IEX
Indian Energy Exc Ltd
Historical option data for IEX
11 Apr 2025 04:13 PM IST
| IEX 24APR2025 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.10
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 179.03 | 1.55 | -0.25 | 37.14 | 488 | 8 | 743 | |||
| 9 Apr | 177.40 | 1.7 | -0.05 | 39.69 | 412 | -31 | 736 | |||
| 8 Apr | 176.90 | 1.8 | 0 | 39.77 | 561 | 43 | 768 | |||
| 7 Apr | 173.80 | 1.8 | -0.25 | 44.56 | 841 | 44 | 726 | |||
| 4 Apr | 178.52 | 2.2 | -1.1 | 34.10 | 1,281 | -65 | 684 | |||
| 3 Apr | 182.05 | 3.3 | 1.1 | 33.97 | 1,415 | 218 | 746 | |||
| 2 Apr | 177.99 | 2.2 | 0.05 | 34.71 | 347 | 17 | 527 | |||
| 1 Apr | 176.73 | 2.1 | -0.1 | 34.91 | 484 | -43 | 509 | |||
| 28 Mar | 175.77 | 2.15 | -1 | 34.91 | 826 | 3 | 552 | |||
| 27 Mar | 178.44 | 3.4 | 0.25 | 34.54 | 433 | 140 | 548 | |||
| 26 Mar | 177.16 | 3.25 | 0.3 | 36.31 | 266 | 69 | 407 | |||
| 25 Mar | 175.99 | 2.85 | -0.45 | 36.75 | 283 | 39 | 337 | |||
| 24 Mar | 178.07 | 3.3 | 1.4 | 34.57 | 459 | 180 | 295 | |||
| 21 Mar | 172.67 | 1.85 | 0.65 | 32.20 | 75 | 39 | 115 | |||
| 20 Mar | 167.58 | 1.2 | -0.4 | 33.56 | 62 | -9 | 76 | |||
| 19 Mar | 167.96 | 1.55 | 0.55 | 35.96 | 83 | 37 | 85 | |||
| 18 Mar | 163.33 | 1 | -0.2 | 35.84 | 25 | 17 | 49 | |||
| 17 Mar | 162.67 | 1.1 | 0.55 | 36.84 | 36 | 30 | 32 | |||
| 13 Mar | 153.56 | 0.55 | -1.6 | 38.10 | 1 | 0 | 2 | |||
| 11 Mar | 157.99 | 2.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 163.30 | 2.15 | -8.1 | 38.80 | 6 | 3 | 3 | |||
| 20 Feb | 169.73 | 10.25 | 0 | 6.48 | 0 | 0 | 0 | |||
| 19 Feb | 169.45 | 10.25 | 0 | 6.79 | 0 | 0 | 0 | |||
| 17 Feb | 167.21 | 10.25 | 0 | 7.41 | 0 | 0 | 0 | |||
| 13 Feb | 169.60 | 10.25 | 0 | 5.86 | 0 | 0 | 0 | |||
| 12 Feb | 171.81 | 10.25 | 0 | 5.47 | 0 | 0 | 0 | |||
| 11 Feb | 171.38 | 10.25 | 0 | 5.69 | 0 | 0 | 0 | |||
| 10 Feb | 176.79 | 10.25 | 0 | 3.54 | 0 | 0 | 0 | |||
| 7 Feb | 182.24 | 10.25 | 0 | 1.45 | 0 | 0 | 0 | |||
| 6 Feb | 182.83 | 10.25 | 0 | 1.38 | 0 | 0 | 0 | |||
| 5 Feb | 179.67 | 10.25 | 0 | 2.88 | 0 | 0 | 0 | |||
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| 4 Feb | 173.44 | 10.25 | 0 | 4.97 | 0 | 0 | 0 | |||
| 3 Feb | 169.68 | 10.25 | 0 | 6.46 | 0 | 0 | 0 | |||
| 1 Feb | 168.36 | 10.25 | 0 | 5.46 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 190 expiring on 24APR2025
Delta for 190 CE is 0.22
Historical price for 190 CE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 37.14, the open interest changed by 8 which increased total open position to 743
On 9 Apr IEX was trading at 177.40. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 39.69, the open interest changed by -31 which decreased total open position to 736
On 8 Apr IEX was trading at 176.90. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 39.77, the open interest changed by 43 which increased total open position to 768
On 7 Apr IEX was trading at 173.80. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 44.56, the open interest changed by 44 which increased total open position to 726
On 4 Apr IEX was trading at 178.52. The strike last trading price was 2.2, which was -1.1 lower than the previous day. The implied volatity was 34.10, the open interest changed by -65 which decreased total open position to 684
On 3 Apr IEX was trading at 182.05. The strike last trading price was 3.3, which was 1.1 higher than the previous day. The implied volatity was 33.97, the open interest changed by 218 which increased total open position to 746
On 2 Apr IEX was trading at 177.99. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 34.71, the open interest changed by 17 which increased total open position to 527
On 1 Apr IEX was trading at 176.73. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 34.91, the open interest changed by -43 which decreased total open position to 509
On 28 Mar IEX was trading at 175.77. The strike last trading price was 2.15, which was -1 lower than the previous day. The implied volatity was 34.91, the open interest changed by 3 which increased total open position to 552
On 27 Mar IEX was trading at 178.44. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was 34.54, the open interest changed by 140 which increased total open position to 548
On 26 Mar IEX was trading at 177.16. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 36.31, the open interest changed by 69 which increased total open position to 407
