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[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

179.03 1.63 (0.92%)

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Historical option data for IEX

11 Apr 2025 04:13 PM IST
IEX 24APR2025 175 CE
Delta: 0.65
Vega: 0.12
Theta: -0.22
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 7.8 0.35 38.82 258 -35 150
9 Apr 177.40 7.4 0 41.42 535 -12 185
8 Apr 176.90 7.25 0.4 39.95 561 -22 197
7 Apr 173.80 6.8 -1 47.03 1,251 32 212
4 Apr 178.52 8.25 -2.55 32.43 334 35 180
3 Apr 182.05 10.85 2.5 33.78 209 -41 145
2 Apr 177.99 8.35 0.55 36.21 261 14 187
1 Apr 176.73 7.9 0.05 36.15 442 12 173
28 Mar 175.77 7.6 -2.4 36.24 385 55 161
27 Mar 178.44 10.35 1.05 36.15 62 2 104
26 Mar 177.16 9.35 0.25 36.39 98 21 102
25 Mar 175.99 9.1 -0.45 41.23 40 5 81
24 Mar 178.07 9.6 3.1 34.95 182 -21 77
21 Mar 172.67 6.3 1.5 31.57 119 47 99
20 Mar 167.58 4.8 -0.15 35.23 21 8 51
19 Mar 167.96 4.95 1.45 35.45 33 11 43
18 Mar 163.33 3.5 -0.05 35.33 38 2 25
17 Mar 162.67 3.55 1.05 35.90 9 4 23
13 Mar 153.56 2.5 0 0.00 0 1 0
12 Mar 156.49 2.5 -0.75 36.74 2 1 19
11 Mar 157.99 3.25 0 37.94 1 0 18
10 Mar 159.06 3.25 -1.8 37.56 1 17 17
7 Mar 163.93 5.05 0 0.00 0 2 0
6 Mar 163.30 5.05 2.4 36.87 2 0 15
5 Mar 158.25 2.65 0 0.00 0 -1 0
4 Mar 152.82 2.65 -1.45 38.61 2 0 16
3 Mar 154.69 4.1 0 0.00 0 16 0
28 Feb 155.93 4.1 -12.25 39.81 17 14 14
27 Feb 156.94 16.35 0 7.59 0 0 0
26 Feb 165.51 16.35 0 3.37 0 0 0
25 Feb 166.24 16.35 0 3.37 0 0 0
24 Feb 164.23 16.35 0 3.93 0 0 0
20 Feb 169.73 16.35 0 0.93 0 0 0
19 Feb 169.45 16.35 0 2.66 0 0 0
18 Feb 164.63 16.35 0 3.26 0 0 0
17 Feb 167.21 16.35 0 2.41 0 0 0
14 Feb 163.93 16.35 0 3.49 0 0 0
13 Feb 169.60 16.35 0 0.87 0 0 0
12 Feb 171.81 16.35 0 0.02 0 0 0
11 Feb 171.38 16.35 0 0.09 0 0 0
10 Feb 176.79 16.35 0 - 0 0 0
7 Feb 182.24 16.35 0 - 0 0 0
6 Feb 182.83 16.35 0 - 0 0 0
5 Feb 179.67 16.35 0 - 0 0 0
4 Feb 173.44 16.35 0 - 0 0 0
3 Feb 169.68 0 0 0.85 0 0 0
1 Feb 168.36 0 0 1.00 0 0 0


For Indian Energy Exc Ltd - strike price 175 expiring on 24APR2025

Delta for 175 CE is 0.65

Historical price for 175 CE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 38.82, the open interest changed by -35 which decreased total open position to 150


On 9 Apr IEX was trading at 177.40. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 41.42, the open interest changed by -12 which decreased total open position to 185


On 8 Apr IEX was trading at 176.90. The strike last trading price was 7.25, which was 0.4 higher than the previous day. The implied volatity was 39.95, the open interest changed by -22 which decreased total open position to 197


On 7 Apr IEX was trading at 173.80. The strike last trading price was 6.8, which was -1 lower than the previous day. The implied volatity was 47.03, the open interest changed by 32 which increased total open position to 212


On 4 Apr IEX was trading at 178.52. The strike last trading price was 8.25, which was -2.55 lower than the previous day. The implied volatity was 32.43, the open interest changed by 35 which increased total open position to 180


