IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.13
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 177.40 | 9.05 | 0.05 | 42.75 | 100 | -18 | 44 | |||
| 8 Apr | 176.90 | 8.9 | 0.85 | 41.32 | 132 | -4 | 61 | |||
| 7 Apr | 173.80 | 8.15 | -1 | 47.80 | 276 | 34 | 65 | |||
| 4 Apr | 178.52 | 9.55 | -2.1 | 29.81 | 35 | -1 | 30 | |||
| 3 Apr | 182.05 | 11.65 | 2.05 | 24.89 | 32 | 0 | 30 | |||
| 2 Apr | 177.99 | 9.6 | 0.6 | 34.50 | 46 | 1 | 30 | |||
| 1 Apr | 176.73 | 9 | -0.3 | 33.98 | 86 | -10 | 29 | |||
| 28 Mar | 175.77 | 9 | -3 | 36.53 | 93 | 26 | 39 | |||
| 27 Mar | 178.44 | 12 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 177.16 | 12 | 1 | 42.60 | 4 | 1 | 13 | |||
| 25 Mar | 175.99 | 11 | -0.2 | 43.50 | 4 | 0 | 9 | |||
| 24 Mar | 178.07 | 11.2 | 3.45 | 35.46 | 22 | 0 | 9 | |||
| 21 Mar | 172.67 | 7.75 | 1.35 | 33.09 | 30 | 7 | 8 | |||
| 20 Mar | 167.58 | 6.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Mar | 167.96 | 6.4 | 0.55 | 37.90 | 1 | 0 | 0 | |||
| 18 Mar | 163.33 | 5.85 | 0 | 4.79 | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 5.85 | 0 | 5.05 | 0 | 0 | 0 | |||
| 13 Mar | 153.56 | 5.85 | 0 | 9.34 | 0 | 0 | 0 | |||
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| 12 Mar | 156.49 | 5.85 | 0 | 7.86 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 5.85 | 0 | 6.82 | 0 | 0 | 0 | |||
| 10 Mar | 159.06 | 5.85 | 0 | 6.76 | 0 | 0 | 0 | |||
| 7 Mar | 163.93 | 5.85 | 0 | 3.76 | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 5.85 | 0 | 3.86 | 0 | 0 | 0 | |||
| 5 Mar | 158.25 | 5.85 | 0 | 6.19 | 0 | 0 | 0 | |||
| 4 Mar | 152.82 | 5.85 | 0 | 8.71 | 0 | 0 | 0 | |||
| 3 Mar | 154.69 | 5.85 | 0 | 7.89 | 0 | 0 | 0 | |||
| 28 Feb | 155.93 | 5.85 | 0 | 6.98 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 CE is 0.65
Historical price for 172.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 9.05, which was 0.05 higher than the previous day. The implied volatity was 42.75, the open interest changed by -18 which decreased total open position to 44
On 8 Apr IEX was trading at 176.90. The strike last trading price was 8.9, which was 0.85 higher than the previous day. The implied volatity was 41.32, the open interest changed by -4 which decreased total open position to 61
On 7 Apr IEX was trading at 173.80. The strike last trading price was 8.15, which was -1 lower than the previous day. The implied volatity was 47.80, the open interest changed by 34 which increased total open position to 65
On 4 Apr IEX was trading at 178.52. The strike last trading price was 9.55, which was -2.1 lower than the previous day. The implied volatity was 29.81, the open interest changed by -1 which decreased total open position to 30
On 3 Apr IEX was trading at 182.05. The strike last trading price was 11.65, which was 2.05 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 30
On 2 Apr IEX was trading at 177.99. The strike last trading price was 9.6, which was 0.6 higher than the previous day. The implied volatity was 34.50, the open interest changed by 1 which increased total open position to 30
On 1 Apr IEX was trading at 176.73. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 33.98, the open interest changed by -10 which decreased total open position to 29
On 28 Mar IEX was trading at 175.77. The strike last trading price was 9, which was -3 lower than the previous day. The implied volatity was 36.53, the open interest changed by 26 which increased total open position to 39
On 27 Mar IEX was trading at 178.44. The strike last trading price was 12, 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 26 Mar IEX was trading at 177.16. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 42.60, the open interest changed by 1 which increased total open position to 13
On 25 Mar IEX was trading at 175.99. The strike last trading price was 11, which was -0.2 lower than the previous day. The implied volatity was 43.50, the open interest changed by 0 which decreased total open position to 9
On 24 Mar IEX was trading at 178.07. The strike last trading price was 11.2, which was 3.45 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 9
On 21 Mar IEX was trading at 172.67. The strike last trading price was 7.75, which was 1.35 higher than the previous day. The implied volatity was 33.09, the open interest changed by 7 which increased total open position to 8
On 20 Mar IEX was trading at 167.58. The strike last trading price was 6.4, 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 19 Mar IEX was trading at 167.96. The strike last trading price was 6.4, which was 0.55 higher than the previous day. The implied volatity was 37.90, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 163.33. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IEX was trading at 162.67. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IEX was trading at 153.56. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 9.34, 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 5.85, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IEX was trading at 157.99. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IEX was trading at 159.06. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IEX was trading at 163.93. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IEX was trading at 163.30. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 3.86, 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 5.85, which was 0 lower than the previous day. The implied volatity was 6.19, 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 5.85, which was 0 lower than the previous day. The implied volatity was 8.71, 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 5.85, which was 0 lower than the previous day. The implied volatity was 7.89, 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 5.85, which was 0 lower than the previous day. The implied volatity was 6.98, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.13
