IEX
Indian Energy Exc Ltd
Historical option data for IEX
12 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 142.5 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.12
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 143.20 | 3.57 | 0.15 | 24.11 | 927 | 43 | 533 | |||||||||
| 11 Dec | 142.45 | 3.38 | 0.93 | 23.16 | 1,068 | 19 | 487 | |||||||||
| 10 Dec | 139.47 | 2.36 | -0.94 | 27.14 | 916 | 19 | 472 | |||||||||
| 9 Dec | 141.19 | 3.29 | -0.54 | 25.87 | 954 | 149 | 454 | |||||||||
| 8 Dec | 141.91 | 3.74 | -2.21 | 26.01 | 319 | 34 | 308 | |||||||||
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| 5 Dec | 145.31 | 6.03 | -1.89 | 24.12 | 62 | 1 | 274 | |||||||||
| 4 Dec | 147.93 | 7.82 | -1.11 | 25.99 | 53 | -17 | 274 | |||||||||
| 3 Dec | 148.89 | 8.92 | 0.34 | 26.55 | 43 | 2 | 293 | |||||||||
| 2 Dec | 148.54 | 8.59 | 0.79 | 26.56 | 234 | -24 | 293 | |||||||||
| 1 Dec | 146.70 | 7.9 | 4.49 | 28.03 | 1,876 | -180 | 339 | |||||||||
| 28 Nov | 139.29 | 3.59 | -1.67 | 25.93 | 1,833 | 150 | 519 | |||||||||
| 27 Nov | 140.90 | 5.23 | -0.54 | 32.30 | 441 | 74 | 368 | |||||||||
| 26 Nov | 141.76 | 5.79 | 0.72 | 31.88 | 407 | 49 | 294 | |||||||||
| 25 Nov | 140.24 | 5.1 | -0.32 | 31.85 | 337 | 77 | 246 | |||||||||
| 24 Nov | 140.29 | 5.2 | -0.67 | 32.58 | 179 | 42 | 167 | |||||||||
| 21 Nov | 141.12 | 5.75 | -1.38 | 31.56 | 155 | 58 | 126 | |||||||||
| 20 Nov | 143.13 | 7.09 | 3.36 | 32.49 | 139 | 61 | 69 | |||||||||
| 19 Nov | 137.11 | 3.73 | -13.27 | 29.03 | 8 | 6 | 6 | |||||||||
| 18 Nov | 136.65 | 17 | 0 | 2.91 | 0 | 0 | 0 | |||||||||
| 17 Nov | 137.55 | 17 | 0 | 2.09 | 0 | 0 | 0 | |||||||||
| 14 Nov | 137.55 | 17 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 13 Nov | 138.45 | 17 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 12 Nov | 139.43 | 17 | 0 | 0.87 | 0 | 0 | 0 | |||||||||
| 11 Nov | 139.34 | 17 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
| 10 Nov | 139.58 | 17 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 7 Nov | 138.96 | 17 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 6 Nov | 138.14 | 17 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 4 Nov | 137.66 | 17 | 0 | 1.42 | 0 | 0 | 0 | |||||||||
| 3 Nov | 140.01 | 17 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 31 Oct | 139.06 | 17 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 143.55 | 17 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 148.66 | 17 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 142.5 expiring on 30DEC2025
Delta for 142.5 CE is 0.56
Historical price for 142.5 CE is as follows
On 12 Dec IEX was trading at 143.20. The strike last trading price was 3.57, which was 0.15 higher than the previous day. The implied volatity was 24.11, the open interest changed by 43 which increased total open position to 533
On 11 Dec IEX was trading at 142.45. The strike last trading price was 3.38, which was 0.93 higher than the previous day. The implied volatity was 23.16, the open interest changed by 19 which increased total open position to 487
On 10 Dec IEX was trading at 139.47. The strike last trading price was 2.36, which was -0.94 lower than the previous day. The implied volatity was 27.14, the open interest changed by 19 which increased total open position to 472
On 9 Dec IEX was trading at 141.19. The strike last trading price was 3.29, which was -0.54 lower than the previous day. The implied volatity was 25.87, the open interest changed by 149 which increased total open position to 454
On 8 Dec IEX was trading at 141.91. The strike last trading price was 3.74, which was -2.21 lower than the previous day. The implied volatity was 26.01, the open interest changed by 34 which increased total open position to 308
On 5 Dec IEX was trading at 145.31. The strike last trading price was 6.03, which was -1.89 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 274
On 4 Dec IEX was trading at 147.93. The strike last trading price was 7.82, which was -1.11 lower than the previous day. The implied volatity was 25.99, the open interest changed by -17 which decreased total open position to 274
On 3 Dec IEX was trading at 148.89. The strike last trading price was 8.92, which was 0.34 higher than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 293
On 2 Dec IEX was trading at 148.54. The strike last trading price was 8.59, which was 0.79 higher than the previous day. The implied volatity was 26.56, the open interest changed by -24 which decreased total open position to 293
On 1 Dec IEX was trading at 146.70. The strike last trading price was 7.9, which was 4.49 higher than the previous day. The implied volatity was 28.03, the open interest changed by -180 which decreased total open position to 339
On 28 Nov IEX was trading at 139.29. The strike last trading price was 3.59, which was -1.67 lower than the previous day. The implied volatity was 25.93, the open interest changed by 150 which increased total open position to 519
On 27 Nov IEX was trading at 140.90. The strike last trading price was 5.23, which was -0.54 lower than the previous day. The implied volatity was 32.30, the open interest changed by 74 which increased total open position to 368
