IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Dec 2025 04:12 PM IST
| IEX 30-DEC-2025 170 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.03
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 141.19 | 0.17 | 0 | 39.75 | 207 | -25 | 723 | |||||||||
| 8 Dec | 141.91 | 0.18 | -0.02 | 38.32 | 341 | -71 | 746 | |||||||||
| 5 Dec | 145.31 | 0.23 | -0.09 | 32.74 | 416 | -45 | 809 | |||||||||
| 4 Dec | 147.93 | 0.31 | -0.08 | 31.40 | 665 | 73 | 854 | |||||||||
| 3 Dec | 148.89 | 0.38 | 0 | 30.42 | 582 | -17 | 779 | |||||||||
| 2 Dec | 148.54 | 0.38 | 0.02 | 30.65 | 1,458 | 19 | 752 | |||||||||
| 1 Dec | 146.70 | 0.38 | 0.27 | 31.74 | 1,487 | 249 | 727 | |||||||||
| 28 Nov | 139.29 | 0.12 | -0.17 | 31.53 | 979 | 95 | 482 | |||||||||
| 27 Nov | 140.90 | 0.3 | -0.03 | 35.23 | 95 | 8 | 386 | |||||||||
| 26 Nov | 141.76 | 0.34 | 0.03 | 34.36 | 196 | 67 | 377 | |||||||||
| 25 Nov | 140.24 | 0.32 | -0.08 | 35.12 | 174 | 86 | 310 | |||||||||
| 24 Nov | 140.29 | 0.4 | -0.09 | 36.48 | 113 | 40 | 224 | |||||||||
| 21 Nov | 141.12 | 0.51 | -0.2 | 35.83 | 101 | 2 | 184 | |||||||||
| 20 Nov | 143.13 | 0.67 | 0.32 | 35.28 | 140 | 52 | 180 | |||||||||
| 19 Nov | 137.11 | 0.35 | 0.08 | 36.05 | 47 | 16 | 128 | |||||||||
| 18 Nov | 136.65 | 0.27 | -0.06 | 34.27 | 19 | -5 | 112 | |||||||||
| 17 Nov | 137.55 | 0.33 | -0.09 | 34.14 | 13 | 4 | 117 | |||||||||
| 14 Nov | 137.55 | 0.42 | -0.05 | 34.54 | 3 | 1 | 111 | |||||||||
| 13 Nov | 138.45 | 0.47 | -0.17 | 34.24 | 9 | 3 | 110 | |||||||||
| 12 Nov | 139.43 | 0.64 | -0.1 | 35.08 | 8 | 1 | 107 | |||||||||
| 11 Nov | 139.34 | 0.74 | -0.12 | 36.51 | 19 | 11 | 105 | |||||||||
| 10 Nov | 139.58 | 0.84 | -0.12 | 36.71 | 10 | 3 | 91 | |||||||||
| 7 Nov | 138.96 | 0.96 | 0.11 | 37.23 | 12 | 6 | 90 | |||||||||
| 6 Nov | 138.14 | 0.85 | 0 | 36.77 | 10 | 1 | 83 | |||||||||
| 4 Nov | 137.66 | 0.85 | -0.3 | 36.03 | 10 | -1 | 82 | |||||||||
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| 3 Nov | 140.01 | 1.15 | -0.15 | 36.39 | 55 | 32 | 90 | |||||||||
| 31 Oct | 139.06 | 1.3 | -1.2 | - | 36 | 27 | 59 | |||||||||
| 30 Oct | 143.55 | 2.5 | -0.6 | 40.89 | 17 | 14 | 32 | |||||||||
| 29 Oct | 148.66 | 3.1 | 0.05 | 37.15 | 20 | 16 | 17 | |||||||||
| 28 Oct | 147.52 | 3.05 | -0.45 | 38.42 | 1 | 0 | 1 | |||||||||
For Indian Energy Exc Ltd - strike price 170 expiring on 30DEC2025
Delta for 170 CE is 0.03
Historical price for 170 CE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 39.75, the open interest changed by -25 which decreased total open position to 723
On 8 Dec IEX was trading at 141.91. The strike last trading price was 0.18, which was -0.02 lower than the previous day. The implied volatity was 38.32, the open interest changed by -71 which decreased total open position to 746
On 5 Dec IEX was trading at 145.31. The strike last trading price was 0.23, which was -0.09 lower than the previous day. The implied volatity was 32.74, the open interest changed by -45 which decreased total open position to 809
On 4 Dec IEX was trading at 147.93. The strike last trading price was 0.31, which was -0.08 lower than the previous day. The implied volatity was 31.40, the open interest changed by 73 which increased total open position to 854
On 3 Dec IEX was trading at 148.89. The strike last trading price was 0.38, which was 0 lower than the previous day. The implied volatity was 30.42, the open interest changed by -17 which decreased total open position to 779
On 2 Dec IEX was trading at 148.54. The strike last trading price was 0.38, which was 0.02 higher than the previous day. The implied volatity was 30.65, the open interest changed by 19 which increased total open position to 752
On 1 Dec IEX was trading at 146.70. The strike last trading price was 0.38, which was 0.27 higher than the previous day. The implied volatity was 31.74, the open interest changed by 249 which increased total open position to 727
