IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.12
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 177.40 | 2.3 | 0 | 40.19 | 80 | -15 | 79 | |||
| 8 Apr | 176.90 | 2.3 | 0 | 39.38 | 46 | 12 | 93 | |||
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| 7 Apr | 173.80 | 2.55 | -0.1 | 46.81 | 147 | 28 | 81 | |||
| 4 Apr | 178.52 | 2.75 | -1.3 | 33.37 | 218 | -8 | 53 | |||
| 3 Apr | 182.05 | 4.1 | 1.3 | 33.61 | 128 | 13 | 61 | |||
| 2 Apr | 177.99 | 2.8 | 0.15 | 34.56 | 53 | 13 | 48 | |||
| 1 Apr | 176.73 | 2.6 | -0.15 | 34.33 | 45 | 12 | 36 | |||
| 28 Mar | 175.77 | 2.7 | -1.6 | 34.86 | 84 | 8 | 24 | |||
| 27 Mar | 178.44 | 4.3 | 0.1 | 35.20 | 10 | 2 | 15 | |||
| 26 Mar | 177.16 | 4.2 | -0.35 | 37.62 | 9 | 1 | 7 | |||
| 25 Mar | 175.99 | 4.55 | 0.3 | 42.67 | 9 | 0 | 6 | |||
| 24 Mar | 178.07 | 4.25 | 2.1 | 36.15 | 9 | 4 | 5 | |||
| 21 Mar | 172.67 | 2.15 | -0.55 | 31.11 | 2 | 1 | 1 | |||
| 20 Mar | 167.58 | 2.7 | 0 | 10.11 | 0 | 0 | 0 | |||
| 19 Mar | 167.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 163.33 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 153.56 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 187.5 expiring on 24APR2025
Delta for 187.5 CE is 0.27
Historical price for 187.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 40.19, the open interest changed by -15 which decreased total open position to 79
On 8 Apr IEX was trading at 176.90. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 39.38, the open interest changed by 12 which increased total open position to 93
On 7 Apr IEX was trading at 173.80. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 46.81, the open interest changed by 28 which increased total open position to 81
On 4 Apr IEX was trading at 178.52. The strike last trading price was 2.75, which was -1.3 lower than the previous day. The implied volatity was 33.37, the open interest changed by -8 which decreased total open position to 53
On 3 Apr IEX was trading at 182.05. The strike last trading price was 4.1, which was 1.3 higher than the previous day. The implied volatity was 33.61, the open interest changed by 13 which increased total open position to 61
On 2 Apr IEX was trading at 177.99. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 34.56, the open interest changed by 13 which increased total open position to 48
On 1 Apr IEX was trading at 176.73. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by 12 which increased total open position to 36
On 28 Mar IEX was trading at 175.77. The strike last trading price was 2.7, which was -1.6 lower than the previous day. The implied volatity was 34.86, the open interest changed by 8 which increased total open position to 24
On 27 Mar IEX was trading at 178.44. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 35.20, the open interest changed by 2 which increased total open position to 15
On 26 Mar IEX was trading at 177.16. The strike last trading price was 4.2, which was -0.35 lower than the previous day. The implied volatity was 37.62, the open interest changed by 1 which increased total open position to 7
On 25 Mar IEX was trading at 175.99. The strike last trading price was 4.55, which was 0.3 higher than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 6
On 24 Mar IEX was trading at 178.07. The strike last trading price was 4.25, which was 2.1 higher than the previous day. The implied volatity was 36.15, the open interest changed by 4 which increased total open position to 5
On 21 Mar IEX was trading at 172.67. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 31.11, the open interest changed by 1 which increased total open position to 1
On 20 Mar IEX was trading at 167.58. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 10.11, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IEX was trading at 167.96. The strike last trading price was 0, 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 18 Mar IEX was trading at 163.33. The strike last trading price was 0, 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 17 Mar IEX was trading at 162.67. The strike last trading price was 0, 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 13 Mar IEX was trading at 153.56. The strike last trading price was 0, 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 0, 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 6 Mar IEX was trading at 163.30. The strike last trading price was 0, 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
| IEX 24APR2025 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.12
