IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.07
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.65 | -0.65 | 28.70 | 271 | 34 | 313 | |||
| 13 Nov | 162.72 | 1.3 | -1.05 | 30.17 | 157 | -12 | 279 | |||
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| 12 Nov | 166.23 | 2.35 | -1.15 | 33.15 | 380 | 32 | 292 | |||
| 11 Nov | 169.38 | 3.5 | -0.90 | 31.34 | 316 | 33 | 260 | |||
| 8 Nov | 171.07 | 4.4 | -2.40 | 29.99 | 237 | 56 | 227 | |||
| 7 Nov | 174.01 | 6.8 | -2.10 | 33.26 | 68 | 16 | 170 | |||
| 6 Nov | 177.37 | 8.9 | 2.05 | 31.97 | 193 | 52 | 153 | |||
| 5 Nov | 173.15 | 6.85 | -0.45 | 34.46 | 231 | 48 | 100 | |||
| 4 Nov | 173.04 | 7.3 | -4.25 | 35.84 | 147 | 44 | 53 | |||
| 1 Nov | 179.35 | 11.55 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 177.76 | 11.55 | -29.60 | - | 17 | 11 | 11 | |||
| 30 Oct | 176.28 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.89 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 182.44 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 180.76 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 41.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 41.15 | 41.15 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 172.5 expiring on 28NOV2024
Delta for 172.5 CE is 0.14
Historical price for 172.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 28.70, the open interest changed by 34 which increased total open position to 313
On 13 Nov IEX was trading at 162.72. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was 30.17, the open interest changed by -12 which decreased total open position to 279
On 12 Nov IEX was trading at 166.23. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 33.15, the open interest changed by 32 which increased total open position to 292
On 11 Nov IEX was trading at 169.38. The strike last trading price was 3.5, which was -0.90 lower than the previous day. The implied volatity was 31.34, the open interest changed by 33 which increased total open position to 260
On 8 Nov IEX was trading at 171.07. The strike last trading price was 4.4, which was -2.40 lower than the previous day. The implied volatity was 29.99, the open interest changed by 56 which increased total open position to 227
On 7 Nov IEX was trading at 174.01. The strike last trading price was 6.8, which was -2.10 lower than the previous day. The implied volatity was 33.26, the open interest changed by 16 which increased total open position to 170
On 6 Nov IEX was trading at 177.37. The strike last trading price was 8.9, which was 2.05 higher than the previous day. The implied volatity was 31.97, the open interest changed by 52 which increased total open position to 153
On 5 Nov IEX was trading at 173.15. The strike last trading price was 6.85, which was -0.45 lower than the previous day. The implied volatity was 34.46, the open interest changed by 48 which increased total open position to 100
On 4 Nov IEX was trading at 173.04. The strike last trading price was 7.3, which was -4.25 lower than the previous day. The implied volatity was 35.84, the open interest changed by 44 which increased total open position to 53
On 1 Nov IEX was trading at 179.35. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 11.55, which was -29.60 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 41.15, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 41.15, 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 41.15, 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 25 Oct IEX was trading at 180.76. The strike last trading price was 41.15, 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 24 Oct IEX was trading at 184.42. The strike last trading price was 41.15, 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 23 Oct IEX was trading at 182.82. The strike last trading price was 41.15, 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 41.15, 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 21 Oct IEX was trading at 187.11. The strike last trading price was 41.15, 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 18 Oct IEX was trading at 190.96. The strike last trading price was 41.15, 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 17 Oct IEX was trading at 191.16. The strike last trading price was 41.15, 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 16 Oct IEX was trading at 194.65. The strike last trading price was 41.15, 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 15 Oct IEX was trading at 191.60. The strike last trading price was 41.15, 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 41.15, 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 41.15, which was 41.15 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 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 4 Oct IEX was trading at 207.95. 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 3 Oct IEX was trading at 208.99. 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 Sept IEX was trading at 204.28. 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 28NOV2024 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.09
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 11.6 | 0.45 | 37.22 | 30 | -6 | 105 |
| 13 Nov | 162.72 | 11.15 | 3.30 | 47.49 | 17 | -5 | 111 |
| 12 Nov | 166.23 | 7.85 | 1.95 | 31.10 | 86 | 1 | 115 |
