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

177.45 -7.48 (-4.04%)

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Historical option data for IEX

20 Dec 2024 04:13 PM IST
IEX 26DEC2024 180 CE
Delta: 0.32
Vega: 0.08
Theta: -0.21
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 177.45 1.35 -5.15 29.09 2,161 -7 427
19 Dec 184.93 6.5 1.45 31.06 1,203 16 442
18 Dec 183.15 5.05 -2.10 29.19 596 -42 428
17 Dec 185.78 7.15 -3.40 28.68 89 -13 470
16 Dec 189.71 10.55 0.40 28.74 124 -6 484
13 Dec 189.43 10.15 0.45 27.28 184 -27 492
12 Dec 188.61 9.7 -1.65 26.76 144 -18 521
11 Dec 190.28 11.35 2.55 20.63 670 -123 542
10 Dec 186.13 8.8 1.15 30.42 496 -55 666
9 Dec 184.13 7.65 -0.75 29.16 510 12 724
6 Dec 184.96 8.4 3.35 29.66 4,301 -571 714
5 Dec 178.15 5.05 -0.10 31.90 3,362 117 1,293
4 Dec 178.17 5.15 0.15 31.41 4,995 547 1,184
3 Dec 178.10 5 -0.40 29.67 989 87 636
2 Dec 178.19 5.4 0.80 30.31 1,361 24 552
29 Nov 176.19 4.6 -0.40 30.12 1,181 101 530
28 Nov 174.90 5 0.60 33.88 1,509 64 431
27 Nov 171.71 4.4 2.15 35.58 861 116 366
26 Nov 166.13 2.25 -0.25 33.43 178 45 249
25 Nov 166.46 2.5 0.65 34.90 248 124 204
22 Nov 163.11 1.85 0.20 33.72 52 16 96
21 Nov 161.33 1.65 0.05 34.09 29 8 81
20 Nov 162.49 1.6 0.00 32.06 65 28 74
19 Nov 162.49 1.6 -0.05 32.06 65 29 74
18 Nov 161.32 1.65 -0.25 32.20 30 10 45
14 Nov 161.51 1.9 -0.30 32.08 26 9 33
13 Nov 162.72 2.2 -0.95 30.43 29 11 24
12 Nov 166.23 3.15 -1.90 32.21 14 6 13
11 Nov 169.38 5.05 -0.20 35.58 5 0 7
8 Nov 171.07 5.25 -2.05 32.74 3 1 6
7 Nov 174.01 7.3 -1.20 35.30 4 1 5
6 Nov 177.37 8.5 -29.75 32.84 4 3 3
5 Nov 173.15 38.25 0.00 2.22 0 0 0
4 Nov 173.04 38.25 0.00 2.18 0 0 0
1 Nov 179.35 38.25 0.00 - 0 0 0
31 Oct 177.76 38.25 38.25 - 0 0 0
11 Oct 204.59 0 0.00 - 0 0 0
10 Oct 202.37 0 0.00 - 0 0 0
9 Oct 203.47 0 0.00 - 0 0 0
7 Oct 198.97 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 180 expiring on 26DEC2024

Delta for 180 CE is 0.32

Historical price for 180 CE is as follows

On 20 Dec IEX was trading at 177.45. The strike last trading price was 1.35, which was -5.15 lower than the previous day. The implied volatity was 29.09, the open interest changed by -7 which decreased total open position to 427


On 19 Dec IEX was trading at 184.93. The strike last trading price was 6.5, which was 1.45 higher than the previous day. The implied volatity was 31.06, the open interest changed by 16 which increased total open position to 442


On 18 Dec IEX was trading at 183.15. The strike last trading price was 5.05, which was -2.10 lower than the previous day. The implied volatity was 29.19, the open interest changed by -42 which decreased total open position to 428


On 17 Dec IEX was trading at 185.78. The strike last trading price was 7.15, which was -3.40 lower than the previous day. The implied volatity was 28.68, the open interest changed by -13 which decreased total open position to 470


On 16 Dec IEX was trading at 189.71. The strike last trading price was 10.55, which was 0.40 higher than the previous day. The implied volatity was 28.74, the open interest changed by -6 which decreased total open position to 484


