IEX
Indian Energy Exc Ltd
Historical option data for IEX
15 May 2026 04:10 PM IST
| IEX 26-May-2026 (9d) 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0
Theta: -0.06
Gamma: 0.0101
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 125.27 | 0.25 | 0.25 | 50 | 151 | -86 | 287 | |||||||||
| 14 May | 128.44 | 0.31 | 0.31 | 43.07 | 39 | -5 | 374 | |||||||||
| 13 May | 127.53 | 0.35 | 0.35 (-65.00%) | 0 | 129 | -22 | 380 | |||||||||
| 12 May | 127.21 | 0.35 | -0.65 (-65.00%) | 0 | 450 | -208 | 403 | |||||||||
| 11 May | 130.71 | 0.55 | -0.44999999999999996 (-45.00%) | 0 | 3,028 | -18 | 628 | |||||||||
| 8 May | 134.12 | 0.95 | 0.06999999999999995 (7.95%) | 34.63 | 832 | 16 | 643 | |||||||||
| 7 May | 133.81 | 0.87 | 0.28 (47.46%) | 33.31 | 585 | -3 | 635 | |||||||||
| 6 May | 129.80 | 0.57 | -0.020000000000000018 (-3.39%) | 36.21 | 550 | 36 | 638 | |||||||||
| 5 May | 127.62 | 0.59 | -0.010000000000000009 (-1.67%) | 39.42 | 474 | 56 | 603 | |||||||||
| 4 May | 126.97 | 0.63 | 0.020000000000000018 (3.28%) | 40.09 | 641 | 126 | 546 | |||||||||
| 30 Apr | 125.19 | 0.62 | -0.08999999999999997 (-12.68%) | 39.83 | 266 | -4 | 416 | |||||||||
| 29 Apr | 126.05 | 0.72 | -0.10999999999999999 (-13.25%) | 39.33 | 617 | -25 | 419 | |||||||||
| 28 Apr | 125.94 | 0.83 | -0.14 (-14.43%) | 40.35 | 247 | 150 | 444 | |||||||||
| 27 Apr | 126.45 | 0.96 | 0.19999999999999996 (26.32%) | 40.58 | 422 | 171 | 290 | |||||||||
| 24 Apr | 123.23 | 0.79 | -0.3899999999999999 (-33.05%) | 41.94 | 244 | 18 | 119 | |||||||||
| 23 Apr | 126.92 | 1.17 | 0.07999999999999985 (7.34%) | 39.73 | 82 | 42 | 99 | |||||||||
| 22 Apr | 125.78 | 1.1 | -0.31999999999999984 (-22.54%) | 39.94 | 71 | 25 | 56 | |||||||||
| 21 Apr | 126.06 | 1.42 | 0.040000000000000036 (2.90%) | 42.51 | 21 | 12 | 32 | |||||||||
| 20 Apr | 124.99 | 1.41 | -1.5999999999999999 (-53.16%) | 44.66 | 30 | 4 | 19 | |||||||||
| 17 Apr | 135.81 | 3 | 1.22 (68.54%) | 34.46 | 24 | 14 | 14 | |||||||||
| 16 Apr | 134.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 129.14 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 129.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 129.44 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 126.97 | 0 | 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 145 expiring on 26MAY2026
Delta for 145 CE is 0.06
Historical price for 145 CE is as follows
On 15 May IEX was trading at 125.27. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was 50, the open interest changed by -86 which decreased total open position to 287
On 14 May IEX was trading at 128.44. The strike last trading price was 0.31, which was 0.31 higher than the previous day. The implied volatity was 43.07, the open interest changed by -5 which decreased total open position to 374
On 13 May IEX was trading at 127.53. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 380
On 12 May IEX was trading at 127.21. The strike last trading price was 0.35, which was -0.65 lower than the previous day. The implied volatity was 0, the open interest changed by -208 which decreased total open position to 403
On 11 May IEX was trading at 130.71. The strike last trading price was 0.55, which was -0.44999999999999996 lower than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 628
On 8 May IEX was trading at 134.12. The strike last trading price was 0.95, which was 0.06999999999999995 higher than the previous day. The implied volatity was 34.63, the open interest changed by 16 which increased total open position to 643
On 7 May IEX was trading at 133.81. The strike last trading price was 0.87, which was 0.28 higher than the previous day. The implied volatity was 33.31, the open interest changed by -3 which decreased total open position to 635
On 6 May IEX was trading at 129.80. The strike last trading price was 0.57, which was -0.020000000000000018 lower than the previous day. The implied volatity was 36.21, the open interest changed by 36 which increased total open position to 638
On 5 May IEX was trading at 127.62. The strike last trading price was 0.59, which was -0.010000000000000009 lower than the previous day. The implied volatity was 39.42, the open interest changed by 56 which increased total open position to 603
