IEX
Indian Energy Exc Ltd
Historical option data for IEX
08 Apr 2025 02:43 PM IST
| IEX 24APR2025 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.14
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 178.06 | 3.25 | 0.3 | 38.36 | 386 | -5 | 533 | |||
| 7 Apr | 173.80 | 2.95 | -0.35 | 45.21 | 944 | -40 | 534 | |||
| 4 Apr | 178.52 | 3.45 | -1.65 | 32.78 | 1,756 | 40 | 575 | |||
| 3 Apr | 182.05 | 5 | 1.45 | 32.96 | 1,492 | 26 | 535 | |||
| 2 Apr | 177.99 | 3.5 | 0.1 | 34.25 | 459 | 0 | 509 | |||
| 1 Apr | 176.73 | 3.35 | -0.1 | 34.62 | 687 | 21 | 517 | |||
| 28 Mar | 175.77 | 3.35 | -1.35 | 34.76 | 747 | 24 | 496 | |||
| 27 Mar | 178.44 | 4.9 | 0.3 | 33.65 | 498 | 85 | 473 | |||
| 26 Mar | 177.16 | 4.7 | 0.3 | 35.90 | 312 | -2 | 388 | |||
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| 25 Mar | 175.99 | 4.3 | -0.55 | 37.23 | 817 | 145 | 389 | |||
| 24 Mar | 178.07 | 4.85 | 2 | 34.50 | 192 | 44 | 242 | |||
| 21 Mar | 172.67 | 2.9 | 0.8 | 32.13 | 143 | 93 | 198 | |||
| 20 Mar | 167.58 | 2 | -0.25 | 34.03 | 41 | 10 | 106 | |||
| 19 Mar | 167.96 | 2.3 | 0.65 | 35.55 | 111 | 89 | 96 | |||
| 18 Mar | 163.33 | 1.65 | 0.25 | 36.39 | 4 | 1 | 4 | |||
| 17 Mar | 162.67 | 1.4 | -1.4 | 34.63 | 1 | 0 | 2 | |||
| 13 Mar | 153.56 | 2.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 2.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 163.93 | 2.8 | -0.15 | 37.84 | 2 | 0 | 2 | |||
| 6 Mar | 163.30 | 2.95 | -9.1 | 38.73 | 2 | 1 | 1 | |||
| 24 Feb | 164.23 | 12.05 | 0 | 7.52 | 0 | 0 | 0 | |||
| 20 Feb | 169.73 | 12.05 | 0 | 4.72 | 0 | 0 | 0 | |||
| 19 Feb | 169.45 | 12.05 | 0 | 5.73 | 0 | 0 | 0 | |||
| 18 Feb | 164.63 | 12.05 | 0 | 6.68 | 0 | 0 | 0 | |||
| 17 Feb | 167.21 | 12.05 | 0 | 5.94 | 0 | 0 | 0 | |||
| 14 Feb | 163.93 | 12.05 | 0 | 6.45 | 0 | 0 | 0 | |||
| 13 Feb | 169.60 | 12.05 | 0 | 3.99 | 0 | 0 | 0 | |||
| 12 Feb | 171.81 | 12.05 | 0 | 3.76 | 0 | 0 | 0 | |||
| 11 Feb | 171.38 | 12.05 | 0 | 3.76 | 0 | 0 | 0 | |||
| 10 Feb | 176.79 | 12.05 | 0 | 2.04 | 0 | 0 | 0 | |||
| 7 Feb | 182.24 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 182.83 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 179.67 | 12.05 | 0 | 1.14 | 0 | 0 | 0 | |||
| 4 Feb | 173.44 | 12.05 | 0 | 3.37 | 0 | 0 | 0 | |||
| 3 Feb | 169.68 | 0 | 0 | 4.23 | 0 | 0 | 0 | |||
| 1 Feb | 168.36 | 0 | 0 | 4.39 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 185 expiring on 24APR2025
Delta for 185 CE is 0.35
Historical price for 185 CE is as follows
On 8 Apr IEX was trading at 178.06. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 38.36, the open interest changed by -5 which decreased total open position to 533
On 7 Apr IEX was trading at 173.80. The strike last trading price was 2.95, which was -0.35 lower than the previous day. The implied volatity was 45.21, the open interest changed by -40 which decreased total open position to 534
On 4 Apr IEX was trading at 178.52. The strike last trading price was 3.45, which was -1.65 lower than the previous day. The implied volatity was 32.78, the open interest changed by 40 which increased total open position to 575
On 3 Apr IEX was trading at 182.05. The strike last trading price was 5, which was 1.45 higher than the previous day. The implied volatity was 32.96, the open interest changed by 26 which increased total open position to 535
On 2 Apr IEX was trading at 177.99. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 509
On 1 Apr IEX was trading at 176.73. The strike last trading price was 3.35, which was -0.1 lower than the previous day. The implied volatity was 34.62, the open interest changed by 21 which increased total open position to 517
On 28 Mar IEX was trading at 175.77. The strike last trading price was 3.35, which was -1.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 24 which increased total open position to 496
On 27 Mar IEX was trading at 178.44. The strike last trading price was 4.9, which was 0.3 higher than the previous day. The implied volatity was 33.65, the open interest changed by 85 which increased total open position to 473
On 26 Mar IEX was trading at 177.16. The strike last trading price was 4.7, which was 0.3 higher than the previous day. The implied volatity was 35.90, the open interest changed by -2 which decreased total open position to 388
On 25 Mar IEX was trading at 175.99. The strike last trading price was 4.3, which was -0.55 lower than the previous day. The implied volatity was 37.23, the open interest changed by 145 which increased total open position to 389
On 24 Mar IEX was trading at 178.07. The strike last trading price was 4.85, which was 2 higher than the previous day. The implied volatity was 34.50, the open interest changed by 44 which increased total open position to 242
On 21 Mar IEX was trading at 172.67. The strike last trading price was 2.9, which was 0.8 higher than the previous day. The implied volatity was 32.13, the open interest changed by 93 which increased total open position to 198
