IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
IEX 28NOV2024 150 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -0.14
Vega: 0.07
Theta: -0.09
Gamma: 0.02
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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