IEX

Indian Energy Exc Ltd

139.14 -2.91 (-2.05%)

L: 138.8 H: 143.4

Back to Option Chain

Historical option data for IEX
24 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IEX 27-JAN-2026 145 CE
Delta: 0.40 Vega: 0.16 Theta: -0.10 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	139.14	3.91 ₹ 14,662.5	-0.84 -3150.00	34.28	964 36,15,000	440 16,50,000	769 28,83,750
23 Dec	142.05	4.76 ₹ 17,850	0.51 1912.50	31.17	674 25,27,500	180 6,75,000	327 12,26,250
22 Dec	140.95	4.25 ₹ 15,937.5	-0.32 -1200.00	30.64	71 2,66,250	32 1,20,000	147 5,51,250
19 Dec	141.40	4.52 ₹ 16,950	0.67 2512.50	29.93	31 1,16,250	21 78,750	114 4,27,500
18 Dec	139.76	3.85 ₹ 14,437.5	-0.38 -1425.00	29.26	50 1,87,500	27 1,01,250	92 3,45,000
17 Dec	140.22	4.25 ₹ 15,937.5	-0.28 -1050.00	30.38	24 90,000	16 60,000	65 2,43,750
16 Dec	140.40	4.4 ₹ 16,500	-1.44 -5400.00	30.85	31 1,16,250	12 45,000	49 1,83,750
15 Dec	142.32	5.84 ₹ 21,900	-0.16 -600.00	32.76	8 30,000	4 15,000	36 1,35,000
12 Dec	143.20	6 ₹ 22,500	0.2 750.00	30.56	5 18,750	4 15,000	32 1,20,000

11 Dec	142.45	5.8 ₹ 21,750	1.25 4687.50	29.93	11 41,250	7 26,250	27 1,01,250
10 Dec	139.47	4.4 ₹ 16,500	-1.2 -4500.00	30.59	10 37,500	4 15,000	19 71,250
9 Dec	141.19	5.6 ₹ 21,000	0.04 150.00	31.14	6 22,500	5 18,750	14 52,500
8 Dec	141.91	5.56 ₹ 20,850	-2.14 -8025.00	29.05	7 26,250	0 0	7 26,250
5 Dec	145.31	7.7 ₹ 28,875	-2.09 -7837.50	28.49	2 7,500	-1 -3,750	6 22,500
4 Dec	147.93	9.79 ₹ 36,712.5	0.29 1087.50	-	0 0	0 0	0 0
3 Dec	148.89	9.79 ₹ 36,712.5	0.29 1087.50	-	0 0	-1 -3,750	0 0
2 Dec	148.54	9.79 ₹ 36,712.5	0.29 1087.50	28.99	3 11,250	-1 -3,750	7 26,250
1 Dec	146.70	9.5 ₹ 35,625	4.49 16837.50	31.45	11 41,250	3 11,250	7 26,250
28 Nov	139.29	5.01 ₹ 18,787.5	-0.99 -3712.50	28.30	6 22,500	0 0	2 7,500
27 Nov	140.90	6 ₹ 22,500	-12.75 -47812.50	29.81	2 7,500	0 0	0 0
26 Nov	141.76	18.75 ₹ 70,312.5	0 0.00	0.53	0 0	0 0	0 0
21 Nov	141.12	18.75 ₹ 70,312.5	0 0.00	0.93	0 0	0 0	0 0
20 Nov	143.13	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0
18 Nov	136.65	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0
17 Nov	137.55	18.75 ₹ 70,312.5	0 0.00	2.37	0 0	0 0	0 0
13 Nov	138.45	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0
11 Nov	139.34	18.75 ₹ 70,312.5	0 0.00	1.33	0 0	0 0	0 0
3 Nov	140.01	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0
31 Oct	139.06	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0
30 Oct	143.55	18.75 ₹ 70,312.5	0 0.00	-	0 0	0 0	0 0

For Indian Energy Exc Ltd - strike price 145 expiring on 27JAN2026

Delta for 145 CE is 0.40

Historical price for 145 CE is as follows

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
Delta: -0.58 Vega: 0.17 Theta: -0.07 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	139.14	9.25 ₹ 34,687.5	2.82 10575.00	39.22	136 5,10,000	91 3,41,250	232 8,70,000
23 Dec	142.05	6.35 ₹ 23,812.5	-0.81 -3037.50	31.42	137 5,13,750	85 3,18,750	141 5,28,750
22 Dec	140.95	7.16 ₹ 26,850	0.46 1725.00	32.32	28 1,05,000	12 45,000	56 2,10,000
19 Dec	141.40	6.72 ₹ 25,200	-0.95 -3562.50	29.89	14 52,500	4 15,000	43 1,61,250
18 Dec	139.76	7.67 ₹ 28,762.5	-0.17 -637.50	30.37	13 48,750	4 15,000	38 1,42,500
17 Dec	140.22	7.84 ₹ 29,400	0.16 600.00	31.90	17 63,750	11 41,250	34 1,27,500
16 Dec	140.40	7.68 ₹ 28,800	0.88 3300.00	30.63	4 15,000	-1 -3,750	23 86,250
15 Dec	142.32	6.8 ₹ 25,500	0 0.00	31.78	1 3,750	0 0	23 86,250
12 Dec	143.20	6.8 ₹ 25,500	-0.72 -2700.00	-	0 0	0 0	23 86,250
11 Dec	142.45	6.8 ₹ 25,500	-0.72 -2700.00	31.67	5 18,750	3 11,250	23 86,250
10 Dec	139.47	7.52 ₹ 28,200	1.62 6075.00	-	0 0	0 0	20 75,000
9 Dec	141.19	7.52 ₹ 28,200	1.62 6075.00	-	0 0	1 3,750	0 0
8 Dec	141.91	7.52 ₹ 28,200	1.62 6075.00	33.02	4 15,000	1 3,750	20 75,000
5 Dec	145.31	5.9 ₹ 22,125	1.35 5062.50	32.54	3 11,250	2 7,500	18 67,500
4 Dec	147.93	4.55 ₹ 17,062.5	-0.45 -1687.50	29.96	2 7,500	0 0	15 56,250
3 Dec	148.89	5 ₹ 18,750	-0.06 -225.00	33.92	2 7,500	1 3,750	14 52,500
2 Dec	148.54	5.06 ₹ 18,975	-1.16 -4350.00	33.06	33 1,23,750	6 22,500	13 48,750
1 Dec	146.70	6.22 ₹ 23,325	-7.83 -29362.50	35.80	8 30,000	7 26,250	7 26,250
28 Nov	139.29	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
27 Nov	140.90	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
26 Nov	141.76	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
21 Nov	141.12	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
20 Nov	143.13	14.05 ₹ 52,687.5	0 0.00	0.42	0 0	0 0	0 0
18 Nov	136.65	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
17 Nov	137.55	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
13 Nov	138.45	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
11 Nov	139.34	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
3 Nov	140.01	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
31 Oct	139.06	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0
30 Oct	143.55	14.05 ₹ 52,687.5	0 0.00	-	0 0	0 0	0 0

For Indian Energy Exc Ltd - strike price 145 expiring on 27JAN2026

Delta for 145 PE is -0.58

Historical price for 145 PE is as follows

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

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