IEX
Indian Energy Exc Ltd
Historical option data for IEX
02 Jan 2026 04:12 PM IST
| IEX 27-JAN-2026 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.11
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 134.36 | 1.81 | 0.11 | 36.17 | 865 | 286 | 1,338 | |||||||||
| 1 Jan | 133.39 | 1.73 | -0.14 | 36.35 | 409 | -7 | 1,053 | |||||||||
| 31 Dec | 134.22 | 1.89 | 0.05 | 36.05 | 623 | 58 | 1,058 | |||||||||
| 30 Dec | 132.01 | 1.9 | -0.29 | 38.93 | 628 | 62 | 997 | |||||||||
| 29 Dec | 133.77 | 2.19 | -0.55 | 38.09 | 514 | 69 | 938 | |||||||||
| 26 Dec | 135.36 | 2.7 | -1.17 | 36.00 | 1,786 | 95 | 871 | |||||||||
| 24 Dec | 139.14 | 3.91 | -0.84 | 34.28 | 964 | 440 | 769 | |||||||||
| 23 Dec | 142.05 | 4.76 | 0.51 | 31.17 | 674 | 180 | 327 | |||||||||
| 22 Dec | 140.95 | 4.25 | -0.32 | 30.64 | 71 | 32 | 147 | |||||||||
| 19 Dec | 141.40 | 4.52 | 0.67 | 29.93 | 31 | 21 | 114 | |||||||||
| 18 Dec | 139.76 | 3.85 | -0.38 | 29.26 | 50 | 27 | 92 | |||||||||
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| 17 Dec | 140.22 | 4.25 | -0.28 | 30.38 | 24 | 16 | 65 | |||||||||
| 16 Dec | 140.40 | 4.4 | -1.44 | 30.85 | 31 | 12 | 49 | |||||||||
| 15 Dec | 142.32 | 5.84 | -0.16 | 32.76 | 8 | 4 | 36 | |||||||||
| 12 Dec | 143.20 | 6 | 0.2 | 30.56 | 5 | 4 | 32 | |||||||||
| 11 Dec | 142.45 | 5.8 | 1.25 | 29.93 | 11 | 7 | 27 | |||||||||
| 10 Dec | 139.47 | 4.4 | -1.2 | 30.59 | 10 | 4 | 19 | |||||||||
| 9 Dec | 141.19 | 5.6 | 0.04 | 31.14 | 6 | 5 | 14 | |||||||||
| 8 Dec | 141.91 | 5.56 | -2.14 | 29.05 | 7 | 0 | 7 | |||||||||
| 5 Dec | 145.31 | 7.7 | -2.09 | 28.49 | 2 | -1 | 6 | |||||||||
| 4 Dec | 147.93 | 9.79 | 0.29 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 148.89 | 9.79 | 0.29 | - | 0 | -1 | 0 | |||||||||
| 2 Dec | 148.54 | 9.79 | 0.29 | 28.99 | 3 | -1 | 7 | |||||||||
| 1 Dec | 146.70 | 9.5 | 4.49 | 31.45 | 11 | 3 | 7 | |||||||||
| 28 Nov | 139.29 | 5.01 | -0.99 | 28.30 | 6 | 0 | 2 | |||||||||
| 27 Nov | 140.90 | 6 | -12.75 | 29.81 | 2 | 0 | 0 | |||||||||
| 26 Nov | 141.76 | 18.75 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 21 Nov | 141.12 | 18.75 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 20 Nov | 143.13 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 136.65 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 137.55 | 18.75 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 13 Nov | 138.45 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 139.34 | 18.75 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 3 Nov | 140.01 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 139.06 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 143.55 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 145 expiring on 27JAN2026
Delta for 145 CE is 0.25
Historical price for 145 CE is as follows
On 2 Jan IEX was trading at 134.36. The strike last trading price was 1.81, which was 0.11 higher than the previous day. The implied volatity was 36.17, the open interest changed by 286 which increased total open position to 1338
On 1 Jan IEX was trading at 133.39. The strike last trading price was 1.73, which was -0.14 lower than the previous day. The implied volatity was 36.35, the open interest changed by -7 which decreased total open position to 1053
On 31 Dec IEX was trading at 134.22. The strike last trading price was 1.89, which was 0.05 higher than the previous day. The implied volatity was 36.05, the open interest changed by 58 which increased total open position to 1058
On 30 Dec IEX was trading at 132.01. The strike last trading price was 1.9, which was -0.29 lower than the previous day. The implied volatity was 38.93, the open interest changed by 62 which increased total open position to 997
On 29 Dec IEX was trading at 133.77. The strike last trading price was 2.19, which was -0.55 lower than the previous day. The implied volatity was 38.09, the open interest changed by 69 which increased total open position to 938
On 26 Dec IEX was trading at 135.36. The strike last trading price was 2.7, which was -1.17 lower than the previous day. The implied volatity was 36.00, the open interest changed by 95 which increased total open position to 871
