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[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

179.03 1.63 (0.92%)

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Historical option data for IEX

11 Apr 2025 04:13 PM IST
IEX 24APR2025 165 CE
Delta: 0.85
Vega: 0.08
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 15.9 1.3 46.29 23 -9 49
9 Apr 177.40 14.6 -0.5 45.22 12 -1 58
8 Apr 176.90 15.1 2.2 50.07 48 -21 59
7 Apr 173.80 13.1 -2.25 51.09 131 33 81
4 Apr 178.52 15.35 -3.65 25.94 37 -12 48
3 Apr 182.05 19 3.4 35.14 16 -6 61
2 Apr 177.99 15.7 0.7 39.76 10 1 69
1 Apr 176.73 15 0.55 39.42 59 7 69
28 Mar 175.77 14.15 -2.4 38.42 80 38 62
27 Mar 178.44 16.55 -0.25 28.22 7 0 24
26 Mar 177.16 16.8 0.9 41.72 16 6 24
25 Mar 175.99 15.9 -0.6 44.68 3 0 18
24 Mar 178.07 16.5 4.25 35.84 4 -1 18
21 Mar 172.67 12.25 3.05 32.67 10 0 17
20 Mar 167.58 9.2 -0.9 34.60 16 -1 18
19 Mar 167.96 10.1 2.85 38.53 43 10 20
18 Mar 163.33 7.2 0.2 35.56 12 4 11
17 Mar 162.67 7 2.85 35.26 2 1 7
13 Mar 153.56 4.15 -0.85 37.31 2 1 6
12 Mar 156.49 5 -0.3 36.10 5 2 4
11 Mar 157.99 5.3 -3.95 33.09 1 0 2
10 Mar 159.06 9.25 0 0.00 0 1 0
7 Mar 163.93 9.25 3.7 38.03 1 0 1
6 Mar 163.30 5.55 0 0.00 0 0 0
5 Mar 158.25 5.55 0 0.00 0 0 0
4 Mar 152.82 5.55 -2.95 40.99 1 0 1
3 Mar 154.69 8.5 0 0.00 0 0 0
28 Feb 155.93 8.5 0 0.00 0 0 0
27 Feb 156.94 8.5 -13.25 44.80 1 0 0
26 Feb 165.51 21.75 0 - 0 0 0
25 Feb 166.24 21.75 0 - 0 0 0
24 Feb 164.23 21.75 0 - 0 0 0
20 Feb 169.73 21.75 0 - 0 0 0
19 Feb 169.45 21.75 0 - 0 0 0
18 Feb 164.63 21.75 0 - 0 0 0
17 Feb 167.21 21.75 0 - 0 0 0
14 Feb 163.93 21.75 0 - 0 0 0
13 Feb 169.60 0 0 - 0 0 0
12 Feb 171.81 0 0 - 0 0 0
11 Feb 171.38 0 0 - 0 0 0
10 Feb 176.79 0 0 - 0 0 0
7 Feb 182.24 0 0 - 0 0 0
6 Feb 182.83 0 0 - 0 0 0
5 Feb 179.67 0 0 - 0 0 0
4 Feb 173.44 0 0 - 0 0 0
3 Feb 169.68 0 0 - 0 0 0
1 Feb 168.36 0 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 165 expiring on 24APR2025

Delta for 165 CE is 0.85

Historical price for 165 CE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 15.9, which was 1.3 higher than the previous day. The implied volatity was 46.29, the open interest changed by -9 which decreased total open position to 49


On 9 Apr IEX was trading at 177.40. The strike last trading price was 14.6, which was -0.5 lower than the previous day. The implied volatity was 45.22, the open interest changed by -1 which decreased total open position to 58


On 8 Apr IEX was trading at 176.90. The strike last trading price was 15.1, which was 2.2 higher than the previous day. The implied volatity was 50.07, the open interest changed by -21 which decreased total open position to 59


