IEX
Indian Energy Exc Ltd
Historical option data for IEX
20 Dec 2024 04:13 PM IST
| IEX 26DEC2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.06
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 177.45 | 7.6 | -7.65 | 35.02 | 51 | -24 | 116 | |||
| 19 Dec | 184.93 | 15.25 | 1.25 | - | 11 | 2 | 140 | |||
| 18 Dec | 183.15 | 14 | -3.10 | 44.31 | 9 | -2 | 139 | |||
| 17 Dec | 185.78 | 17.1 | -0.40 | 53.60 | 7 | -6 | 142 | |||
| 16 Dec | 189.71 | 17.5 | -0.50 | - | 4 | 0 | 148 | |||
| 13 Dec | 189.43 | 18 | -1.00 | - | 26 | -7 | 148 | |||
| 12 Dec | 188.61 | 19 | -1.70 | 33.91 | 45 | -19 | 155 | |||
| 11 Dec | 190.28 | 20.7 | 3.55 | - | 47 | -29 | 176 | |||
| 10 Dec | 186.13 | 17.15 | 1.90 | 31.60 | 32 | -9 | 206 | |||
| 9 Dec | 184.13 | 15.25 | -0.85 | 19.70 | 81 | -23 | 214 | |||
| 6 Dec | 184.96 | 16.1 | 5.00 | 27.52 | 157 | -11 | 239 | |||
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| 5 Dec | 178.15 | 11.1 | -0.05 | 32.18 | 122 | 5 | 250 | |||
| 4 Dec | 178.17 | 11.15 | -0.05 | 31.16 | 162 | -13 | 245 | |||
| 3 Dec | 178.10 | 11.2 | -0.35 | 30.42 | 98 | -28 | 259 | |||
| 2 Dec | 178.19 | 11.55 | 1.25 | 30.44 | 156 | -12 | 288 | |||
| 29 Nov | 176.19 | 10.3 | -0.20 | 31.61 | 245 | 11 | 300 | |||
| 28 Nov | 174.90 | 10.5 | 1.60 | 36.01 | 659 | -68 | 290 | |||
| 27 Nov | 171.71 | 8.9 | 3.45 | 35.46 | 1,029 | 46 | 361 | |||
| 26 Nov | 166.13 | 5.45 | -0.30 | 33.67 | 402 | 86 | 315 | |||
| 25 Nov | 166.46 | 5.75 | 1.50 | 35.28 | 423 | 138 | 245 | |||
| 22 Nov | 163.11 | 4.25 | 0.40 | 32.76 | 102 | 37 | 144 | |||
| 21 Nov | 161.33 | 3.85 | 0.05 | 33.39 | 66 | 14 | 106 | |||
| 20 Nov | 162.49 | 3.8 | 0.00 | 31.21 | 65 | 34 | 91 | |||
| 19 Nov | 162.49 | 3.8 | -0.10 | 31.21 | 65 | 33 | 91 | |||
| 18 Nov | 161.32 | 3.9 | -0.20 | 31.59 | 18 | 13 | 58 | |||
| 14 Nov | 161.51 | 4.1 | -0.60 | 30.74 | 15 | -6 | 43 | |||
| 13 Nov | 162.72 | 4.7 | -1.50 | 28.86 | 64 | 29 | 49 | |||
| 12 Nov | 166.23 | 6.2 | -2.05 | 30.90 | 26 | 18 | 20 | |||
| 11 Nov | 169.38 | 8.25 | -2.05 | 31.93 | 3 | 1 | 2 | |||
| 8 Nov | 171.07 | 10.3 | -35.40 | 35.69 | 1 | 0 | 0 | |||
| 7 Nov | 174.01 | 45.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 173.15 | 45.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 173.04 | 45.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 179.35 | 45.7 | 45.70 | - | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 176.28 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 CE is 0.81
Historical price for 170 CE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 7.6, which was -7.65 lower than the previous day. The implied volatity was 35.02, the open interest changed by -24 which decreased total open position to 116
On 19 Dec IEX was trading at 184.93. The strike last trading price was 15.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 140
On 18 Dec IEX was trading at 183.15. The strike last trading price was 14, which was -3.10 lower than the previous day. The implied volatity was 44.31, the open interest changed by -2 which decreased total open position to 139
On 17 Dec IEX was trading at 185.78. The strike last trading price was 17.1, which was -0.40 lower than the previous day. The implied volatity was 53.60, the open interest changed by -6 which decreased total open position to 142
On 16 Dec IEX was trading at 189.71. The strike last trading price was 17.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 148
On 13 Dec IEX was trading at 189.43. The strike last trading price was 18, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 148
On 12 Dec IEX was trading at 188.61. The strike last trading price was 19, which was -1.70 lower than the previous day. The implied volatity was 33.91, the open interest changed by -19 which decreased total open position to 155
On 11 Dec IEX was trading at 190.28. The strike last trading price was 20.7, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 176
On 10 Dec IEX was trading at 186.13. The strike last trading price was 17.15, which was 1.90 higher than the previous day. The implied volatity was 31.60, the open interest changed by -9 which decreased total open position to 206
On 9 Dec IEX was trading at 184.13. The strike last trading price was 15.25, which was -0.85 lower than the previous day. The implied volatity was 19.70, the open interest changed by -23 which decreased total open position to 214
On 6 Dec IEX was trading at 184.96. The strike last trading price was 16.1, which was 5.00 higher than the previous day. The implied volatity was 27.52, the open interest changed by -11 which decreased total open position to 239