On 24 Dec IEX was trading at 139.14. The strike last trading price was 3.91, which was -0.84 lower than the previous day. The implied volatity was 34.28, the open interest changed by 440 which increased total open position to 769
On 23 Dec IEX was trading at 142.05. The strike last trading price was 4.76, which was 0.51 higher than the previous day. The implied volatity was 31.17, the open interest changed by 180 which increased total open position to 327
On 22 Dec IEX was trading at 140.95. The strike last trading price was 4.25, which was -0.32 lower than the previous day. The implied volatity was 30.64, the open interest changed by 32 which increased total open position to 147
On 19 Dec IEX was trading at 141.40. The strike last trading price was 4.52, which was 0.67 higher than the previous day. The implied volatity was 29.93, the open interest changed by 21 which increased total open position to 114
On 18 Dec IEX was trading at 139.76. The strike last trading price was 3.85, which was -0.38 lower than the previous day. The implied volatity was 29.26, the open interest changed by 27 which increased total open position to 92
On 17 Dec IEX was trading at 140.22. The strike last trading price was 4.25, which was -0.28 lower than the previous day. The implied volatity was 30.38, the open interest changed by 16 which increased total open position to 65
On 16 Dec IEX was trading at 140.40. The strike last trading price was 4.4, which was -1.44 lower than the previous day. The implied volatity was 30.85, the open interest changed by 12 which increased total open position to 49
On 15 Dec IEX was trading at 142.32. The strike last trading price was 5.84, which was -0.16 lower than the previous day. The implied volatity was 32.76, the open interest changed by 4 which increased total open position to 36
On 12 Dec IEX was trading at 143.20. The strike last trading price was 6, which was 0.2 higher than the previous day. The implied volatity was 30.56, the open interest changed by 4 which increased total open position to 32
On 11 Dec IEX was trading at 142.45. The strike last trading price was 5.8, which was 1.25 higher than the previous day. The implied volatity was 29.93, the open interest changed by 7 which increased total open position to 27
On 10 Dec IEX was trading at 139.47. The strike last trading price was 4.4, which was -1.2 lower than the previous day. The implied volatity was 30.59, the open interest changed by 4 which increased total open position to 19
On 9 Dec IEX was trading at 141.19. The strike last trading price was 5.6, which was 0.04 higher than the previous day. The implied volatity was 31.14, the open interest changed by 5 which increased total open position to 14
On 8 Dec IEX was trading at 141.91. The strike last trading price was 5.56, which was -2.14 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 7
On 5 Dec IEX was trading at 145.31. The strike last trading price was 7.7, which was -2.09 lower than the previous day. The implied volatity was 28.49, the open interest changed by -1 which decreased total open position to 6
On 4 Dec IEX was trading at 147.93. The strike last trading price was 9.79, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IEX was trading at 148.89. The strike last trading price was 9.79, which was 0.29 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 2 Dec IEX was trading at 148.54. The strike last trading price was 9.79, which was 0.29 higher than the previous day. The implied volatity was 28.99, the open interest changed by -1 which decreased total open position to 7
On 1 Dec IEX was trading at 146.70. The strike last trading price was 9.5, which was 4.49 higher than the previous day. The implied volatity was 31.45, the open interest changed by 3 which increased total open position to 7
On 28 Nov IEX was trading at 139.29. The strike last trading price was 5.01, which was -0.99 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 2
