[--[65.84.65.76]--]

IEX

Indian Energy Exc Ltd
141.19 -0.72 (-0.51%)
L: 140.11 H: 142.4

Back to Option Chain


Historical option data for IEX

09 Dec 2025 04:12 PM IST
IEX 30-DEC-2025 165 CE
Delta: 0.05
Vega: 0.03
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.19 0.24 -0.01 36.56 164 2 376
8 Dec 141.91 0.25 -0.07 35.04 242 -112 375
5 Dec 145.31 0.35 -0.2 29.95 300 -49 488
4 Dec 147.93 0.54 -0.13 29.59 318 50 536
3 Dec 148.89 0.64 -0.04 28.36 193 -30 487
2 Dec 148.54 0.65 0.03 28.86 755 -2 518
1 Dec 146.70 0.64 0.45 30.09 1,763 200 495
28 Nov 139.29 0.2 -0.29 29.84 790 -60 296
27 Nov 140.90 0.5 -0.06 34.16 100 27 354
26 Nov 141.76 0.56 0.02 33.23 193 79 326
25 Nov 140.24 0.54 -0.08 34.31 49 7 247
24 Nov 140.29 0.63 -0.15 35.39 114 48 239
21 Nov 141.12 0.78 -0.36 34.64 96 48 190
20 Nov 143.13 1.05 0.54 34.52 168 64 141
19 Nov 137.11 0.51 0.1 34.54 50 16 76
18 Nov 136.65 0.41 -0.23 32.94 33 25 60
17 Nov 137.55 0.64 -0.01 34.83 7 6 34
14 Nov 137.55 0.65 -0.1 33.69 9 1 29
13 Nov 138.45 0.71 -0.39 33.24 10 -1 22
12 Nov 139.43 1.1 0.05 35.61 3 1 22
11 Nov 139.34 1.05 -0.27 34.84 2 0 21
10 Nov 139.58 1.32 -0.08 36.81 2 1 20
7 Nov 138.96 1.4 0.08 36.76 3 1 17
6 Nov 138.14 1.32 -0.23 - 0 7 0
4 Nov 137.66 1.32 -0.23 36.16 7 0 9
3 Nov 140.01 1.55 -0.35 35.19 5 3 8
31 Oct 139.06 1.9 -0.7 - 4 3 4
30 Oct 143.55 2.5 -1.65 36.01 14 -7 2
29 Oct 148.66 4.2 -4.05 37.01 9 7 7
28 Oct 147.52 0 0 - 0 0 0
9 Oct 140.42 0 0 - 0 0 0
7 Oct 141.58 0 0 - 0 0 0
6 Oct 142.55 0 0 - 0 0 0
3 Oct 143.59 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 165 expiring on 30DEC2025

Delta for 165 CE is 0.05

Historical price for 165 CE is as follows

On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.24, which was -0.01 lower than the previous day. The implied volatity was 36.56, the open interest changed by 2 which increased total open position to 376


On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.25, which was -0.07 lower than the previous day. The implied volatity was 35.04, the open interest changed by -112 which decreased total open position to 375


On 5 Dec IEX was trading at 145.31. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 29.95, the open interest changed by -49 which decreased total open position to 488


On 4 Dec IEX was trading at 147.93. The strike last trading price was 0.54, which was -0.13 lower than the previous day. The implied volatity was 29.59, the open interest changed by 50 which increased total open position to 536


On 3 Dec IEX was trading at 148.89. The strike last trading price was 0.64, which was -0.04 lower than the previous day. The implied volatity was 28.36, the open interest changed by -30 which decreased total open position to 487


On 2 Dec IEX was trading at 148.54. The strike last trading price was 0.65, which was 0.03 higher than the previous day. The implied volatity was 28.86, the open interest changed by -2 which decreased total open position to 518


On 1 Dec IEX was trading at 146.70. The strike last trading price was 0.64, which was 0.45 higher than the previous day. The implied volatity was 30.09, the open interest changed by 200 which increased total open position to 495


On 28 Nov IEX was trading at 139.29. The strike last trading price was 0.2, which was -0.29 lower than the previous day. The implied volatity was 29.84, the open interest changed by -60 which decreased total open position to 296


On 27 Nov IEX was trading at 140.90. The strike last trading price was 0.5, which was -0.06 lower than the previous day. The implied volatity was 34.16, the open interest changed by 27 which increased total open position to 354


On 26 Nov IEX was trading at 141.76. The strike last trading price was 0.56, which was 0.02 higher than the previous day. The implied volatity was 33.23, the open interest changed by 79 which increased total open position to 326


On 25 Nov IEX was trading at 140.24. The strike last trading price was 0.54, which was -0.08 lower than the previous day. The implied volatity was 34.31, the open interest changed by 7 which increased total open position to 247


