IEX
Indian Energy Exc Ltd
Historical option data for IEX
20 Dec 2024 04:13 PM IST
IEX 26DEC2024 180 CE | ||||||||||
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Delta: 0.32
Vega: 0.08
Theta: -0.21
Gamma: 0.05
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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 | |||
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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 | |||||||
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Delta: -0.70
Vega: 0.08
Theta: -0.14
Gamma: 0.06
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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