[--[65.84.65.76]--]

IEX

Indian Energy Exc Ltd
141.19 -0.72 (-0.51%)
L: 140.11 H: 142.4

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Historical option data for IEX

09 Dec 2025 04:12 PM IST
IEX 30-DEC-2025 155 CE
Delta: 0.12
Vega: 0.07
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.19 0.61 -0.12 30.41 856 -128 1,332
8 Dec 141.91 0.74 -0.42 30.23 1,491 -205 1,449
5 Dec 145.31 1.18 -0.85 25.90 2,521 531 1,685
4 Dec 147.93 1.94 -0.41 27.23 2,308 15 1,151
3 Dec 148.89 2.37 0.03 26.65 1,757 -105 1,136
2 Dec 148.54 2.28 0.16 26.93 4,954 245 1,258
1 Dec 146.70 2.19 1.52 28.64 3,632 66 1,001
28 Nov 139.29 0.7 -0.83 27.28 2,672 238 935
27 Nov 140.90 1.54 -0.18 33.20 647 181 695
26 Nov 141.76 1.74 0.24 32.49 486 90 511
25 Nov 140.24 1.51 -0.15 32.69 245 109 415
24 Nov 140.29 1.65 -0.35 33.71 214 61 296
21 Nov 141.12 1.99 -0.68 33.27 280 60 235
20 Nov 143.13 2.59 1.38 33.41 263 89 165
19 Nov 137.11 1.21 0.03 31.96 48 16 76
18 Nov 136.65 1.18 -0.35 31.85 10 2 60
17 Nov 137.55 1.53 -0.12 32.92 8 5 57
14 Nov 137.55 1.65 -0.35 32.57 7 6 51
13 Nov 138.45 2 -0.19 33.76 5 0 46
12 Nov 139.43 2.19 -0.61 32.81 5 1 46
11 Nov 139.34 2.8 0.15 - 0 27 0
10 Nov 139.58 2.8 0.15 35.80 29 26 44
7 Nov 138.96 2.7 0.46 34.64 4 3 18
6 Nov 138.14 2.24 -1.11 33.04 5 3 14
4 Nov 137.66 3.35 0.6 38.67 2 1 10
3 Nov 140.01 2.75 -0.35 31.93 4 0 5
31 Oct 139.06 3.1 -7.95 - 5 4 4
30 Oct 143.55 11.05 0 5.03 0 0 0
29 Oct 148.66 11.05 0 1.99 0 0 0
28 Oct 147.52 11.05 0 2.71 0 0 0
24 Oct 147.05 11.05 0 2.62 0 0 0
23 Oct 144.52 11.05 0 3.79 0 0 0
20 Oct 138.29 11.05 0 5.98 0 0 0
9 Oct 140.42 11.05 0 - 0 0 0
7 Oct 141.58 11.05 0 - 0 0 0
6 Oct 142.55 11.05 0 - 0 0 0
3 Oct 143.59 11.05 0 3.84 0 0 0


For Indian Energy Exc Ltd - strike price 155 expiring on 30DEC2025

Delta for 155 CE is 0.12

Historical price for 155 CE is as follows

On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.61, which was -0.12 lower than the previous day. The implied volatity was 30.41, the open interest changed by -128 which decreased total open position to 1332


On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.74, which was -0.42 lower than the previous day. The implied volatity was 30.23, the open interest changed by -205 which decreased total open position to 1449


On 5 Dec IEX was trading at 145.31. The strike last trading price was 1.18, which was -0.85 lower than the previous day. The implied volatity was 25.90, the open interest changed by 531 which increased total open position to 1685


On 4 Dec IEX was trading at 147.93. The strike last trading price was 1.94, which was -0.41 lower than the previous day. The implied volatity was 27.23, the open interest changed by 15 which increased total open position to 1151


On 3 Dec IEX was trading at 148.89. The strike last trading price was 2.37, which was 0.03 higher than the previous day. The implied volatity was 26.65, the open interest changed by -105 which decreased total open position to 1136


On 2 Dec IEX was trading at 148.54. The strike last trading price was 2.28, which was 0.16 higher than the previous day. The implied volatity was 26.93, the open interest changed by 245 which increased total open position to 1258


On 1 Dec IEX was trading at 146.70. The strike last trading price was 2.19, which was 1.52 higher than the previous day. The implied volatity was 28.64, the open interest changed by 66 which increased total open position to 1001


On 28 Nov IEX was trading at 139.29. The strike last trading price was 0.7, which was -0.83 lower than the previous day. The implied volatity was 27.28, the open interest changed by 238 which increased total open position to 935


On 27 Nov IEX was trading at 140.90. The strike last trading price was 1.54, which was -0.18 lower than the previous day. The implied volatity was 33.20, the open interest changed by 181 which increased total open position to 695


On 26 Nov IEX was trading at 141.76. The strike last trading price was 1.74, which was 0.24 higher than the previous day. The implied volatity was 32.49, the open interest changed by 90 which increased total open position to 511


