IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 141.19 | 0.37 | -0.05 | 33.52 | 648 | -42 | 1,812 | |||||||||
| 8 Dec | 141.91 | 0.43 | -0.19 | 32.84 | 1,344 | -196 | 1,857 | |||||||||
| 5 Dec | 145.31 | 0.61 | -0.45 | 27.65 | 1,954 | 5 | 2,061 | |||||||||
| 4 Dec | 147.93 | 1.01 | -0.25 | 28.17 | 2,474 | 111 | 2,076 | |||||||||
| 3 Dec | 148.89 | 1.27 | 0.01 | 27.61 | 1,810 | 148 | 1,969 | |||||||||
| 2 Dec | 148.54 | 1.23 | 0.08 | 27.84 | 3,130 | 211 | 1,826 | |||||||||
| 1 Dec | 146.70 | 1.21 | 0.87 | 29.41 | 4,761 | 519 | 1,613 | |||||||||
| 28 Nov | 139.29 | 0.36 | -0.5 | 28.36 | 3,167 | -141 | 1,094 | |||||||||
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| 27 Nov | 140.90 | 0.88 | -0.11 | 33.57 | 857 | 154 | 1,234 | |||||||||
| 26 Nov | 141.76 | 0.99 | 0.1 | 32.72 | 871 | 401 | 1,076 | |||||||||
| 25 Nov | 140.24 | 0.89 | -0.13 | 33.31 | 301 | 110 | 675 | |||||||||
| 24 Nov | 140.29 | 0.98 | -0.27 | 34.10 | 302 | 101 | 560 | |||||||||
| 21 Nov | 141.12 | 1.25 | -0.45 | 33.92 | 383 | 74 | 456 | |||||||||
| 20 Nov | 143.13 | 1.7 | 0.9 | 34.24 | 588 | 201 | 381 | |||||||||
| 19 Nov | 137.11 | 0.8 | 0.11 | 33.48 | 85 | -1 | 179 | |||||||||
| 18 Nov | 136.65 | 0.69 | -0.22 | 32.26 | 60 | 22 | 180 | |||||||||
| 17 Nov | 137.55 | 0.92 | -0.13 | 33.18 | 33 | 2 | 158 | |||||||||
| 14 Nov | 137.55 | 1.05 | -0.17 | 33.21 | 17 | -2 | 157 | |||||||||
| 13 Nov | 138.45 | 1.23 | -0.37 | 33.54 | 100 | 70 | 156 | |||||||||
| 12 Nov | 139.43 | 1.6 | -0.2 | 34.66 | 9 | 0 | 87 | |||||||||
| 11 Nov | 139.34 | 1.8 | -0.25 | 36.46 | 5 | 0 | 86 | |||||||||
| 10 Nov | 139.58 | 2.05 | 0.22 | 37.11 | 7 | 4 | 86 | |||||||||
| 7 Nov | 138.96 | 1.83 | 0.08 | 34.95 | 23 | 12 | 82 | |||||||||
| 6 Nov | 138.14 | 1.75 | -0.17 | 35.32 | 6 | -1 | 69 | |||||||||
| 4 Nov | 137.66 | 1.92 | -0.31 | 35.77 | 3 | 1 | 71 | |||||||||
| 3 Nov | 140.01 | 2.31 | 0.01 | 35.20 | 26 | 16 | 70 | |||||||||
| 31 Oct | 139.06 | 2.3 | -0.95 | - | 61 | 17 | 49 | |||||||||
| 30 Oct | 143.55 | 3.2 | -2.2 | 34.35 | 172 | -13 | 34 | |||||||||
| 29 Oct | 148.66 | 5.4 | 0.2 | 35.97 | 30 | 26 | 47 | |||||||||
| 28 Oct | 147.52 | 5.3 | 0.3 | 37.59 | 20 | -10 | 20 | |||||||||
| 24 Oct | 147.05 | 5 | 0.8 | 35.39 | 14 | 10 | 30 | |||||||||
| 23 Oct | 144.52 | 4.15 | 1.65 | 34.59 | 18 | 17 | 19 | |||||||||
| 20 Oct | 138.29 | 2.5 | 2.45 | 33.30 | 2 | 0 | 1 | |||||||||
| 9 Oct | 140.42 | 9.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 141.58 | 9.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 142.55 | 9.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 143.59 | 9.55 | 0 | 5.25 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 160 expiring on 30DEC2025
Delta for 160 CE is 0.08
Historical price for 160 CE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.37, which was -0.05 lower than the previous day. The implied volatity was 33.52, the open interest changed by -42 which decreased total open position to 1812
On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.43, which was -0.19 lower than the previous day. The implied volatity was 32.84, the open interest changed by -196 which decreased total open position to 1857
On 5 Dec IEX was trading at 145.31. The strike last trading price was 0.61, which was -0.45 lower than the previous day. The implied volatity was 27.65, the open interest changed by 5 which increased total open position to 2061
On 4 Dec IEX was trading at 147.93. The strike last trading price was 1.01, which was -0.25 lower than the previous day. The implied volatity was 28.17, the open interest changed by 111 which increased total open position to 2076
On 3 Dec IEX was trading at 148.89. The strike last trading price was 1.27, which was 0.01 higher than the previous day. The implied volatity was 27.61, the open interest changed by 148 which increased total open position to 1969
On 2 Dec IEX was trading at 148.54. The strike last trading price was 1.23, which was 0.08 higher than the previous day. The implied volatity was 27.84, the open interest changed by 211 which increased total open position to 1826
On 1 Dec IEX was trading at 146.70. The strike last trading price was 1.21, which was 0.87 higher than the previous day. The implied volatity was 29.41, the open interest changed by 519 which increased total open position to 1613
On 28 Nov IEX was trading at 139.29. The strike last trading price was 0.36, which was -0.5 lower than the previous day. The implied volatity was 28.36, the open interest changed by -141 which decreased total open position to 1094
