IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.11
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 6.2 | -2.20 | 26.87 | 50 | 2 | 18 | |||
| 13 Nov | 162.72 | 8.4 | -2.50 | 30.21 | 21 | 6 | 17 | |||
| 12 Nov | 166.23 | 10.9 | -2.95 | 37.37 | 21 | 0 | 10 | |||
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| 11 Nov | 169.38 | 13.85 | -1.20 | 38.74 | 6 | 3 | 11 | |||
| 8 Nov | 171.07 | 15.05 | -4.15 | 34.21 | 3 | -1 | 6 | |||
| 7 Nov | 174.01 | 19.2 | 0.40 | 47.85 | 1 | 0 | 6 | |||
| 6 Nov | 177.37 | 18.8 | 0.80 | - | 6 | 2 | 9 | |||
| 5 Nov | 173.15 | 18 | 0.40 | 40.01 | 6 | 1 | 6 | |||
| 4 Nov | 173.04 | 17.6 | -36.55 | 33.52 | 5 | 4 | 4 | |||
| 1 Nov | 179.35 | 54.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 54.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 176.28 | 54.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 54.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 54.15 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 CE is 0.72
Historical price for 157.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 6.2, which was -2.20 lower than the previous day. The implied volatity was 26.87, the open interest changed by 2 which increased total open position to 18
On 13 Nov IEX was trading at 162.72. The strike last trading price was 8.4, which was -2.50 lower than the previous day. The implied volatity was 30.21, the open interest changed by 6 which increased total open position to 17
On 12 Nov IEX was trading at 166.23. The strike last trading price was 10.9, which was -2.95 lower than the previous day. The implied volatity was 37.37, the open interest changed by 0 which decreased total open position to 10
On 11 Nov IEX was trading at 169.38. The strike last trading price was 13.85, which was -1.20 lower than the previous day. The implied volatity was 38.74, the open interest changed by 3 which increased total open position to 11
On 8 Nov IEX was trading at 171.07. The strike last trading price was 15.05, which was -4.15 lower than the previous day. The implied volatity was 34.21, the open interest changed by -1 which decreased total open position to 6
On 7 Nov IEX was trading at 174.01. The strike last trading price was 19.2, which was 0.40 higher than the previous day. The implied volatity was 47.85, the open interest changed by 0 which decreased total open position to 6
On 6 Nov IEX was trading at 177.37. The strike last trading price was 18.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 5 Nov IEX was trading at 173.15. The strike last trading price was 18, which was 0.40 higher than the previous day. The implied volatity was 40.01, the open interest changed by 1 which increased total open position to 6
On 4 Nov IEX was trading at 173.04. The strike last trading price was 17.6, which was -36.55 lower than the previous day. The implied volatity was 33.52, the open interest changed by 4 which increased total open position to 4
On 1 Nov IEX was trading at 179.35. The strike last trading price was 54.15, 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 54.15, 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 54.15, 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 54.15, 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 54.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.11
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 2.1 | 0.35 | 32.30 | 228 | 28 | 73 |
| 13 Nov | 162.72 | 1.75 | 0.20 | 33.95 | 70 | 0 | 44 |
| 12 Nov | 166.23 | 1.55 | 0.55 | 35.69 | 26 | 3 | 43 |
| 11 Nov | 169.38 | 1 | 0.05 | 35.13 | 24 | 7 | 40 |
| 8 Nov | 171.07 | 0.95 | 0.05 | 34.33 | 174 | 3 | 34 |
| 7 Nov | 174.01 | 0.9 | 0.10 | 37.65 | 21 | 2 | 30 |
| 6 Nov | 177.37 | 0.8 | -0.55 | 40.10 | 144 | -24 | 29 |
| 5 Nov | 173.15 | 1.35 | -0.25 | 39.90 | 154 | 40 | 53 |
| 4 Nov | 173.04 | 1.6 | 0.55 | 41.68 | 37 | 14 | 14 |
| 1 Nov | 179.35 | 1.05 | 0.00 | 14.94 | 0 | 0 | 0 |
| 31 Oct | 177.76 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 176.28 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.89 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 182.44 | 1.05 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 PE is -0.31
Historical price for 157.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 32.30, the open interest changed by 28 which increased total open position to 73
On 13 Nov IEX was trading at 162.72. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 44
On 12 Nov IEX was trading at 166.23. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 35.69, the open interest changed by 3 which increased total open position to 43
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 35.13, the open interest changed by 7 which increased total open position to 40
On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 34.33, the open interest changed by 3 which increased total open position to 34
On 7 Nov IEX was trading at 174.01. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 37.65, the open interest changed by 2 which increased total open position to 30
On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 40.10, the open interest changed by -24 which decreased total open position to 29
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 39.90, the open interest changed by 40 which increased total open position to 53
On 4 Nov IEX was trading at 173.04. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 41.68, the open interest changed by 14 which increased total open position to 14
On 1 Nov IEX was trading at 179.35. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 14.94, 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 1.05, 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 1.05, 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 1.05, 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 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
