IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.10
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 177.40 | 17.3 | 0.65 | 52.96 | 9 | 3 | 26 | |||
| 8 Apr | 176.90 | 16.55 | 1.2 | 45.28 | 6 | -1 | 24 | |||
| 7 Apr | 173.80 | 15.35 | -2.55 | 55.39 | 105 | 9 | 26 | |||
| 4 Apr | 178.52 | 17.9 | -2.05 | 30.58 | 10 | 3 | 17 | |||
| 3 Apr | 182.05 | 19.95 | 3.95 | - | 13 | -1 | 15 | |||
| 2 Apr | 177.99 | 16 | -0.2 | - | 33 | -13 | 16 | |||
| 1 Apr | 176.73 | 16.2 | 0.1 | 31.99 | 41 | 9 | 28 | |||
| 28 Mar | 175.77 | 16.05 | 2.55 | 38.78 | 43 | 3 | 19 | |||
| 27 Mar | 178.44 | 13.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 177.16 | 13.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 175.99 | 13.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 178.07 | 13.5 | 0 | 0.00 | 0 | 4 | 0 | |||
| 21 Mar | 172.67 | 13.5 | 2.1 | 29.99 | 7 | 5 | 17 | |||
| 20 Mar | 167.58 | 11.4 | 2.4 | 38.42 | 13 | 6 | 7 | |||
| 19 Mar | 167.96 | 9 | -0.3 | 23.65 | 1 | 0 | 0 | |||
| 18 Mar | 163.33 | 9.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 9.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 153.56 | 9.3 | 0 | 4.42 | 0 | 0 | 0 | |||
| 12 Mar | 156.49 | 9.3 | 0 | 2.60 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 9.3 | 0 | 1.44 | 0 | 0 | 0 | |||
| 10 Mar | 159.06 | 9.3 | 0 | 1.44 | 0 | 0 | 0 | |||
| 7 Mar | 163.93 | 9.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 9.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 158.25 | 9.3 | 0 | 1.07 | 0 | 0 | 0 | |||
| 4 Mar | 152.82 | 9.3 | 0 | 4.05 | 0 | 0 | 0 | |||
| 3 Mar | 154.69 | 9.3 | 0 | 2.99 | 0 | 0 | 0 | |||
| 28 Feb | 155.93 | 9.3 | 0 | 1.97 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 162.5 expiring on 24APR2025
Delta for 162.5 CE is 0.81
Historical price for 162.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 17.3, which was 0.65 higher than the previous day. The implied volatity was 52.96, the open interest changed by 3 which increased total open position to 26
On 8 Apr IEX was trading at 176.90. The strike last trading price was 16.55, which was 1.2 higher than the previous day. The implied volatity was 45.28, the open interest changed by -1 which decreased total open position to 24
On 7 Apr IEX was trading at 173.80. The strike last trading price was 15.35, which was -2.55 lower than the previous day. The implied volatity was 55.39, the open interest changed by 9 which increased total open position to 26
On 4 Apr IEX was trading at 178.52. The strike last trading price was 17.9, which was -2.05 lower than the previous day. The implied volatity was 30.58, the open interest changed by 3 which increased total open position to 17
On 3 Apr IEX was trading at 182.05. The strike last trading price was 19.95, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 2 Apr IEX was trading at 177.99. The strike last trading price was 16, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 16
On 1 Apr IEX was trading at 176.73. The strike last trading price was 16.2, which was 0.1 higher than the previous day. The implied volatity was 31.99, the open interest changed by 9 which increased total open position to 28
On 28 Mar IEX was trading at 175.77. The strike last trading price was 16.05, which was 2.55 higher than the previous day. The implied volatity was 38.78, the open interest changed by 3 which increased total open position to 19
On 27 Mar IEX was trading at 178.44. The strike last trading price was 13.5, 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 26 Mar IEX was trading at 177.16. The strike last trading price was 13.5, 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 25 Mar IEX was trading at 175.99. The strike last trading price was 13.5, 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 24 Mar IEX was trading at 178.07. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Mar IEX was trading at 172.67. The strike last trading price was 13.5, which was 2.1 higher than the previous day. The implied volatity was 29.99, the open interest changed by 5 which increased total open position to 17
On 20 Mar IEX was trading at 167.58. The strike last trading price was 11.4, which was 2.4 higher than the previous day. The implied volatity was 38.42, the open interest changed by 6 which increased total open position to 7
On 19 Mar IEX was trading at 167.96. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 163.33. The strike last trading price was 9.3, 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 Mar IEX was trading at 162.67. The strike last trading price was 9.3, 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 Mar IEX was trading at 153.56. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IEX was trading at 156.49. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 2.60, 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 9.3, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IEX was trading at 159.06. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IEX was trading at 163.93. The strike last trading price was 9.3, 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 Mar IEX was trading at 163.30. The strike last trading price was 9.3, 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 Mar IEX was trading at 158.25. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IEX was trading at 152.82. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IEX was trading at 154.69. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 2.99, 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 9.3, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.09
