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

161.33 -1.16 (-0.71%)

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Historical option data for IEX

21 Nov 2024 04:13 PM IST
IEX 28NOV2024 165 CE
Delta: 0.30
Vega: 0.08
Theta: -0.17
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
21 Nov 161.33 1.15 -0.70 27.43 851 -4 418
20 Nov 162.49 1.85 0.00 29.79 1,863 49 418
19 Nov 162.49 1.85 0.00 29.79 1,863 45 418
18 Nov 161.32 1.85 -0.50 28.83 759 32 373
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 0.30

Historical price for 165 CE is as follows

On 21 Nov IEX was trading at 161.33. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 27.43, the open interest changed by -4 which decreased total open position to 418


On 20 Nov IEX was trading at 162.49. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by 49 which increased total open position to 418


On 19 Nov IEX was trading at 162.49. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by 45 which increased total open position to 418


On 18 Nov IEX was trading at 161.32. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 28.83, the open interest changed by 32 which increased total open position to 373


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: -0.66
Vega: 0.08
Theta: -0.17
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 161.33 5.05 0.00 34.37 381 -11 315
20 Nov 162.49 5.05 0.00 34.01 849 128 327
19 Nov 162.49 5.05 -0.35 34.01 849 129 327
18 Nov 161.32 5.4 0.25 34.76 272 0 199
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 -0.66

Historical price for 165 PE is as follows

On 21 Nov IEX was trading at 161.33. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 34.37, the open interest changed by -11 which decreased total open position to 315


On 20 Nov IEX was trading at 162.49. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 34.01, the open interest changed by 128 which increased total open position to 327


On 19 Nov IEX was trading at 162.49. The strike last trading price was 5.05, which was -0.35 lower than the previous day. The implied volatity was 34.01, the open interest changed by 129 which increased total open position to 327


On 18 Nov IEX was trading at 161.32. The strike last trading price was 5.4, which was 0.25 higher than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 199


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