On 7 Apr IEX was trading at 173.80. The strike last trading price was 13.1, which was -2.25 lower than the previous day. The implied volatity was 51.09, the open interest changed by 33 which increased total open position to 81


On 4 Apr IEX was trading at 178.52. The strike last trading price was 15.35, which was -3.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by -12 which decreased total open position to 48


On 3 Apr IEX was trading at 182.05. The strike last trading price was 19, which was 3.4 higher than the previous day. The implied volatity was 35.14, the open interest changed by -6 which decreased total open position to 61


On 2 Apr IEX was trading at 177.99. The strike last trading price was 15.7, which was 0.7 higher than the previous day. The implied volatity was 39.76, the open interest changed by 1 which increased total open position to 69


On 1 Apr IEX was trading at 176.73. The strike last trading price was 15, which was 0.55 higher than the previous day. The implied volatity was 39.42, the open interest changed by 7 which increased total open position to 69


On 28 Mar IEX was trading at 175.77. The strike last trading price was 14.15, which was -2.4 lower than the previous day. The implied volatity was 38.42, the open interest changed by 38 which increased total open position to 62


On 27 Mar IEX was trading at 178.44. The strike last trading price was 16.55, which was -0.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 24


On 26 Mar IEX was trading at 177.16. The strike last trading price was 16.8, which was 0.9 higher than the previous day. The implied volatity was 41.72, the open interest changed by 6 which increased total open position to 24


On 25 Mar IEX was trading at 175.99. The strike last trading price was 15.9, which was -0.6 lower than the previous day. The implied volatity was 44.68, the open interest changed by 0 which decreased total open position to 18


On 24 Mar IEX was trading at 178.07. The strike last trading price was 16.5, which was 4.25 higher than the previous day. The implied volatity was 35.84, the open interest changed by -1 which decreased total open position to 18


On 21 Mar IEX was trading at 172.67. The strike last trading price was 12.25, which was 3.05 higher than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 17


On 20 Mar IEX was trading at 167.58. The strike last trading price was 9.2, which was -0.9 lower than the previous day. The implied volatity was 34.60, the open interest changed by -1 which decreased total open position to 18


On 19 Mar IEX was trading at 167.96. The strike last trading price was 10.1, which was 2.85 higher than the previous day. The implied volatity was 38.53, the open interest changed by 10 which increased total open position to 20


On 18 Mar IEX was trading at 163.33. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 35.56, the open interest changed by 4 which increased total open position to 11


On 17 Mar IEX was trading at 162.67. The strike last trading price was 7, which was 2.85 higher than the previous day. The implied volatity was 35.26, the open interest changed by 1 which increased total open position to 7


On 13 Mar IEX was trading at 153.56. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 37.31, the open interest changed by 1 which increased total open position to 6


On 12 Mar IEX was trading at 156.49. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 36.10, the open interest changed by 2 which increased total open position to 4


On 11 Mar IEX was trading at 157.99. The strike last trading price was 5.3, which was -3.95 lower than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 2


On 10 Mar IEX was trading at 159.06. The strike last trading price was 9.25, 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 7 Mar IEX was trading at 163.93. The strike last trading price was 9.25, which was 3.7 higher than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 1


On 6 Mar IEX was trading at 163.30. The strike last trading price was 5.55, 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 5 Mar IEX was trading at 158.25. The strike last trading price was 5.55, 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 4 Mar IEX was trading at 152.82. The strike last trading price was 5.55, which was -2.95 lower than the previous day. The implied volatity was 40.99, the open interest changed by 0 which decreased total open position to 1