On 4 May IEX was trading at 126.97. The strike last trading price was 0.63, which was 0.020000000000000018 higher than the previous day. The implied volatity was 40.09, the open interest changed by 126 which increased total open position to 546
On 30 Apr IEX was trading at 125.19. The strike last trading price was 0.62, which was -0.08999999999999997 lower than the previous day. The implied volatity was 39.83, the open interest changed by -4 which decreased total open position to 416
On 29 Apr IEX was trading at 126.05. The strike last trading price was 0.72, which was -0.10999999999999999 lower than the previous day. The implied volatity was 39.33, the open interest changed by -25 which decreased total open position to 419
On 28 Apr IEX was trading at 125.94. The strike last trading price was 0.83, which was -0.14 lower than the previous day. The implied volatity was 40.35, the open interest changed by 150 which increased total open position to 444
On 27 Apr IEX was trading at 126.45. The strike last trading price was 0.96, which was 0.19999999999999996 higher than the previous day. The implied volatity was 40.58, the open interest changed by 171 which increased total open position to 290
On 24 Apr IEX was trading at 123.23. The strike last trading price was 0.79, which was -0.3899999999999999 lower than the previous day. The implied volatity was 41.94, the open interest changed by 18 which increased total open position to 119
On 23 Apr IEX was trading at 126.92. The strike last trading price was 1.17, which was 0.07999999999999985 higher than the previous day. The implied volatity was 39.73, the open interest changed by 42 which increased total open position to 99
On 22 Apr IEX was trading at 125.78. The strike last trading price was 1.1, which was -0.31999999999999984 lower than the previous day. The implied volatity was 39.94, the open interest changed by 25 which increased total open position to 56
On 21 Apr IEX was trading at 126.06. The strike last trading price was 1.42, which was 0.040000000000000036 higher than the previous day. The implied volatity was 42.51, the open interest changed by 12 which increased total open position to 32
On 20 Apr IEX was trading at 124.99. The strike last trading price was 1.41, which was -1.5999999999999999 lower than the previous day. The implied volatity was 44.66, the open interest changed by 4 which increased total open position to 19
On 17 Apr IEX was trading at 135.81. The strike last trading price was 3, which was 1.22 higher than the previous day. The implied volatity was 34.46, the open interest changed by 14 which increased total open position to 14
On 16 Apr IEX was trading at 134.41. 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 -, which was - 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 -, 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 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 8 Apr IEX was trading at 129.44. 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 7 Apr IEX was trading at 126.97. 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 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
| IEX 26-May-2026 (9d) 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0
Theta: -0.03
Gamma: 0.01101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 125.27 | 18.61 | 3.9499999999999993 (26.94%) | 47.5 | 6 | 0 | 11 |
| 14 May | 128.44 | 14.66 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 13 May | 127.53 | 14.66 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 12 May | 127.21 | 14.66 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 11 May | 130.71 | 14.66 | -5.419999999999998 (-26.99%) | 0 | 1 | 1 | 11 |
| 8 May | 134.12 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 7 May | 133.81 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 6 May | 129.80 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 5 May | 127.62 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 4 May | 126.97 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 30 Apr | 125.19 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 29 Apr | 126.05 | 20.08 | 20.08 | - | 0 | 0 | 10 |
| 28 Apr | 125.94 | 20.08 | 20.08 (-12.70%) | 56.04 | 0 | 0 | 10 |
| 27 Apr | 126.45 | 20.08 | -2.9200000000000017 (-12.70%) | 56.04 | 14 | 5 | 9 |