On 20 Mar IEX was trading at 167.58. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by 10 which increased total open position to 106
On 19 Mar IEX was trading at 167.96. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 35.55, the open interest changed by 89 which increased total open position to 96
On 18 Mar IEX was trading at 163.33. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 4
On 17 Mar IEX was trading at 162.67. The strike last trading price was 1.4, which was -1.4 lower than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 2
On 13 Mar IEX was trading at 153.56. The strike last trading price was 2.8, 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
On 11 Mar IEX was trading at 157.99. The strike last trading price was 2.8, 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
On 7 Mar IEX was trading at 163.93. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 2
On 6 Mar IEX was trading at 163.30. The strike last trading price was 2.95, which was -9.1 lower than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 1
On 24 Feb IEX was trading at 164.23. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
On 20 Feb IEX was trading at 169.73. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IEX was trading at 169.45. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IEX was trading at 164.63. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IEX was trading at 167.21. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IEX was trading at 163.93. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IEX was trading at 169.60. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IEX was trading at 171.81. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IEX was trading at 171.38. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IEX was trading at 176.79. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IEX was trading at 182.24. The strike last trading price was 12.05, 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 Feb IEX was trading at 182.83. The strike last trading price was 12.05, 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 5 Feb IEX was trading at 179.67. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IEX was trading at 173.44. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IEX was trading at 169.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IEX was trading at 168.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.14
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 178.06 | 9.9 | -4.05 | 42.09 | 51 | 0 | 78 |
| 7 Apr | 173.80 | 13.95 | 4.55 | 49.50 | 33 | -9 | 78 |
| 4 Apr | 178.52 | 9.25 | 2.15 | 38.45 | 155 | 5 | 88 |
| 3 Apr | 182.05 | 7.2 | -2.4 | 36.29 | 183 | 35 | 82 |
| 2 Apr | 177.99 | 9.6 | -0.9 | 34.32 | 18 | -1 | 46 |
| 1 Apr | 176.73 | 10.55 | -0.3 | 35.61 | 21 | 5 | 46 |
| 28 Mar | 175.77 | 10.85 | 1.5 | 28.86 | 89 | 11 | 41 |
| 27 Mar | 178.44 | 9.35 | -1.4 | 35.52 | 12 | 7 | 29 |
| 26 Mar | 177.16 | 10.75 | -1.3 | 36.50 | 15 | 1 | 21 |
| 25 Mar | 175.99 | 12.1 | 1.6 | 36.24 | 20 | 9 | 20 |
| 24 Mar | 178.07 | 10.5 | -4.5 | 35.57 | 9 | 4 | 10 |
| 21 Mar | 172.67 | 15 | -3.5 | 40.71 | 2 | 0 | 4 |
| 20 Mar | 167.58 | 18.5 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Mar | 167.96 | 18.5 | -3.1 | 39.66 | 2 | 1 | 3 |
| 18 Mar | 163.33 | 21.6 | 2.95 | 34.98 | 2 | 1 | 1 |
| 17 Mar | 162.67 | 18.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 153.56 | 18.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 18.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 163.93 | 18.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 163.30 | 18.65 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 164.23 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 169.73 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 169.45 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 164.63 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 167.21 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 163.93 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 169.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 171.81 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 171.38 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 176.79 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 182.24 | 0 | 0 | 0.46 | 0 | 0 | 0 |
| 6 Feb | 182.83 | 0 | 0 | 0.84 | 0 | 0 | 0 |
| 5 Feb | 179.67 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 173.44 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 169.68 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 168.36 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 185 expiring on 24APR2025
Delta for 185 PE is -0.63
Historical price for 185 PE is as follows
On 8 Apr IEX was trading at 178.06. The strike last trading price was 9.9, which was -4.05 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 78
