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

163.37 0.65 (0.40%)

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Historical option data for IEX

14 Nov 2024 09:24 AM IST
IEX 28NOV2024 175 CE
Delta: 0.16
Vega: 0.08
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 163.50 0.9 0.00 32.88 8 5 641
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 0.16

Historical price for 175 CE is as follows

On 14 Nov IEX was trading at 163.50. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 32.88, the open interest changed by 5 which increased total open position to 641


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: -0.81
Vega: 0.09
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 163.50 12.3 -0.15 36.59 3 0 296
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 -0.81

Historical price for 175 PE is as follows

On 14 Nov IEX was trading at 163.50. The strike last trading price was 12.3, which was -0.15 lower than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 296


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