On 5 Dec IEX was trading at 178.15. The strike last trading price was 11.1, which was -0.05 lower than the previous day. The implied volatity was 32.18, the open interest changed by 5 which increased total open position to 250
On 4 Dec IEX was trading at 178.17. The strike last trading price was 11.15, which was -0.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by -13 which decreased total open position to 245
On 3 Dec IEX was trading at 178.10. The strike last trading price was 11.2, which was -0.35 lower than the previous day. The implied volatity was 30.42, the open interest changed by -28 which decreased total open position to 259
On 2 Dec IEX was trading at 178.19. The strike last trading price was 11.55, which was 1.25 higher than the previous day. The implied volatity was 30.44, the open interest changed by -12 which decreased total open position to 288
On 29 Nov IEX was trading at 176.19. The strike last trading price was 10.3, which was -0.20 lower than the previous day. The implied volatity was 31.61, the open interest changed by 11 which increased total open position to 300
On 28 Nov IEX was trading at 174.90. The strike last trading price was 10.5, which was 1.60 higher than the previous day. The implied volatity was 36.01, the open interest changed by -68 which decreased total open position to 290
On 27 Nov IEX was trading at 171.71. The strike last trading price was 8.9, which was 3.45 higher than the previous day. The implied volatity was 35.46, the open interest changed by 46 which increased total open position to 361
On 26 Nov IEX was trading at 166.13. The strike last trading price was 5.45, which was -0.30 lower than the previous day. The implied volatity was 33.67, the open interest changed by 86 which increased total open position to 315
On 25 Nov IEX was trading at 166.46. The strike last trading price was 5.75, which was 1.50 higher than the previous day. The implied volatity was 35.28, the open interest changed by 138 which increased total open position to 245
On 22 Nov IEX was trading at 163.11. The strike last trading price was 4.25, which was 0.40 higher than the previous day. The implied volatity was 32.76, the open interest changed by 37 which increased total open position to 144
On 21 Nov IEX was trading at 161.33. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 33.39, the open interest changed by 14 which increased total open position to 106
On 20 Nov IEX was trading at 162.49. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 34 which increased total open position to 91
On 19 Nov IEX was trading at 162.49. The strike last trading price was 3.8, which was -0.10 lower than the previous day. The implied volatity was 31.21, the open interest changed by 33 which increased total open position to 91
On 18 Nov IEX was trading at 161.32. The strike last trading price was 3.9, which was -0.20 lower than the previous day. The implied volatity was 31.59, the open interest changed by 13 which increased total open position to 58
On 14 Nov IEX was trading at 161.51. The strike last trading price was 4.1, which was -0.60 lower than the previous day. The implied volatity was 30.74, the open interest changed by -6 which decreased total open position to 43
On 13 Nov IEX was trading at 162.72. The strike last trading price was 4.7, which was -1.50 lower than the previous day. The implied volatity was 28.86, the open interest changed by 29 which increased total open position to 49
On 12 Nov IEX was trading at 166.23. The strike last trading price was 6.2, which was -2.05 lower than the previous day. The implied volatity was 30.90, the open interest changed by 18 which increased total open position to 20
On 11 Nov IEX was trading at 169.38. The strike last trading price was 8.25, which was -2.05 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 2
On 8 Nov IEX was trading at 171.07. The strike last trading price was 10.3, which was -35.40 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IEX was trading at 174.01. The strike last trading price was 45.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 45.7, which was 0.00 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 173.04. The strike last trading price was 45.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IEX was trading at 179.35. The strike last trading price was 45.7, which was 45.70 higher than the previous day. The implied volatity was -, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 26DEC2024 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.05