On 13 Dec IEX was trading at 189.43. The strike last trading price was 10.15, which was 0.45 higher than the previous day. The implied volatity was 27.28, the open interest changed by -27 which decreased total open position to 492


On 12 Dec IEX was trading at 188.61. The strike last trading price was 9.7, which was -1.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by -18 which decreased total open position to 521


On 11 Dec IEX was trading at 190.28. The strike last trading price was 11.35, which was 2.55 higher than the previous day. The implied volatity was 20.63, the open interest changed by -123 which decreased total open position to 542


On 10 Dec IEX was trading at 186.13. The strike last trading price was 8.8, which was 1.15 higher than the previous day. The implied volatity was 30.42, the open interest changed by -55 which decreased total open position to 666


On 9 Dec IEX was trading at 184.13. The strike last trading price was 7.65, which was -0.75 lower than the previous day. The implied volatity was 29.16, the open interest changed by 12 which increased total open position to 724


On 6 Dec IEX was trading at 184.96. The strike last trading price was 8.4, which was 3.35 higher than the previous day. The implied volatity was 29.66, the open interest changed by -571 which decreased total open position to 714


On 5 Dec IEX was trading at 178.15. The strike last trading price was 5.05, which was -0.10 lower than the previous day. The implied volatity was 31.90, the open interest changed by 117 which increased total open position to 1293


On 4 Dec IEX was trading at 178.17. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 31.41, the open interest changed by 547 which increased total open position to 1184


On 3 Dec IEX was trading at 178.10. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 29.67, the open interest changed by 87 which increased total open position to 636


On 2 Dec IEX was trading at 178.19. The strike last trading price was 5.4, which was 0.80 higher than the previous day. The implied volatity was 30.31, the open interest changed by 24 which increased total open position to 552


On 29 Nov IEX was trading at 176.19. The strike last trading price was 4.6, which was -0.40 lower than the previous day. The implied volatity was 30.12, the open interest changed by 101 which increased total open position to 530


On 28 Nov IEX was trading at 174.90. The strike last trading price was 5, which was 0.60 higher than the previous day. The implied volatity was 33.88, the open interest changed by 64 which increased total open position to 431


On 27 Nov IEX was trading at 171.71. The strike last trading price was 4.4, which was 2.15 higher than the previous day. The implied volatity was 35.58, the open interest changed by 116 which increased total open position to 366


On 26 Nov IEX was trading at 166.13. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 33.43, the open interest changed by 45 which increased total open position to 249


On 25 Nov IEX was trading at 166.46. The strike last trading price was 2.5, which was 0.65 higher than the previous day. The implied volatity was 34.90, the open interest changed by 124 which increased total open position to 204


On 22 Nov IEX was trading at 163.11. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 33.72, the open interest changed by 16 which increased total open position to 96


On 21 Nov IEX was trading at 161.33. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 34.09, the open interest changed by 8 which increased total open position to 81


On 20 Nov IEX was trading at 162.49. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 32.06, the open interest changed by 28 which increased total open position to 74


On 19 Nov IEX was trading at 162.49. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 32.06, the open interest changed by 29 which increased total open position to 74


On 18 Nov IEX was trading at 161.32. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 32.20, the open interest changed by 10 which increased total open position to 45


On 14 Nov IEX was trading at 161.51. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 32.08, the open interest changed by 9 which increased total open position to 33


On 13 Nov IEX was trading at 162.72. The strike last trading price was 2.2, which was -0.95 lower than the previous day. The implied volatity was 30.43, the open interest changed by 11 which increased total open position to 24


On 12 Nov IEX was trading at 166.23. The strike last trading price was 3.15, which was -1.90 lower than the previous day. The implied volatity was 32.21, the open interest changed by 6 which increased total open position to 13


On 11 Nov IEX was trading at 169.38. The strike last trading price was 5.05, which was -0.20 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 7


On 8 Nov IEX was trading at 171.07. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by 1 which increased total open position to 6


On 7 Nov IEX was trading at 174.01. The strike last trading price was 7.3, which was -1.20 lower than the previous day. The implied volatity was 35.30, the open interest changed by 1 which increased total open position to 5


On 6 Nov IEX was trading at 177.37. The strike last trading price was 8.5, which was -29.75 lower than the previous day. The implied volatity was 32.84, the open interest changed by 3 which increased total open position to 3


