IEX
Indian Energy Exc Ltd
Historical option data for IEX
26 Dec 2024 04:13 PM IST
| IEX 30JAN2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 180.17 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 177.15 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 177.13 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 177.45 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 184.93 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 183.15 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 185.78 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 189.71 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 188.61 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 190.28 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 186.13 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 184.13 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 184.96 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 178.15 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 178.17 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 178.10 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 178.19 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 176.19 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 174.90 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 171.71 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 166.13 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 162.49 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 162.49 | 24.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 161.32 | 24.75 | 24.75 | 0.91 | 0 | 0 | 0 | |||
| 13 Nov | 162.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 166.23 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 169.38 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 173.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 173.04 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 165 expiring on 30JAN2025
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 26 Dec IEX was trading at 180.17. The strike last trading price was 24.75, 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 24 Dec IEX was trading at 177.15. The strike last trading price was 24.75, 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 23 Dec IEX was trading at 177.13. The strike last trading price was 24.75, 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 20 Dec IEX was trading at 177.45. The strike last trading price was 24.75, 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 19 Dec IEX was trading at 184.93. The strike last trading price was 24.75, 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 18 Dec IEX was trading at 183.15. The strike last trading price was 24.75, 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 17 Dec IEX was trading at 185.78. The strike last trading price was 24.75, 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 16 Dec IEX was trading at 189.71. The strike last trading price was 24.75, 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 12 Dec IEX was trading at 188.61. The strike last trading price was 24.75, 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 11 Dec IEX was trading at 190.28. The strike last trading price was 24.75, 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 10 Dec IEX was trading at 186.13. The strike last trading price was 24.75, 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 9 Dec IEX was trading at 184.13. The strike last trading price was 24.75, 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 6 Dec IEX was trading at 184.96. The strike last trading price was 24.75, 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 5 Dec IEX was trading at 178.15. The strike last trading price was 24.75, 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 4 Dec IEX was trading at 178.17. The strike last trading price was 24.75, 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 3 Dec IEX was trading at 178.10. The strike last trading price was 24.75, 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 2 Dec IEX was trading at 178.19. The strike last trading price was 24.75, 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 29 Nov IEX was trading at 176.19. The strike last trading price was 24.75, 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 28 Nov IEX was trading at 174.90. The strike last trading price was 24.75, 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 27 Nov IEX was trading at 171.71. The strike last trading price was 24.75, 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 26 Nov IEX was trading at 166.13. The strike last trading price was 24.75, 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 20 Nov IEX was trading at 162.49. The strike last trading price was 24.75, 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 19 Nov IEX was trading at 162.49. The strike last trading price was 24.75, 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 18 Nov IEX was trading at 161.32. The strike last trading price was 24.75, which was 24.75 higher than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0, 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 12 Nov IEX was trading at 166.23. The strike last trading price was 0, 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 11 Nov IEX was trading at 169.38. The strike last trading price was 0, 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 5 Nov IEX was trading at 173.15. The strike last trading price was 0, 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 4 Nov IEX was trading at 173.04. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IEX 30JAN2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.13