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 1.75 | 0.05 | 49.94 | 50 | 3 | 54 |
| 8 Apr | 176.90 | 1.7 | -1.3 | 47.44 | 29 | -14 | 51 |
| 7 Apr | 173.80 | 2.8 | 1.4 | 50.36 | 170 | 12 | 67 |
| 4 Apr | 178.52 | 1.4 | 0.55 | 43.32 | 50 | 0 | 56 |
| 3 Apr | 182.05 | 0.85 | -0.65 | 40.46 | 24 | 8 | 56 |
| 2 Apr | 177.99 | 1.45 | -0.2 | 40.04 | 43 | -2 | 48 |
| 1 Apr | 176.73 | 1.65 | -0.6 | 39.61 | 44 | 18 | 49 |
| 28 Mar | 175.77 | 2.25 | -0.4 | 39.14 | 85 | 29 | 31 |
| 27 Mar | 178.44 | 2.6 | -0.05 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 177.16 | 2.6 | -0.05 | 0.00 | 0 | -1 | 0 |
| 25 Mar | 175.99 | 2.6 | -0.2 | 40.28 | 2 | 0 | 3 |
| 24 Mar | 178.07 | 2.8 | -1.9 | 44.42 | 2 | 1 | 2 |
| 21 Mar | 172.67 | 4.7 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 167.58 | 4.7 | -8.35 | 36.94 | 4 | 1 | 1 |
| 19 Mar | 167.96 | 13.05 | 0 | 4.34 | 0 | 0 | 0 |
| 18 Mar | 163.33 | 13.05 | 0 | 1.42 | 0 | 0 | 0 |
| 17 Mar | 162.67 | 13.05 | 0 | 1.17 | 0 | 0 | 0 |
| 13 Mar | 153.56 | 13.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 156.49 | 13.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 13.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 159.06 | 13.05 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 163.93 | 13.05 | 0 | 1.81 | 0 | 0 | 0 |
| 6 Mar | 163.30 | 13.05 | 0 | 1.59 | 0 | 0 | 0 |
| 5 Mar | 158.25 | 13.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 152.82 | 13.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 154.69 | 13.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 155.93 | 13.05 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 162.5 expiring on 24APR2025
Delta for 162.5 PE is -0.17
Historical price for 162.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 49.94, the open interest changed by 3 which increased total open position to 54
On 8 Apr IEX was trading at 176.90. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 47.44, the open interest changed by -14 which decreased total open position to 51
On 7 Apr IEX was trading at 173.80. The strike last trading price was 2.8, which was 1.4 higher than the previous day. The implied volatity was 50.36, the open interest changed by 12 which increased total open position to 67
On 4 Apr IEX was trading at 178.52. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 43.32, the open interest changed by 0 which decreased total open position to 56
On 3 Apr IEX was trading at 182.05. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 40.46, the open interest changed by 8 which increased total open position to 56
On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 40.04, the open interest changed by -2 which decreased total open position to 48
On 1 Apr IEX was trading at 176.73. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 39.61, the open interest changed by 18 which increased total open position to 49
On 28 Mar IEX was trading at 175.77. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 39.14, the open interest changed by 29 which increased total open position to 31
On 27 Mar IEX was trading at 178.44. The strike last trading price was 2.6, which was -0.05 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 26 Mar IEX was trading at 177.16. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar IEX was trading at 175.99. The strike last trading price was 2.6, which was -0.2 lower than the previous day. The implied volatity was 40.28, the open interest changed by 0 which decreased total open position to 3
On 24 Mar IEX was trading at 178.07. The strike last trading price was 2.8, which was -1.9 lower than the previous day. The implied volatity was 44.42, the open interest changed by 1 which increased total open position to 2
On 21 Mar IEX was trading at 172.67. The strike last trading price was 4.7, 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 20 Mar IEX was trading at 167.58. The strike last trading price was 4.7, which was -8.35 lower than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 1
On 19 Mar IEX was trading at 167.96. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 163.33. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IEX was trading at 162.67. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IEX was trading at 153.56. The strike last trading price was 13.05, 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 Mar IEX was trading at 156.49. The strike last trading price was 13.05, 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 Mar IEX was trading at 157.99. The strike last trading price was 13.05, 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 Mar IEX was trading at 159.06. The strike last trading price was 13.05, 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 Mar IEX was trading at 163.93. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IEX was trading at 163.30. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IEX was trading at 158.25. The strike last trading price was 13.05, 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 Mar IEX was trading at 152.82. The strike last trading price was 13.05, 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 Mar IEX was trading at 154.69. The strike last trading price was 13.05, 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 28 Feb IEX was trading at 155.93. The strike last trading price was 13.05, 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
