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

179.03 1.63 (0.92%)

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Historical option data for IEX

11 Apr 2025 04:13 PM IST
IEX 24APR2025 170 CE
Delta: 0.77
Vega: 0.10
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 11.5 0.7 41.12 90 -1 138
9 Apr 177.40 10.7 -0.05 42.96 124 3 140
8 Apr 176.90 10.8 1.2 43.58 137 -7 137
7 Apr 173.80 9.7 -1.6 49.03 461 10 144
4 Apr 178.52 11.55 -3.1 30.90 131 -8 133
3 Apr 182.05 14.6 2.85 33.46 56 -11 141
2 Apr 177.99 11.75 0.55 37.68 68 12 152
1 Apr 176.73 11.2 0.35 37.71 105 -3 139
28 Mar 175.77 10.55 -2.7 36.89 100 22 142
27 Mar 178.44 13.25 0.55 33.64 40 2 120
26 Mar 177.16 12.8 0.85 38.52 51 14 116
25 Mar 175.99 11.5 -1.4 38.44 43 -2 102
24 Mar 178.07 12.9 3.8 35.87 108 -30 104
21 Mar 172.67 9 2.15 31.54 129 19 134
20 Mar 167.58 6.85 -0.25 35.47 93 28 114
19 Mar 167.96 7.1 2.1 36.14 101 19 86
18 Mar 163.33 5 -0.1 34.92 45 -3 66
17 Mar 162.67 5 2.3 35.37 95 47 69
13 Mar 153.56 2.7 -0.9 36.26 4 1 22
12 Mar 156.49 3.6 -0.8 36.59 7 1 20
11 Mar 157.99 4.4 -0.25 37.16 15 11 19
10 Mar 159.06 4.6 -2.05 37.77 9 3 8
7 Mar 163.93 6.65 -0.1 36.19 2 1 5
6 Mar 163.30 6.75 2.9 36.73 3 1 3
5 Mar 158.25 3.85 0 0.00 0 0 0
4 Mar 152.82 3.85 -1 39.44 1 0 2
3 Mar 154.69 4.85 -2.15 40.96 1 0 1
28 Feb 155.93 7 -11.9 46.60 1 0 0
27 Feb 156.94 18.9 0 5.48 0 0 0
26 Feb 165.51 18.9 0 0.94 0 0 0
25 Feb 166.24 18.9 0 0.94 0 0 0
24 Feb 164.23 18.9 0 1.70 0 0 0
20 Feb 169.73 18.9 0 - 0 0 0
19 Feb 169.45 18.9 0 0.64 0 0 0
18 Feb 164.63 18.9 0 1.86 0 0 0
17 Feb 167.21 18.9 0 0.15 0 0 0
14 Feb 163.93 18.9 0 1.30 0 0 0
13 Feb 169.60 18.9 0 - 0 0 0
12 Feb 171.81 18.9 0 - 0 0 0
11 Feb 171.38 18.9 0 - 0 0 0
10 Feb 176.79 18.9 0 - 0 0 0
7 Feb 182.24 18.9 0 - 0 0 0
6 Feb 182.83 18.9 0 - 0 0 0
5 Feb 179.67 18.9 0 - 0 0 0
4 Feb 173.44 18.9 0 - 0 0 0
3 Feb 169.68 18.9 0 - 0 0 0
1 Feb 168.36 18.9 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 170 expiring on 24APR2025

Delta for 170 CE is 0.77

Historical price for 170 CE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 11.5, which was 0.7 higher than the previous day. The implied volatity was 41.12, the open interest changed by -1 which decreased total open position to 138


On 9 Apr IEX was trading at 177.40. The strike last trading price was 10.7, which was -0.05 lower than the previous day. The implied volatity was 42.96, the open interest changed by 3 which increased total open position to 140


On 8 Apr IEX was trading at 176.90. The strike last trading price was 10.8, which was 1.2 higher than the previous day. The implied volatity was 43.58, the open interest changed by -7 which decreased total open position to 137


On 7 Apr IEX was trading at 173.80. The strike last trading price was 9.7, which was -1.6 lower than the previous day. The implied volatity was 49.03, the open interest changed by 10 which increased total open position to 144


On 4 Apr IEX was trading at 178.52. The strike last trading price was 11.55, which was -3.1 lower than the previous day. The implied volatity was 30.90, the open interest changed by -8 which decreased total open position to 133