On 7 Apr IEX was trading at 173.80. The strike last trading price was 13.95, which was 4.55 higher than the previous day. The implied volatity was 49.50, the open interest changed by -9 which decreased total open position to 78
On 4 Apr IEX was trading at 178.52. The strike last trading price was 9.25, which was 2.15 higher than the previous day. The implied volatity was 38.45, the open interest changed by 5 which increased total open position to 88
On 3 Apr IEX was trading at 182.05. The strike last trading price was 7.2, which was -2.4 lower than the previous day. The implied volatity was 36.29, the open interest changed by 35 which increased total open position to 82
On 2 Apr IEX was trading at 177.99. The strike last trading price was 9.6, which was -0.9 lower than the previous day. The implied volatity was 34.32, the open interest changed by -1 which decreased total open position to 46
On 1 Apr IEX was trading at 176.73. The strike last trading price was 10.55, which was -0.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 5 which increased total open position to 46
On 28 Mar IEX was trading at 175.77. The strike last trading price was 10.85, which was 1.5 higher than the previous day. The implied volatity was 28.86, the open interest changed by 11 which increased total open position to 41
On 27 Mar IEX was trading at 178.44. The strike last trading price was 9.35, which was -1.4 lower than the previous day. The implied volatity was 35.52, the open interest changed by 7 which increased total open position to 29
On 26 Mar IEX was trading at 177.16. The strike last trading price was 10.75, which was -1.3 lower than the previous day. The implied volatity was 36.50, the open interest changed by 1 which increased total open position to 21
On 25 Mar IEX was trading at 175.99. The strike last trading price was 12.1, which was 1.6 higher than the previous day. The implied volatity was 36.24, the open interest changed by 9 which increased total open position to 20
On 24 Mar IEX was trading at 178.07. The strike last trading price was 10.5, which was -4.5 lower than the previous day. The implied volatity was 35.57, the open interest changed by 4 which increased total open position to 10
On 21 Mar IEX was trading at 172.67. The strike last trading price was 15, which was -3.5 lower than the previous day. The implied volatity was 40.71, the open interest changed by 0 which decreased total open position to 4
On 20 Mar IEX was trading at 167.58. The strike last trading price was 18.5, 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 19 Mar IEX was trading at 167.96. The strike last trading price was 18.5, which was -3.1 lower than the previous day. The implied volatity was 39.66, the open interest changed by 1 which increased total open position to 3
On 18 Mar IEX was trading at 163.33. The strike last trading price was 21.6, which was 2.95 higher than the previous day. The implied volatity was 34.98, the open interest changed by 1 which increased total open position to 1
On 17 Mar IEX was trading at 162.67. The strike last trading price was 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 24 Feb IEX was trading at 164.23. The strike last trading price was 0, 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 Feb IEX was trading at 169.73. The strike last trading price was 0, 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 Feb IEX was trading at 169.45. The strike last trading price was 0, 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 Feb IEX was trading at 164.63. The strike last trading price was 0, 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 Feb IEX was trading at 167.21. The strike last trading price was 0, 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 14 Feb IEX was trading at 163.93. The strike last trading price was 0, 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 Feb IEX was trading at 169.60. The strike last trading price was 0, 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 12 Feb IEX was trading at 171.81. The strike last trading price was 0, 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 Feb IEX was trading at 171.38. The strike last trading price was 0, 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 10 Feb IEX was trading at 176.79. The strike last trading price was 0, 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 Feb IEX was trading at 182.24. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IEX was trading at 182.83. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IEX was trading at 179.67. The strike last trading price was 0, 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 4 Feb IEX was trading at 173.44. The strike last trading price was 0, 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 3 Feb IEX was trading at 169.68. The strike last trading price was 0, 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 1 Feb IEX was trading at 168.36. The strike last trading price was 0, 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
