IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 155 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.07
Theta: -0.05
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.10
Theta: -0.07
Gamma: 0.02
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| 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































































































































































































































