IEX
Indian Energy Exc Ltd
Historical option data for IEX
24 Apr 2026 01:28 PM IST
| IEX 28-Apr-2026 (4d) 150 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.03
Gamma: 0.00251
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 123.77 | 0.03 | -0.07 | 72.73 | 327 | -15 | 363 | |||||||||
| 23 Apr | 126.92 | 0.11 | 0.039999999999999994 | 70.33 | 702 | -120 | 378 | |||||||||
| 22 Apr | 125.78 | 0.07 | 0.010000000000000009 | 63.02 | 264 | -72 | 499 | |||||||||
| 21 Apr | 126.06 | 0.06 | -0.020000000000000004 | 56.46 | 138 | -41 | 573 | |||||||||
| 20 Apr | 124.99 | 0.07 | -0.16999999999999998 | 57.89 | 662 | -183 | 608 | |||||||||
| 17 Apr | 135.81 | 0.22 | -0.06999999999999998 | 36.34 | 1,118 | -90 | 783 | |||||||||
| 16 Apr | 134.41 | 0.25 | -0.010000000000000009 | 36.52 | 568 | 43 | 878 | |||||||||
| 15 Apr | 132.81 | 0.26 | 0.07 | 39.78 | 510 | 63 | 838 | |||||||||
| 13 Apr | 129.14 | 0.19 | -0.04000000000000001 | 41.4 | 387 | 54 | 775 | |||||||||
| 10 Apr | 129.99 | 0.24 | -0.06 | 37.64 | 223 | -27 | 721 | |||||||||
| 9 Apr | 129.69 | 0.31 | 0.04 | 38.82 | 492 | -5 | 747 | |||||||||
| 8 Apr | 129.44 | 0.27 | 0.01 | 37.36 | 614 | 23 | 776 | |||||||||
| 7 Apr | 126.97 | 0.26 | -0.02 | 40.43 | 338 | 37 | 734 | |||||||||
| 6 Apr | 126.16 | 0.27 | 0.11 | 41.01 | 701 | 80 | 691 | |||||||||
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| 2 Apr | 119.42 | 0.17 | 0.01 | 43.85 | 141 | -12 | 616 | |||||||||
| 1 Apr | 119.95 | 0.16 | 0 | 41.36 | 356 | 175 | 626 | |||||||||
| 30 Mar | 114.75 | 0.18 | -0.11 | 47.32 | 142 | 21 | 451 | |||||||||
| 27 Mar | 118.84 | 0.29 | -0.1 | 43.71 | 253 | 79 | 429 | |||||||||
| 25 Mar | 121.68 | 0.39 | 0.08 | 40.71 | 405 | 197 | 350 | |||||||||
| 24 Mar | 119.62 | 0.37 | -0.08 | 42.44 | 122 | 77 | 151 | |||||||||
| 23 Mar | 115.38 | 0.45 | -0.01 | 49.86 | 16 | 1 | 74 | |||||||||
| 20 Mar | 120.53 | 0.46 | -0.01 | 40.95 | 7 | 0 | 73 | |||||||||
| 19 Mar | 118.25 | 0.47 | -0.13 | 42.54 | 16 | 7 | 72 | |||||||||
| 18 Mar | 123.06 | 0.57 | 0.17 | 38.44 | 18 | 5 | 65 | |||||||||
| 17 Mar | 119.88 | 0.4 | -0.15 | 38.82 | 11 | 7 | 59 | |||||||||
| 16 Mar | 118.80 | 0.57 | 0.05 | 42.89 | 12 | 1 | 52 | |||||||||
| 13 Mar | 120.25 | 0.51 | -0.19 | 38.49 | 24 | -4 | 48 | |||||||||
| 12 Mar | 122.76 | 0.7 | 0.06 | 37.59 | 22 | 3 | 53 | |||||||||
| 11 Mar | 122.85 | 0.63 | -0.07 | 36.52 | 6 | 3 | 50 | |||||||||
| 10 Mar | 121.13 | 0.7 | -0.01 | 38.26 | 3 | 1 | 47 | |||||||||
| 9 Mar | 120.26 | 0.61 | -0.08 | - | 4 | 0 | 46 | |||||||||
| 6 Mar | 121.76 | 0.61 | -0.08 | 36.09 | 4 | 0 | 46 | |||||||||
| 5 Mar | 121.63 | 0.69 | 0.04 | 36.19 | 2 | 0 | 46 | |||||||||
| 4 Mar | 118.59 | 0.65 | -0.06 | 38.96 | 4 | 1 | 46 | |||||||||
| 2 Mar | 121.52 | 0.72 | -0.51 | 35.37 | 6 | 3 | 45 | |||||||||
| 27 Feb | 125.64 | 1.23 | -0.26 | 35.51 | 24 | 22 | 41 | |||||||||
| 26 Feb | 127.51 | 1.5 | -5.39 | 34.44 | 21 | 19 | 19 | |||||||||
For Indian Energy Exc Ltd - strike price 150 expiring on 28APR2026
Delta for 150 CE is 0.01
Historical price for 150 CE is as follows
On 24 Apr IEX was trading at 123.77. The strike last trading price was 0.03, which was -0.07 lower than the previous day. The implied volatity was 72.73, the open interest changed by -15 which decreased total open position to 363
On 23 Apr IEX was trading at 126.92. The strike last trading price was 0.11, which was 0.039999999999999994 higher than the previous day. The implied volatity was 70.33, the open interest changed by -120 which decreased total open position to 378
On 22 Apr IEX was trading at 125.78. The strike last trading price was 0.07, which was 0.010000000000000009 higher than the previous day. The implied volatity was 63.02, the open interest changed by -72 which decreased total open position to 499
On 21 Apr IEX was trading at 126.06. The strike last trading price was 0.06, which was -0.020000000000000004 lower than the previous day. The implied volatity was 56.46, the open interest changed by -41 which decreased total open position to 573
On 20 Apr IEX was trading at 124.99. The strike last trading price was 0.07, which was -0.16999999999999998 lower than the previous day. The implied volatity was 57.89, the open interest changed by -183 which decreased total open position to 608
