`
[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

161.51 -1.21 (-0.74%)

Back to Option Chain


Historical option data for IEX

14 Nov 2024 04:13 PM IST
IEX 28NOV2024 185 CE
Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
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 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
Delta: -0.93
Vega: 0.04
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.93

Historical price for 185 PE is as follows

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