IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 182.5 CE | ||||||||||
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Delta: 0.39
Vega: 0.14
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 177.40 | 3.75 | 0 | 39.85 | 236 | -11 | 208 | |||
| 8 Apr | 176.90 | 3.75 | 0.15 | 39.17 | 180 | -4 | 219 | |||
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| 7 Apr | 173.80 | 3.85 | -0.3 | 46.65 | 595 | 43 | 223 | |||
| 4 Apr | 178.52 | 4.45 | -1.75 | 33.09 | 798 | 15 | 181 | |||
| 3 Apr | 182.05 | 6.2 | 1.75 | 33.08 | 469 | 42 | 164 | |||
| 2 Apr | 177.99 | 4.45 | 0.25 | 34.59 | 168 | 14 | 123 | |||
| 1 Apr | 176.73 | 4.1 | -0.3 | 34.08 | 209 | 9 | 112 | |||
| 28 Mar | 175.77 | 4.1 | -1.75 | 34.56 | 288 | 52 | 103 | |||
| 27 Mar | 178.44 | 6 | 0.65 | 34.01 | 78 | 33 | 51 | |||
| 26 Mar | 177.16 | 5.3 | -0.5 | 34.18 | 17 | 0 | 19 | |||
| 25 Mar | 175.99 | 5.8 | -0.1 | 40.19 | 19 | 5 | 20 | |||
| 24 Mar | 178.07 | 5.9 | 2.4 | 34.92 | 8 | 4 | 14 | |||
| 21 Mar | 172.67 | 3.45 | 0.9 | 31.68 | 13 | 8 | 10 | |||
| 20 Mar | 167.58 | 2.55 | 0.2 | 34.45 | 1 | 0 | 2 | |||
| 19 Mar | 167.96 | 2.35 | -1.2 | 32.75 | 2 | 1 | 1 | |||
| 18 Mar | 163.33 | 3.55 | 0 | 9.78 | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 3.55 | 0 | 9.93 | 0 | 0 | 0 | |||
| 13 Mar | 153.56 | 3.55 | 0 | 13.29 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 3.55 | 0 | 11.10 | 0 | 0 | 0 | |||
| 7 Mar | 163.93 | 3.55 | 0 | 8.34 | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 CE is 0.39
Historical price for 182.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 39.85, the open interest changed by -11 which decreased total open position to 208
On 8 Apr IEX was trading at 176.90. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 39.17, the open interest changed by -4 which decreased total open position to 219
On 7 Apr IEX was trading at 173.80. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 46.65, the open interest changed by 43 which increased total open position to 223
On 4 Apr IEX was trading at 178.52. The strike last trading price was 4.45, which was -1.75 lower than the previous day. The implied volatity was 33.09, the open interest changed by 15 which increased total open position to 181
On 3 Apr IEX was trading at 182.05. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 33.08, the open interest changed by 42 which increased total open position to 164
On 2 Apr IEX was trading at 177.99. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 34.59, the open interest changed by 14 which increased total open position to 123
On 1 Apr IEX was trading at 176.73. The strike last trading price was 4.1, which was -0.3 lower than the previous day. The implied volatity was 34.08, the open interest changed by 9 which increased total open position to 112
On 28 Mar IEX was trading at 175.77. The strike last trading price was 4.1, which was -1.75 lower than the previous day. The implied volatity was 34.56, the open interest changed by 52 which increased total open position to 103
On 27 Mar IEX was trading at 178.44. The strike last trading price was 6, which was 0.65 higher than the previous day. The implied volatity was 34.01, the open interest changed by 33 which increased total open position to 51
On 26 Mar IEX was trading at 177.16. The strike last trading price was 5.3, which was -0.5 lower than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 19
On 25 Mar IEX was trading at 175.99. The strike last trading price was 5.8, which was -0.1 lower than the previous day. The implied volatity was 40.19, the open interest changed by 5 which increased total open position to 20
On 24 Mar IEX was trading at 178.07. The strike last trading price was 5.9, which was 2.4 higher than the previous day. The implied volatity was 34.92, the open interest changed by 4 which increased total open position to 14
On 21 Mar IEX was trading at 172.67. The strike last trading price was 3.45, which was 0.9 higher than the previous day. The implied volatity was 31.68, the open interest changed by 8 which increased total open position to 10
On 20 Mar IEX was trading at 167.58. The strike last trading price was 2.55, which was 0.2 higher than the previous day. The implied volatity was 34.45, the open interest changed by 0 which decreased total open position to 2
On 19 Mar IEX was trading at 167.96. The strike last trading price was 2.35, which was -1.2 lower than the previous day. The implied volatity was 32.75, the open interest changed by 1 which increased total open position to 1