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 177.45 | 0.45 | 0.20 | 28.33 | 353 | -99 | 538 |
| 19 Dec | 184.93 | 0.25 | -0.10 | 40.01 | 599 | -149 | 642 |
| 18 Dec | 183.15 | 0.35 | 0.10 | 36.43 | 154 | -16 | 793 |
| 17 Dec | 185.78 | 0.25 | 0.05 | 36.48 | 25 | -5 | 813 |
| 16 Dec | 189.71 | 0.2 | 0.00 | 39.03 | 121 | -27 | 819 |
| 13 Dec | 189.43 | 0.2 | -0.05 | 33.42 | 289 | -12 | 847 |
| 12 Dec | 188.61 | 0.25 | 0.00 | 32.88 | 257 | 13 | 859 |
| 11 Dec | 190.28 | 0.25 | -0.30 | 34.68 | 592 | -88 | 846 |
| 10 Dec | 186.13 | 0.55 | -0.15 | 34.09 | 826 | -30 | 938 |
| 9 Dec | 184.13 | 0.7 | -0.15 | 33.07 | 910 | 28 | 965 |
| 6 Dec | 184.96 | 0.85 | -1.15 | 32.96 | 1,513 | -22 | 938 |
| 5 Dec | 178.15 | 2 | -0.10 | 32.37 | 1,040 | 304 | 961 |
| 4 Dec | 178.17 | 2.1 | -0.10 | 32.58 | 971 | 48 | 667 |
| 3 Dec | 178.10 | 2.2 | -0.20 | 32.72 | 512 | -7 | 619 |
| 2 Dec | 178.19 | 2.4 | -0.65 | 33.93 | 582 | -27 | 630 |
| 29 Nov | 176.19 | 3.05 | -1.00 | 32.23 | 914 | 66 | 643 |
| 28 Nov | 174.90 | 4.05 | -1.35 | 35.66 | 1,051 | 352 | 577 |
| 27 Nov | 171.71 | 5.4 | -2.70 | 37.36 | 238 | 110 | 217 |
| 26 Nov | 166.13 | 8.1 | -0.20 | 36.52 | 53 | 24 | 108 |
| 25 Nov | 166.46 | 8.3 | -2.20 | 36.30 | 31 | 42 | 83 |
| 22 Nov | 163.11 | 10.5 | -0.85 | 37.11 | 17 | 1 | 42 |
| 21 Nov | 161.33 | 11.35 | 1.20 | 35.86 | 7 | 6 | 41 |
| 20 Nov | 162.49 | 10.15 | 0.00 | 30.50 | 6 | 2 | 35 |
| 19 Nov | 162.49 | 10.15 | -1.25 | 30.50 | 6 | 2 | 35 |
| 18 Nov | 161.32 | 11.4 | 1.50 | 35.94 | 3 | -1 | 33 |
| 14 Nov | 161.51 | 9.9 | 0.15 | 27.51 | 2 | 0 | 34 |
| 13 Nov | 162.72 | 9.75 | 1.50 | 33.08 | 14 | 1 | 34 |
| 12 Nov | 166.23 | 8.25 | 1.50 | 31.24 | 13 | 5 | 33 |
| 11 Nov | 169.38 | 6.75 | -0.10 | 31.44 | 15 | 2 | 28 |
| 8 Nov | 171.07 | 6.85 | 1.35 | 33.71 | 17 | 4 | 25 |
| 7 Nov | 174.01 | 5.5 | -1.50 | 33.01 | 5 | 4 | 20 |
| 5 Nov | 173.15 | 7 | -0.65 | 37.43 | 4 | 0 | 17 |
| 4 Nov | 173.04 | 7.65 | 1.65 | 39.90 | 2 | 1 | 17 |
| 1 Nov | 179.35 | 6 | -0.20 | 40.88 | 2 | 1 | 16 |
| 31 Oct | 177.76 | 6.2 | -0.45 | - | 8 | 1 | 15 |
| 30 Oct | 176.28 | 6.65 | - | 15 | 13 | 13 | |
For Indian Energy Exc Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 PE is -0.14
Historical price for 170 PE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 28.33, the open interest changed by -99 which decreased total open position to 538
On 19 Dec IEX was trading at 184.93. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 40.01, the open interest changed by -149 which decreased total open position to 642
On 18 Dec IEX was trading at 183.15. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 36.43, the open interest changed by -16 which decreased total open position to 793
On 17 Dec IEX was trading at 185.78. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 36.48, the open interest changed by -5 which decreased total open position to 813
On 16 Dec IEX was trading at 189.71. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 39.03, the open interest changed by -27 which decreased total open position to 819
On 13 Dec IEX was trading at 189.43. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by -12 which decreased total open position to 847
On 12 Dec IEX was trading at 188.61. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 32.88, the open interest changed by 13 which increased total open position to 859
On 11 Dec IEX was trading at 190.28. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 34.68, the open interest changed by -88 which decreased total open position to 846
On 10 Dec IEX was trading at 186.13. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.09, the open interest changed by -30 which decreased total open position to 938
On 9 Dec IEX was trading at 184.13. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 33.07, the open interest changed by 28 which increased total open position to 965
On 6 Dec IEX was trading at 184.96. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 32.96, the open interest changed by -22 which decreased total open position to 938
On 5 Dec IEX was trading at 178.15. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 32.37, the open interest changed by 304 which increased total open position to 961
On 4 Dec IEX was trading at 178.17. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 32.58, the open interest changed by 48 which increased total open position to 667
On 3 Dec IEX was trading at 178.10. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 32.72, the open interest changed by -7 which decreased total open position to 619
