IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 165 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.03
Theta: -0.03
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