On 18 Mar IEX was trading at 163.33. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 9.78, 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 3.55, which was 0 lower than the previous day. The implied volatity was 9.93, 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 3.55, which was 0 lower than the previous day. The implied volatity was 13.29, 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 3.55, which was 0 lower than the previous day. The implied volatity was 11.10, 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 3.55, which was 0 lower than the previous day. The implied volatity was 8.34, 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 0, 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
| IEX 24APR2025 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.14
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 8.7 | -0.25 | 42.01 | 83 | -8 | 60 |
| 8 Apr | 176.90 | 8.95 | -2.25 | 41.55 | 67 | -9 | 68 |
| 7 Apr | 173.80 | 11.35 | 3.45 | 43.36 | 89 | -5 | 77 |
| 4 Apr | 178.52 | 7.75 | 1.95 | 38.49 | 154 | -14 | 83 |
| 3 Apr | 182.05 | 5.85 | -2.2 | 36.06 | 249 | 62 | 95 |
| 2 Apr | 177.99 | 8.05 | -0.6 | 34.57 | 62 | -4 | 34 |
| 1 Apr | 176.73 | 8.7 | -1.35 | 34.35 | 75 | 20 | 39 |
| 28 Mar | 175.77 | 10.2 | 2.05 | 35.08 | 132 | 16 | 19 |
| 27 Mar | 178.44 | 8.25 | -1.1 | 37.26 | 6 | 1 | 3 |
| 26 Mar | 177.16 | 9.35 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 175.99 | 9.35 | -17.75 | 31.03 | 2 | 1 | 1 |
| 24 Mar | 178.07 | 27.1 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 172.67 | 27.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 167.58 | 27.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 167.96 | 27.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 163.33 | 27.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 162.67 | 27.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 153.56 | 27.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 27.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 163.93 | 27.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 163.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 PE is -0.60
Historical price for 182.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 8.7, which was -0.25 lower than the previous day. The implied volatity was 42.01, the open interest changed by -8 which decreased total open position to 60
On 8 Apr IEX was trading at 176.90. The strike last trading price was 8.95, which was -2.25 lower than the previous day. The implied volatity was 41.55, the open interest changed by -9 which decreased total open position to 68
On 7 Apr IEX was trading at 173.80. The strike last trading price was 11.35, which was 3.45 higher than the previous day. The implied volatity was 43.36, the open interest changed by -5 which decreased total open position to 77
On 4 Apr IEX was trading at 178.52. The strike last trading price was 7.75, which was 1.95 higher than the previous day. The implied volatity was 38.49, the open interest changed by -14 which decreased total open position to 83
On 3 Apr IEX was trading at 182.05. The strike last trading price was 5.85, which was -2.2 lower than the previous day. The implied volatity was 36.06, the open interest changed by 62 which increased total open position to 95
On 2 Apr IEX was trading at 177.99. The strike last trading price was 8.05, which was -0.6 lower than the previous day. The implied volatity was 34.57, the open interest changed by -4 which decreased total open position to 34
On 1 Apr IEX was trading at 176.73. The strike last trading price was 8.7, which was -1.35 lower than the previous day. The implied volatity was 34.35, the open interest changed by 20 which increased total open position to 39
On 28 Mar IEX was trading at 175.77. The strike last trading price was 10.2, which was 2.05 higher than the previous day. The implied volatity was 35.08, the open interest changed by 16 which increased total open position to 19
On 27 Mar IEX was trading at 178.44. The strike last trading price was 8.25, which was -1.1 lower than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 3
On 26 Mar IEX was trading at 177.16. The strike last trading price was 9.35, which was 0 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 25 Mar IEX was trading at 175.99. The strike last trading price was 9.35, which was -17.75 lower than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 1
On 24 Mar IEX was trading at 178.07. The strike last trading price was 27.1, 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 21 Mar IEX was trading at 172.67. The strike last trading price was 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 0, 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