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 180.17 | 1.35 | -0.60 | 31.11 | 113 | 44 | 90 |
| 24 Dec | 177.15 | 1.95 | -0.45 | 30.39 | 33 | -2 | 45 |
| 23 Dec | 177.13 | 2.4 | -0.35 | 32.86 | 42 | 27 | 46 |
| 20 Dec | 177.45 | 2.75 | 1.45 | 33.67 | 23 | 4 | 19 |
| 19 Dec | 184.93 | 1.3 | 0.35 | 33.25 | 21 | 0 | 6 |
| 18 Dec | 183.15 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 185.78 | 0.95 | 0.00 | 0.00 | 0 | -6 | 0 |
| 16 Dec | 189.71 | 0.95 | 0.00 | 33.25 | 13 | 0 | 12 |
| 12 Dec | 188.61 | 0.95 | -1.10 | 31.24 | 1 | 0 | 13 |
| 11 Dec | 190.28 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 186.13 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 184.13 | 2.05 | 0.00 | 0.00 | 0 | 11 | 0 |
| 6 Dec | 184.96 | 2.05 | -1.00 | 34.22 | 13 | 12 | 14 |
| 5 Dec | 178.15 | 3.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 178.17 | 3.05 | -6.00 | 32.68 | 3 | 2 | 2 |
| 3 Dec | 178.10 | 9.05 | 0.00 | 6.79 | 0 | 0 | 0 |
| 2 Dec | 178.19 | 9.05 | 0.00 | 6.85 | 0 | 0 | 0 |
| 29 Nov | 176.19 | 9.05 | 0.00 | 5.87 | 0 | 0 | 0 |
| 28 Nov | 174.90 | 9.05 | 0.00 | 5.46 | 0 | 0 | 0 |
| 27 Nov | 171.71 | 9.05 | 0.00 | 4.45 | 0 | 0 | 0 |
| 26 Nov | 166.13 | 9.05 | 0.00 | 2.15 | 0 | 0 | 0 |
| 20 Nov | 162.49 | 9.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 162.49 | 9.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 161.32 | 9.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 162.72 | 9.05 | 0.00 | 0.34 | 0 | 0 | 0 |
| 12 Nov | 166.23 | 9.05 | 0.00 | 2.53 | 0 | 0 | 0 |
| 11 Nov | 169.38 | 9.05 | 9.05 | 3.10 | 0 | 0 | 0 |
| 5 Nov | 173.15 | 0 | 0.00 | 4.46 | 0 | 0 | 0 |
| 4 Nov | 173.04 | 0 | 4.37 | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 165 expiring on 30JAN2025
Delta for 165 PE is -0.14
Historical price for 165 PE is as follows
On 26 Dec IEX was trading at 180.17. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 31.11, the open interest changed by 44 which increased total open position to 90
On 24 Dec IEX was trading at 177.15. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 30.39, the open interest changed by -2 which decreased total open position to 45
On 23 Dec IEX was trading at 177.13. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 32.86, the open interest changed by 27 which increased total open position to 46
On 20 Dec IEX was trading at 177.45. The strike last trading price was 2.75, which was 1.45 higher than the previous day. The implied volatity was 33.67, the open interest changed by 4 which increased total open position to 19
On 19 Dec IEX was trading at 184.93. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 6
On 18 Dec IEX was trading at 183.15. The strike last trading price was 0.95, 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 17 Dec IEX was trading at 185.78. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 16 Dec IEX was trading at 189.71. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 12
On 12 Dec IEX was trading at 188.61. The strike last trading price was 0.95, which was -1.10 lower than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 13
On 11 Dec IEX was trading at 190.28. The strike last trading price was 2.05, 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 10 Dec IEX was trading at 186.13. The strike last trading price was 2.05, 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 9 Dec IEX was trading at 184.13. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec IEX was trading at 184.96. The strike last trading price was 2.05, which was -1.00 lower than the previous day. The implied volatity was 34.22, the open interest changed by 12 which increased total open position to 14
On 5 Dec IEX was trading at 178.15. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec IEX was trading at 178.17. The strike last trading price was 3.05, which was -6.00 lower than the previous day. The implied volatity was 32.68, the open interest changed by 2 which increased total open position to 2
On 3 Dec IEX was trading at 178.10. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IEX was trading at 178.19. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IEX was trading at 176.19. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IEX was trading at 174.90. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IEX was trading at 171.71. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IEX was trading at 166.13. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IEX was trading at 162.49. The strike last trading price was 9.05, 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 19 Nov IEX was trading at 162.49. The strike last trading price was 9.05, 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 18 Nov IEX was trading at 161.32. The strike last trading price was 9.05, 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 13 Nov IEX was trading at 162.72. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 166.23. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IEX was trading at 169.38. The strike last trading price was 9.05, which was 9.05 higher than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IEX was trading at 173.04. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