On 27 Nov IEX was trading at 140.90. The strike last trading price was 0.88, which was -0.11 lower than the previous day. The implied volatity was 33.57, the open interest changed by 154 which increased total open position to 1234
On 26 Nov IEX was trading at 141.76. The strike last trading price was 0.99, which was 0.1 higher than the previous day. The implied volatity was 32.72, the open interest changed by 401 which increased total open position to 1076
On 25 Nov IEX was trading at 140.24. The strike last trading price was 0.89, which was -0.13 lower than the previous day. The implied volatity was 33.31, the open interest changed by 110 which increased total open position to 675
On 24 Nov IEX was trading at 140.29. The strike last trading price was 0.98, which was -0.27 lower than the previous day. The implied volatity was 34.10, the open interest changed by 101 which increased total open position to 560
On 21 Nov IEX was trading at 141.12. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 33.92, the open interest changed by 74 which increased total open position to 456
On 20 Nov IEX was trading at 143.13. The strike last trading price was 1.7, which was 0.9 higher than the previous day. The implied volatity was 34.24, the open interest changed by 201 which increased total open position to 381
On 19 Nov IEX was trading at 137.11. The strike last trading price was 0.8, which was 0.11 higher than the previous day. The implied volatity was 33.48, the open interest changed by -1 which decreased total open position to 179
On 18 Nov IEX was trading at 136.65. The strike last trading price was 0.69, which was -0.22 lower than the previous day. The implied volatity was 32.26, the open interest changed by 22 which increased total open position to 180
On 17 Nov IEX was trading at 137.55. The strike last trading price was 0.92, which was -0.13 lower than the previous day. The implied volatity was 33.18, the open interest changed by 2 which increased total open position to 158
On 14 Nov IEX was trading at 137.55. The strike last trading price was 1.05, which was -0.17 lower than the previous day. The implied volatity was 33.21, the open interest changed by -2 which decreased total open position to 157
On 13 Nov IEX was trading at 138.45. The strike last trading price was 1.23, which was -0.37 lower than the previous day. The implied volatity was 33.54, the open interest changed by 70 which increased total open position to 156
On 12 Nov IEX was trading at 139.43. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 34.66, the open interest changed by 0 which decreased total open position to 87
On 11 Nov IEX was trading at 139.34. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 86
On 10 Nov IEX was trading at 139.58. The strike last trading price was 2.05, which was 0.22 higher than the previous day. The implied volatity was 37.11, the open interest changed by 4 which increased total open position to 86
On 7 Nov IEX was trading at 138.96. The strike last trading price was 1.83, which was 0.08 higher than the previous day. The implied volatity was 34.95, the open interest changed by 12 which increased total open position to 82
On 6 Nov IEX was trading at 138.14. The strike last trading price was 1.75, which was -0.17 lower than the previous day. The implied volatity was 35.32, the open interest changed by -1 which decreased total open position to 69
On 4 Nov IEX was trading at 137.66. The strike last trading price was 1.92, which was -0.31 lower than the previous day. The implied volatity was 35.77, the open interest changed by 1 which increased total open position to 71
On 3 Nov IEX was trading at 140.01. The strike last trading price was 2.31, which was 0.01 higher than the previous day. The implied volatity was 35.20, the open interest changed by 16 which increased total open position to 70
On 31 Oct IEX was trading at 139.06. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 49
On 30 Oct IEX was trading at 143.55. The strike last trading price was 3.2, which was -2.2 lower than the previous day. The implied volatity was 34.35, the open interest changed by -13 which decreased total open position to 34
On 29 Oct IEX was trading at 148.66. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 35.97, the open interest changed by 26 which increased total open position to 47
On 28 Oct IEX was trading at 147.52. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 37.59, the open interest changed by -10 which decreased total open position to 20
On 24 Oct IEX was trading at 147.05. The strike last trading price was 5, which was 0.8 higher than the previous day. The implied volatity was 35.39, the open interest changed by 10 which increased total open position to 30
