IEX
Indian Energy Exc Ltd
Historical option data for IEX
03 Dec 2024 04:13 PM IST
| IEX 26DEC2024 172.5 CE | ||||||||||
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Delta: 0.70
Vega: 0.16
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 178.10 | 9.85 | -0.05 | 33.17 | 7 | 0 | 81 | |||
| 2 Dec | 178.19 | 9.9 | 1.25 | 31.48 | 44 | 5 | 81 | |||
| 29 Nov | 176.19 | 8.65 | -0.20 | 31.31 | 78 | 4 | 76 | |||
| 28 Nov | 174.90 | 8.85 | 1.10 | 35.12 | 276 | -14 | 72 | |||
| 27 Nov | 171.71 | 7.75 | 3.50 | 36.46 | 141 | 73 | 83 | |||
| 26 Nov | 166.13 | 4.25 | -0.25 | 32.54 | 6 | 1 | 10 | |||
| 25 Nov | 166.46 | 4.5 | 1.00 | 33.87 | 2 | 5 | 11 | |||
| 22 Nov | 163.11 | 3.5 | 0.50 | 33.08 | 8 | 2 | 8 | |||
| 21 Nov | 161.33 | 3 | -3.20 | 32.73 | 1 | 0 | 5 | |||
| 20 Nov | 162.49 | 6.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 162.49 | 6.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 161.32 | 6.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 161.51 | 6.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 162.72 | 6.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Nov | 166.23 | 6.2 | -2.10 | 35.35 | 4 | 3 | 5 | |||
| 11 Nov | 169.38 | 8.3 | -4.75 | 37.15 | 2 | 0 | 2 | |||
| 8 Nov | 171.07 | 13.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 7 Nov | 174.01 | 13.05 | -3.45 | 44.08 | 2 | 0 | 0 | |||
| 5 Nov | 173.15 | 16.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 173.04 | 16.5 | 16.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 179.35 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 172.5 expiring on 26DEC2024
Delta for 172.5 CE is 0.70
Historical price for 172.5 CE is as follows
On 3 Dec IEX was trading at 178.10. The strike last trading price was 9.85, which was -0.05 lower than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 81
On 2 Dec IEX was trading at 178.19. The strike last trading price was 9.9, which was 1.25 higher than the previous day. The implied volatity was 31.48, the open interest changed by 5 which increased total open position to 81
On 29 Nov IEX was trading at 176.19. The strike last trading price was 8.65, which was -0.20 lower than the previous day. The implied volatity was 31.31, the open interest changed by 4 which increased total open position to 76
On 28 Nov IEX was trading at 174.90. The strike last trading price was 8.85, which was 1.10 higher than the previous day. The implied volatity was 35.12, the open interest changed by -14 which decreased total open position to 72
On 27 Nov IEX was trading at 171.71. The strike last trading price was 7.75, which was 3.50 higher than the previous day. The implied volatity was 36.46, the open interest changed by 73 which increased total open position to 83
On 26 Nov IEX was trading at 166.13. The strike last trading price was 4.25, which was -0.25 lower than the previous day. The implied volatity was 32.54, the open interest changed by 1 which increased total open position to 10
On 25 Nov IEX was trading at 166.46. The strike last trading price was 4.5, which was 1.00 higher than the previous day. The implied volatity was 33.87, the open interest changed by 5 which increased total open position to 11
On 22 Nov IEX was trading at 163.11. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 33.08, the open interest changed by 2 which increased total open position to 8
On 21 Nov IEX was trading at 161.33. The strike last trading price was 3, which was -3.20 lower than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 5
On 20 Nov IEX was trading at 162.49. The strike last trading price was 6.2, which was 0.00 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 19 Nov IEX was trading at 162.49. The strike last trading price was 6.2, which was 0.00 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 18 Nov IEX was trading at 161.32. The strike last trading price was 6.2, which was 0.00 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 14 Nov IEX was trading at 161.51. The strike last trading price was 6.2, which was 0.00 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 13 Nov IEX was trading at 162.72. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov IEX was trading at 166.23. The strike last trading price was 6.2, which was -2.10 lower than the previous day. The implied volatity was 35.35, the open interest changed by 3 which increased total open position to 5
On 11 Nov IEX was trading at 169.38. The strike last trading price was 8.3, which was -4.75 lower than the previous day. The implied volatity was 37.15, the open interest changed by 0 which decreased total open position to 2