On 5 Nov IEX was trading at 173.15. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0


On 4 Nov IEX was trading at 173.04. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 1 Nov IEX was trading at 179.35. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct IEX was trading at 177.76. The strike last trading price was 38.25, which was 38.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IEX was trading at 204.59. 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 10 Oct IEX was trading at 202.37. 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 9 Oct IEX was trading at 203.47. 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 7 Oct IEX was trading at 198.97. 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 26DEC2024 180 PE
Delta: -0.70
Vega: 0.08
Theta: -0.14
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
20 Dec 177.45 4.35 3.40 26.54 2,811 -124 382
19 Dec 184.93 0.95 -0.55 28.43 2,122 29 510
18 Dec 183.15 1.5 0.55 26.65 1,818 -149 477
17 Dec 185.78 0.95 0.25 26.86 706 -42 630
16 Dec 189.71 0.7 -0.10 30.88 758 -67 677
13 Dec 189.43 0.8 -0.20 27.16 1,516 -147 751
12 Dec 188.61 1 0.05 27.28 1,045 -3 907
11 Dec 190.28 0.95 -1.15 29.90 2,090 33 911
10 Dec 186.13 2.1 -0.70 31.10 1,388 126 882
9 Dec 184.13 2.8 -0.20 31.87 902 26 760
6 Dec 184.96 3 -2.90 31.69 2,232 73 732
5 Dec 178.15 5.9 0.05 32.09 957 98 659
4 Dec 178.17 5.85 -0.05 31.42 1,611 289 557
3 Dec 178.10 5.9 -0.25 31.24 576 61 268
2 Dec 178.19 6.15 -1.10 32.78 328 35 200
29 Nov 176.19 7.25 -1.40 30.53 178 47 166
28 Nov 174.90 8.65 -1.85 34.48 71 47 120
27 Nov 171.71 10.5 -4.40 35.77 33 26 72
26 Nov 166.13 14.9 0.20 37.44 20 17 45
25 Nov 166.46 14.7 -3.05 34.46 17 16 26
22 Nov 163.11 17.75 2.05 38.49 5 4 14
21 Nov 161.33 15.7 0.00 0.00 0 4 0
20 Nov 162.49 15.7 0.00 - 5 4 9
19 Nov 162.49 15.7 -2.30 - 5 3 9
18 Nov 161.32 18 4.15 30.23 3 1 4
14 Nov 161.51 13.85 0.00 0.00 0 0 0
13 Nov 162.72 13.85 0.00 0.00 0 1 0
12 Nov 166.23 13.85 3.85 26.07 1 0 2
11 Nov 169.38 10 0.00 0.00 0 0 0
8 Nov 171.07 10 0.00 0.00 0 0 0
7 Nov 174.01 10 0.00 0.00 0 2 0
6 Nov 177.37 10 3.65 37.33 2 1 1
5 Nov 173.15 6.35 0.00 - 0 0 0
4 Nov 173.04 6.35 0.00 - 0 0 0
1 Nov 179.35 6.35 0.00 1.03 0 0 0
31 Oct 177.76 6.35 0.00 - 0 0 0
11 Oct 204.59 6.35 0.00 - 0 0 0
10 Oct 202.37 6.35 0.00 - 0 0 0
9 Oct 203.47 6.35 0.00 - 0 0 0
7 Oct 198.97 6.35 - 0 0 0


For Indian Energy Exc Ltd - strike price 180 expiring on 26DEC2024

Delta for 180 PE is -0.70

Historical price for 180 PE is as follows

On 20 Dec IEX was trading at 177.45. The strike last trading price was 4.35, which was 3.40 higher than the previous day. The implied volatity was 26.54, the open interest changed by -124 which decreased total open position to 382


On 19 Dec IEX was trading at 184.93. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 28.43, the open interest changed by 29 which increased total open position to 510


On 18 Dec IEX was trading at 183.15. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 26.65, the open interest changed by -149 which decreased total open position to 477


On 17 Dec IEX was trading at 185.78. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 26.86, the open interest changed by -42 which decreased total open position to 630


