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

161.51 -1.21 (-0.74%)

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Historical option data for IEX

14 Nov 2024 04:13 PM IST
IEX 28NOV2024 160 CE
Delta: 0.60
Vega: 0.12
Theta: -0.16
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
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 0.60

Historical price for 160 CE is as follows

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: 0.12
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
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 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