IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.12
Theta: -0.14
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 2.35 | -1.35 | 28.03 | 759 | 90 | 341 | |||
| 13 Nov | 162.72 | 3.7 | -1.95 | 29.49 | 914 | 202 | 255 | |||
| 12 Nov | 166.23 | 5.65 | -1.85 | 34.41 | 104 | 31 | 54 | |||
|
|
||||||||||
| 11 Nov | 169.38 | 7.5 | -1.10 | 31.50 | 37 | 12 | 25 | |||
| 8 Nov | 171.07 | 8.6 | -3.10 | 28.90 | 15 | 1 | 12 | |||
| 7 Nov | 174.01 | 11.7 | -2.35 | 33.16 | 5 | 1 | 11 | |||
| 6 Nov | 177.37 | 14.05 | 2.20 | 27.57 | 21 | 2 | 11 | |||
| 5 Nov | 173.15 | 11.85 | -0.15 | 36.78 | 14 | -1 | 8 | |||
| 4 Nov | 173.04 | 12 | -9.50 | 36.31 | 17 | 8 | 9 | |||
| 1 Nov | 179.35 | 21.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 21.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 176.28 | 21.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 21.5 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 182.44 | 21.5 | - | 2 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 165 expiring on 28NOV2024
Delta for 165 CE is 0.39
Historical price for 165 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 2.35, which was -1.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by 90 which increased total open position to 341
On 13 Nov IEX was trading at 162.72. The strike last trading price was 3.7, which was -1.95 lower than the previous day. The implied volatity was 29.49, the open interest changed by 202 which increased total open position to 255
On 12 Nov IEX was trading at 166.23. The strike last trading price was 5.65, which was -1.85 lower than the previous day. The implied volatity was 34.41, the open interest changed by 31 which increased total open position to 54
On 11 Nov IEX was trading at 169.38. The strike last trading price was 7.5, which was -1.10 lower than the previous day. The implied volatity was 31.50, the open interest changed by 12 which increased total open position to 25
On 8 Nov IEX was trading at 171.07. The strike last trading price was 8.6, which was -3.10 lower than the previous day. The implied volatity was 28.90, the open interest changed by 1 which increased total open position to 12
On 7 Nov IEX was trading at 174.01. The strike last trading price was 11.7, which was -2.35 lower than the previous day. The implied volatity was 33.16, the open interest changed by 1 which increased total open position to 11
On 6 Nov IEX was trading at 177.37. The strike last trading price was 14.05, which was 2.20 higher than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 11
On 5 Nov IEX was trading at 173.15. The strike last trading price was 11.85, which was -0.15 lower than the previous day. The implied volatity was 36.78, the open interest changed by -1 which decreased total open position to 8
On 4 Nov IEX was trading at 173.04. The strike last trading price was 12, which was -9.50 lower than the previous day. The implied volatity was 36.31, the open interest changed by 8 which increased total open position to 9
On 1 Nov IEX was trading at 179.35. The strike last trading price was 21.5, 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 31 Oct IEX was trading at 177.76. The strike last trading price was 21.5, 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 21.5, 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 21.5, 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 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.12
Theta: -0.09
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 5.15 | 0.55 | 28.21 | 372 | -35 | 200 |
| 13 Nov | 162.72 | 4.6 | 0.70 | 33.01 | 622 | 35 | 229 |
| 12 Nov | 166.23 | 3.9 | 1.40 | 34.14 | 281 | 20 | 199 |
| 11 Nov | 169.38 | 2.5 | -0.05 | 32.02 | 122 | 12 | 178 |
| 8 Nov | 171.07 | 2.55 | 0.50 | 33.37 | 202 | -2 | 165 |
| 7 Nov | 174.01 | 2.05 | 0.60 | 35.13 | 188 | 20 | 168 |
| 6 Nov | 177.37 | 1.45 | -1.25 | 35.06 | 328 | 61 | 151 |
| 5 Nov | 173.15 | 2.7 | -0.35 | 37.04 | 197 | 23 | 91 |
| 4 Nov | 173.04 | 3.05 | 0.65 | 38.93 | 229 | 4 | 69 |
| 1 Nov | 179.35 | 2.4 | -0.15 | 42.39 | 20 | 0 | 65 |
| 31 Oct | 177.76 | 2.55 | -0.55 | - | 229 | 32 | 65 |
| 30 Oct | 176.28 | 3.1 | 0.85 | - | 55 | 10 | 32 |
| 29 Oct | 179.89 | 2.25 | 0.65 | - | 30 | 17 | 19 |
| 28 Oct | 182.44 | 1.6 | - | 3 | 1 | 1 | |
For Indian Energy Exc Ltd - strike price 165 expiring on 28NOV2024
Delta for 165 PE is -0.61
Historical price for 165 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 5.15, which was 0.55 higher than the previous day. The implied volatity was 28.21, the open interest changed by -35 which decreased total open position to 200
On 13 Nov IEX was trading at 162.72. The strike last trading price was 4.6, which was 0.70 higher than the previous day. The implied volatity was 33.01, the open interest changed by 35 which increased total open position to 229
On 12 Nov IEX was trading at 166.23. The strike last trading price was 3.9, which was 1.40 higher than the previous day. The implied volatity was 34.14, the open interest changed by 20 which increased total open position to 199
On 11 Nov IEX was trading at 169.38. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 32.02, the open interest changed by 12 which increased total open position to 178
On 8 Nov IEX was trading at 171.07. The strike last trading price was 2.55, which was 0.50 higher than the previous day. The implied volatity was 33.37, the open interest changed by -2 which decreased total open position to 165
On 7 Nov IEX was trading at 174.01. The strike last trading price was 2.05, which was 0.60 higher than the previous day. The implied volatity was 35.13, the open interest changed by 20 which increased total open position to 168
On 6 Nov IEX was trading at 177.37. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 35.06, the open interest changed by 61 which increased total open position to 151
On 5 Nov IEX was trading at 173.15. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 37.04, the open interest changed by 23 which increased total open position to 91
On 4 Nov IEX was trading at 173.04. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 38.93, the open interest changed by 4 which increased total open position to 69
On 1 Nov IEX was trading at 179.35. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 65
On 31 Oct IEX was trading at 177.76. The strike last trading price was 2.55, which was -0.55 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 3.1, which was 0.85 higher 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 2.25, which was 0.65 higher 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 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