On 25 Nov IEX was trading at 140.24. The strike last trading price was 1.51, which was -0.15 lower than the previous day. The implied volatity was 32.69, the open interest changed by 109 which increased total open position to 415


On 24 Nov IEX was trading at 140.29. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 33.71, the open interest changed by 61 which increased total open position to 296


On 21 Nov IEX was trading at 141.12. The strike last trading price was 1.99, which was -0.68 lower than the previous day. The implied volatity was 33.27, the open interest changed by 60 which increased total open position to 235


On 20 Nov IEX was trading at 143.13. The strike last trading price was 2.59, which was 1.38 higher than the previous day. The implied volatity was 33.41, the open interest changed by 89 which increased total open position to 165


On 19 Nov IEX was trading at 137.11. The strike last trading price was 1.21, which was 0.03 higher than the previous day. The implied volatity was 31.96, the open interest changed by 16 which increased total open position to 76


On 18 Nov IEX was trading at 136.65. The strike last trading price was 1.18, which was -0.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by 2 which increased total open position to 60


On 17 Nov IEX was trading at 137.55. The strike last trading price was 1.53, which was -0.12 lower than the previous day. The implied volatity was 32.92, the open interest changed by 5 which increased total open position to 57


On 14 Nov IEX was trading at 137.55. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 32.57, the open interest changed by 6 which increased total open position to 51


On 13 Nov IEX was trading at 138.45. The strike last trading price was 2, which was -0.19 lower than the previous day. The implied volatity was 33.76, the open interest changed by 0 which decreased total open position to 46


On 12 Nov IEX was trading at 139.43. The strike last trading price was 2.19, which was -0.61 lower than the previous day. The implied volatity was 32.81, the open interest changed by 1 which increased total open position to 46


On 11 Nov IEX was trading at 139.34. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 0


On 10 Nov IEX was trading at 139.58. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 35.80, the open interest changed by 26 which increased total open position to 44


On 7 Nov IEX was trading at 138.96. The strike last trading price was 2.7, which was 0.46 higher than the previous day. The implied volatity was 34.64, the open interest changed by 3 which increased total open position to 18


On 6 Nov IEX was trading at 138.14. The strike last trading price was 2.24, which was -1.11 lower than the previous day. The implied volatity was 33.04, the open interest changed by 3 which increased total open position to 14


On 4 Nov IEX was trading at 137.66. The strike last trading price was 3.35, which was 0.6 higher than the previous day. The implied volatity was 38.67, the open interest changed by 1 which increased total open position to 10


On 3 Nov IEX was trading at 140.01. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 31.93, the open interest changed by 0 which decreased total open position to 5


On 31 Oct IEX was trading at 139.06. The strike last trading price was 3.1, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 30 Oct IEX was trading at 143.55. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0


On 29 Oct IEX was trading at 148.66. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 28 Oct IEX was trading at 147.52. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 24 Oct IEX was trading at 147.05. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 23 Oct IEX was trading at 144.52. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 20 Oct IEX was trading at 138.29. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 9 Oct IEX was trading at 140.42. The strike last trading price was 11.05, 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 7 Oct IEX was trading at 141.58. The strike last trading price was 11.05, 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 Oct IEX was trading at 142.55. The strike last trading price was 11.05, 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 3 Oct IEX was trading at 143.59. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0


IEX 30DEC2025 155 PE
Delta: -0.78
Vega: 0.10
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.19 14.58 1.48 43.32 27 -5 129
8 Dec 141.91 13.08 3.27 32.33 16 -4 135
5 Dec 145.31 9.81 1.34 28.66 39 -11 139
4 Dec 147.93 8.52 0.73 29.69 81 2 149
3 Dec 148.89 7.78 -0.43 30.31 49 19 140
2 Dec 148.54 8.21 -1.18 30.02 86 28 122
1 Dec 146.70 8.98 -4.85 28.76 81 27 91
28 Nov 139.29 13.83 -1.48 - 0 0 0
27 Nov 140.90 13.83 -1.48 - 0 2 0
26 Nov 141.76 13.83 -1.48 34.74 9 3 65
25 Nov 140.24 15.27 0.36 36.56 42 36 61
24 Nov 140.29 15 1.3 - 0 13 0
21 Nov 141.12 15 1.3 36.83 16 9 21
20 Nov 143.13 13.7 -3.8 37.46 7 5 11
19 Nov 137.11 17.5 1.1 - 0 0 0
18 Nov 136.65 17.5 1.1 - 0 0 0
17 Nov 137.55 17.5 1.1 - 0 1 0
14 Nov 137.55 17.5 1.1 36.08 2 1 6
13 Nov 138.45 16.4 -0.95 - 0 0 0
12 Nov 139.43 16.4 -0.95 - 0 0 0
11 Nov 139.34 16.4 -0.95 - 0 1 0
10 Nov 139.58 16.4 -0.95 37.02 1 0 4
7 Nov 138.96 17.35 -7.15 - 0 0 0
6 Nov 138.14 17.35 -7.15 - 0 0 0
4 Nov 137.66 17.35 -7.15 - 0 0 0
3 Nov 140.01 17.35 -7.15 - 0 4 0
31 Oct 139.06 17.35 -7.15 - 5 3 3
30 Oct 143.55 24.5 0 - 0 0 0
29 Oct 148.66 24.5 0 - 0 0 0
28 Oct 147.52 24.5 0 - 0 0 0
24 Oct 147.05 24.5 0 - 0 0 0
23 Oct 144.52 24.5 0 - 0 0 0
20 Oct 138.29 24.5 0 - 0 0 0
9 Oct 140.42 24.5 0 - 0 0 0
7 Oct 141.58 24.5 0 - 0 0 0
6 Oct 142.55 0 0 - 0 0 0
3 Oct 143.59 0 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 155 expiring on 30DEC2025

