IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.15 | -0.10 | 39.10 | 13 | -9 | 78 | |||
| 13 Nov | 162.72 | 0.25 | -0.25 | 38.02 | 26 | -18 | 88 | |||
| 12 Nov | 166.23 | 0.5 | -0.20 | 39.32 | 34 | -9 | 110 | |||
| 11 Nov | 169.38 | 0.7 | -0.40 | 36.11 | 59 | 17 | 119 | |||
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| 8 Nov | 171.07 | 1.1 | -0.65 | 35.51 | 139 | 0 | 101 | |||
| 7 Nov | 174.01 | 1.75 | -0.65 | 35.10 | 223 | 46 | 101 | |||
| 6 Nov | 177.37 | 2.4 | 0.60 | 32.78 | 88 | 9 | 56 | |||
| 5 Nov | 173.15 | 1.8 | -0.40 | 35.13 | 196 | 9 | 47 | |||
| 4 Nov | 173.04 | 2.2 | -1.60 | 37.14 | 206 | 23 | 37 | |||
| 1 Nov | 179.35 | 3.8 | -0.20 | 33.50 | 5 | 2 | 15 | |||
| 31 Oct | 177.76 | 4 | -0.25 | - | 47 | 10 | 13 | |||
| 30 Oct | 176.28 | 4.25 | -0.30 | - | 6 | 2 | 4 | |||
| 29 Oct | 179.89 | 4.55 | -25.30 | - | 4 | 1 | 1 | |||
| 28 Oct | 182.44 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 180.76 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.65 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 204.59 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 29.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 29.85 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 CE is 0.03
Historical price for 187.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 39.10, the open interest changed by -9 which decreased total open position to 78
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 38.02, the open interest changed by -18 which decreased total open position to 88
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 39.32, the open interest changed by -9 which decreased total open position to 110
On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 36.11, the open interest changed by 17 which increased total open position to 119
On 8 Nov IEX was trading at 171.07. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 101
On 7 Nov IEX was trading at 174.01. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 35.10, the open interest changed by 46 which increased total open position to 101
On 6 Nov IEX was trading at 177.37. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 32.78, the open interest changed by 9 which increased total open position to 56
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 35.13, the open interest changed by 9 which increased total open position to 47
On 4 Nov IEX was trading at 173.04. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 37.14, the open interest changed by 23 which increased total open position to 37
On 1 Nov IEX was trading at 179.35. The strike last trading price was 3.8, which was -0.20 lower than the previous day. The implied volatity was 33.50, the open interest changed by 2 which increased total open position to 15
On 31 Oct IEX was trading at 177.76. The strike last trading price was 4, which was -0.25 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 4.25, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 4.55, which was -25.30 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 29.85, 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 25 Oct IEX was trading at 180.76. The strike last trading price was 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 25 | 3.50 | - | 1 | 0 | 46 |
| 13 Nov | 162.72 | 21.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 166.23 | 21.5 | 5.80 | 44.49 | 12 | -1 | 46 |
| 11 Nov | 169.38 | 15.7 | -0.40 | - | 2 | 0 | 48 |
| 8 Nov | 171.07 | 16.1 | 1.60 | 26.28 | 7 | 0 | 49 |
| 7 Nov | 174.01 | 14.5 | 2.65 | 37.30 | 1 | 0 | 48 |
| 6 Nov | 177.37 | 11.85 | -3.35 | 35.63 | 2 | 1 | 48 |
| 5 Nov | 173.15 | 15.2 | -0.75 | 36.90 | 7 | 6 | 46 |
| 4 Nov | 173.04 | 15.95 | 3.95 | 42.26 | 38 | 31 | 40 |
| 1 Nov | 179.35 | 12 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 177.76 | 12 | 0.00 | - | 1 | 0 | 9 |
| 30 Oct | 176.28 | 12 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.89 | 12 | 2.50 | - | 1 | 0 | 9 |
| 28 Oct | 182.44 | 9.5 | 3.40 | - | 7 | 0 | 9 |
| 25 Oct | 180.76 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 24 Oct | 184.42 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 23 Oct | 182.82 | 6.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 21 Oct | 187.11 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 18 Oct | 190.96 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 17 Oct | 191.16 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 16 Oct | 194.65 | 6.1 | 0.00 | - | 0 | 0 | 9 |
| 15 Oct | 191.60 | 6.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.18 | 6.1 | 2.50 | - | 1 | 0 | 9 |
| 11 Oct | 204.59 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 204.59 | 3.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 3.6 | 0.00 | - | 0 | 5 | 0 |
| 4 Oct | 207.95 | 3.6 | 0.00 | - | 11 | 6 | 10 |
| 3 Oct | 208.99 | 3.6 | -2.75 | - | 4 | 3 | 3 |
| 30 Sept | 204.28 | 6.35 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 PE is -
Historical price for 187.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 25, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 13 Nov IEX was trading at 162.72. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov IEX was trading at 166.23. The strike last trading price was 21.5, which was 5.80 higher than the previous day. The implied volatity was 44.49, the open interest changed by -1 which decreased total open position to 46
On 11 Nov IEX was trading at 169.38. The strike last trading price was 15.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 8 Nov IEX was trading at 171.07. The strike last trading price was 16.1, which was 1.60 higher than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 49
On 7 Nov IEX was trading at 174.01. The strike last trading price was 14.5, which was 2.65 higher than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 48
On 6 Nov IEX was trading at 177.37. The strike last trading price was 11.85, which was -3.35 lower than the previous day. The implied volatity was 35.63, the open interest changed by 1 which increased total open position to 48
On 5 Nov IEX was trading at 173.15. The strike last trading price was 15.2, which was -0.75 lower than the previous day. The implied volatity was 36.90, the open interest changed by 6 which increased total open position to 46
On 4 Nov IEX was trading at 173.04. The strike last trading price was 15.95, which was 3.95 higher than the previous day. The implied volatity was 42.26, the open interest changed by 31 which increased total open position to 40
On 1 Nov IEX was trading at 179.35. The strike last trading price was 12, 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 31 Oct IEX was trading at 177.76. The strike last trading price was 12, 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 Oct IEX was trading at 176.28. The strike last trading price was 12, 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 29 Oct IEX was trading at 179.89. The strike last trading price was 12, which was 2.50 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 9.5, which was 3.40 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, which was 2.50 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 3.6, 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 8 Oct IEX was trading at 204.59. The strike last trading price was 3.6, 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 7 Oct IEX was trading at 198.97. The strike last trading price was 3.6, 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 4 Oct IEX was trading at 207.95. The strike last trading price was 3.6, 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 3 Oct IEX was trading at 208.99. The strike last trading price was 3.6, which was -2.75 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 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