On 26 Nov IEX was trading at 141.76. The strike last trading price was 5.79, which was 0.72 higher than the previous day. The implied volatity was 31.88, the open interest changed by 49 which increased total open position to 294
On 25 Nov IEX was trading at 140.24. The strike last trading price was 5.1, which was -0.32 lower than the previous day. The implied volatity was 31.85, the open interest changed by 77 which increased total open position to 246
On 24 Nov IEX was trading at 140.29. The strike last trading price was 5.2, which was -0.67 lower than the previous day. The implied volatity was 32.58, the open interest changed by 42 which increased total open position to 167
On 21 Nov IEX was trading at 141.12. The strike last trading price was 5.75, which was -1.38 lower than the previous day. The implied volatity was 31.56, the open interest changed by 58 which increased total open position to 126
On 20 Nov IEX was trading at 143.13. The strike last trading price was 7.09, which was 3.36 higher than the previous day. The implied volatity was 32.49, the open interest changed by 61 which increased total open position to 69
On 19 Nov IEX was trading at 137.11. The strike last trading price was 3.73, which was -13.27 lower than the previous day. The implied volatity was 29.03, the open interest changed by 6 which increased total open position to 6
On 18 Nov IEX was trading at 136.65. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 17 Nov IEX was trading at 137.55. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IEX was trading at 137.55. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 138.45. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 139.43. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IEX was trading at 139.34. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 10 Nov IEX was trading at 139.58. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.79, 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 17, which was 0 lower than the previous day. The implied volatity was 0.97, 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 17, which was 0 lower than the previous day. The implied volatity was 1.47, 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 17, which was 0 lower than the previous day. The implied volatity was 1.42, 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 17, 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 31 Oct IEX was trading at 139.06. The strike last trading price was 17, 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 17, 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 17, 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 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.12
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 143.20 | 2.51 | -0.56 | 23.71 | 445 | 69 | 534 |
| 11 Dec | 142.45 | 3.08 | -2.17 | 26.57 | 295 | -22 | 468 |
| 10 Dec | 139.47 | 5.5 | 1.42 | 30.47 | 221 | 23 | 492 |
| 9 Dec | 141.19 | 4.11 | 0.25 | 28.74 | 400 | 102 | 468 |
| 8 Dec | 141.91 | 3.9 | 1.43 | 29.01 | 407 | -79 | 366 |
| 5 Dec | 145.31 | 2.32 | 0.33 | 26.99 | 295 | -20 | 447 |
| 4 Dec | 147.93 | 2.01 | 0.16 | 28.79 | 490 | -4 | 471 |
| 3 Dec | 148.89 | 1.8 | -0.21 | 29.20 | 314 | 20 | 476 |
| 2 Dec | 148.54 | 1.99 | -0.55 | 29.13 | 929 | 28 | 454 |
| 1 Dec | 146.70 | 2.43 | -3.15 | 29.12 | 1,493 | 60 | 428 |
| 28 Nov | 139.29 | 5.42 | -0.81 | 27.89 | 1,019 | 174 | 370 |
| 27 Nov | 140.90 | 6.14 | 0.76 | 34.92 | 136 | 25 | 196 |
| 26 Nov | 141.76 | 5.39 | -1.07 | 32.99 | 89 | 6 | 172 |
| 25 Nov | 140.24 | 6.52 | 0.2 | 34.91 | 117 | 61 | 168 |
| 24 Nov | 140.29 | 6.51 | 0.07 | 33.77 | 105 | 70 | 106 |
| 21 Nov | 141.12 | 6.55 | 1.19 | 35.40 | 58 | 33 | 35 |
| 20 Nov | 143.13 | 5.03 | -5.47 | 31.70 | 2 | 1 | 1 |
| 19 Nov | 137.11 | 10.5 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 136.65 | 10.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 137.55 | 10.5 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 137.55 | 10.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 138.45 | 10.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 139.43 | 10.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 139.34 | 10.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 139.58 | 10.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 138.96 | 10.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 138.14 | 10.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 137.66 | 10.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 140.01 | 10.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 139.06 | 10.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 143.55 | 10.5 | 0 | 1.84 | 0 | 0 | 0 |
| 29 Oct | 148.66 | 10.5 | 0 | 4.77 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 142.5 expiring on 30DEC2025
Delta for 142.5 PE is -0.44
Historical price for 142.5 PE is as follows
On 12 Dec IEX was trading at 143.20. The strike last trading price was 2.51, which was -0.56 lower than the previous day. The implied volatity was 23.71, the open interest changed by 69 which increased total open position to 534
