IEX
Indian Energy Exc Ltd
Historical option data for IEX
07 Apr 2025 04:13 PM IST
| IEX 24APR2025 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.15
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 173.80 | 5.6 | -0.9 | 46.34 | 527 | 5 | 157 | |||
| 4 Apr | 178.52 | 6.65 | -2.35 | 31.72 | 346 | 42 | 152 | |||
| 3 Apr | 182.05 | 9.1 | 2.3 | 33.29 | 196 | -1 | 111 | |||
| 2 Apr | 177.99 | 6.8 | 0.3 | 35.13 | 158 | 23 | 113 | |||
| 1 Apr | 176.73 | 6.5 | 0.15 | 35.58 | 217 | 26 | 90 | |||
| 28 Mar | 175.77 | 6.25 | -1.5 | 35.47 | 191 | 26 | 64 | |||
| 27 Mar | 178.44 | 7.75 | -0.15 | 30.14 | 50 | 15 | 38 | |||
| 26 Mar | 177.16 | 7.9 | 0.35 | 35.83 | 35 | 10 | 23 | |||
| 25 Mar | 175.99 | 7.4 | -0.9 | 38.17 | 32 | 5 | 13 | |||
| 24 Mar | 178.07 | 8.3 | 3.7 | 35.27 | 28 | 8 | 8 | |||
| 21 Mar | 172.67 | 4.6 | 0 | 2.13 | 0 | 0 | 0 | |||
| 20 Mar | 167.58 | 4.6 | 0 | 5.19 | 0 | 0 | 0 | |||
| 19 Mar | 167.96 | 4.6 | 0 | 5.11 | 0 | 0 | 0 | |||
| 18 Mar | 163.33 | 4.6 | 0 | 7.43 | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 4.6 | 0 | 7.59 | 0 | 0 | 0 | |||
| 13 Mar | 153.56 | 4.6 | 0 | 11.43 | 0 | 0 | 0 | |||
| 12 Mar | 156.49 | 4.6 | 0 | 10.07 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 4.6 | 0 | 9.09 | 0 | 0 | 0 | |||
| 10 Mar | 159.06 | 4.6 | 0 | 9.01 | 0 | 0 | 0 | |||
| 7 Mar | 163.93 | 4.6 | 0 | 6.17 | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 4.6 | 0 | 6.24 | 0 | 0 | 0 | |||
| 5 Mar | 158.25 | 4.6 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 4 Mar | 152.82 | 4.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 154.69 | 4.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 155.93 | 4.6 | 0 | 8.80 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 177.5 expiring on 24APR2025
Delta for 177.5 CE is 0.45
Historical price for 177.5 CE is as follows
On 7 Apr IEX was trading at 173.80. The strike last trading price was 5.6, which was -0.9 lower than the previous day. The implied volatity was 46.34, the open interest changed by 5 which increased total open position to 157
On 4 Apr IEX was trading at 178.52. The strike last trading price was 6.65, which was -2.35 lower than the previous day. The implied volatity was 31.72, the open interest changed by 42 which increased total open position to 152
On 3 Apr IEX was trading at 182.05. The strike last trading price was 9.1, which was 2.3 higher than the previous day. The implied volatity was 33.29, the open interest changed by -1 which decreased total open position to 111
On 2 Apr IEX was trading at 177.99. The strike last trading price was 6.8, which was 0.3 higher than the previous day. The implied volatity was 35.13, the open interest changed by 23 which increased total open position to 113
On 1 Apr IEX was trading at 176.73. The strike last trading price was 6.5, which was 0.15 higher than the previous day. The implied volatity was 35.58, the open interest changed by 26 which increased total open position to 90
On 28 Mar IEX was trading at 175.77. The strike last trading price was 6.25, which was -1.5 lower than the previous day. The implied volatity was 35.47, the open interest changed by 26 which increased total open position to 64
On 27 Mar IEX was trading at 178.44. The strike last trading price was 7.75, which was -0.15 lower than the previous day. The implied volatity was 30.14, the open interest changed by 15 which increased total open position to 38
On 26 Mar IEX was trading at 177.16. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was 35.83, the open interest changed by 10 which increased total open position to 23
On 25 Mar IEX was trading at 175.99. The strike last trading price was 7.4, which was -0.9 lower than the previous day. The implied volatity was 38.17, the open interest changed by 5 which increased total open position to 13
On 24 Mar IEX was trading at 178.07. The strike last trading price was 8.3, which was 3.7 higher than the previous day. The implied volatity was 35.27, the open interest changed by 8 which increased total open position to 8
On 21 Mar IEX was trading at 172.67. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IEX was trading at 167.58. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IEX was trading at 167.96. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IEX was trading at 163.33. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IEX was trading at 162.67. The strike last trading price was 4.6, 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 13 Mar IEX was trading at 153.56. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 11.43, 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 4.6, which was 0 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IEX was trading at 157.99. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IEX was trading at 159.06. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 9.01, 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 4.6, which was 0 lower than the previous day. The implied volatity was 6.17, 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 4.6, which was 0 lower than the previous day. The implied volatity was 6.24, 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 4.6, 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 4.6, 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 4.6, 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 28 Feb IEX was trading at 155.93. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 8.80, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.15