On 3 Apr IEX was trading at 182.05. The strike last trading price was 14.6, which was 2.85 higher than the previous day. The implied volatity was 33.46, the open interest changed by -11 which decreased total open position to 141


On 2 Apr IEX was trading at 177.99. The strike last trading price was 11.75, which was 0.55 higher than the previous day. The implied volatity was 37.68, the open interest changed by 12 which increased total open position to 152


On 1 Apr IEX was trading at 176.73. The strike last trading price was 11.2, which was 0.35 higher than the previous day. The implied volatity was 37.71, the open interest changed by -3 which decreased total open position to 139


On 28 Mar IEX was trading at 175.77. The strike last trading price was 10.55, which was -2.7 lower than the previous day. The implied volatity was 36.89, the open interest changed by 22 which increased total open position to 142


On 27 Mar IEX was trading at 178.44. The strike last trading price was 13.25, which was 0.55 higher than the previous day. The implied volatity was 33.64, the open interest changed by 2 which increased total open position to 120


On 26 Mar IEX was trading at 177.16. The strike last trading price was 12.8, which was 0.85 higher than the previous day. The implied volatity was 38.52, the open interest changed by 14 which increased total open position to 116


On 25 Mar IEX was trading at 175.99. The strike last trading price was 11.5, which was -1.4 lower than the previous day. The implied volatity was 38.44, the open interest changed by -2 which decreased total open position to 102


On 24 Mar IEX was trading at 178.07. The strike last trading price was 12.9, which was 3.8 higher than the previous day. The implied volatity was 35.87, the open interest changed by -30 which decreased total open position to 104


On 21 Mar IEX was trading at 172.67. The strike last trading price was 9, which was 2.15 higher than the previous day. The implied volatity was 31.54, the open interest changed by 19 which increased total open position to 134


On 20 Mar IEX was trading at 167.58. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 35.47, the open interest changed by 28 which increased total open position to 114


On 19 Mar IEX was trading at 167.96. The strike last trading price was 7.1, which was 2.1 higher than the previous day. The implied volatity was 36.14, the open interest changed by 19 which increased total open position to 86


On 18 Mar IEX was trading at 163.33. The strike last trading price was 5, which was -0.1 lower than the previous day. The implied volatity was 34.92, the open interest changed by -3 which decreased total open position to 66


On 17 Mar IEX was trading at 162.67. The strike last trading price was 5, which was 2.3 higher than the previous day. The implied volatity was 35.37, the open interest changed by 47 which increased total open position to 69


On 13 Mar IEX was trading at 153.56. The strike last trading price was 2.7, which was -0.9 lower than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 22


On 12 Mar IEX was trading at 156.49. The strike last trading price was 3.6, which was -0.8 lower than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 20


On 11 Mar IEX was trading at 157.99. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 37.16, the open interest changed by 11 which increased total open position to 19


On 10 Mar IEX was trading at 159.06. The strike last trading price was 4.6, which was -2.05 lower than the previous day. The implied volatity was 37.77, the open interest changed by 3 which increased total open position to 8


On 7 Mar IEX was trading at 163.93. The strike last trading price was 6.65, which was -0.1 lower than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 5


On 6 Mar IEX was trading at 163.30. The strike last trading price was 6.75, which was 2.9 higher than the previous day. The implied volatity was 36.73, the open interest changed by 1 which increased total open position to 3


On 5 Mar IEX was trading at 158.25. The strike last trading price was 3.85, which was 0 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 4 Mar IEX was trading at 152.82. The strike last trading price was 3.85, which was -1 lower than the previous day. The implied volatity was 39.44, the open interest changed by 0 which decreased total open position to 2


On 3 Mar IEX was trading at 154.69. The strike last trading price was 4.85, which was -2.15 lower than the previous day. The implied volatity was 40.96, the open interest changed by 0 which decreased total open position to 1


On 28 Feb IEX was trading at 155.93. The strike last trading price was 7, which was -11.9 lower than the previous day. The implied volatity was 46.60, the open interest changed by 0 which decreased total open position to 0