On 11 Dec IEX was trading at 142.45. The strike last trading price was 3.08, which was -2.17 lower than the previous day. The implied volatity was 26.57, the open interest changed by -22 which decreased total open position to 468
On 10 Dec IEX was trading at 139.47. The strike last trading price was 5.5, which was 1.42 higher than the previous day. The implied volatity was 30.47, the open interest changed by 23 which increased total open position to 492
On 9 Dec IEX was trading at 141.19. The strike last trading price was 4.11, which was 0.25 higher than the previous day. The implied volatity was 28.74, the open interest changed by 102 which increased total open position to 468
On 8 Dec IEX was trading at 141.91. The strike last trading price was 3.9, which was 1.43 higher than the previous day. The implied volatity was 29.01, the open interest changed by -79 which decreased total open position to 366
On 5 Dec IEX was trading at 145.31. The strike last trading price was 2.32, which was 0.33 higher than the previous day. The implied volatity was 26.99, the open interest changed by -20 which decreased total open position to 447
On 4 Dec IEX was trading at 147.93. The strike last trading price was 2.01, which was 0.16 higher than the previous day. The implied volatity was 28.79, the open interest changed by -4 which decreased total open position to 471
On 3 Dec IEX was trading at 148.89. The strike last trading price was 1.8, which was -0.21 lower than the previous day. The implied volatity was 29.20, the open interest changed by 20 which increased total open position to 476
On 2 Dec IEX was trading at 148.54. The strike last trading price was 1.99, which was -0.55 lower than the previous day. The implied volatity was 29.13, the open interest changed by 28 which increased total open position to 454
On 1 Dec IEX was trading at 146.70. The strike last trading price was 2.43, which was -3.15 lower than the previous day. The implied volatity was 29.12, the open interest changed by 60 which increased total open position to 428
On 28 Nov IEX was trading at 139.29. The strike last trading price was 5.42, which was -0.81 lower than the previous day. The implied volatity was 27.89, the open interest changed by 174 which increased total open position to 370
On 27 Nov IEX was trading at 140.90. The strike last trading price was 6.14, which was 0.76 higher than the previous day. The implied volatity was 34.92, the open interest changed by 25 which increased total open position to 196
On 26 Nov IEX was trading at 141.76. The strike last trading price was 5.39, which was -1.07 lower than the previous day. The implied volatity was 32.99, the open interest changed by 6 which increased total open position to 172
On 25 Nov IEX was trading at 140.24. The strike last trading price was 6.52, which was 0.2 higher than the previous day. The implied volatity was 34.91, the open interest changed by 61 which increased total open position to 168
On 24 Nov IEX was trading at 140.29. The strike last trading price was 6.51, which was 0.07 higher than the previous day. The implied volatity was 33.77, the open interest changed by 70 which increased total open position to 106
On 21 Nov IEX was trading at 141.12. The strike last trading price was 6.55, which was 1.19 higher than the previous day. The implied volatity was 35.40, the open interest changed by 33 which increased total open position to 35
On 20 Nov IEX was trading at 143.13. The strike last trading price was 5.03, which was -5.47 lower than the previous day. The implied volatity was 31.70, the open interest changed by 1 which increased total open position to 1
On 19 Nov IEX was trading at 137.11. The strike last trading price was 10.5, 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 18 Nov IEX was trading at 136.65. The strike last trading price was 10.5, 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 Nov IEX was trading at 137.55. The strike last trading price was 10.5, 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 Nov IEX was trading at 137.55. The strike last trading price was 10.5, 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 Nov IEX was trading at 138.45. The strike last trading price was 10.5, 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 Nov IEX was trading at 139.43. The strike last trading price was 10.5, 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 Nov IEX was trading at 139.34. The strike last trading price was 10.5, 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 Nov IEX was trading at 139.58. The strike last trading price was 10.5, 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 Nov IEX was trading at 138.96. The strike last trading price was 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, which was 0 lower than the previous day. The implied volatity was 1.84, 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 10.5, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































