IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 161.51 | 0.4 | -0.50 | 28.97 | 957 | 71 | 707 | |||
| 13 Nov | 162.72 | 0.9 | -0.85 | 30.75 | 709 | 87 | 636 | |||
| 12 Nov | 166.23 | 1.75 | -0.90 | 33.68 | 783 | -8 | 550 | |||
| 11 Nov | 169.38 | 2.65 | -0.80 | 31.76 | 657 | 99 | 555 | |||
| 8 Nov | 171.07 | 3.45 | -2.00 | 30.58 | 706 | 88 | 455 | |||
| 7 Nov | 174.01 | 5.45 | -1.85 | 32.88 | 334 | 65 | 367 | |||
| 6 Nov | 177.37 | 7.3 | 1.80 | 31.58 | 1,174 | -4 | 302 | |||
| 5 Nov | 173.15 | 5.5 | -0.50 | 33.78 | 701 | 84 | 306 | |||
| 4 Nov | 173.04 | 6 | -3.60 | 35.48 | 620 | 117 | 228 | |||
| 1 Nov | 179.35 | 9.6 | 0.40 | 33.26 | 36 | -1 | 110 | |||
| 31 Oct | 177.76 | 9.2 | -0.20 | - | 202 | 45 | 112 | |||
| 30 Oct | 176.28 | 9.4 | -1.90 | - | 66 | 48 | 67 | |||
| 29 Oct | 179.89 | 11.3 | -2.90 | - | 28 | 10 | 19 | |||
| 28 Oct | 182.44 | 14.2 | -24.65 | - | 12 | 8 | 8 | |||
| 25 Oct | 180.76 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 38.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 38.85 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 175 expiring on 28NOV2024
Delta for 175 CE is 0.10
Historical price for 175 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 28.97, the open interest changed by 71 which increased total open position to 707
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 30.75, the open interest changed by 87 which increased total open position to 636
On 12 Nov IEX was trading at 166.23. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 33.68, the open interest changed by -8 which decreased total open position to 550
On 11 Nov IEX was trading at 169.38. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 31.76, the open interest changed by 99 which increased total open position to 555
On 8 Nov IEX was trading at 171.07. The strike last trading price was 3.45, which was -2.00 lower than the previous day. The implied volatity was 30.58, the open interest changed by 88 which increased total open position to 455
On 7 Nov IEX was trading at 174.01. The strike last trading price was 5.45, which was -1.85 lower than the previous day. The implied volatity was 32.88, the open interest changed by 65 which increased total open position to 367
On 6 Nov IEX was trading at 177.37. The strike last trading price was 7.3, which was 1.80 higher than the previous day. The implied volatity was 31.58, the open interest changed by -4 which decreased total open position to 302
On 5 Nov IEX was trading at 173.15. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 33.78, the open interest changed by 84 which increased total open position to 306
On 4 Nov IEX was trading at 173.04. The strike last trading price was 6, which was -3.60 lower than the previous day. The implied volatity was 35.48, the open interest changed by 117 which increased total open position to 228
On 1 Nov IEX was trading at 179.35. The strike last trading price was 9.6, which was 0.40 higher than the previous day. The implied volatity was 33.26, the open interest changed by -1 which decreased total open position to 110
On 31 Oct IEX was trading at 177.76. The strike last trading price was 9.2, which was -0.20 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 9.4, which was -1.90 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 11.3, which was -2.90 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 14.2, which was -24.65 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, 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 38.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.07
Theta: -0.05
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 13.55 | 1.10 | 35.45 | 76 | 8 | 304 |
| 13 Nov | 162.72 | 12.45 | 2.80 | 42.74 | 102 | 32 | 297 |
| 12 Nov | 166.23 | 9.65 | 2.05 | 30.54 | 199 | 0 | 322 |
| 11 Nov | 169.38 | 7.6 | 0.65 | 32.22 | 106 | 1 | 321 |
| 8 Nov | 171.07 | 6.95 | 1.35 | 31.91 | 240 | -4 | 319 |
| 7 Nov | 174.01 | 5.6 | 1.50 | 33.51 | 316 | 26 | 324 |
| 6 Nov | 177.37 | 4.1 | -2.15 | 32.78 | 551 | 68 | 299 |
| 5 Nov | 173.15 | 6.25 | -0.65 | 33.77 | 265 | 4 | 232 |
| 4 Nov | 173.04 | 6.9 | 1.75 | 37.16 | 326 | 19 | 230 |
| 1 Nov | 179.35 | 5.15 | -0.80 | 40.13 | 36 | 6 | 208 |
| 31 Oct | 177.76 | 5.95 | -0.30 | - | 421 | 72 | 203 |
| 30 Oct | 176.28 | 6.25 | 1.25 | - | 395 | 101 | 132 |
| 29 Oct | 179.89 | 5 | 1.05 | - | 30 | 7 | 31 |
| 28 Oct | 182.44 | 3.95 | 0.65 | - | 48 | 23 | 23 |
| 25 Oct | 180.76 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.82 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 22 Oct | 179.16 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 21 Oct | 187.11 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 18 Oct | 190.96 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 17 Oct | 191.16 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 16 Oct | 194.65 | 3.3 | 0.00 | - | 0 | 0 | 8 |
| 15 Oct | 191.60 | 3.3 | 0.00 | - | 22 | 0 | 8 |
| 14 Oct | 196.18 | 3.3 | -1.70 | - | 22 | 8 | 8 |
| 8 Oct | 204.59 | 5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 5 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 175 expiring on 28NOV2024
Delta for 175 PE is -0.86
Historical price for 175 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 13.55, which was 1.10 higher than the previous day. The implied volatity was 35.45, the open interest changed by 8 which increased total open position to 304
On 13 Nov IEX was trading at 162.72. The strike last trading price was 12.45, which was 2.80 higher than the previous day. The implied volatity was 42.74, the open interest changed by 32 which increased total open position to 297
On 12 Nov IEX was trading at 166.23. The strike last trading price was 9.65, which was 2.05 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 322
On 11 Nov IEX was trading at 169.38. The strike last trading price was 7.6, which was 0.65 higher than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 321
On 8 Nov IEX was trading at 171.07. The strike last trading price was 6.95, which was 1.35 higher than the previous day. The implied volatity was 31.91, the open interest changed by -4 which decreased total open position to 319
On 7 Nov IEX was trading at 174.01. The strike last trading price was 5.6, which was 1.50 higher than the previous day. The implied volatity was 33.51, the open interest changed by 26 which increased total open position to 324
On 6 Nov IEX was trading at 177.37. The strike last trading price was 4.1, which was -2.15 lower than the previous day. The implied volatity was 32.78, the open interest changed by 68 which increased total open position to 299
On 5 Nov IEX was trading at 173.15. The strike last trading price was 6.25, which was -0.65 lower than the previous day. The implied volatity was 33.77, the open interest changed by 4 which increased total open position to 232
On 4 Nov IEX was trading at 173.04. The strike last trading price was 6.9, which was 1.75 higher than the previous day. The implied volatity was 37.16, the open interest changed by 19 which increased total open position to 230
On 1 Nov IEX was trading at 179.35. The strike last trading price was 5.15, which was -0.80 lower than the previous day. The implied volatity was 40.13, the open interest changed by 6 which increased total open position to 208
On 31 Oct IEX was trading at 177.76. The strike last trading price was 5.95, which was -0.30 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 6.25, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 5, which was 1.05 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 3.95, which was 0.65 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, 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 3.3, which was -1.70 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 5, 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 5, 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 5, 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 5, 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 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
