IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -0.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.2 | -0.20 | 34.84 | 56 | -9 | 124 | |||
| 13 Nov | 162.72 | 0.4 | -0.30 | 35.11 | 58 | 8 | 133 | |||
| 12 Nov | 166.23 | 0.7 | -0.40 | 35.51 | 34 | 11 | 128 | |||
| 11 Nov | 169.38 | 1.1 | -0.65 | 33.40 | 52 | 3 | 117 | |||
| 8 Nov | 171.07 | 1.75 | -1.00 | 33.73 | 275 | 24 | 115 | |||
| 7 Nov | 174.01 | 2.75 | -1.15 | 33.76 | 107 | 10 | 90 | |||
| 6 Nov | 177.37 | 3.9 | 1.05 | 32.45 | 167 | 17 | 82 | |||
| 5 Nov | 173.15 | 2.85 | -0.50 | 34.34 | 96 | 11 | 70 | |||
| 4 Nov | 173.04 | 3.35 | -2.35 | 36.47 | 102 | 17 | 60 | |||
| 1 Nov | 179.35 | 5.7 | -0.30 | 33.53 | 13 | 10 | 42 | |||
| 31 Oct | 177.76 | 6 | 0.20 | - | 143 | 1 | 33 | |||
| 30 Oct | 176.28 | 5.8 | -1.40 | - | 26 | 1 | 32 | |||
| 29 Oct | 179.89 | 7.2 | -1.30 | - | 70 | 26 | 31 | |||
| 28 Oct | 182.44 | 8.5 | -24.90 | - | 8 | 4 | 4 | |||
| 25 Oct | 180.76 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Oct | 204.59 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 33.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 33.4 | 33.40 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 CE is 0.05
Historical price for 182.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 34.84, the open interest changed by -9 which decreased total open position to 124
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 35.11, the open interest changed by 8 which increased total open position to 133
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 35.51, the open interest changed by 11 which increased total open position to 128
On 11 Nov IEX was trading at 169.38. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 33.40, the open interest changed by 3 which increased total open position to 117
On 8 Nov IEX was trading at 171.07. The strike last trading price was 1.75, which was -1.00 lower than the previous day. The implied volatity was 33.73, the open interest changed by 24 which increased total open position to 115
On 7 Nov IEX was trading at 174.01. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by 10 which increased total open position to 90
On 6 Nov IEX was trading at 177.37. The strike last trading price was 3.9, which was 1.05 higher than the previous day. The implied volatity was 32.45, the open interest changed by 17 which increased total open position to 82
On 5 Nov IEX was trading at 173.15. The strike last trading price was 2.85, which was -0.50 lower than the previous day. The implied volatity was 34.34, the open interest changed by 11 which increased total open position to 70
On 4 Nov IEX was trading at 173.04. The strike last trading price was 3.35, which was -2.35 lower than the previous day. The implied volatity was 36.47, the open interest changed by 17 which increased total open position to 60
On 1 Nov IEX was trading at 179.35. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 33.53, the open interest changed by 10 which increased total open position to 42
On 31 Oct IEX was trading at 177.76. The strike last trading price was 6, which was 0.20 higher 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 5.8, which was -1.40 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 7.2, which was -1.30 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 8.5, which was -24.90 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, which was 33.40 higher 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 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 20 | 2.75 | - | 1 | 0 | 44 |
| 13 Nov | 162.72 | 17.25 | 0.75 | - | 1 | 0 | 44 |
| 12 Nov | 166.23 | 16.5 | 2.65 | 36.75 | 10 | -2 | 43 |
| 11 Nov | 169.38 | 13.85 | 1.20 | 37.45 | 9 | -4 | 45 |
| 8 Nov | 171.07 | 12.65 | 2.25 | 34.93 | 6 | 0 | 49 |
| 7 Nov | 174.01 | 10.4 | 2.10 | 34.75 | 42 | 16 | 49 |
| 6 Nov | 177.37 | 8.3 | -2.95 | 34.50 | 17 | 4 | 32 |
| 5 Nov | 173.15 | 11.25 | -0.50 | 35.62 | 11 | 3 | 27 |
| 4 Nov | 173.04 | 11.75 | 0.80 | 38.61 | 35 | 20 | 25 |
| 1 Nov | 179.35 | 10.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 177.76 | 10.95 | 1.70 | - | 2 | 0 | 5 |
| 30 Oct | 176.28 | 9.25 | -0.65 | - | 1 | 0 | 5 |
| 29 Oct | 179.89 | 9.9 | 1.70 | - | 1 | 0 | 5 |
| 28 Oct | 182.44 | 8.2 | 3.25 | - | 5 | 4 | 4 |
| 25 Oct | 180.76 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.82 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 187.11 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 190.96 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 191.16 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.65 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 191.60 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.18 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 204.59 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 4.95 | 4.95 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 PE is -
Historical price for 182.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 20, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 13 Nov IEX was trading at 162.72. The strike last trading price was 17.25, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 12 Nov IEX was trading at 166.23. The strike last trading price was 16.5, which was 2.65 higher than the previous day. The implied volatity was 36.75, the open interest changed by -2 which decreased total open position to 43
On 11 Nov IEX was trading at 169.38. The strike last trading price was 13.85, which was 1.20 higher than the previous day. The implied volatity was 37.45, the open interest changed by -4 which decreased total open position to 45
On 8 Nov IEX was trading at 171.07. The strike last trading price was 12.65, which was 2.25 higher than the previous day. The implied volatity was 34.93, the open interest changed by 0 which decreased total open position to 49
On 7 Nov IEX was trading at 174.01. The strike last trading price was 10.4, which was 2.10 higher than the previous day. The implied volatity was 34.75, the open interest changed by 16 which increased total open position to 49
On 6 Nov IEX was trading at 177.37. The strike last trading price was 8.3, which was -2.95 lower than the previous day. The implied volatity was 34.50, the open interest changed by 4 which increased total open position to 32
On 5 Nov IEX was trading at 173.15. The strike last trading price was 11.25, which was -0.50 lower than the previous day. The implied volatity was 35.62, the open interest changed by 3 which increased total open position to 27
On 4 Nov IEX was trading at 173.04. The strike last trading price was 11.75, which was 0.80 higher than the previous day. The implied volatity was 38.61, the open interest changed by 20 which increased total open position to 25
On 1 Nov IEX was trading at 179.35. The strike last trading price was 10.95, 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 31 Oct IEX was trading at 177.76. The strike last trading price was 10.95, which was 1.70 higher 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 9.25, which was -0.65 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 9.9, which was 1.70 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 8.2, which was 3.25 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, which was 4.95 higher 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
