IEX
Indian Energy Exc Ltd
Historical option data for IEX
20 Dec 2024 04:13 PM IST
| IEX 26DEC2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.09
Theta: -0.23
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 177.45 | 3.55 | -7.45 | 28.48 | 435 | 16 | 143 | |||
| 19 Dec | 184.93 | 11 | 2.10 | 38.11 | 13 | -1 | 128 | |||
| 18 Dec | 183.15 | 8.9 | -2.70 | 30.00 | 17 | 0 | 129 | |||
| 17 Dec | 185.78 | 11.6 | -4.85 | 33.47 | 12 | -7 | 130 | |||
| 16 Dec | 189.71 | 16.45 | 1.80 | 52.74 | 6 | -3 | 138 | |||
| 13 Dec | 189.43 | 14.65 | 0.60 | 28.93 | 31 | -12 | 141 | |||
| 12 Dec | 188.61 | 14.05 | -2.05 | 26.89 | 38 | -29 | 153 | |||
| 11 Dec | 190.28 | 16.1 | 3.45 | 19.51 | 35 | -13 | 183 | |||
| 10 Dec | 186.13 | 12.65 | 1.45 | 30.15 | 78 | -42 | 196 | |||
| 9 Dec | 184.13 | 11.2 | -0.75 | 27.82 | 56 | -15 | 239 | |||
| 6 Dec | 184.96 | 11.95 | 4.25 | 28.92 | 491 | -52 | 255 | |||
| 5 Dec | 178.15 | 7.7 | -0.10 | 31.88 | 325 | 11 | 307 | |||
| 4 Dec | 178.17 | 7.8 | 0.10 | 31.31 | 521 | -29 | 295 | |||
| 3 Dec | 178.10 | 7.7 | -0.45 | 29.73 | 170 | -18 | 325 | |||
| 2 Dec | 178.19 | 8.15 | 1.15 | 30.63 | 573 | 24 | 344 | |||
| 29 Nov | 176.19 | 7 | -0.40 | 30.18 | 814 | 37 | 317 | |||
| 28 Nov | 174.90 | 7.4 | 0.85 | 34.59 | 1,653 | 11 | 280 | |||
| 27 Nov | 171.71 | 6.55 | 3.10 | 36.44 | 703 | 144 | 246 | |||
| 26 Nov | 166.13 | 3.45 | -0.35 | 32.77 | 35 | 4 | 101 | |||
| 25 Nov | 166.46 | 3.8 | 1.10 | 34.67 | 58 | 25 | 97 | |||
| 22 Nov | 163.11 | 2.7 | -0.05 | 32.42 | 35 | 16 | 88 | |||
| 21 Nov | 161.33 | 2.75 | 0.35 | 34.93 | 12 | 2 | 71 | |||
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| 20 Nov | 162.49 | 2.4 | 0.00 | 31.05 | 37 | 12 | 67 | |||
| 19 Nov | 162.49 | 2.4 | -0.20 | 31.05 | 37 | 10 | 67 | |||
| 18 Nov | 161.32 | 2.6 | -0.10 | 32.05 | 26 | 10 | 56 | |||
| 14 Nov | 161.51 | 2.7 | -0.65 | 30.81 | 13 | 11 | 46 | |||
| 13 Nov | 162.72 | 3.35 | -0.75 | 30.21 | 9 | 0 | 36 | |||
| 12 Nov | 166.23 | 4.1 | -1.40 | 29.94 | 11 | 5 | 37 | |||
| 11 Nov | 169.38 | 5.5 | -3.60 | 29.80 | 41 | 30 | 31 | |||
| 8 Nov | 171.07 | 9.1 | 0.35 | 40.49 | 2 | 1 | 1 | |||
| 7 Nov | 174.01 | 8.75 | -33.15 | 31.96 | 2 | 1 | 1 | |||
| 5 Nov | 173.15 | 41.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 173.04 | 41.9 | 41.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 179.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 177.76 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 175 expiring on 26DEC2024
Delta for 175 CE is 0.62
Historical price for 175 CE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 3.55, which was -7.45 lower than the previous day. The implied volatity was 28.48, the open interest changed by 16 which increased total open position to 143
On 19 Dec IEX was trading at 184.93. The strike last trading price was 11, which was 2.10 higher than the previous day. The implied volatity was 38.11, the open interest changed by -1 which decreased total open position to 128
On 18 Dec IEX was trading at 183.15. The strike last trading price was 8.9, which was -2.70 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 129
On 17 Dec IEX was trading at 185.78. The strike last trading price was 11.6, which was -4.85 lower than the previous day. The implied volatity was 33.47, the open interest changed by -7 which decreased total open position to 130
On 16 Dec IEX was trading at 189.71. The strike last trading price was 16.45, which was 1.80 higher than the previous day. The implied volatity was 52.74, the open interest changed by -3 which decreased total open position to 138
On 13 Dec IEX was trading at 189.43. The strike last trading price was 14.65, which was 0.60 higher than the previous day. The implied volatity was 28.93, the open interest changed by -12 which decreased total open position to 141
On 12 Dec IEX was trading at 188.61. The strike last trading price was 14.05, which was -2.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by -29 which decreased total open position to 153
On 11 Dec IEX was trading at 190.28. The strike last trading price was 16.1, which was 3.45 higher than the previous day. The implied volatity was 19.51, the open interest changed by -13 which decreased total open position to 183