On 23 Oct IEX was trading at 144.52. The strike last trading price was 4.15, which was 1.65 higher than the previous day. The implied volatity was 34.59, the open interest changed by 17 which increased total open position to 19
On 20 Oct IEX was trading at 138.29. The strike last trading price was 2.5, which was 2.45 higher than the previous day. The implied volatity was 33.30, the open interest changed by 0 which decreased total open position to 1
On 9 Oct IEX was trading at 140.42. The strike last trading price was 9.55, 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 9.55, 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 9.55, 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 9.55, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
| IEX 30DEC2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.05
Theta: 0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 141.19 | 18.2 | 0.49 | 33.47 | 14 | 3 | 243 |
| 8 Dec | 141.91 | 17.75 | 3.56 | 35.92 | 17 | 6 | 240 |
| 5 Dec | 145.31 | 14.19 | 3.26 | 31.27 | 18 | 4 | 234 |
| 4 Dec | 147.93 | 10.93 | -0.82 | - | 20 | 3 | 228 |
| 3 Dec | 148.89 | 11.78 | -0.05 | 33.19 | 25 | 6 | 224 |
| 2 Dec | 148.54 | 11.83 | -1.6 | 29.32 | 57 | 21 | 217 |
| 1 Dec | 146.70 | 13.45 | -7.05 | 33.69 | 75 | 24 | 197 |
| 28 Nov | 139.29 | 20.57 | 1.6 | 44.12 | 17 | -1 | 171 |
| 27 Nov | 140.90 | 18.89 | 0.57 | 35.72 | 42 | 17 | 172 |
| 26 Nov | 141.76 | 18.32 | -1.34 | 38.18 | 23 | 18 | 153 |
| 25 Nov | 140.24 | 19.58 | 0.54 | 38.00 | 41 | 28 | 134 |
| 24 Nov | 140.29 | 19.04 | -0.52 | 29.86 | 13 | 9 | 105 |
| 21 Nov | 141.12 | 19.56 | 2.04 | 41.21 | 26 | 13 | 89 |
| 20 Nov | 143.13 | 17.5 | -4.56 | 37.20 | 47 | 41 | 72 |
| 19 Nov | 137.11 | 22.06 | 0.74 | - | 0 | 16 | 0 |
| 18 Nov | 136.65 | 22.06 | 0.74 | 32.02 | 24 | 15 | 30 |
| 17 Nov | 137.55 | 21.35 | 1.27 | 33.73 | 9 | 5 | 15 |
| 14 Nov | 137.55 | 20.08 | -1.29 | - | 0 | 0 | 0 |
| 13 Nov | 138.45 | 20.08 | -1.29 | - | 0 | 2 | 0 |
| 12 Nov | 139.43 | 20.08 | -1.29 | 35.49 | 2 | 0 | 8 |
| 11 Nov | 139.34 | 21.37 | 0.37 | - | 0 | 0 | 0 |
| 10 Nov | 139.58 | 21.37 | 0.37 | - | 0 | 1 | 0 |
| 7 Nov | 138.96 | 21.37 | 0.37 | 41.09 | 1 | 0 | 7 |
| 6 Nov | 138.14 | 21 | 2.75 | - | 0 | 0 | 0 |
| 4 Nov | 137.66 | 21 | 2.75 | - | 0 | 0 | 0 |
| 3 Nov | 140.01 | 21 | 2.75 | - | 0 | 2 | 0 |
| 31 Oct | 139.06 | 21 | 2.75 | - | 2 | 1 | 6 |
| 30 Oct | 143.55 | 18.5 | 3.2 | 40.77 | 6 | 4 | 5 |
| 29 Oct | 148.66 | 15.3 | -2.7 | - | 0 | 0 | 0 |
| 28 Oct | 147.52 | 15.3 | -2.7 | 37.58 | 1 | 0 | 1 |
| 24 Oct | 147.05 | 18 | -9.95 | - | 0 | 0 | 0 |
| 23 Oct | 144.52 | 18 | -9.95 | - | 0 | 0 | 0 |
| 20 Oct | 138.29 | 18 | -9.95 | - | 0 | 1 | 0 |
| 9 Oct | 140.42 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 141.58 | 0 | 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 160 expiring on 30DEC2025
Delta for 160 PE is -0.93
Historical price for 160 PE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 18.2, which was 0.49 higher than the previous day. The implied volatity was 33.47, the open interest changed by 3 which increased total open position to 243
On 8 Dec IEX was trading at 141.91. The strike last trading price was 17.75, which was 3.56 higher than the previous day. The implied volatity was 35.92, the open interest changed by 6 which increased total open position to 240
On 5 Dec IEX was trading at 145.31. The strike last trading price was 14.19, which was 3.26 higher than the previous day. The implied volatity was 31.27, the open interest changed by 4 which increased total open position to 234
On 4 Dec IEX was trading at 147.93. The strike last trading price was 10.93, which was -0.82 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 228
On 3 Dec IEX was trading at 148.89. The strike last trading price was 11.78, which was -0.05 lower than the previous day. The implied volatity was 33.19, the open interest changed by 6 which increased total open position to 224
On 2 Dec IEX was trading at 148.54. The strike last trading price was 11.83, which was -1.6 lower than the previous day. The implied volatity was 29.32, the open interest changed by 21 which increased total open position to 217
On 1 Dec IEX was trading at 146.70. The strike last trading price was 13.45, which was -7.05 lower than the previous day. The implied volatity was 33.69, the open interest changed by 24 which increased total open position to 197
On 28 Nov IEX was trading at 139.29. The strike last trading price was 20.57, which was 1.6 higher than the previous day. The implied volatity was 44.12, the open interest changed by -1 which decreased total open position to 171
