IEX
Indian Energy Exc Ltd
Historical option data for IEX
26 Dec 2024 04:13 PM IST
| IEX 30JAN2025 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.22
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 180.17 | 5.05 | 1.15 | 28.90 | 644 | 11 | 149 | |||
| 24 Dec | 177.15 | 3.9 | -0.30 | 29.18 | 254 | 59 | 138 | |||
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| 23 Dec | 177.13 | 4.2 | -0.70 | 30.08 | 60 | 21 | 80 | |||
| 20 Dec | 177.45 | 4.9 | -3.20 | 32.03 | 88 | 24 | 59 | |||
| 19 Dec | 184.93 | 8.1 | 0.60 | 28.10 | 32 | 17 | 35 | |||
| 18 Dec | 183.15 | 7.5 | -1.70 | 29.81 | 27 | 14 | 18 | |||
| 17 Dec | 185.78 | 9.2 | -0.80 | 30.23 | 4 | 1 | 4 | |||
| 16 Dec | 189.71 | 10 | -2.90 | 23.11 | 1 | 0 | 2 | |||
| 13 Dec | 189.43 | 12.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 188.61 | 12.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 190.28 | 12.9 | 4.00 | 30.62 | 1 | 0 | 1 | |||
| 10 Dec | 186.13 | 8.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 184.13 | 8.9 | -5.80 | 28.44 | 1 | 0 | 0 | |||
| 6 Dec | 184.96 | 14.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 178.15 | 14.7 | 0.00 | 1.88 | 0 | 0 | 0 | |||
| 4 Dec | 178.17 | 14.7 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 3 Dec | 178.10 | 14.7 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 2 Dec | 178.19 | 14.7 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 29 Nov | 176.19 | 14.7 | 0.00 | 2.64 | 0 | 0 | 0 | |||
| 28 Nov | 174.90 | 14.7 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 27 Nov | 171.71 | 14.7 | 0.00 | 3.83 | 0 | 0 | 0 | |||
| 26 Nov | 166.13 | 14.7 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 20 Nov | 162.49 | 14.7 | 0.00 | 6.50 | 0 | 0 | 0 | |||
| 19 Nov | 162.49 | 14.7 | 0.00 | 6.50 | 0 | 0 | 0 | |||
| 18 Nov | 161.32 | 14.7 | 0.00 | 7.46 | 0 | 0 | 0 | |||
| 13 Nov | 162.72 | 14.7 | 0.00 | 6.92 | 0 | 0 | 0 | |||
| 12 Nov | 166.23 | 14.7 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 11 Nov | 169.38 | 14.7 | 14.70 | 4.29 | 0 | 0 | 0 | |||
| 5 Nov | 173.15 | 0 | 0.00 | 2.67 | 0 | 0 | 0 | |||
| 4 Nov | 173.04 | 0 | 2.72 | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 185 expiring on 30JAN2025
Delta for 185 CE is 0.44
Historical price for 185 CE is as follows
On 26 Dec IEX was trading at 180.17. The strike last trading price was 5.05, which was 1.15 higher than the previous day. The implied volatity was 28.90, the open interest changed by 11 which increased total open position to 149
On 24 Dec IEX was trading at 177.15. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was 29.18, the open interest changed by 59 which increased total open position to 138
On 23 Dec IEX was trading at 177.13. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 30.08, the open interest changed by 21 which increased total open position to 80
On 20 Dec IEX was trading at 177.45. The strike last trading price was 4.9, which was -3.20 lower than the previous day. The implied volatity was 32.03, the open interest changed by 24 which increased total open position to 59
On 19 Dec IEX was trading at 184.93. The strike last trading price was 8.1, which was 0.60 higher than the previous day. The implied volatity was 28.10, the open interest changed by 17 which increased total open position to 35
On 18 Dec IEX was trading at 183.15. The strike last trading price was 7.5, which was -1.70 lower than the previous day. The implied volatity was 29.81, the open interest changed by 14 which increased total open position to 18
On 17 Dec IEX was trading at 185.78. The strike last trading price was 9.2, which was -0.80 lower than the previous day. The implied volatity was 30.23, the open interest changed by 1 which increased total open position to 4
On 16 Dec IEX was trading at 189.71. The strike last trading price was 10, which was -2.90 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 2
On 13 Dec IEX was trading at 189.43. The strike last trading price was 12.9, 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 12 Dec IEX was trading at 188.61. The strike last trading price was 12.9, 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 11 Dec IEX was trading at 190.28. The strike last trading price was 12.9, which was 4.00 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 1
On 10 Dec IEX was trading at 186.13. The strike last trading price was 8.9, 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 9 Dec IEX was trading at 184.13. The strike last trading price was 8.9, which was -5.80 lower than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IEX was trading at 184.96. The strike last trading price was 14.7, 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 5 Dec IEX was trading at 178.15. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IEX was trading at 178.17. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IEX was trading at 178.10. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IEX was trading at 178.19. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IEX was trading at 176.19. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IEX was trading at 174.90. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IEX was trading at 171.71. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IEX was trading at 166.13. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IEX was trading at 162.49. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IEX was trading at 162.49. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IEX was trading at 161.32. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 14.7, which was 0.00 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IEX was trading at 166.23. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IEX was trading at 169.38. The strike last trading price was 14.7, which was 14.70 higher than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 0, which was lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
| IEX 30JAN2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.22
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 180.17 | 8.15 | -2.05 | 28.88 | 52 | 22 | 92 |
| 24 Dec | 177.15 | 10.2 | -0.55 | 28.07 | 48 | 25 | 70 |
| 23 Dec | 177.13 | 10.75 | 0.20 | 30.48 | 9 | 1 | 45 |
| 20 Dec | 177.45 | 10.55 | 3.50 | 28.56 | 12 | 4 | 44 |
| 19 Dec | 184.93 | 7.05 | -0.55 | 32.41 | 10 | 3 | 40 |
