IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.09
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 1 | -0.90 | 28.13 | 1,734 | -59 | 874 | |||
| 13 Nov | 162.72 | 1.9 | -1.25 | 30.02 | 1,178 | 203 | 936 | |||
| 12 Nov | 166.23 | 3.15 | -1.50 | 32.86 | 2,818 | 430 | 769 | |||
| 11 Nov | 169.38 | 4.65 | -0.85 | 31.61 | 628 | 77 | 339 | |||
| 8 Nov | 171.07 | 5.5 | -2.75 | 29.07 | 407 | 118 | 262 | |||
| 7 Nov | 174.01 | 8.25 | -2.40 | 33.14 | 70 | 4 | 142 | |||
| 6 Nov | 177.37 | 10.65 | 2.50 | 32.30 | 324 | -18 | 138 | |||
| 5 Nov | 173.15 | 8.15 | -0.55 | 33.86 | 443 | 72 | 156 | |||
| 4 Nov | 173.04 | 8.7 | -4.35 | 35.89 | 167 | 29 | 85 | |||
| 1 Nov | 179.35 | 13.05 | 0.10 | 33.73 | 22 | 3 | 57 | |||
| 31 Oct | 177.76 | 12.95 | 0.65 | - | 244 | 35 | 54 | |||
| 30 Oct | 176.28 | 12.3 | -30.35 | - | 20 | 17 | 17 | |||
| 29 Oct | 179.89 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 182.44 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 42.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 42.65 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 170 expiring on 28NOV2024
Delta for 170 CE is 0.21
Historical price for 170 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was 28.13, the open interest changed by -59 which decreased total open position to 874
On 13 Nov IEX was trading at 162.72. The strike last trading price was 1.9, which was -1.25 lower than the previous day. The implied volatity was 30.02, the open interest changed by 203 which increased total open position to 936
On 12 Nov IEX was trading at 166.23. The strike last trading price was 3.15, which was -1.50 lower than the previous day. The implied volatity was 32.86, the open interest changed by 430 which increased total open position to 769
On 11 Nov IEX was trading at 169.38. The strike last trading price was 4.65, which was -0.85 lower than the previous day. The implied volatity was 31.61, the open interest changed by 77 which increased total open position to 339
On 8 Nov IEX was trading at 171.07. The strike last trading price was 5.5, which was -2.75 lower than the previous day. The implied volatity was 29.07, the open interest changed by 118 which increased total open position to 262
On 7 Nov IEX was trading at 174.01. The strike last trading price was 8.25, which was -2.40 lower than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 142
On 6 Nov IEX was trading at 177.37. The strike last trading price was 10.65, which was 2.50 higher than the previous day. The implied volatity was 32.30, the open interest changed by -18 which decreased total open position to 138
On 5 Nov IEX was trading at 173.15. The strike last trading price was 8.15, which was -0.55 lower than the previous day. The implied volatity was 33.86, the open interest changed by 72 which increased total open position to 156
On 4 Nov IEX was trading at 173.04. The strike last trading price was 8.7, which was -4.35 lower than the previous day. The implied volatity was 35.89, the open interest changed by 29 which increased total open position to 85
On 1 Nov IEX was trading at 179.35. The strike last trading price was 13.05, which was 0.10 higher than the previous day. The implied volatity was 33.73, the open interest changed by 3 which increased total open position to 57
On 31 Oct IEX was trading at 177.76. The strike last trading price was 12.95, which was 0.65 higher 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 12.3, which was -30.35 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 42.65, 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 42.65, 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 22 Oct IEX was trading at 179.16. The strike last trading price was 42.65, 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 14 Oct IEX was trading at 196.18. The strike last trading price was 42.65, 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 8 Oct IEX was trading at 204.59. The strike last trading price was 42.65, 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 7 Oct IEX was trading at 198.97. The strike last trading price was 42.65, 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 4 Oct IEX was trading at 207.95. The strike last trading price was 42.65, 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 3 Oct IEX was trading at 208.99. The strike last trading price was 42.65, 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 Sept IEX was trading at 204.28. The strike last trading price was 42.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.09