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 173.80 | 8.35 | 2.85 | 44.83 | 308 | -7 | 113 |
| 4 Apr | 178.52 | 5.2 | 1.65 | 38.57 | 537 | 8 | 120 |
| 3 Apr | 182.05 | 3.7 | -1.7 | 36.05 | 184 | 0 | 111 |
| 2 Apr | 177.99 | 5.35 | -0.6 | 34.65 | 165 | 10 | 112 |
| 1 Apr | 176.73 | 5.95 | -1.35 | 34.82 | 258 | 31 | 103 |
| 28 Mar | 175.77 | 7.4 | 1.9 | 36.04 | 219 | 46 | 72 |
| 27 Mar | 178.44 | 5.6 | -1.4 | 36.42 | 46 | 7 | 25 |
| 26 Mar | 177.16 | 7 | -0.7 | 38.89 | 20 | 3 | 19 |
| 25 Mar | 175.99 | 7.85 | 0.7 | 37.69 | 17 | 7 | 15 |
| 24 Mar | 178.07 | 7.15 | -16.05 | 40.03 | 11 | 8 | 8 |
| 21 Mar | 172.67 | 23.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 167.58 | 23.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 167.96 | 23.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 163.33 | 23.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 162.67 | 23.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 153.56 | 23.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 156.49 | 23.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 23.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 159.06 | 23.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 163.93 | 23.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 163.30 | 23.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 158.25 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 152.82 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 154.69 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 155.93 | 23.2 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 177.5 expiring on 24APR2025
Delta for 177.5 PE is -0.55
Historical price for 177.5 PE is as follows
On 7 Apr IEX was trading at 173.80. The strike last trading price was 8.35, which was 2.85 higher than the previous day. The implied volatity was 44.83, the open interest changed by -7 which decreased total open position to 113
On 4 Apr IEX was trading at 178.52. The strike last trading price was 5.2, which was 1.65 higher than the previous day. The implied volatity was 38.57, the open interest changed by 8 which increased total open position to 120
On 3 Apr IEX was trading at 182.05. The strike last trading price was 3.7, which was -1.7 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 111
On 2 Apr IEX was trading at 177.99. The strike last trading price was 5.35, which was -0.6 lower than the previous day. The implied volatity was 34.65, the open interest changed by 10 which increased total open position to 112
On 1 Apr IEX was trading at 176.73. The strike last trading price was 5.95, which was -1.35 lower than the previous day. The implied volatity was 34.82, the open interest changed by 31 which increased total open position to 103
On 28 Mar IEX was trading at 175.77. The strike last trading price was 7.4, which was 1.9 higher than the previous day. The implied volatity was 36.04, the open interest changed by 46 which increased total open position to 72
On 27 Mar IEX was trading at 178.44. The strike last trading price was 5.6, which was -1.4 lower than the previous day. The implied volatity was 36.42, the open interest changed by 7 which increased total open position to 25
On 26 Mar IEX was trading at 177.16. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 38.89, the open interest changed by 3 which increased total open position to 19
On 25 Mar IEX was trading at 175.99. The strike last trading price was 7.85, which was 0.7 higher than the previous day. The implied volatity was 37.69, the open interest changed by 7 which increased total open position to 15
On 24 Mar IEX was trading at 178.07. The strike last trading price was 7.15, which was -16.05 lower than the previous day. The implied volatity was 40.03, the open interest changed by 8 which increased total open position to 8
On 21 Mar IEX was trading at 172.67. The strike last trading price was 23.2, 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 Mar IEX was trading at 167.58. The strike last trading price was 23.2, 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 Mar IEX was trading at 167.96. The strike last trading price was 23.2, 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 Mar IEX was trading at 163.33. The strike last trading price was 23.2, 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 Mar IEX was trading at 162.67. The strike last trading price was 23.2, 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 Mar IEX was trading at 153.56. The strike last trading price was 23.2, 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 Mar IEX was trading at 156.49. The strike last trading price was 23.2, 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 11 Mar IEX was trading at 157.99. The strike last trading price was 23.2, 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 Mar IEX was trading at 159.06. The strike last trading price was 23.2, 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 Mar IEX was trading at 163.93. The strike last trading price was 23.2, 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 Mar IEX was trading at 163.30. The strike last trading price was 23.2, 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 Mar IEX was trading at 158.25. The strike last trading price was 23.2, 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 23.2, 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 23.2, 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 28 Feb IEX was trading at 155.93. The strike last trading price was 23.2, 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