On 3 Apr IEX was trading at 182.05. The strike last trading price was 10.85, which was 2.5 higher than the previous day. The implied volatity was 33.78, the open interest changed by -41 which decreased total open position to 145


On 2 Apr IEX was trading at 177.99. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 36.21, the open interest changed by 14 which increased total open position to 187


On 1 Apr IEX was trading at 176.73. The strike last trading price was 7.9, which was 0.05 higher than the previous day. The implied volatity was 36.15, the open interest changed by 12 which increased total open position to 173


On 28 Mar IEX was trading at 175.77. The strike last trading price was 7.6, which was -2.4 lower than the previous day. The implied volatity was 36.24, the open interest changed by 55 which increased total open position to 161


On 27 Mar IEX was trading at 178.44. The strike last trading price was 10.35, which was 1.05 higher than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 104


On 26 Mar IEX was trading at 177.16. The strike last trading price was 9.35, which was 0.25 higher than the previous day. The implied volatity was 36.39, the open interest changed by 21 which increased total open position to 102


On 25 Mar IEX was trading at 175.99. The strike last trading price was 9.1, which was -0.45 lower than the previous day. The implied volatity was 41.23, the open interest changed by 5 which increased total open position to 81


On 24 Mar IEX was trading at 178.07. The strike last trading price was 9.6, which was 3.1 higher than the previous day. The implied volatity was 34.95, the open interest changed by -21 which decreased total open position to 77


On 21 Mar IEX was trading at 172.67. The strike last trading price was 6.3, which was 1.5 higher than the previous day. The implied volatity was 31.57, the open interest changed by 47 which increased total open position to 99


On 20 Mar IEX was trading at 167.58. The strike last trading price was 4.8, which was -0.15 lower than the previous day. The implied volatity was 35.23, the open interest changed by 8 which increased total open position to 51


On 19 Mar IEX was trading at 167.96. The strike last trading price was 4.95, which was 1.45 higher than the previous day. The implied volatity was 35.45, the open interest changed by 11 which increased total open position to 43


On 18 Mar IEX was trading at 163.33. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 25


On 17 Mar IEX was trading at 162.67. The strike last trading price was 3.55, which was 1.05 higher than the previous day. The implied volatity was 35.90, the open interest changed by 4 which increased total open position to 23


On 13 Mar IEX was trading at 153.56. The strike last trading price was 2.5, 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 12 Mar IEX was trading at 156.49. The strike last trading price was 2.5, which was -0.75 lower than the previous day. The implied volatity was 36.74, the open interest changed by 1 which increased total open position to 19


On 11 Mar IEX was trading at 157.99. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 18


On 10 Mar IEX was trading at 159.06. The strike last trading price was 3.25, which was -1.8 lower than the previous day. The implied volatity was 37.56, the open interest changed by 17 which increased total open position to 17


On 7 Mar IEX was trading at 163.93. The strike last trading price was 5.05, 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 6 Mar IEX was trading at 163.30. The strike last trading price was 5.05, which was 2.4 higher than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 15


On 5 Mar IEX was trading at 158.25. The strike last trading price was 2.65, which was 0 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 4 Mar IEX was trading at 152.82. The strike last trading price was 2.65, which was -1.45 lower than the previous day. The implied volatity was 38.61, the open interest changed by 0 which decreased total open position to 16


On 3 Mar IEX was trading at 154.69. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 28 Feb IEX was trading at 155.93. The strike last trading price was 4.1, which was -12.25 lower than the previous day. The implied volatity was 39.81, the open interest changed by 14 which increased total open position to 14


On 27 Feb IEX was trading at 156.94. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IEX was trading at 165.51. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IEX was trading at 166.24. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IEX was trading at 164.23. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


On 20 Feb IEX was trading at 169.73. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 19 Feb IEX was trading at 169.45. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IEX was trading at 164.63. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IEX was trading at 167.21. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IEX was trading at 163.93. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 13 Feb IEX was trading at 169.60. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0


On 12 Feb IEX was trading at 171.81. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IEX was trading at 171.38. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 10 Feb IEX was trading at 176.79. The strike last trading price was 16.35, 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 Feb IEX was trading at 182.24. The strike last trading price was 16.35, 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 Feb IEX was trading at 182.83. The strike last trading price was 16.35, 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 Feb IEX was trading at 179.67. The strike last trading price was 16.35, 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 Feb IEX was trading at 173.44. The strike last trading price was 16.35, 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 Feb IEX was trading at 169.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IEX was trading at 168.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0