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 12.3 | -0.4 | 43.24 | 15 | 0 | 31 |
| 8 Apr | 176.90 | 12.7 | -2.9 | 43.86 | 10 | -2 | 31 |
| 7 Apr | 173.80 | 15.6 | 3.9 | 47.81 | 15 | 9 | 33 |
| 4 Apr | 178.52 | 11.25 | 2.65 | 40.73 | 32 | 6 | 24 |
| 3 Apr | 182.05 | 8.7 | -3.2 | 36.52 | 38 | 7 | 17 |
| 2 Apr | 177.99 | 11.9 | -0.2 | 37.97 | 7 | -3 | 9 |
| 1 Apr | 176.73 | 12.1 | -1.55 | 34.19 | 31 | 11 | 13 |
| 28 Mar | 175.77 | 13.65 | -17.6 | 34.75 | 11 | 2 | 2 |
| 27 Mar | 178.44 | 31.25 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 177.16 | 31.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 175.99 | 31.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 178.07 | 31.25 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 172.67 | 31.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 167.58 | 31.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 167.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 163.33 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 162.67 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 153.56 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 157.99 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 163.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 187.5 expiring on 24APR2025
Delta for 187.5 PE is -0.71
Historical price for 187.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 12.3, which was -0.4 lower than the previous day. The implied volatity was 43.24, the open interest changed by 0 which decreased total open position to 31
On 8 Apr IEX was trading at 176.90. The strike last trading price was 12.7, which was -2.9 lower than the previous day. The implied volatity was 43.86, the open interest changed by -2 which decreased total open position to 31
On 7 Apr IEX was trading at 173.80. The strike last trading price was 15.6, which was 3.9 higher than the previous day. The implied volatity was 47.81, the open interest changed by 9 which increased total open position to 33
On 4 Apr IEX was trading at 178.52. The strike last trading price was 11.25, which was 2.65 higher than the previous day. The implied volatity was 40.73, the open interest changed by 6 which increased total open position to 24
On 3 Apr IEX was trading at 182.05. The strike last trading price was 8.7, which was -3.2 lower than the previous day. The implied volatity was 36.52, the open interest changed by 7 which increased total open position to 17
On 2 Apr IEX was trading at 177.99. The strike last trading price was 11.9, which was -0.2 lower than the previous day. The implied volatity was 37.97, the open interest changed by -3 which decreased total open position to 9
On 1 Apr IEX was trading at 176.73. The strike last trading price was 12.1, which was -1.55 lower than the previous day. The implied volatity was 34.19, the open interest changed by 11 which increased total open position to 13
On 28 Mar IEX was trading at 175.77. The strike last trading price was 13.65, which was -17.6 lower than the previous day. The implied volatity was 34.75, the open interest changed by 2 which increased total open position to 2
On 27 Mar IEX was trading at 178.44. The strike last trading price was 31.25, 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 26 Mar IEX was trading at 177.16. The strike last trading price was 31.25, 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 25 Mar IEX was trading at 175.99. The strike last trading price was 31.25, 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 Mar IEX was trading at 178.07. The strike last trading price was 31.25, 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 21 Mar IEX was trading at 172.67. The strike last trading price was 31.25, 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 Mar IEX was trading at 167.58. The strike last trading price was 31.25, 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 Mar IEX was trading at 167.96. The strike last trading price was 0, 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 18 Mar IEX was trading at 163.33. The strike last trading price was 0, 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 17 Mar IEX was trading at 162.67. The strike last trading price was 0, 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 13 Mar IEX was trading at 153.56. The strike last trading price was 0, 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 0, 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 6 Mar IEX was trading at 163.30. The strike last trading price was 0, 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