On 24 Nov IEX was trading at 140.29. The strike last trading price was 0.63, which was -0.15 lower than the previous day. The implied volatity was 35.39, the open interest changed by 48 which increased total open position to 239


On 21 Nov IEX was trading at 141.12. The strike last trading price was 0.78, which was -0.36 lower than the previous day. The implied volatity was 34.64, the open interest changed by 48 which increased total open position to 190


On 20 Nov IEX was trading at 143.13. The strike last trading price was 1.05, which was 0.54 higher than the previous day. The implied volatity was 34.52, the open interest changed by 64 which increased total open position to 141


On 19 Nov IEX was trading at 137.11. The strike last trading price was 0.51, which was 0.1 higher than the previous day. The implied volatity was 34.54, the open interest changed by 16 which increased total open position to 76


On 18 Nov IEX was trading at 136.65. The strike last trading price was 0.41, which was -0.23 lower than the previous day. The implied volatity was 32.94, the open interest changed by 25 which increased total open position to 60


On 17 Nov IEX was trading at 137.55. The strike last trading price was 0.64, which was -0.01 lower than the previous day. The implied volatity was 34.83, the open interest changed by 6 which increased total open position to 34


On 14 Nov IEX was trading at 137.55. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 29


On 13 Nov IEX was trading at 138.45. The strike last trading price was 0.71, which was -0.39 lower than the previous day. The implied volatity was 33.24, the open interest changed by -1 which decreased total open position to 22


On 12 Nov IEX was trading at 139.43. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 35.61, the open interest changed by 1 which increased total open position to 22


On 11 Nov IEX was trading at 139.34. The strike last trading price was 1.05, which was -0.27 lower than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 21


On 10 Nov IEX was trading at 139.58. The strike last trading price was 1.32, which was -0.08 lower than the previous day. The implied volatity was 36.81, the open interest changed by 1 which increased total open position to 20


On 7 Nov IEX was trading at 138.96. The strike last trading price was 1.4, which was 0.08 higher than the previous day. The implied volatity was 36.76, the open interest changed by 1 which increased total open position to 17


On 6 Nov IEX was trading at 138.14. The strike last trading price was 1.32, which was -0.23 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 4 Nov IEX was trading at 137.66. The strike last trading price was 1.32, which was -0.23 lower than the previous day. The implied volatity was 36.16, the open interest changed by 0 which decreased total open position to 9


On 3 Nov IEX was trading at 140.01. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 35.19, the open interest changed by 3 which increased total open position to 8


On 31 Oct IEX was trading at 139.06. The strike last trading price was 1.9, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 30 Oct IEX was trading at 143.55. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 36.01, the open interest changed by -7 which decreased total open position to 2


On 29 Oct IEX was trading at 148.66. The strike last trading price was 4.2, which was -4.05 lower than the previous day. The implied volatity was 37.01, the open interest changed by 7 which increased total open position to 7


On 28 Oct IEX was trading at 147.52. 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 9 Oct IEX was trading at 140.42. 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 Oct IEX was trading at 141.58. 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 Oct IEX was trading at 142.55. 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 Oct IEX was trading at 143.59. The strike last trading price was 0, 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


IEX 30DEC2025 165 PE
Delta: -0.85
Vega: 0.08
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.19 24.2 1.64 56.44 12 3 90
8 Dec 141.91 22.6 3.52 40.52 15 3 87
5 Dec 145.31 19 2.89 36.33 26 5 84
4 Dec 147.93 16 -0.25 - 0 -3 0
3 Dec 148.89 16 -0.25 34.65 9 -3 79
2 Dec 148.54 16.25 -1.66 31.33 5 -2 83
1 Dec 146.70 17.89 -5.03 36.29 45 14 85
28 Nov 139.29 22.92 -1.19 - 0 0 0
27 Nov 140.90 22.92 -1.19 - 0 4 0
26 Nov 141.76 22.92 -1.19 41.10 6 3 70
25 Nov 140.24 24.11 1.11 39.50 23 15 67
24 Nov 140.29 23 -0.6 - 23 20 51
21 Nov 141.12 23.6 1.7 39.56 16 13 29
20 Nov 143.13 21.9 -5.85 39.11 3 2 15
19 Nov 137.11 27.75 1.25 48.54 7 4 11
18 Nov 136.65 26.5 1.5 - 0 0 0
17 Nov 137.55 26.5 1.5 - 0 1 0
14 Nov 137.55 26.5 1.5 39.95 1 0 6
13 Nov 138.45 25 -0.25 - 0 2 0
12 Nov 139.43 25 -0.25 40.72 2 0 4
11 Nov 139.34 25.25 0.25 38.96 2 1 3
10 Nov 139.58 25 -6.55 - 0 0 0
7 Nov 138.96 25 -6.55 - 0 0 0
6 Nov 138.14 25 -6.55 - 0 0 0
4 Nov 137.66 25 -6.55 - 0 0 0
3 Nov 140.01 25 -6.55 - 0 2 0
31 Oct 139.06 25 -6.55 - 4 2 2
30 Oct 143.55 31.55 0 - 0 0 0
29 Oct 148.66 31.55 0 - 0 0 0
28 Oct 147.52 0 0 - 0 0 0
9 Oct 140.42 0 0 - 0 0 0
7 Oct 141.58 0 0 - 0 0 0
6 Oct 142.55 0 0 - 0 0 0
3 Oct 143.59 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 165 expiring on 30DEC2025

