IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Nov 2024 04:13 PM IST
| IEX 28NOV2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.03
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 161.33 | 16.9 | 0.35 | 50.73 | 2 | 1 | 6 | |||
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| 20 Nov | 162.49 | 16.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 162.49 | 16.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 161.32 | 16.55 | -1.20 | - | 2 | 0 | 4 | |||
| 14 Nov | 161.51 | 17.75 | -1.05 | 44.16 | 1 | 0 | 3 | |||
| 13 Nov | 162.72 | 18.8 | -45.35 | - | 3 | 1 | 1 | |||
| 12 Nov | 166.23 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 171.07 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 174.01 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 177.37 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 173.15 | 64.15 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 145 expiring on 28NOV2024
Delta for 145 CE is 0.94
Historical price for 145 CE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 16.9, which was 0.35 higher than the previous day. The implied volatity was 50.73, the open interest changed by 1 which increased total open position to 6
On 20 Nov IEX was trading at 162.49. The strike last trading price was 16.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IEX was trading at 162.49. The strike last trading price was 16.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov IEX was trading at 161.32. The strike last trading price was 16.55, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Nov IEX was trading at 161.51. The strike last trading price was 17.75, which was -1.05 lower than the previous day. The implied volatity was 44.16, the open interest changed by 0 which decreased total open position to 3
On 13 Nov IEX was trading at 162.72. The strike last trading price was 18.8, which was -45.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Nov IEX was trading at 166.23. The strike last trading price was 64.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IEX was trading at 171.07. The strike last trading price was 64.15, which was 0.00 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 174.01. The strike last trading price was 64.15, which was 0.00 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 177.37. The strike last trading price was 64.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 64.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IEX 28NOV2024 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.03
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.33 | 0.3 | 0.15 | 51.42 | 94 | 12 | 127 |
| 20 Nov | 162.49 | 0.15 | 0.00 | 40.38 | 21 | -4 | 115 |
| 19 Nov | 162.49 | 0.15 | -0.05 | 40.38 | 21 | -4 | 115 |
| 18 Nov | 161.32 | 0.2 | -0.25 | 40.20 | 141 | -6 | 119 |
| 14 Nov | 161.51 | 0.45 | 0.00 | 40.96 | 88 | -11 | 127 |
| 13 Nov | 162.72 | 0.45 | 0.20 | 43.28 | 138 | 41 | 137 |
| 12 Nov | 166.23 | 0.25 | 0.05 | 39.80 | 12 | 3 | 96 |
| 8 Nov | 171.07 | 0.2 | -0.10 | 39.69 | 92 | 78 | 93 |
| 7 Nov | 174.01 | 0.3 | -0.20 | 45.50 | 4 | 0 | 14 |
| 6 Nov | 177.37 | 0.5 | 0.00 | 0.00 | 0 | 10 | 0 |
| 5 Nov | 173.15 | 0.5 | 47.46 | 13 | 10 | 14 | |
For Indian Energy Exc Ltd - strike price 145 expiring on 28NOV2024
Delta for 145 PE is -0.06
Historical price for 145 PE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 51.42, the open interest changed by 12 which increased total open position to 127
On 20 Nov IEX was trading at 162.49. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.38, the open interest changed by -4 which decreased total open position to 115
On 19 Nov IEX was trading at 162.49. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.38, the open interest changed by -4 which decreased total open position to 115
On 18 Nov IEX was trading at 161.32. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 40.20, the open interest changed by -6 which decreased total open position to 119
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by -11 which decreased total open position to 127
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 43.28, the open interest changed by 41 which increased total open position to 137
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.80, the open interest changed by 3 which increased total open position to 96
On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 39.69, the open interest changed by 78 which increased total open position to 93
On 7 Nov IEX was trading at 174.01. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 45.50, the open interest changed by 0 which decreased total open position to 14
On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 47.46, the open interest changed by 10 which increased total open position to 14
