IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.3 | -0.35 | 30.74 | 128 | -20 | 248 | |||
| 13 Nov | 162.72 | 0.65 | -0.55 | 31.81 | 111 | 24 | 269 | |||
| 12 Nov | 166.23 | 1.2 | -0.75 | 33.28 | 75 | 15 | 243 | |||
| 11 Nov | 169.38 | 1.95 | -0.65 | 31.94 | 142 | 36 | 224 | |||
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| 8 Nov | 171.07 | 2.6 | -1.80 | 30.62 | 298 | 14 | 189 | |||
| 7 Nov | 174.01 | 4.4 | -1.55 | 33.26 | 296 | 54 | 175 | |||
| 6 Nov | 177.37 | 5.95 | 1.55 | 31.64 | 567 | 21 | 120 | |||
| 5 Nov | 173.15 | 4.4 | -0.50 | 33.59 | 279 | 25 | 98 | |||
| 4 Nov | 173.04 | 4.9 | -3.30 | 35.38 | 147 | 27 | 74 | |||
| 1 Nov | 179.35 | 8.2 | 0.60 | 33.63 | 9 | 0 | 47 | |||
| 31 Oct | 177.76 | 7.6 | -0.50 | - | 152 | 37 | 47 | |||
| 30 Oct | 176.28 | 8.1 | -1.00 | - | 15 | 9 | 11 | |||
| 29 Oct | 179.89 | 9.1 | -28.10 | - | 2 | 0 | 0 | |||
| 28 Oct | 182.44 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 180.76 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 37.2 | 37.20 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 177.5 expiring on 28NOV2024
Delta for 177.5 CE is 0.07
Historical price for 177.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by -20 which decreased total open position to 248
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by 24 which increased total open position to 269
On 12 Nov IEX was trading at 166.23. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 33.28, the open interest changed by 15 which increased total open position to 243
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by 36 which increased total open position to 224
On 8 Nov IEX was trading at 171.07. The strike last trading price was 2.6, which was -1.80 lower than the previous day. The implied volatity was 30.62, the open interest changed by 14 which increased total open position to 189
On 7 Nov IEX was trading at 174.01. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was 33.26, the open interest changed by 54 which increased total open position to 175
On 6 Nov IEX was trading at 177.37. The strike last trading price was 5.95, which was 1.55 higher than the previous day. The implied volatity was 31.64, the open interest changed by 21 which increased total open position to 120
On 5 Nov IEX was trading at 173.15. The strike last trading price was 4.4, which was -0.50 lower than the previous day. The implied volatity was 33.59, the open interest changed by 25 which increased total open position to 98
On 4 Nov IEX was trading at 173.04. The strike last trading price was 4.9, which was -3.30 lower than the previous day. The implied volatity was 35.38, the open interest changed by 27 which increased total open position to 74
On 1 Nov IEX was trading at 179.35. The strike last trading price was 8.2, which was 0.60 higher than the previous day. The implied volatity was 33.63, the open interest changed by 0 which decreased total open position to 47
On 31 Oct IEX was trading at 177.76. The strike last trading price was 7.6, which was -0.50 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 8.1, which was -1.00 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 9.1, which was -28.10 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 37.2, 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 25 Oct IEX was trading at 180.76. The strike last trading price was 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, which was 37.20 higher 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 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 3 Oct IEX was trading at 208.99. 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 30 Sept IEX was trading at 204.28. 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 28NOV2024 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.07
Theta: -0.06
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 16.1 | 0.90 | 40.69 | 8 | 0 | 143 |
| 13 Nov | 162.72 | 15.2 | 3.30 | 50.41 | 5 | -1 | 143 |
| 12 Nov | 166.23 | 11.9 | 2.30 | 32.93 | 25 | -4 | 145 |
| 11 Nov | 169.38 | 9.6 | 0.70 | 34.15 | 19 | 0 | 150 |
| 8 Nov | 171.07 | 8.9 | 1.85 | 34.16 | 41 | 1 | 150 |
| 7 Nov | 174.01 | 7.05 | 1.75 | 33.98 | 85 | 3 | 149 |
| 6 Nov | 177.37 | 5.3 | -2.45 | 33.18 | 132 | 16 | 146 |
| 5 Nov | 173.15 | 7.75 | -0.80 | 34.26 | 60 | -1 | 131 |
| 4 Nov | 173.04 | 8.55 | 2.15 | 38.59 | 150 | 16 | 127 |
| 1 Nov | 179.35 | 6.4 | -0.05 | 41.09 | 1 | 0 | 110 |
| 31 Oct | 177.76 | 6.45 | -1.50 | - | 210 | 101 | 114 |
| 30 Oct | 176.28 | 7.95 | 1.95 | - | 25 | 16 | 17 |
| 29 Oct | 179.89 | 6 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 182.44 | 6 | 2.20 | - | 1 | 0 | 0 |
| 25 Oct | 180.76 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.82 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 187.11 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 190.96 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 191.16 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.65 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 191.60 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.18 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 204.59 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 3.8 | 3.80 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 177.5 expiring on 28NOV2024
Delta for 177.5 PE is -0.86
Historical price for 177.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 16.1, which was 0.90 higher than the previous day. The implied volatity was 40.69, the open interest changed by 0 which decreased total open position to 143
On 13 Nov IEX was trading at 162.72. The strike last trading price was 15.2, which was 3.30 higher than the previous day. The implied volatity was 50.41, the open interest changed by -1 which decreased total open position to 143
On 12 Nov IEX was trading at 166.23. The strike last trading price was 11.9, which was 2.30 higher than the previous day. The implied volatity was 32.93, the open interest changed by -4 which decreased total open position to 145
On 11 Nov IEX was trading at 169.38. The strike last trading price was 9.6, which was 0.70 higher than the previous day. The implied volatity was 34.15, the open interest changed by 0 which decreased total open position to 150
On 8 Nov IEX was trading at 171.07. The strike last trading price was 8.9, which was 1.85 higher than the previous day. The implied volatity was 34.16, the open interest changed by 1 which increased total open position to 150
On 7 Nov IEX was trading at 174.01. The strike last trading price was 7.05, which was 1.75 higher than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 149
On 6 Nov IEX was trading at 177.37. The strike last trading price was 5.3, which was -2.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by 16 which increased total open position to 146
On 5 Nov IEX was trading at 173.15. The strike last trading price was 7.75, which was -0.80 lower than the previous day. The implied volatity was 34.26, the open interest changed by -1 which decreased total open position to 131
On 4 Nov IEX was trading at 173.04. The strike last trading price was 8.55, which was 2.15 higher than the previous day. The implied volatity was 38.59, the open interest changed by 16 which increased total open position to 127
On 1 Nov IEX was trading at 179.35. The strike last trading price was 6.4, which was -0.05 lower than the previous day. The implied volatity was 41.09, the open interest changed by 0 which decreased total open position to 110
On 31 Oct IEX was trading at 177.76. The strike last trading price was 6.45, which was -1.50 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 7.95, which was 1.95 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 6, 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 28 Oct IEX was trading at 182.44. The strike last trading price was 6, which was 2.20 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, 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 3.8, which was 3.80 higher 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 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 3 Oct IEX was trading at 208.99. 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 30 Sept IEX was trading at 204.28. 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