| 24 Apr | 123.23 | 23 | 11.65 (102.64%) | 57.06 | 1 | 0 | 3 |
| 23 Apr | 126.92 | 11.35 | 11.35 | - | 0 | 0 | 3 |
| 22 Apr | 125.78 | 11.35 | 11.35 | - | 0 | 0 | 3 |
| 21 Apr | 126.06 | 11.35 | 11.35 | - | 0 | 0 | 3 |
| 20 Apr | 124.99 | 11.35 | 11.35 | - | 0 | 0 | 3 |
| 17 Apr | 135.81 | 11.35 | -2.6500000000000004 (-18.93%) | 34.62 | 1 | 0 | 2 |
| 16 Apr | 134.41 | 14 | -16.43 (-53.99%) | 46.78 | 2 | 1 | 1 |
| 13 Apr | 129.14 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 129.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 129.69 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 129.44 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 126.97 | 0 | 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 145 expiring on 26MAY2026
Delta for 145 PE is -0.94
Historical price for 145 PE is as follows
On 15 May IEX was trading at 125.27. The strike last trading price was 18.61, which was 3.9499999999999993 higher than the previous day. The implied volatity was 47.5, the open interest changed by 0 which decreased total open position to 11
On 14 May IEX was trading at 128.44. The strike last trading price was 14.66, 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 11
On 13 May IEX was trading at 127.53. The strike last trading price was 14.66, 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 11
On 12 May IEX was trading at 127.21. The strike last trading price was 14.66, 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 11
On 11 May IEX was trading at 130.71. The strike last trading price was 14.66, which was -5.419999999999998 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11
On 8 May IEX was trading at 134.12. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 7 May IEX was trading at 133.81. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 May IEX was trading at 129.80. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 May IEX was trading at 127.62. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 May IEX was trading at 126.97. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Apr IEX was trading at 125.19. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 29 Apr IEX was trading at 126.05. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Apr IEX was trading at 125.94. The strike last trading price was 20.08, which was 20.08 higher than the previous day. The implied volatity was 56.04, the open interest changed by 0 which decreased total open position to 10
On 27 Apr IEX was trading at 126.45. The strike last trading price was 20.08, which was -2.9200000000000017 lower than the previous day. The implied volatity was 56.04, the open interest changed by 5 which increased total open position to 9
On 24 Apr IEX was trading at 123.23. The strike last trading price was 23, which was 11.65 higher than the previous day. The implied volatity was 57.06, the open interest changed by 0 which decreased total open position to 3
On 23 Apr IEX was trading at 126.92. The strike last trading price was 11.35, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr IEX was trading at 125.78. The strike last trading price was 11.35, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr IEX was trading at 126.06. The strike last trading price was 11.35, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr IEX was trading at 124.99. The strike last trading price was 11.35, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr IEX was trading at 135.81. The strike last trading price was 11.35, which was -2.6500000000000004 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 2
On 16 Apr IEX was trading at 134.41. The strike last trading price was 14, which was -16.43 lower than the previous day. The implied volatity was 46.78, the open interest changed by 1 which increased total open position to 1
On 13 Apr IEX was trading at 129.14. The strike last trading price was -, which was - 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 -, 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 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 8 Apr IEX was trading at 129.44. 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 7 Apr IEX was trading at 126.97. 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 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
