IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.13
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 3.6 | -1.30 | 29.62 | 340 | 44 | 107 | |||
| 13 Nov | 162.72 | 4.9 | -2.05 | 28.73 | 118 | 44 | 63 | |||
| 12 Nov | 166.23 | 6.95 | -2.50 | 33.20 | 38 | 10 | 22 | |||
| 11 Nov | 169.38 | 9.45 | -1.25 | 33.32 | 4 | 0 | 11 | |||
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| 8 Nov | 171.07 | 10.7 | -2.95 | 31.03 | 18 | 5 | 9 | |||
| 7 Nov | 174.01 | 13.65 | -2.75 | 33.14 | 15 | 5 | 7 | |||
| 6 Nov | 177.37 | 16.4 | 2.75 | 29.57 | 7 | 0 | 3 | |||
| 5 Nov | 173.15 | 13.65 | -0.30 | 36.59 | 10 | -1 | 1 | |||
| 4 Nov | 173.04 | 13.95 | -35.75 | 37.27 | 2 | 1 | 1 | |||
| 1 Nov | 179.35 | 49.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 49.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 176.28 | 49.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 49.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 49.7 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 162.5 expiring on 28NOV2024
Delta for 162.5 CE is 0.50
Historical price for 162.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 3.6, which was -1.30 lower than the previous day. The implied volatity was 29.62, the open interest changed by 44 which increased total open position to 107
On 13 Nov IEX was trading at 162.72. The strike last trading price was 4.9, which was -2.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 44 which increased total open position to 63
On 12 Nov IEX was trading at 166.23. The strike last trading price was 6.95, which was -2.50 lower than the previous day. The implied volatity was 33.20, the open interest changed by 10 which increased total open position to 22
On 11 Nov IEX was trading at 169.38. The strike last trading price was 9.45, which was -1.25 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 11
On 8 Nov IEX was trading at 171.07. The strike last trading price was 10.7, which was -2.95 lower than the previous day. The implied volatity was 31.03, the open interest changed by 5 which increased total open position to 9
On 7 Nov IEX was trading at 174.01. The strike last trading price was 13.65, which was -2.75 lower than the previous day. The implied volatity was 33.14, the open interest changed by 5 which increased total open position to 7
On 6 Nov IEX was trading at 177.37. The strike last trading price was 16.4, which was 2.75 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 3
On 5 Nov IEX was trading at 173.15. The strike last trading price was 13.65, which was -0.30 lower than the previous day. The implied volatity was 36.59, the open interest changed by -1 which decreased total open position to 1
On 4 Nov IEX was trading at 173.04. The strike last trading price was 13.95, which was -35.75 lower than the previous day. The implied volatity was 37.27, the open interest changed by 1 which increased total open position to 1
On 1 Nov IEX was trading at 179.35. The strike last trading price was 49.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 49.7, 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 49.7, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 49.7, 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 49.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.13
Theta: -0.11
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 3.95 | 0.50 | 30.11 | 250 | 88 | 183 |
| 13 Nov | 162.72 | 3.45 | 0.60 | 33.44 | 236 | 59 | 96 |
| 12 Nov | 166.23 | 2.85 | 0.90 | 33.99 | 66 | 0 | 41 |
| 11 Nov | 169.38 | 1.95 | 0.15 | 33.79 | 34 | -3 | 41 |
| 8 Nov | 171.07 | 1.8 | 0.25 | 33.04 | 241 | -12 | 45 |
| 7 Nov | 174.01 | 1.55 | 0.40 | 35.76 | 268 | 17 | 59 |
| 6 Nov | 177.37 | 1.15 | -0.95 | 36.37 | 195 | 3 | 43 |
| 5 Nov | 173.15 | 2.1 | -0.45 | 37.55 | 207 | 16 | 41 |
| 4 Nov | 173.04 | 2.55 | 1.05 | 40.40 | 68 | 25 | 25 |
| 1 Nov | 179.35 | 1.5 | 0.00 | 11.47 | 0 | 0 | 0 |
| 31 Oct | 177.76 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 176.28 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.89 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 182.44 | 1.5 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 162.5 expiring on 28NOV2024
Delta for 162.5 PE is -0.50
Historical price for 162.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 3.95, which was 0.50 higher than the previous day. The implied volatity was 30.11, the open interest changed by 88 which increased total open position to 183
On 13 Nov IEX was trading at 162.72. The strike last trading price was 3.45, which was 0.60 higher than the previous day. The implied volatity was 33.44, the open interest changed by 59 which increased total open position to 96
On 12 Nov IEX was trading at 166.23. The strike last trading price was 2.85, which was 0.90 higher than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 41
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 33.79, the open interest changed by -3 which decreased total open position to 41
On 8 Nov IEX was trading at 171.07. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 33.04, the open interest changed by -12 which decreased total open position to 45
On 7 Nov IEX was trading at 174.01. The strike last trading price was 1.55, which was 0.40 higher than the previous day. The implied volatity was 35.76, the open interest changed by 17 which increased total open position to 59
On 6 Nov IEX was trading at 177.37. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 36.37, the open interest changed by 3 which increased total open position to 43
On 5 Nov IEX was trading at 173.15. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 37.55, the open interest changed by 16 which increased total open position to 41
On 4 Nov IEX was trading at 173.04. The strike last trading price was 2.55, which was 1.05 higher than the previous day. The implied volatity was 40.40, the open interest changed by 25 which increased total open position to 25
On 1 Nov IEX was trading at 179.35. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 11.47, 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 1.5, 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 1.5, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 1.5, 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 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