On 10 Dec IEX was trading at 186.13. The strike last trading price was 12.65, which was 1.45 higher than the previous day. The implied volatity was 30.15, the open interest changed by -42 which decreased total open position to 196
On 9 Dec IEX was trading at 184.13. The strike last trading price was 11.2, which was -0.75 lower than the previous day. The implied volatity was 27.82, the open interest changed by -15 which decreased total open position to 239
On 6 Dec IEX was trading at 184.96. The strike last trading price was 11.95, which was 4.25 higher than the previous day. The implied volatity was 28.92, the open interest changed by -52 which decreased total open position to 255
On 5 Dec IEX was trading at 178.15. The strike last trading price was 7.7, which was -0.10 lower than the previous day. The implied volatity was 31.88, the open interest changed by 11 which increased total open position to 307
On 4 Dec IEX was trading at 178.17. The strike last trading price was 7.8, which was 0.10 higher than the previous day. The implied volatity was 31.31, the open interest changed by -29 which decreased total open position to 295
On 3 Dec IEX was trading at 178.10. The strike last trading price was 7.7, which was -0.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by -18 which decreased total open position to 325
On 2 Dec IEX was trading at 178.19. The strike last trading price was 8.15, which was 1.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 24 which increased total open position to 344
On 29 Nov IEX was trading at 176.19. The strike last trading price was 7, which was -0.40 lower than the previous day. The implied volatity was 30.18, the open interest changed by 37 which increased total open position to 317
On 28 Nov IEX was trading at 174.90. The strike last trading price was 7.4, which was 0.85 higher than the previous day. The implied volatity was 34.59, the open interest changed by 11 which increased total open position to 280
On 27 Nov IEX was trading at 171.71. The strike last trading price was 6.55, which was 3.10 higher than the previous day. The implied volatity was 36.44, the open interest changed by 144 which increased total open position to 246
On 26 Nov IEX was trading at 166.13. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 32.77, the open interest changed by 4 which increased total open position to 101
On 25 Nov IEX was trading at 166.46. The strike last trading price was 3.8, which was 1.10 higher than the previous day. The implied volatity was 34.67, the open interest changed by 25 which increased total open position to 97
On 22 Nov IEX was trading at 163.11. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 32.42, the open interest changed by 16 which increased total open position to 88
On 21 Nov IEX was trading at 161.33. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 34.93, the open interest changed by 2 which increased total open position to 71
On 20 Nov IEX was trading at 162.49. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 31.05, the open interest changed by 12 which increased total open position to 67
On 19 Nov IEX was trading at 162.49. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 31.05, the open interest changed by 10 which increased total open position to 67
On 18 Nov IEX was trading at 161.32. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was 32.05, the open interest changed by 10 which increased total open position to 56
On 14 Nov IEX was trading at 161.51. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 30.81, the open interest changed by 11 which increased total open position to 46
On 13 Nov IEX was trading at 162.72. The strike last trading price was 3.35, which was -0.75 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 36
On 12 Nov IEX was trading at 166.23. The strike last trading price was 4.1, which was -1.40 lower than the previous day. The implied volatity was 29.94, the open interest changed by 5 which increased total open position to 37