On 17 Apr IEX was trading at 135.81. The strike last trading price was 0.22, which was -0.06999999999999998 lower than the previous day. The implied volatity was 36.34, the open interest changed by -90 which decreased total open position to 783
On 16 Apr IEX was trading at 134.41. The strike last trading price was 0.25, which was -0.010000000000000009 lower than the previous day. The implied volatity was 36.52, the open interest changed by 43 which increased total open position to 878
On 15 Apr IEX was trading at 132.81. The strike last trading price was 0.26, which was 0.07 higher than the previous day. The implied volatity was 39.78, the open interest changed by 63 which increased total open position to 838
On 13 Apr IEX was trading at 129.14. The strike last trading price was 0.19, which was -0.04000000000000001 lower than the previous day. The implied volatity was 41.4, the open interest changed by 54 which increased total open position to 775
On 10 Apr IEX was trading at 129.99. The strike last trading price was 0.24, which was -0.06 lower than the previous day. The implied volatity was 37.64, the open interest changed by -27 which decreased total open position to 721
On 9 Apr IEX was trading at 129.69. The strike last trading price was 0.31, which was 0.04 higher than the previous day. The implied volatity was 38.82, the open interest changed by -5 which decreased total open position to 747
On 8 Apr IEX was trading at 129.44. The strike last trading price was 0.27, which was 0.01 higher than the previous day. The implied volatity was 37.36, the open interest changed by 23 which increased total open position to 776
On 7 Apr IEX was trading at 126.97. The strike last trading price was 0.26, which was -0.02 lower than the previous day. The implied volatity was 40.43, the open interest changed by 37 which increased total open position to 734
On 6 Apr IEX was trading at 126.16. The strike last trading price was 0.27, which was 0.11 higher than the previous day. The implied volatity was 41.01, the open interest changed by 80 which increased total open position to 691
On 2 Apr IEX was trading at 119.42. The strike last trading price was 0.17, which was 0.01 higher than the previous day. The implied volatity was 43.85, the open interest changed by -12 which decreased total open position to 616
On 1 Apr IEX was trading at 119.95. The strike last trading price was 0.16, which was 0 lower than the previous day. The implied volatity was 41.36, the open interest changed by 175 which increased total open position to 626
On 30 Mar IEX was trading at 114.75. The strike last trading price was 0.18, which was -0.11 lower than the previous day. The implied volatity was 47.32, the open interest changed by 21 which increased total open position to 451
On 27 Mar IEX was trading at 118.84. The strike last trading price was 0.29, which was -0.1 lower than the previous day. The implied volatity was 43.71, the open interest changed by 79 which increased total open position to 429
On 25 Mar IEX was trading at 121.68. The strike last trading price was 0.39, which was 0.08 higher than the previous day. The implied volatity was 40.71, the open interest changed by 197 which increased total open position to 350
On 24 Mar IEX was trading at 119.62. The strike last trading price was 0.37, which was -0.08 lower than the previous day. The implied volatity was 42.44, the open interest changed by 77 which increased total open position to 151
On 23 Mar IEX was trading at 115.38. The strike last trading price was 0.45, which was -0.01 lower than the previous day. The implied volatity was 49.86, the open interest changed by 1 which increased total open position to 74
On 20 Mar IEX was trading at 120.53. The strike last trading price was 0.46, which was -0.01 lower than the previous day. The implied volatity was 40.95, the open interest changed by 0 which decreased total open position to 73
On 19 Mar IEX was trading at 118.25. The strike last trading price was 0.47, which was -0.13 lower than the previous day. The implied volatity was 42.54, the open interest changed by 7 which increased total open position to 72
On 18 Mar IEX was trading at 123.06. The strike last trading price was 0.57, which was 0.17 higher than the previous day. The implied volatity was 38.44, the open interest changed by 5 which increased total open position to 65