On 8 Nov IEX was trading at 171.07. The strike last trading price was 13.05, which was 0.00 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 Nov IEX was trading at 174.01. The strike last trading price was 13.05, which was -3.45 lower than the previous day. The implied volatity was 44.08, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 16.5, which was 0.00 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 173.04. The strike last trading price was 16.5, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IEX was trading at 179.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IEX 26DEC2024 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.16
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 178.10 | 2.8 | -0.35 | 31.78 | 176 | 0 | 86 |
| 2 Dec | 178.19 | 3.15 | -0.70 | 33.88 | 138 | 22 | 87 |
| 29 Nov | 176.19 | 3.85 | -1.05 | 31.71 | 170 | 24 | 65 |
| 28 Nov | 174.90 | 4.9 | -1.55 | 34.90 | 238 | 24 | 69 |
| 27 Nov | 171.71 | 6.45 | -5.55 | 36.85 | 48 | 44 | 44 |
| 26 Nov | 166.13 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 166.46 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 163.11 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 161.33 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 162.49 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 162.49 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 161.32 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 161.51 | 12 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 162.72 | 12 | 5.20 | 36.25 | 1 | 0 | 1 |
| 12 Nov | 166.23 | 6.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 169.38 | 6.8 | -2.55 | 26.25 | 1 | 0 | 0 |
| 8 Nov | 171.07 | 9.35 | 0.00 | 0.36 | 0 | 0 | 0 |
| 7 Nov | 174.01 | 9.35 | 0.00 | 2.02 | 0 | 0 | 0 |
| 5 Nov | 173.15 | 9.35 | 0.00 | 1.57 | 0 | 0 | 0 |
| 4 Nov | 173.04 | 9.35 | 9.35 | 1.68 | 0 | 0 | 0 |
| 1 Nov | 179.35 | 0 | 4.04 | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 172.5 expiring on 26DEC2024
Delta for 172.5 PE is -0.30
Historical price for 172.5 PE is as follows
On 3 Dec IEX was trading at 178.10. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 86
On 2 Dec IEX was trading at 178.19. The strike last trading price was 3.15, which was -0.70 lower than the previous day. The implied volatity was 33.88, the open interest changed by 22 which increased total open position to 87
On 29 Nov IEX was trading at 176.19. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 31.71, the open interest changed by 24 which increased total open position to 65
On 28 Nov IEX was trading at 174.90. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was 34.90, the open interest changed by 24 which increased total open position to 69
On 27 Nov IEX was trading at 171.71. The strike last trading price was 6.45, which was -5.55 lower than the previous day. The implied volatity was 36.85, the open interest changed by 44 which increased total open position to 44
On 26 Nov IEX was trading at 166.13. The strike last trading price was 12, which was 0.00 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 25 Nov IEX was trading at 166.46. The strike last trading price was 12, which was 0.00 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 22 Nov IEX was trading at 163.11. The strike last trading price was 12, which was 0.00 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 21 Nov IEX was trading at 161.33. The strike last trading price was 12, which was 0.00 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 20 Nov IEX was trading at 162.49. The strike last trading price was 12, which was 0.00 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 19 Nov IEX was trading at 162.49. The strike last trading price was 12, which was 0.00 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 18 Nov IEX was trading at 161.32. The strike last trading price was 12, which was 0.00 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 14 Nov IEX was trading at 161.51. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov IEX was trading at 162.72. The strike last trading price was 12, which was 5.20 higher than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 1
On 12 Nov IEX was trading at 166.23. The strike last trading price was 6.8, which was 0.00 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 Nov IEX was trading at 169.38. The strike last trading price was 6.8, which was -2.55 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IEX was trading at 171.07. The strike last trading price was 9.35, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IEX was trading at 174.01. The strike last trading price was 9.35, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 9.35, which was 0.00 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IEX was trading at 173.04. The strike last trading price was 9.35, which was 9.35 higher than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IEX was trading at 179.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
