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[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

179.03 1.63 (0.92%)

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Historical option data for IEX

11 Apr 2025 04:13 PM IST
IEX 24APR2025 160 CE
Delta: 0.92
Vega: 0.05
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 20.1 -0.85 44.22 8 -2 50
9 Apr 177.40 20.95 0.25 70.41 15 3 53
8 Apr 176.90 20.7 3.75 67.45 30 -3 51
7 Apr 173.80 17.2 -2.25 55.78 33 2 55
4 Apr 178.52 19.75 -3.9 - 45 -9 51
3 Apr 182.05 23.65 4.3 37.10 19 -8 61
2 Apr 177.99 19.35 -0.15 33.97 7 1 69
1 Apr 176.73 19.5 0.9 44.34 32 -10 68
28 Mar 175.77 18.35 -3.95 41.62 124 20 78
27 Mar 178.44 22.3 0.9 42.98 6 1 57
26 Mar 177.16 21.4 -0.3 47.61 18 2 56
25 Mar 175.99 21.7 0.95 59.64 33 -27 54
24 Mar 178.07 20.75 4.05 37.65 10 -8 79
21 Mar 172.67 16.7 3.8 36.91 40 -15 86
20 Mar 167.58 12.85 -0.2 37.80 56 38 101
19 Mar 167.96 13.05 3.25 38.32 59 -11 64
18 Mar 163.33 9.65 -0.1 34.84 36 2 75
17 Mar 162.67 9.75 4.05 36.29 57 15 71
13 Mar 153.56 5.65 -1.85 36.41 12 5 53
12 Mar 156.49 7.5 -1 38.73 12 10 48
11 Mar 157.99 8.5 0 38.51 17 8 38
10 Mar 159.06 8.5 -3.4 38.16 9 29 29
7 Mar 163.93 11.9 0 0.00 0 3 0
6 Mar 163.30 11.9 2.95 38.59 6 3 29
5 Mar 158.25 8.95 1.75 36.88 10 -2 27
4 Mar 152.82 7.2 -0.75 40.60 54 23 29
3 Mar 154.69 7.95 -1.8 39.53 4 -1 6
28 Feb 155.93 9.75 -0.15 42.37 7 4 7
27 Feb 156.94 9.9 -14.95 42.10 5 3 3
26 Feb 165.51 24.85 0 - 0 0 0
25 Feb 166.24 24.85 0 - 0 0 0
24 Feb 164.23 24.85 0 - 0 0 0
20 Feb 169.73 24.85 0 - 0 0 0
19 Feb 169.45 24.85 0 - 0 0 0
18 Feb 164.63 24.85 0 - 0 0 0
17 Feb 167.21 24.85 0 - 0 0 0
14 Feb 163.93 24.85 0 - 0 0 0
13 Feb 169.60 0 0 - 0 0 0
12 Feb 171.81 0 0 - 0 0 0
11 Feb 171.38 0 0 - 0 0 0
10 Feb 176.79 0 0 - 0 0 0
7 Feb 182.24 0 0 - 0 0 0
6 Feb 182.83 0 0 - 0 0 0
5 Feb 179.67 0 0 - 0 0 0
4 Feb 173.44 0 0 - 0 0 0
3 Feb 169.68 0 0 - 0 0 0
1 Feb 168.36 0 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 160 expiring on 24APR2025

Delta for 160 CE is 0.92

Historical price for 160 CE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 20.1, which was -0.85 lower than the previous day. The implied volatity was 44.22, the open interest changed by -2 which decreased total open position to 50


On 9 Apr IEX was trading at 177.40. The strike last trading price was 20.95, which was 0.25 higher than the previous day. The implied volatity was 70.41, the open interest changed by 3 which increased total open position to 53


On 8 Apr IEX was trading at 176.90. The strike last trading price was 20.7, which was 3.75 higher than the previous day. The implied volatity was 67.45, the open interest changed by -3 which decreased total open position to 51


On 7 Apr IEX was trading at 173.80. The strike last trading price was 17.2, which was -2.25 lower than the previous day. The implied volatity was 55.78, the open interest changed by 2 which increased total open position to 55


On 4 Apr IEX was trading at 178.52. The strike last trading price was 19.75, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 51


On 3 Apr IEX was trading at 182.05. The strike last trading price was 23.65, which was 4.3 higher than the previous day. The implied volatity was 37.10, the open interest changed by -8 which decreased total open position to 61


On 2 Apr IEX was trading at 177.99. The strike last trading price was 19.35, which was -0.15 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 69