On 25 Mar IEX was trading at 175.99. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 36.75, the open interest changed by 39 which increased total open position to 337
On 24 Mar IEX was trading at 178.07. The strike last trading price was 3.3, which was 1.4 higher than the previous day. The implied volatity was 34.57, the open interest changed by 180 which increased total open position to 295
On 21 Mar IEX was trading at 172.67. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was 32.20, the open interest changed by 39 which increased total open position to 115
On 20 Mar IEX was trading at 167.58. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 33.56, the open interest changed by -9 which decreased total open position to 76
On 19 Mar IEX was trading at 167.96. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 35.96, the open interest changed by 37 which increased total open position to 85
On 18 Mar IEX was trading at 163.33. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 35.84, the open interest changed by 17 which increased total open position to 49
On 17 Mar IEX was trading at 162.67. The strike last trading price was 1.1, which was 0.55 higher than the previous day. The implied volatity was 36.84, the open interest changed by 30 which increased total open position to 32
On 13 Mar IEX was trading at 153.56. The strike last trading price was 0.55, which was -1.6 lower than the previous day. The implied volatity was 38.10, the open interest changed by 0 which decreased total open position to 2
On 11 Mar IEX was trading at 157.99. The strike last trading price was 2.15, 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 2.15, which was -8.1 lower than the previous day. The implied volatity was 38.80, the open interest changed by 3 which increased total open position to 3
On 20 Feb IEX was trading at 169.73. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 6.48, 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 10.25, which was 0 lower than the previous day. The implied volatity was 6.79, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.41, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.86, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.47, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.69, 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 10.25, which was 0 lower than the previous day. The implied volatity was 3.54, 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 10.25, which was 0 lower than the previous day. The implied volatity was 1.45, 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 10.25, which was 0 lower than the previous day. The implied volatity was 1.38, 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 10.25, which was 0 lower than the previous day. The implied volatity was 2.88, 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 10.25, which was 0 lower than the previous day. The implied volatity was 4.97, 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 10.25, which was 0 lower than the previous day. The implied volatity was 6.46, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.10
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 179.03 | 12 | -2.3 | 38.38 | 43 | 11 | 156 |
| 9 Apr | 177.40 | 14.4 | 0.1 | 44.97 | 29 | 3 | 145 |
| 8 Apr | 176.90 | 14.3 | -2.4 | 41.31 | 42 | 6 | 142 |
| 7 Apr | 173.80 | 16.7 | 2.05 | 39.40 | 61 | 2 | 137 |
| 4 Apr | 178.52 | 14.65 | 4.5 | 51.60 | 42 | -1 | 134 |
| 3 Apr | 182.05 | 10.45 | -3.35 | 37.41 | 56 | 23 | 136 |
| 2 Apr | 177.99 | 13.8 | -0.6 | 38.50 | 33 | 15 | 109 |
| 1 Apr | 176.73 | 14.4 | -0.6 | 37.01 | 47 | -1 | 94 |
| 28 Mar | 175.77 | 15 | 1.75 | 30.61 | 70 | 34 | 95 |
| 27 Mar | 178.44 | 13.2 | -0.85 | 38.69 | 25 | -4 | 58 |
| 26 Mar | 177.16 | 14.05 | -0.6 | 35.75 | 21 | 15 | 61 |
| 25 Mar | 175.99 | 14.65 | 0.65 | 29.43 | 2 | 1 | 45 |
| 24 Mar | 178.07 | 14 | -4.5 | 36.25 | 30 | 26 | 43 |
| 21 Mar | 172.67 | 18.5 | -3.15 | 39.77 | 1 | 0 | 16 |
| 20 Mar | 167.58 | 21.65 | -6.35 | 30.03 | 15 | 14 | 15 |
| 19 Mar | 167.96 | 28 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 163.33 | 28 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Mar | 162.67 | 28 | 6.2 | 47.43 | 3 | 2 | 2 |
| 13 Mar | 153.56 | 21.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 21.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 163.30 | 21.8 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 169.73 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 169.45 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 167.21 | 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 | 0 | 0 |