On 11 Nov IEX was trading at 169.38. The strike last trading price was 5.5, which was -3.60 lower than the previous day. The implied volatity was 29.80, the open interest changed by 30 which increased total open position to 31
On 8 Nov IEX was trading at 171.07. The strike last trading price was 9.1, which was 0.35 higher than the previous day. The implied volatity was 40.49, the open interest changed by 1 which increased total open position to 1
On 7 Nov IEX was trading at 174.01. The strike last trading price was 8.75, which was -33.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 1
On 5 Nov IEX was trading at 173.15. The strike last trading price was 41.9, 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 41.9, which was 41.90 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 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 31 Oct IEX was trading at 177.76. 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 7 Oct IEX was trading at 198.97. 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 26DEC2024 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.09
Theta: -0.16
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 177.45 | 1.45 | 1.05 | 24.84 | 1,148 | -28 | 367 |
| 19 Dec | 184.93 | 0.4 | -0.15 | 32.81 | 552 | 26 | 395 |
| 18 Dec | 183.15 | 0.55 | 0.20 | 29.07 | 616 | -64 | 369 |
| 17 Dec | 185.78 | 0.35 | 0.00 | 29.27 | 285 | -118 | 434 |
| 16 Dec | 189.71 | 0.35 | -0.05 | 34.57 | 165 | 0 | 563 |
| 13 Dec | 189.43 | 0.4 | -0.05 | 30.36 | 640 | -14 | 564 |
| 12 Dec | 188.61 | 0.45 | 0.05 | 29.28 | 485 | -12 | 580 |
| 11 Dec | 190.28 | 0.4 | -0.65 | 30.71 | 1,125 | -70 | 599 |
| 10 Dec | 186.13 | 1.05 | -0.40 | 31.97 | 702 | -9 | 669 |
| 9 Dec | 184.13 | 1.45 | -0.10 | 32.25 | 434 | -17 | 677 |
| 6 Dec | 184.96 | 1.55 | -1.95 | 31.37 | 1,695 | 155 | 694 |
| 5 Dec | 178.15 | 3.5 | -0.05 | 31.59 | 901 | 91 | 540 |
| 4 Dec | 178.17 | 3.55 | -0.10 | 31.44 | 1,363 | 41 | 450 |
| 3 Dec | 178.10 | 3.65 | -0.35 | 31.52 | 404 | 19 | 411 |
| 2 Dec | 178.19 | 4 | -0.80 | 33.53 | 561 | 41 | 392 |
| 29 Nov | 176.19 | 4.8 | -1.30 | 31.20 | 759 | 66 | 352 |
| 28 Nov | 174.90 | 6.1 | -1.55 | 35.26 | 577 | 221 | 286 |
| 27 Nov | 171.71 | 7.65 | -2.35 | 36.42 | 61 | 43 | 49 |
| 26 Nov | 166.13 | 10 | -5.00 | 29.80 | 4 | 0 | 6 |
| 25 Nov | 166.46 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 163.11 | 15 | -0.25 | 43.82 | 2 | 1 | 6 |
| 21 Nov | 161.33 | 15.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 162.49 | 15.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 162.49 | 15.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 161.32 | 15.25 | 2.25 | 38.02 | 5 | 0 | 5 |
| 14 Nov | 161.51 | 13 | 5.00 | 24.40 | 1 | 0 | 4 |
| 13 Nov | 162.72 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 166.23 | 8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Nov | 169.38 | 8 | 2.90 | 25.28 | 4 | 2 | 2 |
| 8 Nov | 171.07 | 5.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 174.01 | 5.1 | 0.00 | 0.78 | 0 | 0 | 0 |
| 5 Nov | 173.15 | 5.1 | 0.00 | 0.38 | 0 | 0 | 0 |
| 4 Nov | 173.04 | 5.1 | 0.00 | 0.43 | 0 | 0 | 0 |
| 1 Nov | 179.35 | 5.1 | 0.00 | 3.43 | 0 | 0 | 0 |
| 31 Oct | 177.76 | 5.1 | 5.10 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 175 expiring on 26DEC2024
Delta for 175 PE is -0.37
Historical price for 175 PE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 1.45, which was 1.05 higher than the previous day. The implied volatity was 24.84, the open interest changed by -28 which decreased total open position to 367
On 19 Dec IEX was trading at 184.93. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by 26 which increased total open position to 395
On 18 Dec IEX was trading at 183.15. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 29.07, the open interest changed by -64 which decreased total open position to 369
On 17 Dec IEX was trading at 185.78. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 29.27, the open interest changed by -118 which decreased total open position to 434
On 16 Dec IEX was trading at 189.71. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 563
On 13 Dec IEX was trading at 189.43. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.36, the open interest changed by -14 which decreased total open position to 564