On 27 Nov IEX was trading at 140.90. The strike last trading price was 18.89, which was 0.57 higher than the previous day. The implied volatity was 35.72, the open interest changed by 17 which increased total open position to 172
On 26 Nov IEX was trading at 141.76. The strike last trading price was 18.32, which was -1.34 lower than the previous day. The implied volatity was 38.18, the open interest changed by 18 which increased total open position to 153
On 25 Nov IEX was trading at 140.24. The strike last trading price was 19.58, which was 0.54 higher than the previous day. The implied volatity was 38.00, the open interest changed by 28 which increased total open position to 134
On 24 Nov IEX was trading at 140.29. The strike last trading price was 19.04, which was -0.52 lower than the previous day. The implied volatity was 29.86, the open interest changed by 9 which increased total open position to 105
On 21 Nov IEX was trading at 141.12. The strike last trading price was 19.56, which was 2.04 higher than the previous day. The implied volatity was 41.21, the open interest changed by 13 which increased total open position to 89
On 20 Nov IEX was trading at 143.13. The strike last trading price was 17.5, which was -4.56 lower than the previous day. The implied volatity was 37.20, the open interest changed by 41 which increased total open position to 72
On 19 Nov IEX was trading at 137.11. The strike last trading price was 22.06, which was 0.74 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0
On 18 Nov IEX was trading at 136.65. The strike last trading price was 22.06, which was 0.74 higher than the previous day. The implied volatity was 32.02, the open interest changed by 15 which increased total open position to 30
On 17 Nov IEX was trading at 137.55. The strike last trading price was 21.35, which was 1.27 higher than the previous day. The implied volatity was 33.73, the open interest changed by 5 which increased total open position to 15
On 14 Nov IEX was trading at 137.55. The strike last trading price was 20.08, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 138.45. The strike last trading price was 20.08, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Nov IEX was trading at 139.43. The strike last trading price was 20.08, which was -1.29 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 8
On 11 Nov IEX was trading at 139.34. The strike last trading price was 21.37, which was 0.37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov IEX was trading at 139.58. The strike last trading price was 21.37, which was 0.37 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov IEX was trading at 138.96. The strike last trading price was 21.37, which was 0.37 higher than the previous day. The implied volatity was 41.09, the open interest changed by 0 which decreased total open position to 7
On 6 Nov IEX was trading at 138.14. The strike last trading price was 21, which was 2.75 higher 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 21, which was 2.75 higher 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 21, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct IEX was trading at 139.06. The strike last trading price was 21, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 30 Oct IEX was trading at 143.55. The strike last trading price was 18.5, which was 3.2 higher than the previous day. The implied volatity was 40.77, the open interest changed by 4 which increased total open position to 5
On 29 Oct IEX was trading at 148.66. The strike last trading price was 15.3, which was -2.7 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 15.3, which was -2.7 lower than the previous day. The implied volatity was 37.58, the open interest changed by 0 which decreased total open position to 1
On 24 Oct IEX was trading at 147.05. The strike last trading price was 18, which was -9.95 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 18, which was -9.95 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 18, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 9 Oct IEX was trading at 140.42. 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 7 Oct IEX was trading at 141.58. 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 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































































































































































































































