IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.11
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 1.55 | -1.10 | 27.95 | 264 | 76 | 162 | |||
| 13 Nov | 162.72 | 2.65 | -1.60 | 29.47 | 238 | 19 | 86 | |||
| 12 Nov | 166.23 | 4.25 | -1.75 | 33.31 | 120 | 45 | 66 | |||
| 11 Nov | 169.38 | 6 | -1.15 | 31.78 | 25 | 0 | 20 | |||
| 8 Nov | 171.07 | 7.15 | -2.90 | 30.36 | 23 | 4 | 22 | |||
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| 7 Nov | 174.01 | 10.05 | -2.65 | 34.26 | 6 | -1 | 18 | |||
| 6 Nov | 177.37 | 12.7 | 2.95 | 33.88 | 14 | 4 | 19 | |||
| 5 Nov | 173.15 | 9.75 | -0.50 | 34.08 | 39 | 3 | 16 | |||
| 4 Nov | 173.04 | 10.25 | -2.40 | 35.92 | 44 | 4 | 14 | |||
| 1 Nov | 179.35 | 12.65 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 31 Oct | 177.76 | 12.65 | -32.70 | - | 10 | 0 | 0 | |||
| 30 Oct | 176.28 | 45.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 45.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 45.35 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 167.5 expiring on 28NOV2024
Delta for 167.5 CE is 0.29
Historical price for 167.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 27.95, the open interest changed by 76 which increased total open position to 162
On 13 Nov IEX was trading at 162.72. The strike last trading price was 2.65, which was -1.60 lower than the previous day. The implied volatity was 29.47, the open interest changed by 19 which increased total open position to 86
On 12 Nov IEX was trading at 166.23. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 33.31, the open interest changed by 45 which increased total open position to 66
On 11 Nov IEX was trading at 169.38. The strike last trading price was 6, which was -1.15 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 20
On 8 Nov IEX was trading at 171.07. The strike last trading price was 7.15, which was -2.90 lower than the previous day. The implied volatity was 30.36, the open interest changed by 4 which increased total open position to 22
On 7 Nov IEX was trading at 174.01. The strike last trading price was 10.05, which was -2.65 lower than the previous day. The implied volatity was 34.26, the open interest changed by -1 which decreased total open position to 18
On 6 Nov IEX was trading at 177.37. The strike last trading price was 12.7, which was 2.95 higher than the previous day. The implied volatity was 33.88, the open interest changed by 4 which increased total open position to 19
On 5 Nov IEX was trading at 173.15. The strike last trading price was 9.75, which was -0.50 lower than the previous day. The implied volatity was 34.08, the open interest changed by 3 which increased total open position to 16
On 4 Nov IEX was trading at 173.04. The strike last trading price was 10.25, which was -2.40 lower than the previous day. The implied volatity was 35.92, the open interest changed by 4 which increased total open position to 14
On 1 Nov IEX was trading at 179.35. The strike last trading price was 12.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 12.65, which was -32.70 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 45.35, 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 45.35, 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 45.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.11
Theta: -0.08
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 6.9 | 0.80 | 28.71 | 64 | 0 | 80 |
| 13 Nov | 162.72 | 6.1 | 1.10 | 33.57 | 115 | -14 | 80 |
| 12 Nov | 166.23 | 5 | 1.60 | 33.11 | 149 | 0 | 94 |
| 11 Nov | 169.38 | 3.4 | 0.05 | 31.63 | 148 | 9 | 95 |
| 8 Nov | 171.07 | 3.35 | 0.60 | 32.82 | 351 | 25 | 85 |
| 7 Nov | 174.01 | 2.75 | 0.85 | 35.04 | 177 | 0 | 60 |
| 6 Nov | 177.37 | 1.9 | -1.35 | 34.33 | 50 | 0 | 61 |
| 5 Nov | 173.15 | 3.25 | -0.55 | 35.40 | 311 | 14 | 61 |
| 4 Nov | 173.04 | 3.8 | 0.70 | 38.43 | 266 | 11 | 46 |
| 1 Nov | 179.35 | 3.1 | -0.20 | 42.89 | 2 | 0 | 36 |
| 31 Oct | 177.76 | 3.3 | -0.60 | - | 99 | 24 | 37 |
| 30 Oct | 176.28 | 3.9 | 1.80 | - | 21 | 13 | 13 |
| 29 Oct | 179.89 | 2.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 182.44 | 2.1 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 167.5 expiring on 28NOV2024
Delta for 167.5 PE is -0.71
Historical price for 167.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 6.9, which was 0.80 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 80
On 13 Nov IEX was trading at 162.72. The strike last trading price was 6.1, which was 1.10 higher than the previous day. The implied volatity was 33.57, the open interest changed by -14 which decreased total open position to 80
On 12 Nov IEX was trading at 166.23. The strike last trading price was 5, which was 1.60 higher than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 94
On 11 Nov IEX was trading at 169.38. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 31.63, the open interest changed by 9 which increased total open position to 95
On 8 Nov IEX was trading at 171.07. The strike last trading price was 3.35, which was 0.60 higher than the previous day. The implied volatity was 32.82, the open interest changed by 25 which increased total open position to 85
On 7 Nov IEX was trading at 174.01. The strike last trading price was 2.75, which was 0.85 higher than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 60
On 6 Nov IEX was trading at 177.37. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 61
On 5 Nov IEX was trading at 173.15. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 35.40, the open interest changed by 14 which increased total open position to 61
On 4 Nov IEX was trading at 173.04. The strike last trading price was 3.8, which was 0.70 higher than the previous day. The implied volatity was 38.43, the open interest changed by 11 which increased total open position to 46
On 1 Nov IEX was trading at 179.35. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 42.89, the open interest changed by 0 which decreased total open position to 36
On 31 Oct IEX was trading at 177.76. The strike last trading price was 3.3, which was -0.60 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 3.9, which was 1.80 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 2.1, 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 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