On 27 Feb IEX was trading at 156.94. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IEX was trading at 165.51. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IEX was trading at 166.24. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IEX was trading at 164.23. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 20 Feb IEX was trading at 169.73. The strike last trading price was 18.9, 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 19 Feb IEX was trading at 169.45. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IEX was trading at 164.63. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IEX was trading at 167.21. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IEX was trading at 163.93. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 13 Feb IEX was trading at 169.60. The strike last trading price was 18.9, 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 12 Feb IEX was trading at 171.81. The strike last trading price was 18.9, 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 11 Feb IEX was trading at 171.38. The strike last trading price was 18.9, 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 10 Feb IEX was trading at 176.79. The strike last trading price was 18.9, 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 7 Feb IEX was trading at 182.24. The strike last trading price was 18.9, 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 6 Feb IEX was trading at 182.83. The strike last trading price was 18.9, 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 5 Feb IEX was trading at 179.67. The strike last trading price was 18.9, 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 4 Feb IEX was trading at 173.44. The strike last trading price was 18.9, 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 3 Feb IEX was trading at 169.68. The strike last trading price was 18.9, 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 1 Feb IEX was trading at 168.36. The strike last trading price was 18.9, 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


IEX 24APR2025 170 PE
Delta: -0.23
Vega: 0.10
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 2.05 -1.25 42.63 285 7 563
9 Apr 177.40 3.25 -0.1 45.78 331 11 557
8 Apr 176.90 3.35 -1.65 44.61 455 5 548
7 Apr 173.80 4.9 2.4 46.86 1,089 31 547
4 Apr 178.52 2.4 0.65 37.91 382 -3 518
3 Apr 182.05 1.7 -1.2 36.98 561 -115 521
2 Apr 177.99 2.9 -0.35 37.48 265 10 635
1 Apr 176.73 3.2 -0.95 36.85 445 103 624
28 Mar 175.77 4.3 0.8 37.77 397 82 521
27 Mar 178.44 3.45 -0.55 39.89 178 58 440
26 Mar 177.16 3.95 -0.6 39.07 364 136 365
25 Mar 175.99 4.7 0.95 38.94 251 107 227
24 Mar 178.07 3.65 -1.75 36.93 155 5 121
21 Mar 172.67 5.55 -2.15 36.40 104 62 117
20 Mar 167.58 7.7 -0.2 34.61 44 21 54
19 Mar 167.96 7.85 -2.35 34.89 33 20 32
18 Mar 163.33 10.2 -2.35 34.49 9 7 11
17 Mar 162.67 12.55 -1.45 44.21 2 1 4
13 Mar 153.56 14 0 0.00 0 0 0
12 Mar 156.49 14 0 0.00 0 1 0
11 Mar 157.99 14 2.65 36.45 1 0 2
10 Mar 159.06 11.35 0 0.00 0 2 0
7 Mar 163.93 11.35 0.55 37.56 2 1 1
6 Mar 163.30 10.8 0 - 0 0 0
5 Mar 158.25 10.8 0 - 0 0 0
4 Mar 152.82 10.8 0 - 0 0 0
3 Mar 154.69 10.8 0 - 0 0 0
28 Feb 155.93 10.8 0 - 0 0 0
27 Feb 156.94 10.8 0 - 0 0 0
26 Feb 165.51 10.8 0 - 0 0 0
25 Feb 166.24 10.8 0 - 0 0 0
24 Feb 164.23 10.8 0 - 0 0 0
20 Feb 169.73 10.8 0 - 0 0 0
19 Feb 169.45 10.8 0 - 0 0 0
18 Feb 164.63 10.8 0 - 0 0 0
17 Feb 167.21 10.8 0 - 0 0 0
14 Feb 163.93 10.8 0 - 0 0 0
13 Feb 169.60 10.8 0 1.19 0 0 0
12 Feb 171.81 10.8 0 2.45 0 0 0
11 Feb 171.38 10.8 0 2.13 0 0 0
10 Feb 176.79 10.8 0 4.16 0 0 0
7 Feb 182.24 10.8 0 5.91 0 0 0
6 Feb 182.83 10.8 0 5.68 0 0 0
5 Feb 179.67 10.8 0 4.38 0 0 0
4 Feb 173.44 10.8 0 2.48 0 0 0
3 Feb 169.68 10.8 0 0.61 0 0 0
1 Feb 168.36 10.8 0 3.05 0 0 0


For Indian Energy Exc Ltd - strike price 170 expiring on 24APR2025

Delta for 170 PE is -0.23

Historical price for 170 PE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 2.05, which was -1.25 lower than the previous day. The implied volatity was 42.63, the open interest changed by 7 which increased total open position to 563


On 9 Apr IEX was trading at 177.40. The strike last trading price was 3.25, which was -0.1 lower than the previous day. The implied volatity was 45.78, the open interest changed by 11 which increased total open position to 557


On 8 Apr IEX was trading at 176.90. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 44.61, the open interest changed by 5 which increased total open position to 548


