IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Nov 2024 04:13 PM IST
| IEX 28NOV2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.09
Theta: -0.19
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 161.33 | 3.3 | -0.85 | 26.93 | 1,106 | 94 | 399 | |||
| 20 Nov | 162.49 | 4.15 | 0.00 | 29.04 | 666 | -30 | 303 | |||
| 19 Nov | 162.49 | 4.15 | 0.10 | 29.04 | 666 | -32 | 303 | |||
| 18 Nov | 161.32 | 4.05 | -1.00 | 27.53 | 804 | 176 | 333 | |||
| 14 Nov | 161.51 | 5.05 | -1.45 | 30.70 | 484 | 81 | 162 | |||
| 13 Nov | 162.72 | 6.5 | -2.50 | 29.10 | 99 | 26 | 83 | |||
| 12 Nov | 166.23 | 9 | -2.25 | 36.47 | 129 | 4 | 54 | |||
| 11 Nov | 169.38 | 11.25 | -1.65 | 32.39 | 40 | 12 | 49 | |||
| 8 Nov | 171.07 | 12.9 | -3.20 | 33.27 | 85 | 26 | 36 | |||
| 7 Nov | 174.01 | 16.1 | -2.95 | 37.19 | 5 | 3 | 9 | |||
| 6 Nov | 177.37 | 19.05 | 3.30 | 35.49 | 21 | -8 | 6 | |||
| 5 Nov | 173.15 | 15.75 | -0.15 | 37.90 | 15 | 4 | 13 | |||
| 4 Nov | 173.04 | 15.9 | -4.10 | 37.39 | 14 | 6 | 9 | |||
| 1 Nov | 179.35 | 20 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 20 | 0.00 | - | 0 | 3 | 0 | |||
| 30 Oct | 176.28 | 20 | -30.80 | - | 3 | 2 | 2 | |||
| 29 Oct | 179.89 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 50.8 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 160 expiring on 28NOV2024
Delta for 160 CE is 0.62
Historical price for 160 CE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by 94 which increased total open position to 399
On 20 Nov IEX was trading at 162.49. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by -30 which decreased total open position to 303
On 19 Nov IEX was trading at 162.49. The strike last trading price was 4.15, which was 0.10 higher than the previous day. The implied volatity was 29.04, the open interest changed by -32 which decreased total open position to 303
On 18 Nov IEX was trading at 161.32. The strike last trading price was 4.05, which was -1.00 lower than the previous day. The implied volatity was 27.53, the open interest changed by 176 which increased total open position to 333
On 14 Nov IEX was trading at 161.51. The strike last trading price was 5.05, which was -1.45 lower than the previous day. The implied volatity was 30.70, the open interest changed by 81 which increased total open position to 162
On 13 Nov IEX was trading at 162.72. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was 29.10, the open interest changed by 26 which increased total open position to 83
On 12 Nov IEX was trading at 166.23. The strike last trading price was 9, which was -2.25 lower than the previous day. The implied volatity was 36.47, the open interest changed by 4 which increased total open position to 54
On 11 Nov IEX was trading at 169.38. The strike last trading price was 11.25, which was -1.65 lower than the previous day. The implied volatity was 32.39, the open interest changed by 12 which increased total open position to 49
On 8 Nov IEX was trading at 171.07. The strike last trading price was 12.9, which was -3.20 lower than the previous day. The implied volatity was 33.27, the open interest changed by 26 which increased total open position to 36
On 7 Nov IEX was trading at 174.01. The strike last trading price was 16.1, which was -2.95 lower than the previous day. The implied volatity was 37.19, the open interest changed by 3 which increased total open position to 9
On 6 Nov IEX was trading at 177.37. The strike last trading price was 19.05, which was 3.30 higher than the previous day. The implied volatity was 35.49, the open interest changed by -8 which decreased total open position to 6
On 5 Nov IEX was trading at 173.15. The strike last trading price was 15.75, which was -0.15 lower than the previous day. The implied volatity was 37.90, the open interest changed by 4 which increased total open position to 13
On 4 Nov IEX was trading at 173.04. The strike last trading price was 15.9, which was -4.10 lower than the previous day. The implied volatity was 37.39, the open interest changed by 6 which increased total open position to 9