IEX 24APR2025 175 PE
Delta: -0.35
Vega: 0.13
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 179.03 3.3 -1.65 39.80 474 -45 417
9 Apr 177.40 4.85 -0.2 43.34 687 44 464
8 Apr 176.90 5.1 -1.9 43.10 549 -16 420
7 Apr 173.80 7.1 2.95 45.78 998 26 437
4 Apr 178.52 3.95 1.05 37.31 654 -37 407
3 Apr 182.05 2.8 -1.65 35.66 677 118 444
2 Apr 177.99 4.4 -0.55 35.62 413 38 326
1 Apr 176.73 4.8 -1.2 34.98 578 -21 289
28 Mar 175.77 6.15 1.25 36.19 722 70 310
27 Mar 178.44 4.8 -1 37.71 355 114 237
26 Mar 177.16 5.8 -0.55 38.65 109 6 122
25 Mar 175.99 6.7 1.2 38.23 68 29 116
24 Mar 178.07 5.4 -2.15 36.36 94 66 87
21 Mar 172.67 7.55 -2.75 34.15 23 -3 21
20 Mar 167.58 10.3 -0.15 32.82 12 1 14
19 Mar 167.96 10.45 -4.15 33.17 10 2 11
18 Mar 163.33 14.55 -0.05 0.00 0 7 0
17 Mar 162.67 14.55 -3.45 37.58 8 5 7
13 Mar 153.56 18 0 0.00 0 0 0
12 Mar 156.49 18 0 0.00 0 1 0
11 Mar 157.99 18 -1.2 38.31 1 0 1
10 Mar 159.06 19.2 0 0.00 0 0 0
7 Mar 163.93 19.2 0 0.00 0 0 0
6 Mar 163.30 19.2 0 0.00 0 0 0
5 Mar 158.25 19.2 0 0.00 0 0 0
4 Mar 152.82 19.2 0 0.00 0 0 0
3 Mar 154.69 19.2 0 0.00 0 1 0
28 Feb 155.93 19.2 6.05 35.98 1 0 0
27 Feb 156.94 13.15 0 - 0 0 0
26 Feb 165.51 13.15 0 - 0 0 0
25 Feb 166.24 13.15 0 - 0 0 0
24 Feb 164.23 13.15 0 - 0 0 0
20 Feb 169.73 13.15 0 - 0 0 0
19 Feb 169.45 13.15 0 - 0 0 0
18 Feb 164.63 13.15 0 - 0 0 0
17 Feb 167.21 13.15 0 - 0 0 0
14 Feb 163.93 13.15 0 - 0 0 0
13 Feb 169.60 13.15 0 - 0 0 0
12 Feb 171.81 13.15 0 0.31 0 0 0
11 Feb 171.38 13.15 0 - 0 0 0
10 Feb 176.79 13.15 0 2.35 0 0 0
7 Feb 182.24 13.15 0 4.09 0 0 0
6 Feb 182.83 13.15 0 3.90 0 0 0
5 Feb 179.67 13.15 0 2.80 0 0 0
4 Feb 173.44 13.15 0 0.38 0 0 0
3 Feb 169.68 13.15 0 - 0 0 0
1 Feb 168.36 13.15 0 1.33 0 0 0


For Indian Energy Exc Ltd - strike price 175 expiring on 24APR2025

Delta for 175 PE is -0.35

Historical price for 175 PE is as follows

On 11 Apr IEX was trading at 179.03. The strike last trading price was 3.3, which was -1.65 lower than the previous day. The implied volatity was 39.80, the open interest changed by -45 which decreased total open position to 417


On 9 Apr IEX was trading at 177.40. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 43.34, the open interest changed by 44 which increased total open position to 464


On 8 Apr IEX was trading at 176.90. The strike last trading price was 5.1, which was -1.9 lower than the previous day. The implied volatity was 43.10, the open interest changed by -16 which decreased total open position to 420


On 7 Apr IEX was trading at 173.80. The strike last trading price was 7.1, which was 2.95 higher than the previous day. The implied volatity was 45.78, the open interest changed by 26 which increased total open position to 437


On 4 Apr IEX was trading at 178.52. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 37.31, the open interest changed by -37 which decreased total open position to 407