On 17 Mar IEX was trading at 119.88. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 38.82, the open interest changed by 7 which increased total open position to 59
On 16 Mar IEX was trading at 118.80. The strike last trading price was 0.57, which was 0.05 higher than the previous day. The implied volatity was 42.89, the open interest changed by 1 which increased total open position to 52
On 13 Mar IEX was trading at 120.25. The strike last trading price was 0.51, which was -0.19 lower than the previous day. The implied volatity was 38.49, the open interest changed by -4 which decreased total open position to 48
On 12 Mar IEX was trading at 122.76. The strike last trading price was 0.7, which was 0.06 higher than the previous day. The implied volatity was 37.59, the open interest changed by 3 which increased total open position to 53
On 11 Mar IEX was trading at 122.85. The strike last trading price was 0.63, which was -0.07 lower than the previous day. The implied volatity was 36.52, the open interest changed by 3 which increased total open position to 50
On 10 Mar IEX was trading at 121.13. The strike last trading price was 0.7, which was -0.01 lower than the previous day. The implied volatity was 38.26, the open interest changed by 1 which increased total open position to 47
On 9 Mar IEX was trading at 120.26. The strike last trading price was 0.61, which was -0.08 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 6 Mar IEX was trading at 121.76. The strike last trading price was 0.61, which was -0.08 lower than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 46
On 5 Mar IEX was trading at 121.63. The strike last trading price was 0.69, which was 0.04 higher than the previous day. The implied volatity was 36.19, the open interest changed by 0 which decreased total open position to 46
On 4 Mar IEX was trading at 118.59. The strike last trading price was 0.65, which was -0.06 lower than the previous day. The implied volatity was 38.96, the open interest changed by 1 which increased total open position to 46
On 2 Mar IEX was trading at 121.52. The strike last trading price was 0.72, which was -0.51 lower than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 45
On 27 Feb IEX was trading at 125.64. The strike last trading price was 1.23, which was -0.26 lower than the previous day. The implied volatity was 35.51, the open interest changed by 22 which increased total open position to 41
On 26 Feb IEX was trading at 127.51. The strike last trading price was 1.5, which was -5.39 lower than the previous day. The implied volatity was 34.44, the open interest changed by 19 which increased total open position to 19
| IEX 28-Apr-2026 (4d) 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0
Theta: -0.07
Gamma: 0.0054
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 123.77 | 26.22 | 3.419999999999998 | 89.15 | 96 | -57 | 188 |
| 23 Apr | 126.92 | 22.8 | -1.3099999999999987 | 70.33 | 336 | -224 | 246 |
| 22 Apr | 125.78 | 24.04 | 0.33999999999999986 | 63.99 | 168 | -159 | 471 |
| 21 Apr | 126.06 | 23.7 | -1.4800000000000004 | 65.46 | 13 | -11 | 632 |
| 20 Apr | 124.99 | 25.41 | 10.7 | 57.89 | 105 | -56 | 643 |
| 17 Apr | 135.81 | 14.71 | -0.4599999999999991 | 41.75 | 45 | -39 | 698 |
| 16 Apr | 134.41 | 14.97 | -2.08 | 37.88 | 127 | -107 | 736 |
| 15 Apr | 132.81 | 17.1 | -2.4499999999999993 | 33.85 | 22 | -9 | 844 |
| 13 Apr | 129.14 | 19.55 | 19.55 | 40.73 | 0 | 0 | 853 |
| 10 Apr | 129.99 | 19.55 | -0.870000000000001 | 29.94 | 12 | 1 | 850 |
| 9 Apr | 129.69 | 20.42 | 0.56 | 53.72 | 13 | 7 | 848 |
| 8 Apr | 129.44 | 19.87 | -3.21 | 34.48 | 48 | 9 | 841 |
| 7 Apr | 126.97 | 23.08 | -0.26 | 51.33 | 5 | 0 | 832 |
| 6 Apr | 126.16 | 23.32 | -6.82 | 39.46 | 74 | -1 | 831 |
| 2 Apr | 119.42 | 30.04 | 0.59 | 48.07 | 73 | -8 | 832 |
| 1 Apr | 119.95 | 29.45 | -4.76 | 53.7 | 17 | -3 | 839 |
| 30 Mar | 114.75 | 34.5 | 4.46 | 53.58 | 148 | 125 | 840 |
| 27 Mar | 118.84 | 30.15 | 2.82 | 43.4 | 183 | 175 | 714 |
| 25 Mar | 121.68 | 27.36 | -3.29 | 44.81 | 243 | 233 | 540 |
| 24 Mar | 119.62 | 30.65 | -1.25 | 63.98 | 255 | 247 | 307 |
| 23 Mar | 115.38 | 31.9 | 3.4 | 30.53 | 5 | 3 | 58 |
| 20 Mar | 120.53 | 28.5 | -2 | 43.36 | 7 | 5 | 53 |