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 4 | -0.15 | 44.68 | 289 | -11 | 148 |
| 8 Apr | 176.90 | 4 | -2.15 | 42.73 | 275 | 10 | 158 |
| 7 Apr | 173.80 | 5.95 | 2.65 | 46.46 | 409 | 59 | 146 |
| 4 Apr | 178.52 | 3.25 | 1.05 | 38.61 | 178 | 26 | 87 |
| 3 Apr | 182.05 | 2.2 | -1.4 | 36.37 | 106 | 15 | 61 |
| 2 Apr | 177.99 | 3.6 | -0.45 | 36.65 | 124 | 16 | 45 |
| 1 Apr | 176.73 | 4 | -1.05 | 36.33 | 125 | 1 | 29 |
| 28 Mar | 175.77 | 5.15 | -0.15 | 36.92 | 97 | 17 | 28 |
| 27 Mar | 178.44 | 4.15 | -0.45 | 39.23 | 12 | 4 | 12 |
| 26 Mar | 177.16 | 4.6 | -0.45 | 37.69 | 15 | 4 | 8 |
| 25 Mar | 175.99 | 5.05 | -2.3 | 35.52 | 5 | 2 | 4 |
| 24 Mar | 178.07 | 7.35 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Mar | 172.67 | 7.35 | -12.2 | 38.91 | 2 | 1 | 1 |
| 20 Mar | 167.58 | 19.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 167.96 | 19.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 163.33 | 19.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 162.67 | 19.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 153.56 | 19.55 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 156.49 | 19.55 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 19.55 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 159.06 | 19.55 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 163.93 | 19.55 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 163.30 | 19.55 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 158.25 | 19.55 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 152.82 | 19.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 154.69 | 19.55 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 155.93 | 19.55 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 PE is -0.35
Historical price for 172.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 44.68, the open interest changed by -11 which decreased total open position to 148
On 8 Apr IEX was trading at 176.90. The strike last trading price was 4, which was -2.15 lower than the previous day. The implied volatity was 42.73, the open interest changed by 10 which increased total open position to 158
On 7 Apr IEX was trading at 173.80. The strike last trading price was 5.95, which was 2.65 higher than the previous day. The implied volatity was 46.46, the open interest changed by 59 which increased total open position to 146
On 4 Apr IEX was trading at 178.52. The strike last trading price was 3.25, which was 1.05 higher than the previous day. The implied volatity was 38.61, the open interest changed by 26 which increased total open position to 87
On 3 Apr IEX was trading at 182.05. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 36.37, the open interest changed by 15 which increased total open position to 61
On 2 Apr IEX was trading at 177.99. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 36.65, the open interest changed by 16 which increased total open position to 45
On 1 Apr IEX was trading at 176.73. The strike last trading price was 4, which was -1.05 lower than the previous day. The implied volatity was 36.33, the open interest changed by 1 which increased total open position to 29
On 28 Mar IEX was trading at 175.77. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 36.92, the open interest changed by 17 which increased total open position to 28
On 27 Mar IEX was trading at 178.44. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 39.23, the open interest changed by 4 which increased total open position to 12
On 26 Mar IEX was trading at 177.16. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 37.69, the open interest changed by 4 which increased total open position to 8
On 25 Mar IEX was trading at 175.99. The strike last trading price was 5.05, which was -2.3 lower than the previous day. The implied volatity was 35.52, the open interest changed by 2 which increased total open position to 4
On 24 Mar IEX was trading at 178.07. The strike last trading price was 7.35, 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 21 Mar IEX was trading at 172.67. The strike last trading price was 7.35, which was -12.2 lower than the previous day. The implied volatity was 38.91, the open interest changed by 1 which increased total open position to 1
On 20 Mar IEX was trading at 167.58. The strike last trading price was 19.55, 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 Mar IEX was trading at 167.96. The strike last trading price was 19.55, 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 Mar IEX was trading at 163.33. The strike last trading price was 19.55, 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 Mar IEX was trading at 162.67. The strike last trading price was 19.55, 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 Mar IEX was trading at 153.56. The strike last trading price was 19.55, 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 Mar IEX was trading at 156.49. The strike last trading price was 19.55, 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 Mar IEX was trading at 157.99. The strike last trading price was 19.55, 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 Mar IEX was trading at 159.06. The strike last trading price was 19.55, 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 Mar IEX was trading at 163.93. The strike last trading price was 19.55, 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 Mar IEX was trading at 163.30. The strike last trading price was 19.55, 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 19.55, 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 19.55, 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 19.55, 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 19.55, 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