On 7 Apr IEX was trading at 173.80. The strike last trading price was 4.9, which was 2.4 higher than the previous day. The implied volatity was 46.86, the open interest changed by 31 which increased total open position to 547


On 4 Apr IEX was trading at 178.52. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was 37.91, the open interest changed by -3 which decreased total open position to 518


On 3 Apr IEX was trading at 182.05. The strike last trading price was 1.7, which was -1.2 lower than the previous day. The implied volatity was 36.98, the open interest changed by -115 which decreased total open position to 521


On 2 Apr IEX was trading at 177.99. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 37.48, the open interest changed by 10 which increased total open position to 635


On 1 Apr IEX was trading at 176.73. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 36.85, the open interest changed by 103 which increased total open position to 624


On 28 Mar IEX was trading at 175.77. The strike last trading price was 4.3, which was 0.8 higher than the previous day. The implied volatity was 37.77, the open interest changed by 82 which increased total open position to 521


On 27 Mar IEX was trading at 178.44. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 39.89, the open interest changed by 58 which increased total open position to 440


On 26 Mar IEX was trading at 177.16. The strike last trading price was 3.95, which was -0.6 lower than the previous day. The implied volatity was 39.07, the open interest changed by 136 which increased total open position to 365


On 25 Mar IEX was trading at 175.99. The strike last trading price was 4.7, which was 0.95 higher than the previous day. The implied volatity was 38.94, the open interest changed by 107 which increased total open position to 227


On 24 Mar IEX was trading at 178.07. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was 36.93, the open interest changed by 5 which increased total open position to 121


On 21 Mar IEX was trading at 172.67. The strike last trading price was 5.55, which was -2.15 lower than the previous day. The implied volatity was 36.40, the open interest changed by 62 which increased total open position to 117


On 20 Mar IEX was trading at 167.58. The strike last trading price was 7.7, which was -0.2 lower than the previous day. The implied volatity was 34.61, the open interest changed by 21 which increased total open position to 54


On 19 Mar IEX was trading at 167.96. The strike last trading price was 7.85, which was -2.35 lower than the previous day. The implied volatity was 34.89, the open interest changed by 20 which increased total open position to 32


On 18 Mar IEX was trading at 163.33. The strike last trading price was 10.2, which was -2.35 lower than the previous day. The implied volatity was 34.49, the open interest changed by 7 which increased total open position to 11


On 17 Mar IEX was trading at 162.67. The strike last trading price was 12.55, which was -1.45 lower than the previous day. The implied volatity was 44.21, the open interest changed by 1 which increased total open position to 4


On 13 Mar IEX was trading at 153.56. The strike last trading price was 14, which was 0 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 12 Mar IEX was trading at 156.49. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Mar IEX was trading at 157.99. The strike last trading price was 14, which was 2.65 higher than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 2


On 10 Mar IEX was trading at 159.06. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Mar IEX was trading at 163.93. The strike last trading price was 11.35, which was 0.55 higher than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 1


On 6 Mar IEX was trading at 163.30. The strike last trading price was 10.8, 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 5 Mar IEX was trading at 158.25. The strike last trading price was 10.8, 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 4 Mar IEX was trading at 152.82. The strike last trading price was 10.8, 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 3 Mar IEX was trading at 154.69. The strike last trading price was 10.8, 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 Feb IEX was trading at 155.93. The strike last trading price was 10.8, 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 27 Feb IEX was trading at 156.94. The strike last trading price was 10.8, 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 26 Feb IEX was trading at 165.51. The strike last trading price was 10.8, 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 25 Feb IEX was trading at 166.24. The strike last trading price was 10.8, 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 24 Feb IEX was trading at 164.23. The strike last trading price was 10.8, 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 20 Feb IEX was trading at 169.73. The strike last trading price was 10.8, 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 19 Feb IEX was trading at 169.45. The strike last trading price was 10.8, 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 18 Feb IEX was trading at 164.63. The strike last trading price was 10.8, 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 17 Feb IEX was trading at 167.21. The strike last trading price was 10.8, 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 14 Feb IEX was trading at 163.93. The strike last trading price was 10.8, 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 13 Feb IEX was trading at 169.60. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IEX was trading at 171.81. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IEX was trading at 171.38. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IEX was trading at 176.79. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IEX was trading at 182.24. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IEX was trading at 182.83. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IEX was trading at 179.67. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IEX was trading at 173.44. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IEX was trading at 169.68. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IEX was trading at 168.36. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0