On 1 Apr IEX was trading at 176.73. The strike last trading price was 19.5, which was 0.9 higher than the previous day. The implied volatity was 44.34, the open interest changed by -10 which decreased total open position to 68


On 28 Mar IEX was trading at 175.77. The strike last trading price was 18.35, which was -3.95 lower than the previous day. The implied volatity was 41.62, the open interest changed by 20 which increased total open position to 78


On 27 Mar IEX was trading at 178.44. The strike last trading price was 22.3, which was 0.9 higher than the previous day. The implied volatity was 42.98, the open interest changed by 1 which increased total open position to 57


On 26 Mar IEX was trading at 177.16. The strike last trading price was 21.4, which was -0.3 lower than the previous day. The implied volatity was 47.61, the open interest changed by 2 which increased total open position to 56


On 25 Mar IEX was trading at 175.99. The strike last trading price was 21.7, which was 0.95 higher than the previous day. The implied volatity was 59.64, the open interest changed by -27 which decreased total open position to 54


On 24 Mar IEX was trading at 178.07. The strike last trading price was 20.75, which was 4.05 higher than the previous day. The implied volatity was 37.65, the open interest changed by -8 which decreased total open position to 79


On 21 Mar IEX was trading at 172.67. The strike last trading price was 16.7, which was 3.8 higher than the previous day. The implied volatity was 36.91, the open interest changed by -15 which decreased total open position to 86


On 20 Mar IEX was trading at 167.58. The strike last trading price was 12.85, which was -0.2 lower than the previous day. The implied volatity was 37.80, the open interest changed by 38 which increased total open position to 101


On 19 Mar IEX was trading at 167.96. The strike last trading price was 13.05, which was 3.25 higher than the previous day. The implied volatity was 38.32, the open interest changed by -11 which decreased total open position to 64


On 18 Mar IEX was trading at 163.33. The strike last trading price was 9.65, which was -0.1 lower than the previous day. The implied volatity was 34.84, the open interest changed by 2 which increased total open position to 75


On 17 Mar IEX was trading at 162.67. The strike last trading price was 9.75, which was 4.05 higher than the previous day. The implied volatity was 36.29, the open interest changed by 15 which increased total open position to 71


On 13 Mar IEX was trading at 153.56. The strike last trading price was 5.65, which was -1.85 lower than the previous day. The implied volatity was 36.41, the open interest changed by 5 which increased total open position to 53


On 12 Mar IEX was trading at 156.49. The strike last trading price was 7.5, which was -1 lower than the previous day. The implied volatity was 38.73, the open interest changed by 10 which increased total open position to 48


On 11 Mar IEX was trading at 157.99. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 38.51, the open interest changed by 8 which increased total open position to 38


On 10 Mar IEX was trading at 159.06. The strike last trading price was 8.5, which was -3.4 lower than the previous day. The implied volatity was 38.16, the open interest changed by 29 which increased total open position to 29


On 7 Mar IEX was trading at 163.93. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 6 Mar IEX was trading at 163.30. The strike last trading price was 11.9, which was 2.95 higher than the previous day. The implied volatity was 38.59, the open interest changed by 3 which increased total open position to 29


On 5 Mar IEX was trading at 158.25. The strike last trading price was 8.95, which was 1.75 higher than the previous day. The implied volatity was 36.88, the open interest changed by -2 which decreased total open position to 27


On 4 Mar IEX was trading at 152.82. The strike last trading price was 7.2, which was -0.75 lower than the previous day. The implied volatity was 40.60, the open interest changed by 23 which increased total open position to 29


On 3 Mar IEX was trading at 154.69. The strike last trading price was 7.95, which was -1.8 lower than the previous day. The implied volatity was 39.53, the open interest changed by -1 which decreased total open position to 6


On 28 Feb IEX was trading at 155.93. The strike last trading price was 9.75, which was -0.15 lower than the previous day. The implied volatity was 42.37, the open interest changed by 4 which increased total open position to 7


On 27 Feb IEX was trading at 156.94. The strike last trading price was 9.9, which was -14.95 lower than the previous day. The implied volatity was 42.10, the open interest changed by 3 which increased total open position to 3


