[--[65.84.65.76]--]

IEX

Indian Energy Exc Ltd
141.19 -0.72 (-0.51%)
L: 140.11 H: 142.4

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Historical option data for IEX

09 Dec 2025 04:12 PM IST
IEX 30-DEC-2025 170 CE
Delta: 0.03
Vega: 0.03
Theta: -0.02
Gamma: 0.01
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
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
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