.92, the open interest changed by 0 which decreased total open position to 122
On 29 Apr IEX was trading at 126.05. The strike last trading price was 11.52, which was -0.23000000000000043 lower than the previous day. The implied volatity was 46.97, the open interest changed by 2 which increased total open position to 121
On 28 Apr IEX was trading at 125.94. The strike last trading price was 12.01, which was 0.33999999999999986 higher than the previous day. The implied volatity was 47.99, the open interest changed by 19 which increased total open position to 118
On 27 Apr IEX was trading at 126.45. The strike last trading price was 11.75, which was -2.7300000000000004 lower than the previous day. The implied volatity was 47.75, the open interest changed by 15 which increased total open position to 98
On 24 Apr IEX was trading at 123.23. The strike last trading price was 14.6, which was 3.379999999999999 higher than the previous day. The implied volatity was 50.24, the open interest changed by 23 which increased total open position to 82
On 23 Apr IEX was trading at 126.92. The strike last trading price was 11.3, which was -0.5 lower than the previous day. The implied volatity was 43.9, the open interest changed by 6 which increased total open position to 58
On 22 Apr IEX was trading at 125.78. The strike last trading price was 11.8, which was -0.1999999999999993 lower than the previous day. The implied volatity was 42.52, the open interest changed by 15 which increased total open position to 50
On 21 Apr IEX was trading at 126.06. The strike last trading price was 12, which was -1.1799999999999997 lower than the previous day. The implied volatity was 45.44, the open interest changed by 0 which decreased total open position to 34
On 20 Apr IEX was trading at 124.99. The strike last trading price was 13.18, which was 7.3999999999999995 higher than the previous day. The implied volatity was 45.01, the open interest changed by 12 which increased total open position to 36
On 17 Apr IEX was trading at 135.81. The strike last trading price was 6.24, which was -1.5599999999999996 lower than the previous day. The implied volatity was 38.42, the open interest changed by 21 which increased total open position to 24
On 16 Apr IEX was trading at 134.41. The strike last trading price was 7.8, which was -1.5499999999999998 lower than the previous day. The implied volatity was 42.48, the open interest changed by 0 which decreased total open position to 2
On 15 Apr IEX was trading at 132.81. The strike last trading price was 9.35, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr IEX was trading at 129.14. The strike last trading price was 9.35, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr IEX was trading at 129.99. The strike last trading price was 9.35, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr IEX was trading at 129.69. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 1
On 8 Apr IEX was trading at 129.44. The strike last trading price was 9, which was -13.06 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IEX was trading at 126.97. The strike last trading price was 22.06, 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 Apr IEX was trading at 126.16. 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 Apr IEX was trading at 119.42. 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 Apr IEX was trading at 119.95. The strike last trading price was 0, 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
