IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.09
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 8.25 | -0.80 | 28.88 | 30 | 11 | 19 | |||
| 13 Nov | 162.72 | 9.05 | -5.00 | - | 9 | 3 | 9 | |||
| 12 Nov | 166.23 | 14.05 | -3.40 | 49.76 | 3 | -1 | 5 | |||
| 11 Nov | 169.38 | 17.45 | 0.65 | 55.54 | 2 | 0 | 6 | |||
| 8 Nov | 171.07 | 16.8 | -2.05 | 26.37 | 6 | 3 | 7 | |||
| 7 Nov | 174.01 | 18.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 177.37 | 18.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 5 Nov | 173.15 | 18.85 | -1.05 | - | 1 | 0 | 3 | |||
| 4 Nov | 173.04 | 19.9 | -35.25 | 34.80 | 3 | 2 | 2 | |||
| 1 Nov | 179.35 | 55.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 55.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 176.28 | 55.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 55.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 55.15 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 CE is 0.80
Historical price for 155 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 8.25, which was -0.80 lower than the previous day. The implied volatity was 28.88, the open interest changed by 11 which increased total open position to 19
On 13 Nov IEX was trading at 162.72. The strike last trading price was 9.05, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 12 Nov IEX was trading at 166.23. The strike last trading price was 14.05, which was -3.40 lower than the previous day. The implied volatity was 49.76, the open interest changed by -1 which decreased total open position to 5
On 11 Nov IEX was trading at 169.38. The strike last trading price was 17.45, which was 0.65 higher than the previous day. The implied volatity was 55.54, the open interest changed by 0 which decreased total open position to 6
On 8 Nov IEX was trading at 171.07. The strike last trading price was 16.8, which was -2.05 lower than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 7
On 7 Nov IEX was trading at 174.01. The strike last trading price was 18.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 18.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 18.85, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Nov IEX was trading at 173.04. The strike last trading price was 19.9, which was -35.25 lower than the previous day. The implied volatity was 34.80, the open interest changed by 2 which increased total open position to 2
On 1 Nov IEX was trading at 179.35. The strike last trading price was 55.15, 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 55.15, 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 55.15, 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 55.15, 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 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.10
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 1.5 | 0.20 | 33.52 | 206 | 0 | 176 |
| 13 Nov | 162.72 | 1.3 | 0.15 | 35.51 | 203 | 20 | 176 |
| 12 Nov | 166.23 | 1.15 | 0.35 | 36.96 | 65 | 21 | 158 |
| 11 Nov | 169.38 | 0.8 | 0.10 | 37.29 | 55 | 17 | 136 |
| 8 Nov | 171.07 | 0.7 | 0.00 | 35.36 | 37 | -1 | 119 |
| 7 Nov | 174.01 | 0.7 | 0.00 | 38.93 | 79 | 49 | 120 |
| 6 Nov | 177.37 | 0.7 | -0.35 | 42.40 | 45 | 5 | 71 |
| 5 Nov | 173.15 | 1.05 | -0.30 | 40.76 | 99 | 30 | 66 |
| 4 Nov | 173.04 | 1.35 | -0.15 | 43.41 | 67 | 34 | 35 |
| 1 Nov | 179.35 | 1.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 177.76 | 1.5 | -0.15 | - | 1 | 0 | 0 |
| 30 Oct | 176.28 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.89 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 182.44 | 1.65 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 PE is -0.23
Historical price for 155 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 176
On 13 Nov IEX was trading at 162.72. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 35.51, the open interest changed by 20 which increased total open position to 176
On 12 Nov IEX was trading at 166.23. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 36.96, the open interest changed by 21 which increased total open position to 158
On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 37.29, the open interest changed by 17 which increased total open position to 136
On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 35.36, the open interest changed by -1 which decreased total open position to 119
On 7 Nov IEX was trading at 174.01. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 38.93, the open interest changed by 49 which increased total open position to 120
On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 42.40, the open interest changed by 5 which increased total open position to 71
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 40.76, the open interest changed by 30 which increased total open position to 66
On 4 Nov IEX was trading at 173.04. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 43.41, the open interest changed by 34 which increased total open position to 35
On 1 Nov IEX was trading at 179.35. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 1.5, which was -0.15 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 1.65, 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 1.65, 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 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