Delta for 165 PE is -0.85

Historical price for 165 PE is as follows

On 9 Dec IEX was trading at 141.19. The strike last trading price was 24.2, which was 1.64 higher than the previous day. The implied volatity was 56.44, the open interest changed by 3 which increased total open position to 90


On 8 Dec IEX was trading at 141.91. The strike last trading price was 22.6, which was 3.52 higher than the previous day. The implied volatity was 40.52, the open interest changed by 3 which increased total open position to 87


On 5 Dec IEX was trading at 145.31. The strike last trading price was 19, which was 2.89 higher than the previous day. The implied volatity was 36.33, the open interest changed by 5 which increased total open position to 84


On 4 Dec IEX was trading at 147.93. The strike last trading price was 16, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 3 Dec IEX was trading at 148.89. The strike last trading price was 16, which was -0.25 lower than the previous day. The implied volatity was 34.65, the open interest changed by -3 which decreased total open position to 79


On 2 Dec IEX was trading at 148.54. The strike last trading price was 16.25, which was -1.66 lower than the previous day. The implied volatity was 31.33, the open interest changed by -2 which decreased total open position to 83


On 1 Dec IEX was trading at 146.70. The strike last trading price was 17.89, which was -5.03 lower than the previous day. The implied volatity was 36.29, the open interest changed by 14 which increased total open position to 85


On 28 Nov IEX was trading at 139.29. The strike last trading price was 22.92, which was -1.19 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 140.90. The strike last trading price was 22.92, which was -1.19 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 26 Nov IEX was trading at 141.76. The strike last trading price was 22.92, which was -1.19 lower than the previous day. The implied volatity was 41.10, the open interest changed by 3 which increased total open position to 70


On 25 Nov IEX was trading at 140.24. The strike last trading price was 24.11, which was 1.11 higher than the previous day. The implied volatity was 39.50, the open interest changed by 15 which increased total open position to 67


On 24 Nov IEX was trading at 140.29. The strike last trading price was 23, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 51


On 21 Nov IEX was trading at 141.12. The strike last trading price was 23.6, which was 1.7 higher than the previous day. The implied volatity was 39.56, the open interest changed by 13 which increased total open position to 29


On 20 Nov IEX was trading at 143.13. The strike last trading price was 21.9, which was -5.85 lower than the previous day. The implied volatity was 39.11, the open interest changed by 2 which increased total open position to 15


On 19 Nov IEX was trading at 137.11. The strike last trading price was 27.75, which was 1.25 higher than the previous day. The implied volatity was 48.54, the open interest changed by 4 which increased total open position to 11


On 18 Nov IEX was trading at 136.65. The strike last trading price was 26.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov IEX was trading at 137.55. The strike last trading price was 26.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov IEX was trading at 137.55. The strike last trading price was 26.5, which was 1.5 higher than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 6


On 13 Nov IEX was trading at 138.45. The strike last trading price was 25, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov IEX was trading at 139.43. The strike last trading price was 25, which was -0.25 lower than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 4


On 11 Nov IEX was trading at 139.34. The strike last trading price was 25.25, which was 0.25 higher than the previous day. The implied volatity was 38.96, the open interest changed by 1 which increased total open position to 3


On 10 Nov IEX was trading at 139.58. The strike last trading price was 25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov IEX was trading at 138.96. The strike last trading price was 25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov IEX was trading at 138.14. The strike last trading price was 25, which was -6.55 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 137.66. The strike last trading price was 25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov IEX was trading at 140.01. The strike last trading price was 25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct IEX was trading at 139.06. The strike last trading price was 25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 30 Oct IEX was trading at 143.55. The strike last trading price was 31.55, 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 29 Oct IEX was trading at 148.66. The strike last trading price was 31.55, 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 Oct IEX was trading at 147.52. 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 9 Oct IEX was trading at 140.42. 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 Oct IEX was trading at 141.58. 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 Oct IEX was trading at 142.55. 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 Oct IEX was trading at 143.59. The strike last trading price was 0, 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