On 26 Feb IEX was trading at 165.51. The strike last trading price was 24.85, 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 25 Feb IEX was trading at 166.24. The strike last trading price was 24.85, 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 Feb IEX was trading at 164.23. The strike last trading price was 24.85, 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 Feb IEX was trading at 169.73. The strike last trading price was 24.85, 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 19 Feb IEX was trading at 169.45. The strike last trading price was 24.85, 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 18 Feb IEX was trading at 164.63. The strike last trading price was 24.85, 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 17 Feb IEX was trading at 167.21. The strike last trading price was 24.85, 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 14 Feb IEX was trading at 163.93. The strike last trading price was 24.85, 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 13 Feb IEX was trading at 169.60. 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 12 Feb IEX was trading at 171.81. 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 11 Feb IEX was trading at 171.38. 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 10 Feb IEX was trading at 176.79. 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 Feb IEX was trading at 182.24. 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 Feb IEX was trading at 182.83. 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 5 Feb IEX was trading at 179.67. 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 4 Feb IEX was trading at 173.44. 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 Feb IEX was trading at 169.68. 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 1 Feb IEX was trading at 168.36. 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


IEX 24APR2025 160 PE
Delta: -0.10
Vega: 0.06
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 0.8 -0.65 49.23 172 -73 357
9 Apr 177.40 1.5 0 52.39 183 55 429
8 Apr 176.90 1.5 -1 50.37 227 -13 373
7 Apr 173.80 2.3 1.35 51.55 849 -32 386
4 Apr 178.52 0.9 0.2 41.67 257 15 417
3 Apr 182.05 0.7 -0.45 42.06 262 11 402
2 Apr 177.99 1.2 -0.15 41.64 147 -3 391
1 Apr 176.73 1.3 -0.55 40.46 288 19 393
28 Mar 175.77 1.95 0.3 41.05 399 70 374
27 Mar 178.44 1.65 -0.2 43.62 217 95 306
26 Mar 177.16 1.8 -0.25 41.81 134 43 211
25 Mar 175.99 2.1 0.35 40.78 165 25 168
24 Mar 178.07 1.65 -0.85 39.83 146 -19 137
21 Mar 172.67 2.45 -1.3 37.47 113 63 155
20 Mar 167.58 3.8 0 36.92 36 13 91
19 Mar 167.96 3.75 -1.85 36.08 74 30 77
18 Mar 163.33 5.65 -0.55 37.94 30 11 47
17 Mar 162.67 6.2 -3.8 39.30 36 23 38
13 Mar 153.56 10 1.5 35.83 1 0 14
12 Mar 156.49 8.5 0 0.00 0 0 0
11 Mar 157.99 8.5 0 0.00 0 8 0
10 Mar 159.06 8.5 2.5 38.66 10 7 13
7 Mar 163.93 6 -0.85 36.44 4 3 6
6 Mar 163.30 6.85 -3.65 39.39 1 0 2
5 Mar 158.25 10.5 -0.3 46.45 1 0 1
4 Mar 152.82 10.8 0 0.00 0 1 0
3 Mar 154.69 10.8 3.9 39.63 1 0 0
28 Feb 155.93 6.9 0 - 0 0 0
27 Feb 156.94 6.9 0 - 0 0 0
26 Feb 165.51 6.9 0 4.14 0 0 0
25 Feb 166.24 6.9 0 4.14 0 0 0
24 Feb 164.23 6.9 0 3.39 0 0 0
20 Feb 169.73 6.9 0 5.58 0 0 0
19 Feb 169.45 6.9 0 5.10 0 0 0
18 Feb 164.63 6.9 0 3.55 0 0 0
17 Feb 167.21 6.9 0 4.41 0 0 0
14 Feb 163.93 6.9 0 4.27 0 0 0
13 Feb 169.60 6.9 0 5.31 0 0 0
12 Feb 171.81 6.9 0 5.97 0 0 0
11 Feb 171.38 6.9 0 5.88 0 0 0
10 Feb 176.79 6.9 0 7.74 0 0 0
7 Feb 182.24 6.9 0 9.96 0 0 0
6 Feb 182.83 6.9 0 10.20 0 0 0
5 Feb 179.67 6.9 0 8.04 0 0 0
4 Feb 173.44 6.9 0 5.96 0 0 0
3 Feb 169.68 0 0 5.04 0 0 0
1 Feb 168.36 0 0 4.78 0 0 0


For Indian Energy Exc Ltd - strike price 160 expiring on 24APR2025

Delta for 160 PE is -0.10

Historical price for 160 PE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 49.23, the open interest changed by -73 which decreased total open position to 357


On 9 Apr IEX was trading at 177.40. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 52.39, the open interest changed by 55 which increased total open position to 429