| 18 Dec | 183.15 | 7.6 | 1.45 | 30.52 | 15 | 4 | 36 |
| 17 Dec | 185.78 | 6.15 | 0.25 | 29.31 | 14 | 6 | 32 |
| 16 Dec | 189.71 | 5.9 | 0.80 | 34.07 | 4 | 2 | 25 |
| 13 Dec | 189.43 | 5.1 | -0.55 | 28.98 | 6 | 0 | 23 |
| 12 Dec | 188.61 | 5.65 | 0.55 | 29.98 | 1 | 0 | 22 |
| 11 Dec | 190.28 | 5.1 | -1.50 | 30.75 | 22 | 7 | 20 |
| 10 Dec | 186.13 | 6.6 | -1.15 | 30.09 | 4 | 3 | 12 |
| 9 Dec | 184.13 | 7.75 | -10.85 | 31.60 | 11 | 8 | 8 |
| 6 Dec | 184.96 | 18.6 | 0.00 | 1.04 | 0 | 0 | 0 |
| 5 Dec | 178.15 | 18.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 178.17 | 18.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 178.10 | 18.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 178.19 | 18.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 176.19 | 18.6 | 18.60 | - | 0 | 0 | 0 |
| 28 Nov | 174.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 171.71 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 166.13 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 162.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 162.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 161.32 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 162.72 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 166.23 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 169.38 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 173.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 173.04 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 185 expiring on 30JAN2025
Delta for 185 PE is -0.56
Historical price for 185 PE is as follows
On 26 Dec IEX was trading at 180.17. The strike last trading price was 8.15, which was -2.05 lower than the previous day. The implied volatity was 28.88, the open interest changed by 22 which increased total open position to 92
On 24 Dec IEX was trading at 177.15. The strike last trading price was 10.2, which was -0.55 lower than the previous day. The implied volatity was 28.07, the open interest changed by 25 which increased total open position to 70
On 23 Dec IEX was trading at 177.13. The strike last trading price was 10.75, which was 0.20 higher than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 45
On 20 Dec IEX was trading at 177.45. The strike last trading price was 10.55, which was 3.50 higher than the previous day. The implied volatity was 28.56, the open interest changed by 4 which increased total open position to 44
On 19 Dec IEX was trading at 184.93. The strike last trading price was 7.05, which was -0.55 lower than the previous day. The implied volatity was 32.41, the open interest changed by 3 which increased total open position to 40
On 18 Dec IEX was trading at 183.15. The strike last trading price was 7.6, which was 1.45 higher than the previous day. The implied volatity was 30.52, the open interest changed by 4 which increased total open position to 36
On 17 Dec IEX was trading at 185.78. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 29.31, the open interest changed by 6 which increased total open position to 32
On 16 Dec IEX was trading at 189.71. The strike last trading price was 5.9, which was 0.80 higher than the previous day. The implied volatity was 34.07, the open interest changed by 2 which increased total open position to 25
On 13 Dec IEX was trading at 189.43. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 23
On 12 Dec IEX was trading at 188.61. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 22
On 11 Dec IEX was trading at 190.28. The strike last trading price was 5.1, which was -1.50 lower than the previous day. The implied volatity was 30.75, the open interest changed by 7 which increased total open position to 20
On 10 Dec IEX was trading at 186.13. The strike last trading price was 6.6, which was -1.15 lower than the previous day. The implied volatity was 30.09, the open interest changed by 3 which increased total open position to 12
On 9 Dec IEX was trading at 184.13. The strike last trading price was 7.75, which was -10.85 lower than the previous day. The implied volatity was 31.60, the open interest changed by 8 which increased total open position to 8
On 6 Dec IEX was trading at 184.96. The strike last trading price was 18.6, which was 0.00 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IEX was trading at 178.15. The strike last trading price was 18.6, 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 Dec IEX was trading at 178.17. The strike last trading price was 18.6, 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 3 Dec IEX was trading at 178.10. The strike last trading price was 18.6, 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 2 Dec IEX was trading at 178.19. The strike last trading price was 18.6, 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 29 Nov IEX was trading at 176.19. The strike last trading price was 18.6, which was 18.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IEX was trading at 174.90. 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 0 which decreased total open position to 0
On 27 Nov IEX was trading at 171.71. 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 0 which decreased total open position to 0
On 26 Nov IEX was trading at 166.13. 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 0 which decreased total open position to 0
On 20 Nov IEX was trading at 162.49. 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 0 which decreased total open position to 0
On 19 Nov IEX was trading at 162.49. 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 0 which decreased total open position to 0
On 18 Nov IEX was trading at 161.32. 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 0 which decreased total open position to 0
On 13 Nov IEX was trading at 162.72. 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 0 which decreased total open position to 0
On 12 Nov IEX was trading at 166.23. 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 0 which decreased total open position to 0
On 11 Nov IEX was trading at 169.38. 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 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. 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 0 which decreased total open position to 0
On 4 Nov IEX was trading at 173.04. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