| 11 Nov | 169.38 | 5.9 | 0.30 | 31.36 | 93 | 17 | 114 |
| 8 Nov | 171.07 | 5.6 | 1.20 | 32.46 | 173 | 7 | 99 |
| 7 Nov | 174.01 | 4.4 | 1.05 | 33.49 | 91 | -3 | 91 |
| 6 Nov | 177.37 | 3.35 | -1.85 | 34.12 | 85 | 21 | 93 |
| 5 Nov | 173.15 | 5.2 | -0.65 | 34.95 | 97 | 4 | 73 |
| 4 Nov | 173.04 | 5.85 | 1.40 | 38.30 | 249 | 55 | 68 |
| 1 Nov | 179.35 | 4.45 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 177.76 | 4.45 | 0.20 | - | 65 | 6 | 13 |
| 30 Oct | 176.28 | 4.25 | -0.65 | - | 1 | 0 | 6 |
| 29 Oct | 179.89 | 4.9 | 1.25 | - | 8 | 1 | 6 |
| 28 Oct | 182.44 | 3.65 | 1.40 | - | 4 | 0 | 5 |
| 25 Oct | 180.76 | 2.25 | 0.00 | - | 0 | 0 | 5 |
| 24 Oct | 184.42 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 23 Oct | 182.82 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 22 Oct | 179.16 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 21 Oct | 187.11 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 18 Oct | 190.96 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 17 Oct | 191.16 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 16 Oct | 194.65 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 15 Oct | 191.60 | 2.25 | 0.00 | - | 18 | 0 | 5 |
| 14 Oct | 196.18 | 2.25 | -0.60 | - | 18 | 6 | 6 |
| 8 Oct | 204.59 | 2.85 | 2.85 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 172.5 expiring on 28NOV2024
Delta for 172.5 PE is -0.79
Historical price for 172.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 11.6, which was 0.45 higher than the previous day. The implied volatity was 37.22, the open interest changed by -6 which decreased total open position to 105
On 13 Nov IEX was trading at 162.72. The strike last trading price was 11.15, which was 3.30 higher than the previous day. The implied volatity was 47.49, the open interest changed by -5 which decreased total open position to 111
On 12 Nov IEX was trading at 166.23. The strike last trading price was 7.85, which was 1.95 higher than the previous day. The implied volatity was 31.10, the open interest changed by 1 which increased total open position to 115
On 11 Nov IEX was trading at 169.38. The strike last trading price was 5.9, which was 0.30 higher than the previous day. The implied volatity was 31.36, the open interest changed by 17 which increased total open position to 114
On 8 Nov IEX was trading at 171.07. The strike last trading price was 5.6, which was 1.20 higher than the previous day. The implied volatity was 32.46, the open interest changed by 7 which increased total open position to 99
On 7 Nov IEX was trading at 174.01. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was 33.49, the open interest changed by -3 which decreased total open position to 91
On 6 Nov IEX was trading at 177.37. The strike last trading price was 3.35, which was -1.85 lower than the previous day. The implied volatity was 34.12, the open interest changed by 21 which increased total open position to 93
On 5 Nov IEX was trading at 173.15. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 34.95, the open interest changed by 4 which increased total open position to 73
On 4 Nov IEX was trading at 173.04. The strike last trading price was 5.85, which was 1.40 higher than the previous day. The implied volatity was 38.30, the open interest changed by 55 which increased total open position to 68
On 1 Nov IEX was trading at 179.35. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 4.45, which was 0.20 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 4.25, which was -0.65 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 4.9, 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 28 Oct IEX was trading at 182.44. The strike last trading price was 3.65, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IEX was trading at 180.76. The strike last trading price was 2.25, 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 24 Oct IEX was trading at 184.42. The strike last trading price was 2.25, 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 23 Oct IEX was trading at 182.82. The strike last trading price was 2.25, 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 2.25, 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 21 Oct IEX was trading at 187.11. The strike last trading price was 2.25, 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 18 Oct IEX was trading at 190.96. The strike last trading price was 2.25, 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 17 Oct IEX was trading at 191.16. The strike last trading price was 2.25, 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 16 Oct IEX was trading at 194.65. The strike last trading price was 2.25, 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 15 Oct IEX was trading at 191.60. The strike last trading price was 2.25, 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 2.25, which was -0.60 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 2.85, which was 2.85 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 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 4 Oct IEX was trading at 207.95. 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 3 Oct IEX was trading at 208.99. 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 Sept IEX was trading at 204.28. 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