Delta for 155 PE is -0.78

Historical price for 155 PE is as follows

On 9 Dec IEX was trading at 141.19. The strike last trading price was 14.58, which was 1.48 higher than the previous day. The implied volatity was 43.32, the open interest changed by -5 which decreased total open position to 129


On 8 Dec IEX was trading at 141.91. The strike last trading price was 13.08, which was 3.27 higher than the previous day. The implied volatity was 32.33, the open interest changed by -4 which decreased total open position to 135


On 5 Dec IEX was trading at 145.31. The strike last trading price was 9.81, which was 1.34 higher than the previous day. The implied volatity was 28.66, the open interest changed by -11 which decreased total open position to 139


On 4 Dec IEX was trading at 147.93. The strike last trading price was 8.52, which was 0.73 higher than the previous day. The implied volatity was 29.69, the open interest changed by 2 which increased total open position to 149


On 3 Dec IEX was trading at 148.89. The strike last trading price was 7.78, which was -0.43 lower than the previous day. The implied volatity was 30.31, the open interest changed by 19 which increased total open position to 140


On 2 Dec IEX was trading at 148.54. The strike last trading price was 8.21, which was -1.18 lower than the previous day. The implied volatity was 30.02, the open interest changed by 28 which increased total open position to 122


On 1 Dec IEX was trading at 146.70. The strike last trading price was 8.98, which was -4.85 lower than the previous day. The implied volatity was 28.76, the open interest changed by 27 which increased total open position to 91


On 28 Nov IEX was trading at 139.29. The strike last trading price was 13.83, which was -1.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov IEX was trading at 140.90. The strike last trading price was 13.83, which was -1.48 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov IEX was trading at 141.76. The strike last trading price was 13.83, which was -1.48 lower than the previous day. The implied volatity was 34.74, the open interest changed by 3 which increased total open position to 65


On 25 Nov IEX was trading at 140.24. The strike last trading price was 15.27, which was 0.36 higher than the previous day. The implied volatity was 36.56, the open interest changed by 36 which increased total open position to 61


On 24 Nov IEX was trading at 140.29. The strike last trading price was 15, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 21 Nov IEX was trading at 141.12. The strike last trading price was 15, which was 1.3 higher than the previous day. The implied volatity was 36.83, the open interest changed by 9 which increased total open position to 21


On 20 Nov IEX was trading at 143.13. The strike last trading price was 13.7, which was -3.8 lower than the previous day. The implied volatity was 37.46, the open interest changed by 5 which increased total open position to 11


On 19 Nov IEX was trading at 137.11. The strike last trading price was 17.5, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov IEX was trading at 136.65. The strike last trading price was 17.5, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov IEX was trading at 137.55. The strike last trading price was 17.5, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov IEX was trading at 137.55. The strike last trading price was 17.5, which was 1.1 higher than the previous day. The implied volatity was 36.08, the open interest changed by 1 which increased total open position to 6


On 13 Nov IEX was trading at 138.45. The strike last trading price was 16.4, which was -0.95 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 139.43. The strike last trading price was 16.4, which was -0.95 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 139.34. The strike last trading price was 16.4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov IEX was trading at 139.58. The strike last trading price was 16.4, which was -0.95 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 4


On 7 Nov IEX was trading at 138.96. The strike last trading price was 17.35, which was -7.15 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 138.14. The strike last trading price was 17.35, which was -7.15 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 137.66. The strike last trading price was 17.35, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov IEX was trading at 140.01. The strike last trading price was 17.35, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 31 Oct IEX was trading at 139.06. The strike last trading price was 17.35, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 30 Oct IEX was trading at 143.55. The strike last trading price was 24.5, 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 29 Oct IEX was trading at 148.66. The strike last trading price was 24.5, 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 28 Oct IEX was trading at 147.52. The strike last trading price was 24.5, 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 24 Oct IEX was trading at 147.05. The strike last trading price was 24.5, 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 23 Oct IEX was trading at 144.52. The strike last trading price was 24.5, 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 20 Oct IEX was trading at 138.29. The strike last trading price was 24.5, 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 9 Oct IEX was trading at 140.42. The strike last trading price was 24.5, 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 7 Oct IEX was trading at 141.58. The strike last trading price was 24.5, 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 Oct IEX was trading at 142.55. The strike last trading price was 0, 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 3 Oct IEX was trading at 143.59. The strike last trading price was 0, 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