IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.2 | -0.30 | 31.55 | 1,842 | -474 | 1,080 | |||
| 13 Nov | 162.72 | 0.5 | -0.45 | 33.37 | 710 | -6 | 1,557 | |||
| 12 Nov | 166.23 | 0.95 | -0.55 | 34.84 | 1,208 | 180 | 1,572 | |||
| 11 Nov | 169.38 | 1.5 | -0.60 | 32.97 | 807 | 64 | 1,394 | |||
| 8 Nov | 171.07 | 2.1 | -1.40 | 32.01 | 1,088 | 183 | 1,327 | |||
| 7 Nov | 174.01 | 3.5 | -1.35 | 33.52 | 828 | 101 | 1,146 | |||
| 6 Nov | 177.37 | 4.85 | 1.45 | 32.10 | 2,719 | 370 | 1,037 | |||
| 5 Nov | 173.15 | 3.4 | -0.65 | 33.02 | 964 | 44 | 668 | |||
| 4 Nov | 173.04 | 4.05 | -2.65 | 35.87 | 1,202 | 301 | 623 | |||
| 1 Nov | 179.35 | 6.7 | -0.20 | 32.68 | 191 | 2 | 322 | |||
| 31 Oct | 177.76 | 6.9 | -0.05 | - | 1,118 | 154 | 323 | |||
| 30 Oct | 176.28 | 6.95 | -1.70 | - | 283 | 57 | 169 | |||
| 29 Oct | 179.89 | 8.65 | -0.85 | - | 140 | 66 | 111 | |||
| 28 Oct | 182.44 | 9.5 | -25.75 | - | 74 | 46 | 46 | |||
| 25 Oct | 180.76 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 191.16 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 35.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 203.41 | 35.25 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 180 expiring on 28NOV2024
Delta for 180 CE is 0.05
Historical price for 180 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 31.55, the open interest changed by -474 which decreased total open position to 1080
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 33.37, the open interest changed by -6 which decreased total open position to 1557
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 34.84, the open interest changed by 180 which increased total open position to 1572
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 32.97, the open interest changed by 64 which increased total open position to 1394
On 8 Nov IEX was trading at 171.07. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 32.01, the open interest changed by 183 which increased total open position to 1327
On 7 Nov IEX was trading at 174.01. The strike last trading price was 3.5, which was -1.35 lower than the previous day. The implied volatity was 33.52, the open interest changed by 101 which increased total open position to 1146
On 6 Nov IEX was trading at 177.37. The strike last trading price was 4.85, which was 1.45 higher than the previous day. The implied volatity was 32.10, the open interest changed by 370 which increased total open position to 1037
On 5 Nov IEX was trading at 173.15. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 33.02, the open interest changed by 44 which increased total open position to 668
On 4 Nov IEX was trading at 173.04. The strike last trading price was 4.05, which was -2.65 lower than the previous day. The implied volatity was 35.87, the open interest changed by 301 which increased total open position to 623
On 1 Nov IEX was trading at 179.35. The strike last trading price was 6.7, which was -0.20 lower than the previous day. The implied volatity was 32.68, the open interest changed by 2 which increased total open position to 322
On 31 Oct IEX was trading at 177.76. The strike last trading price was 6.9, which was -0.05 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 6.95, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 8.65, which was -0.85 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 9.5, which was -25.75 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 2 Sept IEX was trading at 203.41. The strike last trading price was 35.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 18.6 | 3.30 | 45.06 | 42 | 3 | 339 |
| 13 Nov | 162.72 | 15.3 | 1.35 | - | 47 | -18 | 336 |
| 12 Nov | 166.23 | 13.95 | 2.50 | 32.13 | 58 | 16 | 354 |
| 11 Nov | 169.38 | 11.45 | 0.60 | 33.76 | 39 | 5 | 338 |
| 8 Nov | 171.07 | 10.85 | 2.25 | 35.56 | 28 | 3 | 334 |
| 7 Nov | 174.01 | 8.6 | 1.95 | 34.04 | 84 | 9 | 333 |
| 6 Nov | 177.37 | 6.65 | -2.75 | 33.44 | 334 | -29 | 324 |
| 5 Nov | 173.15 | 9.4 | -0.65 | 34.73 | 81 | 13 | 353 |
| 4 Nov | 173.04 | 10.05 | 2.55 | 38.39 | 225 | 41 | 340 |
| 1 Nov | 179.35 | 7.5 | -0.30 | 40.59 | 45 | 18 | 298 |
| 31 Oct | 177.76 | 7.8 | -1.35 | - | 303 | 119 | 284 |
| 30 Oct | 176.28 | 9.15 | 2.30 | - | 144 | 48 | 167 |
| 29 Oct | 179.89 | 6.85 | 1.65 | - | 108 | 34 | 120 |
| 28 Oct | 182.44 | 5.2 | 2.20 | - | 146 | 85 | 85 |