| 6 Feb | 182.83 | 0 | 0 | - | 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 190 expiring on 24APR2025
Delta for 190 PE is -0.77
Historical price for 190 PE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 12, which was -2.3 lower than the previous day. The implied volatity was 38.38, the open interest changed by 11 which increased total open position to 156
On 9 Apr IEX was trading at 177.40. The strike last trading price was 14.4, which was 0.1 higher than the previous day. The implied volatity was 44.97, the open interest changed by 3 which increased total open position to 145
On 8 Apr IEX was trading at 176.90. The strike last trading price was 14.3, which was -2.4 lower than the previous day. The implied volatity was 41.31, the open interest changed by 6 which increased total open position to 142
On 7 Apr IEX was trading at 173.80. The strike last trading price was 16.7, which was 2.05 higher than the previous day. The implied volatity was 39.40, the open interest changed by 2 which increased total open position to 137
On 4 Apr IEX was trading at 178.52. The strike last trading price was 14.65, which was 4.5 higher than the previous day. The implied volatity was 51.60, the open interest changed by -1 which decreased total open position to 134
On 3 Apr IEX was trading at 182.05. The strike last trading price was 10.45, which was -3.35 lower than the previous day. The implied volatity was 37.41, the open interest changed by 23 which increased total open position to 136
On 2 Apr IEX was trading at 177.99. The strike last trading price was 13.8, which was -0.6 lower than the previous day. The implied volatity was 38.50, the open interest changed by 15 which increased total open position to 109
On 1 Apr IEX was trading at 176.73. The strike last trading price was 14.4, which was -0.6 lower than the previous day. The implied volatity was 37.01, the open interest changed by -1 which decreased total open position to 94
On 28 Mar IEX was trading at 175.77. The strike last trading price was 15, which was 1.75 higher than the previous day. The implied volatity was 30.61, the open interest changed by 34 which increased total open position to 95
On 27 Mar IEX was trading at 178.44. The strike last trading price was 13.2, which was -0.85 lower than the previous day. The implied volatity was 38.69, the open interest changed by -4 which decreased total open position to 58
On 26 Mar IEX was trading at 177.16. The strike last trading price was 14.05, which was -0.6 lower than the previous day. The implied volatity was 35.75, the open interest changed by 15 which increased total open position to 61
On 25 Mar IEX was trading at 175.99. The strike last trading price was 14.65, which was 0.65 higher than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 45
On 24 Mar IEX was trading at 178.07. The strike last trading price was 14, which was -4.5 lower than the previous day. The implied volatity was 36.25, the open interest changed by 26 which increased total open position to 43
On 21 Mar IEX was trading at 172.67. The strike last trading price was 18.5, which was -3.15 lower than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 16
On 20 Mar IEX was trading at 167.58. The strike last trading price was 21.65, which was -6.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by 14 which increased total open position to 15
On 19 Mar IEX was trading at 167.96. The strike last trading price was 28, 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 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Mar IEX was trading at 162.67. The strike last trading price was 28, which was 6.2 higher than the previous day. The implied volatity was 47.43, the open interest changed by 2 which increased total open position to 2
On 13 Mar IEX was trading at 153.56. The strike last trading price was 21.8, 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 21.8, 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 21.8, 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 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 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 -, 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 -, 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