On 3 Mar IEX was trading at 154.69. The strike last trading price was 8.5, 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 28 Feb IEX was trading at 155.93. The strike last trading price was 8.5, 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 27 Feb IEX was trading at 156.94. The strike last trading price was 8.5, which was -13.25 lower than the previous day. The implied volatity was 44.80, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IEX was trading at 165.51. The strike last trading price was 21.75, 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 25 Feb IEX was trading at 166.24. The strike last trading price was 21.75, 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 24 Feb IEX was trading at 164.23. The strike last trading price was 21.75, 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 20 Feb IEX was trading at 169.73. The strike last trading price was 21.75, 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 19 Feb IEX was trading at 169.45. The strike last trading price was 21.75, 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 18 Feb IEX was trading at 164.63. The strike last trading price was 21.75, 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 Feb IEX was trading at 167.21. The strike last trading price was 21.75, 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 14 Feb IEX was trading at 163.93. The strike last trading price was 21.75, 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 Feb IEX was trading at 169.60. 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 12 Feb IEX was trading at 171.81. 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 11 Feb IEX was trading at 171.38. 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 10 Feb IEX was trading at 176.79. 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 Feb IEX was trading at 182.24. 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 Feb IEX was trading at 182.83. 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 5 Feb IEX was trading at 179.67. 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 4 Feb IEX was trading at 173.44. 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 Feb IEX was trading at 169.68. 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 1 Feb IEX was trading at 168.36. 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


IEX 24APR2025 165 PE
Delta: -0.15
Vega: 0.08
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 1.25 -0.95 45.50 189 -43 468
9 Apr 177.40 2.25 0 49.42 163 -21 518
8 Apr 176.90 2.15 -1.5 46.51 278 8 541
7 Apr 173.80 3.6 1.95 50.83 700 22 534
4 Apr 178.52 1.5 0.4 39.88 198 11 510
3 Apr 182.05 1.15 -0.7 40.14 405 -65 498
2 Apr 177.99 1.85 -0.3 39.27 170 -2 564
1 Apr 176.73 2.15 -0.65 39.31 210 -35 565
28 Mar 175.77 2.9 0.5 39.20 475 113 600
27 Mar 178.44 2.3 -0.45 41.00 804 361 484
26 Mar 177.16 2.75 -0.35 40.75 58 28 123
25 Mar 175.99 3.1 0.6 39.23 53 -13 94
24 Mar 178.07 2.45 -0.95 38.15 67 15 106
21 Mar 172.67 3.4 -1.75 34.85 44 28 91
20 Mar 167.58 5.15 -0.35 33.97 47 40 62
19 Mar 167.96 5.5 -2.4 35.26 29 18 21
18 Mar 163.33 7.9 -0.8 37.32 4 2 2
17 Mar 162.67 8.7 0 - 0 0 0
13 Mar 153.56 8.7 0 - 0 0 0
12 Mar 156.49 8.7 0 - 0 0 0
11 Mar 157.99 8.7 0 - 0 0 0
10 Mar 159.06 8.7 0 - 0 0 0
7 Mar 163.93 8.7 0 0.36 0 0 0
6 Mar 163.30 8.7 0 0.19 0 0 0
5 Mar 158.25 8.7 0 - 0 0 0
4 Mar 152.82 8.7 0 - 0 0 0
3 Mar 154.69 8.7 0 - 0 0 0
28 Feb 155.93 8.7 0 - 0 0 0
27 Feb 156.94 8.7 0 - 0 0 0
26 Feb 165.51 8.7 0 1.64 0 0 0
25 Feb 166.24 8.7 0 1.64 0 0 0
24 Feb 164.23 8.7 0 0.94 0 0 0
20 Feb 169.73 8.7 0 3.81 0 0 0
19 Feb 169.45 8.7 0 3.27 0 0 0
18 Feb 164.63 8.7 0 1.15 0 0 0
17 Feb 167.21 8.7 0 2.50 0 0 0
14 Feb 163.93 8.7 0 0.98 0 0 0
13 Feb 169.60 8.7 0 3.62 0 0 0
12 Feb 171.81 8.7 0 4.02 0 0 0
11 Feb 171.38 8.7 0 3.94 0 0 0
10 Feb 176.79 8.7 0 5.92 0 0 0
7 Feb 182.24 8.7 0 7.55 0 0 0
6 Feb 182.83 8.7 0 7.81 0 0 0
5 Feb 179.67 8.7 0 6.30 0 0 0
4 Feb 173.44 8.7 0 4.13 0 0 0
3 Feb 169.68 0 0 3.16 0 0 0
1 Feb 168.36 0 0 3.18 0 0 0