On 3 Apr IEX was trading at 182.05. The strike last trading price was 2.8, which was -1.65 lower than the previous day. The implied volatity was 35.66, the open interest changed by 118 which increased total open position to 444


On 2 Apr IEX was trading at 177.99. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 35.62, the open interest changed by 38 which increased total open position to 326


On 1 Apr IEX was trading at 176.73. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 34.98, the open interest changed by -21 which decreased total open position to 289


On 28 Mar IEX was trading at 175.77. The strike last trading price was 6.15, which was 1.25 higher than the previous day. The implied volatity was 36.19, the open interest changed by 70 which increased total open position to 310


On 27 Mar IEX was trading at 178.44. The strike last trading price was 4.8, which was -1 lower than the previous day. The implied volatity was 37.71, the open interest changed by 114 which increased total open position to 237


On 26 Mar IEX was trading at 177.16. The strike last trading price was 5.8, which was -0.55 lower than the previous day. The implied volatity was 38.65, the open interest changed by 6 which increased total open position to 122


On 25 Mar IEX was trading at 175.99. The strike last trading price was 6.7, which was 1.2 higher than the previous day. The implied volatity was 38.23, the open interest changed by 29 which increased total open position to 116


On 24 Mar IEX was trading at 178.07. The strike last trading price was 5.4, which was -2.15 lower than the previous day. The implied volatity was 36.36, the open interest changed by 66 which increased total open position to 87


On 21 Mar IEX was trading at 172.67. The strike last trading price was 7.55, which was -2.75 lower than the previous day. The implied volatity was 34.15, the open interest changed by -3 which decreased total open position to 21


On 20 Mar IEX was trading at 167.58. The strike last trading price was 10.3, which was -0.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 14


On 19 Mar IEX was trading at 167.96. The strike last trading price was 10.45, which was -4.15 lower than the previous day. The implied volatity was 33.17, the open interest changed by 2 which increased total open position to 11


On 18 Mar IEX was trading at 163.33. The strike last trading price was 14.55, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 17 Mar IEX was trading at 162.67. The strike last trading price was 14.55, which was -3.45 lower than the previous day. The implied volatity was 37.58, the open interest changed by 5 which increased total open position to 7


On 13 Mar IEX was trading at 153.56. The strike last trading price was 18, which was 0 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 Mar IEX was trading at 156.49. The strike last trading price was 18, 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 11 Mar IEX was trading at 157.99. The strike last trading price was 18, which was -1.2 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 1


On 10 Mar IEX was trading at 159.06. The strike last trading price was 19.2, which was 0 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 7 Mar IEX was trading at 163.93. The strike last trading price was 19.2, which was 0 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 6 Mar IEX was trading at 163.30. The strike last trading price was 19.2, which was 0 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 5 Mar IEX was trading at 158.25. The strike last trading price was 19.2, which was 0 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 4 Mar IEX was trading at 152.82. The strike last trading price was 19.2, which was 0 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 3 Mar IEX was trading at 154.69. The strike last trading price was 19.2, 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 28 Feb IEX was trading at 155.93. The strike last trading price was 19.2, which was 6.05 higher than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 0


On 27 Feb IEX was trading at 156.94. The strike last trading price was 13.15, 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 26 Feb IEX was trading at 165.51. The strike last trading price was 13.15, 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 25 Feb IEX was trading at 166.24. The strike last trading price was 13.15, 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 24 Feb IEX was trading at 164.23. The strike last trading price was 13.15, 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 20 Feb IEX was trading at 169.73. The strike last trading price was 13.15, 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 Feb IEX was trading at 169.45. The strike last trading price was 13.15, 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 Feb IEX was trading at 164.63. The strike last trading price was 13.15, 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 Feb IEX was trading at 167.21. The strike last trading price was 13.15, 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 14 Feb IEX was trading at 163.93. The strike last trading price was 13.15, 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 Feb IEX was trading at 169.60. The strike last trading price was 13.15, 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 Feb IEX was trading at 171.81. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 11 Feb IEX was trading at 171.38. The strike last trading price was 13.15, 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 Feb IEX was trading at 176.79. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IEX was trading at 182.24. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0


On 6 Feb IEX was trading at 182.83. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IEX was trading at 179.67. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IEX was trading at 173.44. The strike last trading price was 13.15, which was 0 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 3 Feb IEX was trading at 169.68. The strike last trading price was 13.15, 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 1 Feb IEX was trading at 168.36. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0