IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Nov 2024 04:13 PM IST
| IEX 28NOV2024 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 161.33 | 0.15 | 0.05 | 52.18 | 65 | -26 | 428 | |||
| 20 Nov | 162.49 | 0.1 | 0.00 | 42.12 | 31 | -11 | 454 | |||
| 19 Nov | 162.49 | 0.1 | -0.05 | 42.12 | 31 | -11 | 454 | |||
| 18 Nov | 161.32 | 0.15 | 0.05 | 43.00 | 98 | -13 | 468 | |||
| 14 Nov | 161.51 | 0.1 | -0.25 | 33.76 | 337 | -72 | 482 | |||
| 13 Nov | 162.72 | 0.35 | -0.20 | 37.43 | 350 | 30 | 557 | |||
| 12 Nov | 166.23 | 0.55 | -0.35 | 36.80 | 413 | 25 | 528 | |||
| 11 Nov | 169.38 | 0.9 | -0.40 | 35.10 | 430 | 52 | 502 | |||
| 8 Nov | 171.07 | 1.3 | -0.90 | 33.82 | 681 | 108 | 451 | |||
| 7 Nov | 174.01 | 2.2 | -0.80 | 34.46 | 371 | 42 | 342 | |||
| 6 Nov | 177.37 | 3 | 0.80 | 32.12 | 645 | 12 | 301 | |||
| 5 Nov | 173.15 | 2.2 | -0.45 | 34.23 | 470 | 51 | 288 | |||
| 4 Nov | 173.04 | 2.65 | -2.10 | 36.32 | 556 | 32 | 236 | |||
| 1 Nov | 179.35 | 4.75 | 0.10 | 33.89 | 93 | 30 | 204 | |||
| 31 Oct | 177.76 | 4.65 | -0.30 | - | 590 | 25 | 173 | |||
| 30 Oct | 176.28 | 4.95 | -1.10 | - | 246 | 54 | 148 | |||
| 29 Oct | 179.89 | 6.05 | -0.75 | - | 152 | 51 | 96 | |||
| 28 Oct | 182.44 | 6.8 | -25.05 | - | 137 | 44 | 44 | |||
| 25 Oct | 180.76 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 204.59 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 204.28 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 207.96 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 209.34 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 206.85 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 205.86 | 31.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 203.41 | 31.85 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 185 expiring on 28NOV2024
Delta for 185 CE is 0.03
Historical price for 185 CE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 52.18, the open interest changed by -26 which decreased total open position to 428
On 20 Nov IEX was trading at 162.49. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.12, the open interest changed by -11 which decreased total open position to 454
On 19 Nov IEX was trading at 162.49. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.12, the open interest changed by -11 which decreased total open position to 454
On 18 Nov IEX was trading at 161.32. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 43.00, the open interest changed by -13 which decreased total open position to 468
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was 33.76, the open interest changed by -72 which decreased total open position to 482
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 37.43, the open interest changed by 30 which increased total open position to 557
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 36.80, the open interest changed by 25 which increased total open position to 528
On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 35.10, the open interest changed by 52 which increased total open position to 502
On 8 Nov IEX was trading at 171.07. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was 33.82, the open interest changed by 108 which increased total open position to 451
On 7 Nov IEX was trading at 174.01. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 34.46, the open interest changed by 42 which increased total open position to 342
On 6 Nov IEX was trading at 177.37. The strike last trading price was 3, which was 0.80 higher than the previous day. The implied volatity was 32.12, the open interest changed by 12 which increased total open position to 301
On 5 Nov IEX was trading at 173.15. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 34.23, the open interest changed by 51 which increased total open position to 288
On 4 Nov IEX was trading at 173.04. The strike last trading price was 2.65, which was -2.10 lower than the previous day. The implied volatity was 36.32, the open interest changed by 32 which increased total open position to 236
On 1 Nov IEX was trading at 179.35. The strike last trading price was 4.75, which was 0.10 higher than the previous day. The implied volatity was 33.89, the open interest changed by 30 which increased total open position to 204
On 31 Oct IEX was trading at 177.76. The strike last trading price was 4.65, which was -0.30 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 4.95, which was -1.10 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 6.05, which was -0.75 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 6.8, which was -25.05 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 11 Oct IEX was trading at 204.59. The strike last trading price was 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 31.85, 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 6 Sept IEX was trading at 207.96. The strike last trading price was 31.85, 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 5 Sept IEX was trading at 209.34. The strike last trading price was 31.85, 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 Sept IEX was trading at 206.85. The strike last trading price was 31.85, 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 Sept IEX was trading at 205.86. The strike last trading price was 31.85, 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 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.33 | 23.75 | 1.20 | - | 11 | -3 | 124 |
| 20 Nov | 162.49 | 22.55 | 0.00 | - | 5 | -3 | 127 |
| 19 Nov | 162.49 | 22.55 | -1.15 | - | 5 | -3 | 127 |
| 18 Nov | 161.32 | 23.7 | 0.55 | 61.69 | 2 | 0 | 131 |
| 14 Nov | 161.51 | 23.15 | 1.85 | 44.87 | 7 | -1 | 130 |
| 13 Nov | 162.72 | 21.3 | 2.55 | 48.10 | 6 | -2 | 131 |
| 12 Nov | 166.23 | 18.75 | 2.95 | 36.78 | 23 | 8 | 135 |
| 11 Nov | 169.38 | 15.8 | 0.70 | 35.82 | 17 | 4 | 126 |
| 8 Nov | 171.07 | 15.1 | 2.80 | 38.81 | 17 | 13 | 121 |
| 7 Nov | 174.01 | 12.3 | 2.50 | 35.27 | 11 | 1 | 107 |
| 6 Nov | 177.37 | 9.8 | -3.25 | 33.76 | 11 | 3 | 105 |