On 28 Nov IEX was trading at 139.29. The strike last trading price was 0.12, which was -0.17 lower than the previous day. The implied volatity was 31.53, the open interest changed by 95 which increased total open position to 482
On 27 Nov IEX was trading at 140.90. The strike last trading price was 0.3, which was -0.03 lower than the previous day. The implied volatity was 35.23, the open interest changed by 8 which increased total open position to 386
On 26 Nov IEX was trading at 141.76. The strike last trading price was 0.34, which was 0.03 higher than the previous day. The implied volatity was 34.36, the open interest changed by 67 which increased total open position to 377
On 25 Nov IEX was trading at 140.24. The strike last trading price was 0.32, which was -0.08 lower than the previous day. The implied volatity was 35.12, the open interest changed by 86 which increased total open position to 310
On 24 Nov IEX was trading at 140.29. The strike last trading price was 0.4, which was -0.09 lower than the previous day. The implied volatity was 36.48, the open interest changed by 40 which increased total open position to 224
On 21 Nov IEX was trading at 141.12. The strike last trading price was 0.51, which was -0.2 lower than the previous day. The implied volatity was 35.83, the open interest changed by 2 which increased total open position to 184
On 20 Nov IEX was trading at 143.13. The strike last trading price was 0.67, which was 0.32 higher than the previous day. The implied volatity was 35.28, the open interest changed by 52 which increased total open position to 180
On 19 Nov IEX was trading at 137.11. The strike last trading price was 0.35, which was 0.08 higher than the previous day. The implied volatity was 36.05, the open interest changed by 16 which increased total open position to 128
On 18 Nov IEX was trading at 136.65. The strike last trading price was 0.27, which was -0.06 lower than the previous day. The implied volatity was 34.27, the open interest changed by -5 which decreased total open position to 112
On 17 Nov IEX was trading at 137.55. The strike last trading price was 0.33, which was -0.09 lower than the previous day. The implied volatity was 34.14, the open interest changed by 4 which increased total open position to 117
On 14 Nov IEX was trading at 137.55. The strike last trading price was 0.42, which was -0.05 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 111
On 13 Nov IEX was trading at 138.45. The strike last trading price was 0.47, which was -0.17 lower than the previous day. The implied volatity was 34.24, the open interest changed by 3 which increased total open position to 110
On 12 Nov IEX was trading at 139.43. The strike last trading price was 0.64, which was -0.1 lower than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 107
On 11 Nov IEX was trading at 139.34. The strike last trading price was 0.74, which was -0.12 lower than the previous day. The implied volatity was 36.51, the open interest changed by 11 which increased total open position to 105
On 10 Nov IEX was trading at 139.58. The strike last trading price was 0.84, which was -0.12 lower than the previous day. The implied volatity was 36.71, the open interest changed by 3 which increased total open position to 91
On 7 Nov IEX was trading at 138.96. The strike last trading price was 0.96, which was 0.11 higher than the previous day. The implied volatity was 37.23, the open interest changed by 6 which increased total open position to 90
On 6 Nov IEX was trading at 138.14. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by 1 which increased total open position to 83
