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[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

161.51 -1.21 (-0.74%)

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Historical option data for IEX

14 Nov 2024 04:13 PM IST
IEX 28NOV2024 150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 161.51 12.15 -1.95 - 4 2 4
13 Nov 162.72 14.1 -45.45 - 6 2 2
12 Nov 166.23 59.55 0.00 - 0 0 0
11 Nov 169.38 59.55 0.00 - 0 0 0
8 Nov 171.07 59.55 0.00 - 0 0 0
7 Nov 174.01 59.55 0.00 - 0 0 0
6 Nov 177.37 59.55 0.00 - 0 0 0
5 Nov 173.15 59.55 0.00 - 0 0 0
4 Nov 173.04 59.55 0.00 - 0 0 0
1 Nov 179.35 59.55 0.00 - 0 0 0
31 Oct 177.76 59.55 0.00 - 0 0 0
30 Oct 176.28 59.55 0.00 - 0 0 0
29 Oct 179.89 59.55 0.00 - 0 0 0
28 Oct 182.44 59.55 - 0 0 0


For Indian Energy Exc Ltd - strike price 150 expiring on 28NOV2024

Delta for 150 CE is -

Historical price for 150 CE is as follows

On 14 Nov IEX was trading at 161.51. The strike last trading price was 12.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 13 Nov IEX was trading at 162.72. The strike last trading price was 14.1, which was -45.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 12 Nov IEX was trading at 166.23. The strike last trading price was 59.55, 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 11 Nov IEX was trading at 169.38. The strike last trading price was 59.55, 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 59.55, 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 59.55, 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 59.55, 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 59.55, 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 4 Nov IEX was trading at 173.04. The strike last trading price was 59.55, 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 1 Nov IEX was trading at 179.35. The strike last trading price was 59.55, 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 31 Oct IEX was trading at 177.76. The strike last trading price was 59.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IEX was trading at 176.28. The strike last trading price was 59.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IEX was trading at 179.89. The strike last trading price was 59.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IEX was trading at 182.44. The strike last trading price was 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IEX 28NOV2024 150 PE
Delta: -0.14
Vega: 0.07
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 161.51 0.85 0.15 37.68 277 14 215
13 Nov 162.72 0.7 0.00 38.46 209 -19 202
12 Nov 166.23 0.7 0.25 40.83 132 23 229
11 Nov 169.38 0.45 0.05 40.14 45 23 205
8 Nov 171.07 0.4 -0.10 38.03 56 19 184
7 Nov 174.01 0.5 0.05 43.09 59 -2 163
6 Nov 177.37 0.45 -0.25 45.08 100 38 171
5 Nov 173.15 0.7 -0.15 43.77 86 19 133
4 Nov 173.04 0.85 0.20 45.24 197 40 115
1 Nov 179.35 0.65 -0.10 46.77 10 0 74
31 Oct 177.76 0.75 -0.10 - 83 30 75
30 Oct 176.28 0.85 0.00 - 74 -1 44
29 Oct 179.89 0.85 0.20 - 30 12 45
28 Oct 182.44 0.65 - 48 33 33


For Indian Energy Exc Ltd - strike price 150 expiring on 28NOV2024

Delta for 150 PE is -0.14

Historical price for 150 PE is as follows

On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 37.68, the open interest changed by 14 which increased total open position to 215


On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 38.46, the open interest changed by -19 which decreased total open position to 202


On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 40.83, the open interest changed by 23 which increased total open position to 229


On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 40.14, the open interest changed by 23 which increased total open position to 205


On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.03, the open interest changed by 19 which increased total open position to 184


On 7 Nov IEX was trading at 174.01. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 43.09, the open interest changed by -2 which decreased total open position to 163


On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 45.08, the open interest changed by 38 which increased total open position to 171


On 5 Nov IEX was trading at 173.15. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 43.77, the open interest changed by 19 which increased total open position to 133


On 4 Nov IEX was trading at 173.04. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 45.24, the open interest changed by 40 which increased total open position to 115


On 1 Nov IEX was trading at 179.35. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 46.77, the open interest changed by 0 which decreased total open position to 74


On 31 Oct IEX was trading at 177.76. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct IEX was trading at 176.28. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct IEX was trading at 179.89. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct IEX was trading at 182.44. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to