On 12 Dec IEX was trading at 188.61. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 29.28, the open interest changed by -12 which decreased total open position to 580
On 11 Dec IEX was trading at 190.28. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 30.71, the open interest changed by -70 which decreased total open position to 599
On 10 Dec IEX was trading at 186.13. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 31.97, the open interest changed by -9 which decreased total open position to 669
On 9 Dec IEX was trading at 184.13. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.25, the open interest changed by -17 which decreased total open position to 677
On 6 Dec IEX was trading at 184.96. The strike last trading price was 1.55, which was -1.95 lower than the previous day. The implied volatity was 31.37, the open interest changed by 155 which increased total open position to 694
On 5 Dec IEX was trading at 178.15. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 31.59, the open interest changed by 91 which increased total open position to 540
On 4 Dec IEX was trading at 178.17. The strike last trading price was 3.55, which was -0.10 lower than the previous day. The implied volatity was 31.44, the open interest changed by 41 which increased total open position to 450
On 3 Dec IEX was trading at 178.10. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by 19 which increased total open position to 411
On 2 Dec IEX was trading at 178.19. The strike last trading price was 4, which was -0.80 lower than the previous day. The implied volatity was 33.53, the open interest changed by 41 which increased total open position to 392
On 29 Nov IEX was trading at 176.19. The strike last trading price was 4.8, which was -1.30 lower than the previous day. The implied volatity was 31.20, the open interest changed by 66 which increased total open position to 352
On 28 Nov IEX was trading at 174.90. The strike last trading price was 6.1, which was -1.55 lower than the previous day. The implied volatity was 35.26, the open interest changed by 221 which increased total open position to 286
On 27 Nov IEX was trading at 171.71. The strike last trading price was 7.65, which was -2.35 lower than the previous day. The implied volatity was 36.42, the open interest changed by 43 which increased total open position to 49
On 26 Nov IEX was trading at 166.13. The strike last trading price was 10, which was -5.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 6
On 25 Nov IEX was trading at 166.46. The strike last trading price was 15, 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 15, which was -0.25 lower than the previous day. The implied volatity was 43.82, the open interest changed by 1 which increased total open position to 6
On 21 Nov IEX was trading at 161.33. The strike last trading price was 15.25, 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 15.25, 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 15.25, 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 15.25, which was 2.25 higher than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 5
On 14 Nov IEX was trading at 161.51. The strike last trading price was 13, which was 5.00 higher than the previous day. The implied volatity was 24.40, the open interest changed by 0 which decreased total open position to 4
On 13 Nov IEX was trading at 162.72. The strike last trading price was 8, 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 12 Nov IEX was trading at 166.23. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Nov IEX was trading at 169.38. The strike last trading price was 8, which was 2.90 higher than the previous day. The implied volatity was 25.28, the open interest changed by 2 which increased total open position to 2
On 8 Nov IEX was trading at 171.07. The strike last trading price was 5.1, 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 7 Nov IEX was trading at 174.01. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 5.1, which was 5.10 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