On 2 Dec IEX was trading at 178.19. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 33.93, the open interest changed by -27 which decreased total open position to 630
On 29 Nov IEX was trading at 176.19. The strike last trading price was 3.05, which was -1.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by 66 which increased total open position to 643
On 28 Nov IEX was trading at 174.90. The strike last trading price was 4.05, which was -1.35 lower than the previous day. The implied volatity was 35.66, the open interest changed by 352 which increased total open position to 577
On 27 Nov IEX was trading at 171.71. The strike last trading price was 5.4, which was -2.70 lower than the previous day. The implied volatity was 37.36, the open interest changed by 110 which increased total open position to 217
On 26 Nov IEX was trading at 166.13. The strike last trading price was 8.1, which was -0.20 lower than the previous day. The implied volatity was 36.52, the open interest changed by 24 which increased total open position to 108
On 25 Nov IEX was trading at 166.46. The strike last trading price was 8.3, which was -2.20 lower than the previous day. The implied volatity was 36.30, the open interest changed by 42 which increased total open position to 83
On 22 Nov IEX was trading at 163.11. The strike last trading price was 10.5, which was -0.85 lower than the previous day. The implied volatity was 37.11, the open interest changed by 1 which increased total open position to 42
On 21 Nov IEX was trading at 161.33. The strike last trading price was 11.35, which was 1.20 higher than the previous day. The implied volatity was 35.86, the open interest changed by 6 which increased total open position to 41
On 20 Nov IEX was trading at 162.49. The strike last trading price was 10.15, which was 0.00 lower than the previous day. The implied volatity was 30.50, the open interest changed by 2 which increased total open position to 35
On 19 Nov IEX was trading at 162.49. The strike last trading price was 10.15, which was -1.25 lower than the previous day. The implied volatity was 30.50, the open interest changed by 2 which increased total open position to 35
On 18 Nov IEX was trading at 161.32. The strike last trading price was 11.4, which was 1.50 higher than the previous day. The implied volatity was 35.94, the open interest changed by -1 which decreased total open position to 33
On 14 Nov IEX was trading at 161.51. The strike last trading price was 9.9, which was 0.15 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 34
On 13 Nov IEX was trading at 162.72. The strike last trading price was 9.75, which was 1.50 higher than the previous day. The implied volatity was 33.08, the open interest changed by 1 which increased total open position to 34
On 12 Nov IEX was trading at 166.23. The strike last trading price was 8.25, which was 1.50 higher than the previous day. The implied volatity was 31.24, the open interest changed by 5 which increased total open position to 33
On 11 Nov IEX was trading at 169.38. The strike last trading price was 6.75, which was -0.10 lower than the previous day. The implied volatity was 31.44, the open interest changed by 2 which increased total open position to 28
On 8 Nov IEX was trading at 171.07. The strike last trading price was 6.85, which was 1.35 higher than the previous day. The implied volatity was 33.71, the open interest changed by 4 which increased total open position to 25
On 7 Nov IEX was trading at 174.01. The strike last trading price was 5.5, which was -1.50 lower than the previous day. The implied volatity was 33.01, the open interest changed by 4 which increased total open position to 20
On 5 Nov IEX was trading at 173.15. The strike last trading price was 7, which was -0.65 lower than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 17
On 4 Nov IEX was trading at 173.04. The strike last trading price was 7.65, which was 1.65 higher than the previous day. The implied volatity was 39.90, the open interest changed by 1 which increased total open position to 17
On 1 Nov IEX was trading at 179.35. The strike last trading price was 6, which was -0.20 lower than the previous day. The implied volatity was 40.88, the open interest changed by 1 which increased total open position to 16
On 31 Oct IEX was trading at 177.76. The strike last trading price was 6.2, which was -0.45 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 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