On 16 Dec IEX was trading at 189.71. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 30.88, the open interest changed by -67 which decreased total open position to 677


On 13 Dec IEX was trading at 189.43. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 27.16, the open interest changed by -147 which decreased total open position to 751


On 12 Dec IEX was trading at 188.61. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 27.28, the open interest changed by -3 which decreased total open position to 907


On 11 Dec IEX was trading at 190.28. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 29.90, the open interest changed by 33 which increased total open position to 911


On 10 Dec IEX was trading at 186.13. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 31.10, the open interest changed by 126 which increased total open position to 882


On 9 Dec IEX was trading at 184.13. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 31.87, the open interest changed by 26 which increased total open position to 760


On 6 Dec IEX was trading at 184.96. The strike last trading price was 3, which was -2.90 lower than the previous day. The implied volatity was 31.69, the open interest changed by 73 which increased total open position to 732


On 5 Dec IEX was trading at 178.15. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 32.09, the open interest changed by 98 which increased total open position to 659


On 4 Dec IEX was trading at 178.17. The strike last trading price was 5.85, which was -0.05 lower than the previous day. The implied volatity was 31.42, the open interest changed by 289 which increased total open position to 557


On 3 Dec IEX was trading at 178.10. The strike last trading price was 5.9, which was -0.25 lower than the previous day. The implied volatity was 31.24, the open interest changed by 61 which increased total open position to 268


On 2 Dec IEX was trading at 178.19. The strike last trading price was 6.15, which was -1.10 lower than the previous day. The implied volatity was 32.78, the open interest changed by 35 which increased total open position to 200


On 29 Nov IEX was trading at 176.19. The strike last trading price was 7.25, which was -1.40 lower than the previous day. The implied volatity was 30.53, the open interest changed by 47 which increased total open position to 166


On 28 Nov IEX was trading at 174.90. The strike last trading price was 8.65, which was -1.85 lower than the previous day. The implied volatity was 34.48, the open interest changed by 47 which increased total open position to 120


On 27 Nov IEX was trading at 171.71. The strike last trading price was 10.5, which was -4.40 lower than the previous day. The implied volatity was 35.77, the open interest changed by 26 which increased total open position to 72


On 26 Nov IEX was trading at 166.13. The strike last trading price was 14.9, which was 0.20 higher than the previous day. The implied volatity was 37.44, the open interest changed by 17 which increased total open position to 45


On 25 Nov IEX was trading at 166.46. The strike last trading price was 14.7, which was -3.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by 16 which increased total open position to 26


On 22 Nov IEX was trading at 163.11. The strike last trading price was 17.75, which was 2.05 higher than the previous day. The implied volatity was 38.49, the open interest changed by 4 which increased total open position to 14


On 21 Nov IEX was trading at 161.33. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 20 Nov IEX was trading at 162.49. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9


On 19 Nov IEX was trading at 162.49. The strike last trading price was 15.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9


On 18 Nov IEX was trading at 161.32. The strike last trading price was 18, which was 4.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by 1 which increased total open position to 4


On 14 Nov IEX was trading at 161.51. The strike last trading price was 13.85, which was 0.00 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 13 Nov IEX was trading at 162.72. The strike last trading price was 13.85, which was 0.00 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 Nov IEX was trading at 166.23. The strike last trading price was 13.85, which was 3.85 higher than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 2


On 11 Nov IEX was trading at 169.38. The strike last trading price was 10, which was 0.00 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 8 Nov IEX was trading at 171.07. The strike last trading price was 10, which was 0.00 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 Nov IEX was trading at 174.01. The strike last trading price was 10, which was 0.00 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 Nov IEX was trading at 177.37. The strike last trading price was 10, which was 3.65 higher than the previous day. The implied volatity was 37.33, the open interest changed by 1 which increased total open position to 1


On 5 Nov IEX was trading at 173.15. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov IEX was trading at 173.04. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov IEX was trading at 179.35. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 31 Oct IEX was trading at 177.76. The strike last trading price was 6.35, 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 11 Oct IEX was trading at 204.59. The strike last trading price was 6.35, 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 10 Oct IEX was trading at 202.37. The strike last trading price was 6.35, 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 9 Oct IEX was trading at 203.47. The strike last trading price was 6.35, 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 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to