On 1 Nov IEX was trading at 179.35. The strike last trading price was 20, 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 31 Oct IEX was trading at 177.76. The strike last trading price was 20, 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 20, which was -30.80 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 50.8, 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 50.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.09
Theta: -0.19
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.33 | 2.25 | -0.15 | 33.85 | 1,045 | 88 | 486 |
| 20 Nov | 162.49 | 2.4 | 0.00 | 33.62 | 812 | -46 | 403 |
| 19 Nov | 162.49 | 2.4 | -0.20 | 33.62 | 812 | -41 | 403 |
| 18 Nov | 161.32 | 2.6 | -0.15 | 33.25 | 588 | -4 | 443 |
| 14 Nov | 161.51 | 2.75 | 0.25 | 29.90 | 450 | 16 | 448 |
| 13 Nov | 162.72 | 2.5 | 0.40 | 33.71 | 476 | 71 | 432 |
| 12 Nov | 166.23 | 2.1 | 0.70 | 34.67 | 432 | 19 | 367 |
| 11 Nov | 169.38 | 1.4 | 0.10 | 34.36 | 189 | 23 | 348 |
| 8 Nov | 171.07 | 1.3 | 0.10 | 33.50 | 454 | -15 | 324 |
| 7 Nov | 174.01 | 1.2 | 0.25 | 36.86 | 351 | 44 | 338 |
| 6 Nov | 177.37 | 0.95 | -0.70 | 38.15 | 410 | -20 | 293 |
| 5 Nov | 173.15 | 1.65 | -0.40 | 38.40 | 344 | 62 | 314 |
| 4 Nov | 173.04 | 2.05 | 0.30 | 41.21 | 464 | 74 | 250 |
| 1 Nov | 179.35 | 1.75 | 0.00 | 45.27 | 41 | 18 | 175 |
| 31 Oct | 177.76 | 1.75 | -0.35 | - | 390 | 66 | 161 |
| 30 Oct | 176.28 | 2.1 | 0.70 | - | 137 | 65 | 94 |
| 29 Oct | 179.89 | 1.4 | 0.35 | - | 44 | 27 | 28 |
| 28 Oct | 182.44 | 1.05 | - | 1 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 160 expiring on 28NOV2024
Delta for 160 PE is -0.40
Historical price for 160 PE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 33.85, the open interest changed by 88 which increased total open position to 486
On 20 Nov IEX was trading at 162.49. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 33.62, the open interest changed by -46 which decreased total open position to 403
On 19 Nov IEX was trading at 162.49. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 33.62, the open interest changed by -41 which decreased total open position to 403
On 18 Nov IEX was trading at 161.32. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 33.25, the open interest changed by -4 which decreased total open position to 443
On 14 Nov IEX was trading at 161.51. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by 16 which increased total open position to 448
On 13 Nov IEX was trading at 162.72. The strike last trading price was 2.5, which was 0.40 higher than the previous day. The implied volatity was 33.71, the open interest changed by 71 which increased total open position to 432
On 12 Nov IEX was trading at 166.23. The strike last trading price was 2.1, which was 0.70 higher than the previous day. The implied volatity was 34.67, the open interest changed by 19 which increased total open position to 367
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 34.36, the open interest changed by 23 which increased total open position to 348
On 8 Nov IEX was trading at 171.07. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 33.50, the open interest changed by -15 which decreased total open position to 324
On 7 Nov IEX was trading at 174.01. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 36.86, the open interest changed by 44 which increased total open position to 338
On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.95, which was -0.70 lower than the previous day. The implied volatity was 38.15, the open interest changed by -20 which decreased total open position to 293
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 38.40, the open interest changed by 62 which increased total open position to 314
On 4 Nov IEX was trading at 173.04. The strike last trading price was 2.05, which was 0.30 higher than the previous day. The implied volatity was 41.21, the open interest changed by 74 which increased total open position to 250
On 1 Nov IEX was trading at 179.35. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 45.27, the open interest changed by 18 which increased total open position to 175
On 31 Oct IEX was trading at 177.76. The strike last trading price was 1.75, which was -0.35 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 2.1, which was 0.70 higher 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 1.4, which was 0.35 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 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