| 19 Mar | 118.25 | 30.5 | 4.5 | 52.7 | 20 | 16 | 44 |
| 18 Mar | 123.06 | 26 | -2.8 | 40.77 | 13 | 12 | 29 |
| 17 Mar | 119.88 | 28.7 | 0.6 | 38.18 | 9 | 5 | 13 |
| 16 Mar | 118.80 | 28.1 | -0.65 | - | 0 | 0 | 0 |
| 13 Mar | 120.25 | 28.1 | -0.65 | - | 0 | 4 | 0 |
| 12 Mar | 122.76 | 28.1 | -0.65 | 59.08 | 4 | 0 | 0 |
| 11 Mar | 122.85 | 28.75 | 1.71 | - | 0 | 0 | 4 |
| 10 Mar | 121.13 | 28.75 | 1.71 | 56.59 | 4 | 2 | 2 |
| 9 Mar | 120.26 | 27.04 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 121.76 | 27.04 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 121.63 | 27.04 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 118.59 | 27.04 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 121.52 | 27.04 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 125.64 | 27.04 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 127.51 | 27.04 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 150 expiring on 28APR2026
Delta for 150 PE is -0.97
Historical price for 150 PE is as follows
On 24 Apr IEX was trading at 123.77. The strike last trading price was 26.22, which was 3.419999999999998 higher than the previous day. The implied volatity was 89.15, the open interest changed by -57 which decreased total open position to 188
On 23 Apr IEX was trading at 126.92. The strike last trading price was 22.8, which was -1.3099999999999987 lower than the previous day. The implied volatity was 70.33, the open interest changed by -224 which decreased total open position to 246
On 22 Apr IEX was trading at 125.78. The strike last trading price was 24.04, which was 0.33999999999999986 higher than the previous day. The implied volatity was 63.99, the open interest changed by -159 which decreased total open position to 471
On 21 Apr IEX was trading at 126.06. The strike last trading price was 23.7, which was -1.4800000000000004 lower than the previous day. The implied volatity was 65.46, the open interest changed by -11 which decreased total open position to 632
On 20 Apr IEX was trading at 124.99. The strike last trading price was 25.41, which was 10.7 higher than the previous day. The implied volatity was 57.89, the open interest changed by -56 which decreased total open position to 643
On 17 Apr IEX was trading at 135.81. The strike last trading price was 14.71, which was -0.4599999999999991 lower than the previous day. The implied volatity was 41.75, the open interest changed by -39 which decreased total open position to 698
On 16 Apr IEX was trading at 134.41. The strike last trading price was 14.97, which was -2.08 lower than the previous day. The implied volatity was 37.88, the open interest changed by -107 which decreased total open position to 736
On 15 Apr IEX was trading at 132.81. The strike last trading price was 17.1, which was -2.4499999999999993 lower than the previous day. The implied volatity was 33.85, the open interest changed by -9 which decreased total open position to 844
On 13 Apr IEX was trading at 129.14. The strike last trading price was 19.55, which was 19.55 higher than the previous day. The implied volatity was 40.73, the open interest changed by 0 which decreased total open position to 853
On 10 Apr IEX was trading at 129.99. The strike last trading price was 19.55, which was -0.870000000000001 lower than the previous day. The implied volatity was 29.94, the open interest changed by 1 which increased total open position to 850
On 9 Apr IEX was trading at 129.69. The strike last trading price was 20.42, which was 0.56 higher than the previous day. The implied volatity was 53.72, the open interest changed by 7 which increased total open position to 848
On 8 Apr IEX was trading at 129.44. The strike last trading price was 19.87, which was -3.21 lower than the previous day. The implied volatity was 34.48, the open interest changed by 9 which increased total open position to 841
On 7 Apr IEX was trading at 126.97. The strike last trading price was 23.08, which was -0.26 lower than the previous day. The implied volatity was 51.33, the open interest changed by 0 which decreased total open position to 832
On 6 Apr IEX was trading at 126.16. The strike last trading price was 23.32, which was -6.82 lower than the previous day. The implied volatity was 39.46, the open interest changed by -1 which decreased total open position to 831
