IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Nov 2024 04:13 PM IST
| IEX 28NOV2024 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.03
Theta: -0.11
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 161.33 | 14.35 | -0.70 | 42.26 | 6 | 3 | 8 | |||
| 20 Nov | 162.49 | 15.05 | 0.00 | 43.30 | 9 | 2 | 4 | |||
| 19 Nov | 162.49 | 15.05 | 0.90 | 43.30 | 9 | 1 | 4 | |||
| 18 Nov | 161.32 | 14.15 | -49.30 | - | 3 | 2 | 2 | |||
| 14 Nov | 161.51 | 63.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 162.72 | 63.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 166.23 | 63.45 | 63.45 | - | 0 | 0 | 0 | |||
| 8 Nov | 171.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 174.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 177.37 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 173.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 CE is 0.94
Historical price for 147.5 CE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 14.35, which was -0.70 lower than the previous day. The implied volatity was 42.26, the open interest changed by 3 which increased total open position to 8
On 20 Nov IEX was trading at 162.49. The strike last trading price was 15.05, which was 0.00 lower than the previous day. The implied volatity was 43.30, the open interest changed by 2 which increased total open position to 4
On 19 Nov IEX was trading at 162.49. The strike last trading price was 15.05, which was 0.90 higher than the previous day. The implied volatity was 43.30, the open interest changed by 1 which increased total open position to 4
On 18 Nov IEX was trading at 161.32. The strike last trading price was 14.15, which was -49.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 14 Nov IEX was trading at 161.51. The strike last trading price was 63.45, 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 13 Nov IEX was trading at 162.72. The strike last trading price was 63.45, 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 12 Nov IEX was trading at 166.23. The strike last trading price was 63.45, which was 63.45 higher 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 0, 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 7 Nov IEX was trading at 174.01. The strike last trading price was 0, 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 6 Nov IEX was trading at 177.37. The strike last trading price was 0, 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 5 Nov IEX was trading at 173.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IEX 28NOV2024 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.03
Theta: -0.10
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.33 | 0.35 | 0.10 | 46.63 | 130 | 7 | 38 |
| 20 Nov | 162.49 | 0.25 | 0.00 | 39.15 | 59 | 15 | 32 |
| 19 Nov | 162.49 | 0.25 | -0.10 | 39.15 | 59 | 16 | 32 |
| 18 Nov | 161.32 | 0.35 | -0.10 | 39.80 | 67 | 16 | 16 |
| 14 Nov | 161.51 | 0.45 | 0.00 | 14.74 | 0 | 0 | 0 |
| 13 Nov | 162.72 | 0.45 | 0.00 | 18.04 | 0 | 0 | 0 |
| 12 Nov | 166.23 | 0.45 | 0.45 | 18.08 | 0 | 0 | 0 |
| 8 Nov | 171.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 174.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 177.37 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 173.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 PE is -0.07
Historical price for 147.5 PE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 46.63, the open interest changed by 7 which increased total open position to 38
On 20 Nov IEX was trading at 162.49. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.15, the open interest changed by 15 which increased total open position to 32
On 19 Nov IEX was trading at 162.49. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.15, the open interest changed by 16 which increased total open position to 32
On 18 Nov IEX was trading at 161.32. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.80, the open interest changed by 16 which increased total open position to 16
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 14.74, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.45, which was 0.45 higher than the previous day. The implied volatity was 18.08, 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 0, 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 7 Nov IEX was trading at 174.01. The strike last trading price was 0, 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 6 Nov IEX was trading at 177.37. The strike last trading price was 0, 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 5 Nov IEX was trading at 173.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