For Indian Energy Exc Ltd - strike price 165 expiring on 24APR2025

Delta for 165 PE is -0.15

Historical price for 165 PE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 45.50, the open interest changed by -43 which decreased total open position to 468


On 9 Apr IEX was trading at 177.40. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 49.42, the open interest changed by -21 which decreased total open position to 518


On 8 Apr IEX was trading at 176.90. The strike last trading price was 2.15, which was -1.5 lower than the previous day. The implied volatity was 46.51, the open interest changed by 8 which increased total open position to 541


On 7 Apr IEX was trading at 173.80. The strike last trading price was 3.6, which was 1.95 higher than the previous day. The implied volatity was 50.83, the open interest changed by 22 which increased total open position to 534


On 4 Apr IEX was trading at 178.52. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 39.88, the open interest changed by 11 which increased total open position to 510


On 3 Apr IEX was trading at 182.05. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 40.14, the open interest changed by -65 which decreased total open position to 498


On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 39.27, the open interest changed by -2 which decreased total open position to 564


On 1 Apr IEX was trading at 176.73. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 39.31, the open interest changed by -35 which decreased total open position to 565


On 28 Mar IEX was trading at 175.77. The strike last trading price was 2.9, which was 0.5 higher than the previous day. The implied volatity was 39.20, the open interest changed by 113 which increased total open position to 600


On 27 Mar IEX was trading at 178.44. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 41.00, the open interest changed by 361 which increased total open position to 484


On 26 Mar IEX was trading at 177.16. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 40.75, the open interest changed by 28 which increased total open position to 123


On 25 Mar IEX was trading at 175.99. The strike last trading price was 3.1, which was 0.6 higher than the previous day. The implied volatity was 39.23, the open interest changed by -13 which decreased total open position to 94


On 24 Mar IEX was trading at 178.07. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was 38.15, the open interest changed by 15 which increased total open position to 106


On 21 Mar IEX was trading at 172.67. The strike last trading price was 3.4, which was -1.75 lower than the previous day. The implied volatity was 34.85, the open interest changed by 28 which increased total open position to 91


On 20 Mar IEX was trading at 167.58. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 33.97, the open interest changed by 40 which increased total open position to 62


On 19 Mar IEX was trading at 167.96. The strike last trading price was 5.5, which was -2.4 lower than the previous day. The implied volatity was 35.26, the open interest changed by 18 which increased total open position to 21


On 18 Mar IEX was trading at 163.33. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 37.32, the open interest changed by 2 which increased total open position to 2


On 17 Mar IEX was trading at 162.67. The strike last trading price was 8.7, 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 8.7, 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 8.7, 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 8.7, 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 8.7, 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 8.7, which was 0 lower than the previous day. The implied volatity was 0.36, 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 8.7, which was 0 lower than the previous day. The implied volatity was 0.19, 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 8.7, 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 8.7, 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 8.7, 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 8.7, 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 27 Feb IEX was trading at 156.94. The strike last trading price was 8.7, 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 26 Feb IEX was trading at 165.51. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IEX was trading at 166.24. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IEX was trading at 164.23. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 20 Feb IEX was trading at 169.73. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0


On 19 Feb IEX was trading at 169.45. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IEX was trading at 164.63. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IEX was trading at 167.21. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IEX was trading at 163.93. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 13 Feb IEX was trading at 169.60. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IEX was trading at 171.81. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IEX was trading at 171.38. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IEX was trading at 176.79. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IEX was trading at 182.24. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IEX was trading at 182.83. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 7.81, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IEX was trading at 179.67. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IEX was trading at 173.44. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IEX was trading at 169.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IEX was trading at 168.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0