On 8 Apr IEX was trading at 176.90. The strike last trading price was 1.5, which was -1 lower than the previous day. The implied volatity was 50.37, the open interest changed by -13 which decreased total open position to 373


On 7 Apr IEX was trading at 173.80. The strike last trading price was 2.3, which was 1.35 higher than the previous day. The implied volatity was 51.55, the open interest changed by -32 which decreased total open position to 386


On 4 Apr IEX was trading at 178.52. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 41.67, the open interest changed by 15 which increased total open position to 417


On 3 Apr IEX was trading at 182.05. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 42.06, the open interest changed by 11 which increased total open position to 402


On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 41.64, the open interest changed by -3 which decreased total open position to 391


On 1 Apr IEX was trading at 176.73. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 40.46, the open interest changed by 19 which increased total open position to 393


On 28 Mar IEX was trading at 175.77. The strike last trading price was 1.95, which was 0.3 higher than the previous day. The implied volatity was 41.05, the open interest changed by 70 which increased total open position to 374


On 27 Mar IEX was trading at 178.44. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 43.62, the open interest changed by 95 which increased total open position to 306


On 26 Mar IEX was trading at 177.16. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 41.81, the open interest changed by 43 which increased total open position to 211


On 25 Mar IEX was trading at 175.99. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 40.78, the open interest changed by 25 which increased total open position to 168


On 24 Mar IEX was trading at 178.07. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 39.83, the open interest changed by -19 which decreased total open position to 137


On 21 Mar IEX was trading at 172.67. The strike last trading price was 2.45, which was -1.3 lower than the previous day. The implied volatity was 37.47, the open interest changed by 63 which increased total open position to 155


On 20 Mar IEX was trading at 167.58. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 36.92, the open interest changed by 13 which increased total open position to 91


On 19 Mar IEX was trading at 167.96. The strike last trading price was 3.75, which was -1.85 lower than the previous day. The implied volatity was 36.08, the open interest changed by 30 which increased total open position to 77


On 18 Mar IEX was trading at 163.33. The strike last trading price was 5.65, which was -0.55 lower than the previous day. The implied volatity was 37.94, the open interest changed by 11 which increased total open position to 47


On 17 Mar IEX was trading at 162.67. The strike last trading price was 6.2, which was -3.8 lower than the previous day. The implied volatity was 39.30, the open interest changed by 23 which increased total open position to 38


On 13 Mar IEX was trading at 153.56. The strike last trading price was 10, which was 1.5 higher than the previous day. The implied volatity was 35.83, the open interest changed by 0 which decreased total open position to 14


On 12 Mar IEX was trading at 156.49. The strike last trading price was 8.5, which was 0 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 11 Mar IEX was trading at 157.99. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 10 Mar IEX was trading at 159.06. The strike last trading price was 8.5, which was 2.5 higher than the previous day. The implied volatity was 38.66, the open interest changed by 7 which increased total open position to 13


On 7 Mar IEX was trading at 163.93. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 36.44, the open interest changed by 3 which increased total open position to 6


On 6 Mar IEX was trading at 163.30. The strike last trading price was 6.85, which was -3.65 lower than the previous day. The implied volatity was 39.39, the open interest changed by 0 which decreased total open position to 2


On 5 Mar IEX was trading at 158.25. The strike last trading price was 10.5, which was -0.3 lower than the previous day. The implied volatity was 46.45, the open interest changed by 0 which decreased total open position to 1


On 4 Mar IEX was trading at 152.82. The strike last trading price was 10.8, which was 0 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 3 Mar IEX was trading at 154.69. The strike last trading price was 10.8, which was 3.9 higher than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 0


On 28 Feb IEX was trading at 155.93. The strike last trading price was 6.9, 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 27 Feb IEX was trading at 156.94. The strike last trading price was 6.9, 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 26 Feb IEX was trading at 165.51. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IEX was trading at 166.24. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IEX was trading at 164.23. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 20 Feb IEX was trading at 169.73. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0


On 19 Feb IEX was trading at 169.45. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IEX was trading at 164.63. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IEX was trading at 167.21. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IEX was trading at 163.93. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0


On 13 Feb IEX was trading at 169.60. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IEX was trading at 171.81. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IEX was trading at 171.38. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IEX was trading at 176.79. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IEX was trading at 182.24. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IEX was trading at 182.83. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 10.20, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IEX was trading at 179.67. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IEX was trading at 173.44. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IEX was trading at 169.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IEX was trading at 168.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0