Theta: -0.05
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 8.7 | 0.90 | 27.47 | 256 | -15 | 471 |
| 13 Nov | 162.72 | 7.8 | 1.20 | 34.12 | 329 | -46 | 487 |
| 12 Nov | 166.23 | 6.6 | 2.05 | 34.23 | 1,348 | 15 | 545 |
| 11 Nov | 169.38 | 4.55 | 0.10 | 31.54 | 772 | 42 | 528 |
| 8 Nov | 171.07 | 4.45 | 1.00 | 33.08 | 691 | -5 | 489 |
| 7 Nov | 174.01 | 3.45 | 0.95 | 33.95 | 386 | 12 | 493 |
| 6 Nov | 177.37 | 2.5 | -1.65 | 33.86 | 702 | 45 | 480 |
| 5 Nov | 173.15 | 4.15 | -0.55 | 35.19 | 995 | 25 | 438 |
| 4 Nov | 173.04 | 4.7 | 0.95 | 38.05 | 1,153 | 38 | 413 |
| 1 Nov | 179.35 | 3.75 | -0.10 | 42.35 | 180 | 76 | 375 |
| 31 Oct | 177.76 | 3.85 | -0.85 | - | 745 | 44 | 298 |
| 30 Oct | 176.28 | 4.7 | 1.25 | - | 467 | 88 | 251 |
| 29 Oct | 179.89 | 3.45 | 0.90 | - | 130 | 31 | 162 |
| 28 Oct | 182.44 | 2.55 | -1.45 | - | 199 | 136 | 136 |
| 22 Oct | 179.16 | 4 | 2.10 | - | 2 | -1 | 55 |
| 14 Oct | 196.18 | 1.9 | -0.10 | - | 109 | 23 | 59 |
| 8 Oct | 204.59 | 2 | 0.10 | - | 1 | 0 | 35 |
| 7 Oct | 198.97 | 1.9 | 0.55 | - | 62 | 7 | 35 |
| 4 Oct | 207.95 | 1.35 | 0.25 | - | 7 | 3 | 27 |
| 3 Oct | 208.99 | 1.1 | -0.75 | - | 1 | 0 | 23 |
| 30 Sept | 204.28 | 1.85 | - | 17 | 3 | 23 | |
For Indian Energy Exc Ltd - strike price 170 expiring on 28NOV2024
Delta for 170 PE is -0.80
Historical price for 170 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 8.7, which was 0.90 higher than the previous day. The implied volatity was 27.47, the open interest changed by -15 which decreased total open position to 471
On 13 Nov IEX was trading at 162.72. The strike last trading price was 7.8, which was 1.20 higher than the previous day. The implied volatity was 34.12, the open interest changed by -46 which decreased total open position to 487
On 12 Nov IEX was trading at 166.23. The strike last trading price was 6.6, which was 2.05 higher than the previous day. The implied volatity was 34.23, the open interest changed by 15 which increased total open position to 545
On 11 Nov IEX was trading at 169.38. The strike last trading price was 4.55, which was 0.10 higher than the previous day. The implied volatity was 31.54, the open interest changed by 42 which increased total open position to 528
On 8 Nov IEX was trading at 171.07. The strike last trading price was 4.45, which was 1.00 higher than the previous day. The implied volatity was 33.08, the open interest changed by -5 which decreased total open position to 489
On 7 Nov IEX was trading at 174.01. The strike last trading price was 3.45, which was 0.95 higher than the previous day. The implied volatity was 33.95, the open interest changed by 12 which increased total open position to 493
On 6 Nov IEX was trading at 177.37. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 33.86, the open interest changed by 45 which increased total open position to 480
On 5 Nov IEX was trading at 173.15. The strike last trading price was 4.15, which was -0.55 lower than the previous day. The implied volatity was 35.19, the open interest changed by 25 which increased total open position to 438
On 4 Nov IEX was trading at 173.04. The strike last trading price was 4.7, which was 0.95 higher than the previous day. The implied volatity was 38.05, the open interest changed by 38 which increased total open position to 413
On 1 Nov IEX was trading at 179.35. The strike last trading price was 3.75, which was -0.10 lower than the previous day. The implied volatity was 42.35, the open interest changed by 76 which increased total open position to 375
On 31 Oct IEX was trading at 177.76. The strike last trading price was 3.85, which was -0.85 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 4.7, which was 1.25 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 3.45, which was 0.90 higher 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 2.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IEX was trading at 179.16. The strike last trading price was 4, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IEX was trading at 196.18. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IEX was trading at 204.59. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IEX was trading at 198.97. The strike last trading price was 1.9, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IEX was trading at 207.95. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IEX was trading at 208.99. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IEX was trading at 204.28. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