| 5 Nov | 173.15 | 13.05 | -0.40 | 35.38 | 23 | 6 | 102 |
| 4 Nov | 173.04 | 13.45 | 3.05 | 38.07 | 30 | 5 | 96 |
| 1 Nov | 179.35 | 10.4 | 0.00 | 0.00 | 0 | 33 | 0 |
| 31 Oct | 177.76 | 10.4 | -1.90 | - | 71 | 33 | 91 |
| 30 Oct | 176.28 | 12.3 | 3.30 | - | 36 | 14 | 58 |
| 29 Oct | 179.89 | 9 | 0.90 | - | 31 | 15 | 45 |
| 28 Oct | 182.44 | 8.1 | 3.80 | - | 26 | 31 | 31 |
| 25 Oct | 180.76 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 4.3 | 0.00 | - | 0 | 0 | 12 |
| 23 Oct | 182.82 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 187.11 | 4.3 | 0.00 | - | 0 | 0 | 12 |
| 18 Oct | 190.96 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 191.16 | 4.3 | 0.00 | - | 0 | -1 | 0 |
| 16 Oct | 194.65 | 4.3 | -0.30 | - | 1 | 0 | 13 |
| 15 Oct | 191.60 | 4.6 | 0.00 | - | 0 | 6 | 0 |
| 14 Oct | 196.18 | 4.6 | 1.90 | - | 14 | 6 | 13 |
| 11 Oct | 204.59 | 2.7 | -1.15 | - | 2 | -1 | 8 |
| 8 Oct | 204.59 | 3.85 | -1.45 | - | 2 | 0 | 9 |
| 7 Oct | 198.97 | 5.3 | 2.30 | - | 8 | 3 | 9 |
| 4 Oct | 207.95 | 3 | 0.00 | - | 0 | 6 | 0 |
| 3 Oct | 208.99 | 3 | -4.80 | - | 6 | 3 | 3 |
| 30 Sept | 204.28 | 7.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 207.96 | 7.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 209.34 | 7.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 206.85 | 7.8 | 7.80 | - | 0 | 0 | 0 |
| 3 Sept | 205.86 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 203.41 | 0 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 185 expiring on 28NOV2024
Delta for 185 PE is -
Historical price for 185 PE is as follows
On 21 Nov IEX was trading at 161.33. The strike last trading price was 23.75, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 124
On 20 Nov IEX was trading at 162.49. The strike last trading price was 22.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 127
On 19 Nov IEX was trading at 162.49. The strike last trading price was 22.55, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 127
On 18 Nov IEX was trading at 161.32. The strike last trading price was 23.7, which was 0.55 higher than the previous day. The implied volatity was 61.69, the open interest changed by 0 which decreased total open position to 131
On 14 Nov IEX was trading at 161.51. The strike last trading price was 23.15, which was 1.85 higher than the previous day. The implied volatity was 44.87, the open interest changed by -1 which decreased total open position to 130
On 13 Nov IEX was trading at 162.72. The strike last trading price was 21.3, which was 2.55 higher than the previous day. The implied volatity was 48.10, the open interest changed by -2 which decreased total open position to 131
On 12 Nov IEX was trading at 166.23. The strike last trading price was 18.75, which was 2.95 higher than the previous day. The implied volatity was 36.78, the open interest changed by 8 which increased total open position to 135
On 11 Nov IEX was trading at 169.38. The strike last trading price was 15.8, which was 0.70 higher than the previous day. The implied volatity was 35.82, the open interest changed by 4 which increased total open position to 126
On 8 Nov IEX was trading at 171.07. The strike last trading price was 15.1, which was 2.80 higher than the previous day. The implied volatity was 38.81, the open interest changed by 13 which increased total open position to 121
On 7 Nov IEX was trading at 174.01. The strike last trading price was 12.3, which was 2.50 higher than the previous day. The implied volatity was 35.27, the open interest changed by 1 which increased total open position to 107
On 6 Nov IEX was trading at 177.37. The strike last trading price was 9.8, which was -3.25 lower than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 105
On 5 Nov IEX was trading at 173.15. The strike last trading price was 13.05, which was -0.40 lower than the previous day. The implied volatity was 35.38, the open interest changed by 6 which increased total open position to 102
On 4 Nov IEX was trading at 173.04. The strike last trading price was 13.45, which was 3.05 higher than the previous day. The implied volatity was 38.07, the open interest changed by 5 which increased total open position to 96
On 1 Nov IEX was trading at 179.35. The strike last trading price was 10.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 10.4, which was -1.90 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 12.3, which was 3.30 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 9, which was 0.90 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 8.1, which was 3.80 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, which was -0.30 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 4.6, 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 4.6, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IEX was trading at 204.59. The strike last trading price was 2.7, which was -1.15 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 3.85, which was -1.45 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 5.3, 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 4 Oct IEX was trading at 207.95. 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 3 Oct IEX was trading at 208.99. The strike last trading price was 3, which was -4.80 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 7.8, 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 6 Sept IEX was trading at 207.96. The strike last trading price was 7.8, 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 5 Sept IEX was trading at 209.34. The strike last trading price was 7.8, 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 Sept IEX was trading at 206.85. The strike last trading price was 7.8, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept IEX was trading at 205.86. 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 which decreased total open position to
On 2 Sept IEX was trading at 203.41. 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