On 27 Nov IEX was trading at 140.90. The strike last trading price was 6, which was -12.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IEX was trading at 141.76. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IEX was trading at 141.12. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IEX was trading at 143.13. The strike last trading price was 18.75, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 2.37, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 1.33, 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 18.75, 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 18.75, 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 18.75, 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 27JAN2026 145 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 134.36 | 11.9 | -1.84 | - | 0 | 0 | 301 |
| 1 Jan | 133.39 | 11.9 | -1.84 | - | 0 | 0 | 301 |
| 31 Dec | 134.22 | 11.9 | -1.84 | 38.08 | 6 | 2 | 301 |
| 30 Dec | 132.01 | 13.47 | 0.83 | 40.47 | 45 | 27 | 298 |
| 29 Dec | 133.77 | 12.71 | 1.33 | 40.95 | 38 | 10 | 272 |
| 26 Dec | 135.36 | 11.5 | 2.37 | 39.88 | 65 | 27 | 260 |
| 24 Dec | 139.14 | 9.25 | 2.82 | 39.22 | 136 | 91 | 232 |
| 23 Dec | 142.05 | 6.35 | -0.81 | 31.42 | 137 | 85 | 141 |
| 22 Dec | 140.95 | 7.16 | 0.46 | 32.32 | 28 | 12 | 56 |
| 19 Dec | 141.40 | 6.72 | -0.95 | 29.89 | 14 | 4 | 43 |
| 18 Dec | 139.76 | 7.67 | -0.17 | 30.37 | 13 | 4 | 38 |
| 17 Dec | 140.22 | 7.84 | 0.16 | 31.90 | 17 | 11 | 34 |
| 16 Dec | 140.40 | 7.68 | 0.88 | 30.63 | 4 | -1 | 23 |
| 15 Dec | 142.32 | 6.8 | 0 | 31.78 | 1 | 0 | 23 |
| 12 Dec | 143.20 | 6.8 | -0.72 | - | 0 | 0 | 23 |
| 11 Dec | 142.45 | 6.8 | -0.72 | 31.67 | 5 | 3 | 23 |
| 10 Dec | 139.47 | 7.52 | 1.62 | - | 0 | 0 | 20 |
| 9 Dec | 141.19 | 7.52 | 1.62 | - | 0 | 1 | 0 |
| 8 Dec | 141.91 | 7.52 | 1.62 | 33.02 | 4 | 1 | 20 |
| 5 Dec | 145.31 | 5.9 | 1.35 | 32.54 | 3 | 2 | 18 |
| 4 Dec | 147.93 | 4.55 | -0.45 | 29.96 | 2 | 0 | 15 |
| 3 Dec | 148.89 | 5 | -0.06 | 33.92 | 2 | 1 | 14 |
| 2 Dec | 148.54 | 5.06 | -1.16 | 33.06 | 33 | 6 | 13 |
| 1 Dec | 146.70 | 6.22 | -7.83 | 35.80 | 8 | 7 | 7 |
| 28 Nov | 139.29 | 14.05 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 140.90 | 14.05 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 141.76 | 14.05 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 141.12 | 14.05 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 143.13 | 14.05 | 0 | 0.42 | 0 | 0 | 0 |
| 18 Nov | 136.65 | 14.05 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 137.55 | 14.05 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 138.45 | 14.05 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 139.34 | 14.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 140.01 | 14.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 139.06 | 14.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 143.55 | 14.05 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 145 expiring on 27JAN2026
Delta for 145 PE is -
Historical price for 145 PE is as follows
On 2 Jan IEX was trading at 134.36. The strike last trading price was 11.9, which was -1.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 301
On 1 Jan IEX was trading at 133.39. The strike last trading price was 11.9, which was -1.84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 301
On 31 Dec IEX was trading at 134.22. The strike last trading price was 11.9, which was -1.84 lower than the previous day. The implied volatity was 38.08, the open interest changed by 2 which increased total open position to 301
On 30 Dec IEX was trading at 132.01. The strike last trading price was 13.47, which was 0.83 higher than the previous day. The implied volatity was 40.47, the open interest changed by 27 which increased total open position to 298
On 29 Dec IEX was trading at 133.77. The strike last trading price was 12.71, which was 1.33 higher than the previous day. The implied volatity was 40.95, the open interest changed by 10 which increased total open position to 272
On 26 Dec IEX was trading at 135.36. The strike last trading price was 11.5, which was 2.37 higher than the previous day. The implied volatity was 39.88, the open interest changed by 27 which increased total open position to 260
On 24 Dec IEX was trading at 139.14. The strike last trading price was 9.25, which was 2.82 higher than the previous day. The implied volatity was 39.22, the open interest changed by 91 which increased total open position to 232