On 4 Nov IEX was trading at 137.66. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 36.03, the open interest changed by -1 which decreased total open position to 82
On 3 Nov IEX was trading at 140.01. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 36.39, the open interest changed by 32 which increased total open position to 90
On 31 Oct IEX was trading at 139.06. The strike last trading price was 1.3, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 59
On 30 Oct IEX was trading at 143.55. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 40.89, the open interest changed by 14 which increased total open position to 32
On 29 Oct IEX was trading at 148.66. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 37.15, the open interest changed by 16 which increased total open position to 17
On 28 Oct IEX was trading at 147.52. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 1
| IEX 30DEC2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.07
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 141.19 | 28.84 | 0.71 | 59.04 | 4 | -3 | 398 |
| 8 Dec | 141.91 | 28.13 | 5.13 | 56.31 | 6 | -3 | 401 |
| 5 Dec | 145.31 | 23 | 1.19 | - | 3 | 0 | 407 |
| 4 Dec | 147.93 | 21.72 | 0.97 | 36.33 | 46 | 2 | 407 |
| 3 Dec | 148.89 | 20.75 | -0.6 | 39.09 | 25 | -8 | 406 |
| 2 Dec | 148.54 | 21.35 | -1.12 | 39.25 | 32 | 1 | 414 |
| 1 Dec | 146.70 | 22.17 | -7.12 | 34.05 | 31 | -2 | 415 |
| 28 Nov | 139.29 | 29.29 | 0.93 | 36.88 | 10 | 0 | 417 |
| 27 Nov | 140.90 | 28.36 | 1.06 | 41.46 | 9 | 0 | 417 |
| 26 Nov | 141.76 | 27.3 | -1.7 | 39.60 | 3 | 2 | 416 |
| 25 Nov | 140.24 | 29 | 1 | 44.02 | 162 | 145 | 404 |
| 24 Nov | 140.29 | 28 | -0.66 | - | 80 | 78 | 258 |
| 21 Nov | 141.12 | 28.66 | 1.95 | 46.01 | 49 | 36 | 178 |
| 20 Nov | 143.13 | 26.71 | -5.79 | 43.39 | 90 | 89 | 143 |
| 19 Nov | 137.11 | 32.5 | 2.1 | 52.01 | 3 | 0 | 51 |
| 18 Nov | 136.65 | 30.4 | 2.1 | - | 0 | 0 | 0 |
| 17 Nov | 137.55 | 30.4 | 2.1 | - | 0 | 0 | 0 |
| 14 Nov | 137.55 | 30.4 | 2.1 | - | 0 | 0 | 0 |
| 13 Nov | 138.45 | 30.4 | 2.1 | - | 0 | 0 | 0 |
| 12 Nov | 139.43 | 30.4 | 2.1 | - | 0 | 23 | 0 |
| 11 Nov | 139.34 | 30.4 | 2.1 | 45.63 | 24 | 19 | 47 |
| 10 Nov | 139.58 | 28.3 | -1.45 | - | 26 | 24 | 26 |
| 7 Nov | 138.96 | 29.75 | -5.6 | - | 0 | 0 | 0 |
| 6 Nov | 138.14 | 29.75 | -5.6 | - | 0 | 0 | 0 |
| 4 Nov | 137.66 | 29.75 | -5.6 | - | 0 | 0 | 0 |
| 3 Nov | 140.01 | 29.75 | -5.6 | - | 0 | 2 | 0 |
| 31 Oct | 139.06 | 29.75 | -5.6 | - | 2 | 1 | 1 |
| 30 Oct | 143.55 | 35.35 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 148.66 | 35.35 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 147.52 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 170 expiring on 30DEC2025
Delta for 170 PE is -0.88
Historical price for 170 PE is as follows
On 9 Dec IEX was trading at 141.19. The strike last trading price was 28.84, which was 0.71 higher than the previous day. The implied volatity was 59.04, the open interest changed by -3 which decreased total open position to 398
On 8 Dec IEX was trading at 141.91. The strike last trading price was 28.13, which was 5.13 higher than the previous day. The implied volatity was 56.31, the open interest changed by -3 which decreased total open position to 401
On 5 Dec IEX was trading at 145.31. The strike last trading price was 23, which was 1.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 407
On 4 Dec IEX was trading at 147.93. The strike last trading price was 21.72, which was 0.97 higher than the previous day. The implied volatity was 36.33, the open interest changed by 2 which increased total open position to 407
On 3 Dec IEX was trading at 148.89. The strike last trading price was 20.75, which was -0.6 lower than the previous day. The implied volatity was 39.09, the open interest changed by -8 which decreased total open position to 406