On 2 Apr IEX was trading at 119.42. The strike last trading price was 30.04, which was 0.59 higher than the previous day. The implied volatity was 48.07, the open interest changed by -8 which decreased total open position to 832
On 1 Apr IEX was trading at 119.95. The strike last trading price was 29.45, which was -4.76 lower than the previous day. The implied volatity was 53.7, the open interest changed by -3 which decreased total open position to 839
On 30 Mar IEX was trading at 114.75. The strike last trading price was 34.5, which was 4.46 higher than the previous day. The implied volatity was 53.58, the open interest changed by 125 which increased total open position to 840
On 27 Mar IEX was trading at 118.84. The strike last trading price was 30.15, which was 2.82 higher than the previous day. The implied volatity was 43.4, the open interest changed by 175 which increased total open position to 714
On 25 Mar IEX was trading at 121.68. The strike last trading price was 27.36, which was -3.29 lower than the previous day. The implied volatity was 44.81, the open interest changed by 233 which increased total open position to 540
On 24 Mar IEX was trading at 119.62. The strike last trading price was 30.65, which was -1.25 lower than the previous day. The implied volatity was 63.98, the open interest changed by 247 which increased total open position to 307
On 23 Mar IEX was trading at 115.38. The strike last trading price was 31.9, which was 3.4 higher than the previous day. The implied volatity was 30.53, the open interest changed by 3 which increased total open position to 58
On 20 Mar IEX was trading at 120.53. The strike last trading price was 28.5, which was -2 lower than the previous day. The implied volatity was 43.36, the open interest changed by 5 which increased total open position to 53
On 19 Mar IEX was trading at 118.25. The strike last trading price was 30.5, which was 4.5 higher than the previous day. The implied volatity was 52.7, the open interest changed by 16 which increased total open position to 44
On 18 Mar IEX was trading at 123.06. The strike last trading price was 26, which was -2.8 lower than the previous day. The implied volatity was 40.77, the open interest changed by 12 which increased total open position to 29
On 17 Mar IEX was trading at 119.88. The strike last trading price was 28.7, which was 0.6 higher than the previous day. The implied volatity was 38.18, the open interest changed by 5 which increased total open position to 13
On 16 Mar IEX was trading at 118.80. The strike last trading price was 28.1, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IEX was trading at 120.25. The strike last trading price was 28.1, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 12 Mar IEX was trading at 122.76. The strike last trading price was 28.1, which was -0.65 lower than the previous day. The implied volatity was 59.08, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IEX was trading at 122.85. The strike last trading price was 28.75, which was 1.71 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar IEX was trading at 121.13. The strike last trading price was 28.75, which was 1.71 higher than the previous day. The implied volatity was 56.59, the open interest changed by 2 which increased total open position to 2
On 9 Mar IEX was trading at 120.26. The strike last trading price was 27.04, 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 Mar IEX was trading at 121.76. The strike last trading price was 27.04, 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 5 Mar IEX was trading at 121.63. The strike last trading price was 27.04, 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 4 Mar IEX was trading at 118.59. The strike last trading price was 27.04, 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 Mar IEX was trading at 121.52. The strike last trading price was 27.04, 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 Feb IEX was trading at 125.64. The strike last trading price was 27.04, 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 Feb IEX was trading at 127.51. The strike last trading price was 27.04, 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