| 25 Oct | 180.76 | 3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.82 | 3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 3 | 0.00 | - | 0 | 0 | 10 |
| 21 Oct | 187.11 | 3 | 0.00 | - | 0 | 0 | 10 |
| 18 Oct | 190.96 | 3 | 0.00 | - | 0 | 0 | 10 |
| 17 Oct | 191.16 | 3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.65 | 3 | 0.00 | - | 0 | -2 | 0 |
| 15 Oct | 191.60 | 3 | -0.25 | - | 2 | -1 | 11 |
| 14 Oct | 196.18 | 3.25 | -3.05 | - | 20 | 11 | 11 |
| 8 Oct | 204.59 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 203.41 | 6.3 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 180 expiring on 28NOV2024
Delta for 180 PE is -0.87
Historical price for 180 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 18.6, which was 3.30 higher than the previous day. The implied volatity was 45.06, the open interest changed by 3 which increased total open position to 339
On 13 Nov IEX was trading at 162.72. The strike last trading price was 15.3, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 336
On 12 Nov IEX was trading at 166.23. The strike last trading price was 13.95, which was 2.50 higher than the previous day. The implied volatity was 32.13, the open interest changed by 16 which increased total open position to 354
On 11 Nov IEX was trading at 169.38. The strike last trading price was 11.45, which was 0.60 higher than the previous day. The implied volatity was 33.76, the open interest changed by 5 which increased total open position to 338
On 8 Nov IEX was trading at 171.07. The strike last trading price was 10.85, which was 2.25 higher than the previous day. The implied volatity was 35.56, the open interest changed by 3 which increased total open position to 334
On 7 Nov IEX was trading at 174.01. The strike last trading price was 8.6, which was 1.95 higher than the previous day. The implied volatity was 34.04, the open interest changed by 9 which increased total open position to 333
On 6 Nov IEX was trading at 177.37. The strike last trading price was 6.65, which was -2.75 lower than the previous day. The implied volatity was 33.44, the open interest changed by -29 which decreased total open position to 324
On 5 Nov IEX was trading at 173.15. The strike last trading price was 9.4, which was -0.65 lower than the previous day. The implied volatity was 34.73, the open interest changed by 13 which increased total open position to 353
On 4 Nov IEX was trading at 173.04. The strike last trading price was 10.05, which was 2.55 higher than the previous day. The implied volatity was 38.39, the open interest changed by 41 which increased total open position to 340
On 1 Nov IEX was trading at 179.35. The strike last trading price was 7.5, which was -0.30 lower than the previous day. The implied volatity was 40.59, the open interest changed by 18 which increased total open position to 298
On 31 Oct IEX was trading at 177.76. The strike last trading price was 7.8, which was -1.35 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 9.15, which was 2.30 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 6.85, which was 1.65 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 5.2, 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, 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, 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, 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, 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, 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, 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, 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, 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, which was -0.25 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 3.25, which was -3.05 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 6.3, 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 7 Oct IEX was trading at 198.97. The strike last trading price was 6.3, 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 4 Oct IEX was trading at 207.95. The strike last trading price was 6.3, 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 3 Oct IEX was trading at 208.99. The strike last trading price was 6.3, 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 30 Sept IEX was trading at 204.28. The strike last trading price was 6.3, 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 2 Sept IEX was trading at 203.41. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