On 23 Dec IEX was trading at 142.05. The strike last trading price was 6.35, which was -0.81 lower than the previous day. The implied volatity was 31.42, the open interest changed by 85 which increased total open position to 141
On 22 Dec IEX was trading at 140.95. The strike last trading price was 7.16, which was 0.46 higher than the previous day. The implied volatity was 32.32, the open interest changed by 12 which increased total open position to 56
On 19 Dec IEX was trading at 141.40. The strike last trading price was 6.72, which was -0.95 lower than the previous day. The implied volatity was 29.89, the open interest changed by 4 which increased total open position to 43
On 18 Dec IEX was trading at 139.76. The strike last trading price was 7.67, which was -0.17 lower than the previous day. The implied volatity was 30.37, the open interest changed by 4 which increased total open position to 38
On 17 Dec IEX was trading at 140.22. The strike last trading price was 7.84, which was 0.16 higher than the previous day. The implied volatity was 31.90, the open interest changed by 11 which increased total open position to 34
On 16 Dec IEX was trading at 140.40. The strike last trading price was 7.68, which was 0.88 higher than the previous day. The implied volatity was 30.63, the open interest changed by -1 which decreased total open position to 23
On 15 Dec IEX was trading at 142.32. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 23
On 12 Dec IEX was trading at 143.20. The strike last trading price was 6.8, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 11 Dec IEX was trading at 142.45. The strike last trading price was 6.8, which was -0.72 lower than the previous day. The implied volatity was 31.67, the open interest changed by 3 which increased total open position to 23
On 10 Dec IEX was trading at 139.47. The strike last trading price was 7.52, which was 1.62 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Dec IEX was trading at 141.19. The strike last trading price was 7.52, which was 1.62 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec IEX was trading at 141.91. The strike last trading price was 7.52, which was 1.62 higher than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 20
On 5 Dec IEX was trading at 145.31. The strike last trading price was 5.9, which was 1.35 higher than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 18
On 4 Dec IEX was trading at 147.93. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 15
On 3 Dec IEX was trading at 148.89. The strike last trading price was 5, which was -0.06 lower than the previous day. The implied volatity was 33.92, the open interest changed by 1 which increased total open position to 14
On 2 Dec IEX was trading at 148.54. The strike last trading price was 5.06, which was -1.16 lower than the previous day. The implied volatity was 33.06, the open interest changed by 6 which increased total open position to 13
On 1 Dec IEX was trading at 146.70. The strike last trading price was 6.22, which was -7.83 lower than the previous day. The implied volatity was 35.80, the open interest changed by 7 which increased total open position to 7
On 28 Nov IEX was trading at 139.29. The strike last trading price was 14.05, 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 Nov IEX was trading at 140.90. The strike last trading price was 14.05, 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 Nov IEX was trading at 141.76. The strike last trading price was 14.05, 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 21 Nov IEX was trading at 141.12. The strike last trading price was 14.05, 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 20 Nov IEX was trading at 143.13. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 0.42, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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































































































































































































