On 2 Dec IEX was trading at 148.54. The strike last trading price was 21.35, which was -1.12 lower than the previous day. The implied volatity was 39.25, the open interest changed by 1 which increased total open position to 414
On 1 Dec IEX was trading at 146.70. The strike last trading price was 22.17, which was -7.12 lower than the previous day. The implied volatity was 34.05, the open interest changed by -2 which decreased total open position to 415
On 28 Nov IEX was trading at 139.29. The strike last trading price was 29.29, which was 0.93 higher than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 417
On 27 Nov IEX was trading at 140.90. The strike last trading price was 28.36, which was 1.06 higher than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 417
On 26 Nov IEX was trading at 141.76. The strike last trading price was 27.3, which was -1.7 lower than the previous day. The implied volatity was 39.60, the open interest changed by 2 which increased total open position to 416
On 25 Nov IEX was trading at 140.24. The strike last trading price was 29, which was 1 higher than the previous day. The implied volatity was 44.02, the open interest changed by 145 which increased total open position to 404
On 24 Nov IEX was trading at 140.29. The strike last trading price was 28, which was -0.66 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 258
On 21 Nov IEX was trading at 141.12. The strike last trading price was 28.66, which was 1.95 higher than the previous day. The implied volatity was 46.01, the open interest changed by 36 which increased total open position to 178
On 20 Nov IEX was trading at 143.13. The strike last trading price was 26.71, which was -5.79 lower than the previous day. The implied volatity was 43.39, the open interest changed by 89 which increased total open position to 143
On 19 Nov IEX was trading at 137.11. The strike last trading price was 32.5, which was 2.1 higher than the previous day. The implied volatity was 52.01, the open interest changed by 0 which decreased total open position to 51
On 18 Nov IEX was trading at 136.65. The strike last trading price was 30.4, which was 2.1 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 30.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IEX was trading at 137.55. The strike last trading price was 30.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IEX was trading at 138.45. The strike last trading price was 30.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 139.43. The strike last trading price was 30.4, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 0
On 11 Nov IEX was trading at 139.34. The strike last trading price was 30.4, which was 2.1 higher than the previous day. The implied volatity was 45.63, the open interest changed by 19 which increased total open position to 47
On 10 Nov IEX was trading at 139.58. The strike last trading price was 28.3, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 26
On 7 Nov IEX was trading at 138.96. The strike last trading price was 29.75, which was -5.6 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 29.75, which was -5.6 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 29.75, which was -5.6 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 29.75, which was -5.6 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 29.75, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Oct IEX was trading at 143.55. The strike last trading price was 35.35, 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 35.35, 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































































































































































































































