IEX
Indian Energy Exc Ltd
Historical option data for IEX
16 Jun 2025 01:02 PM IST
| IEX 26JUN2025 192.5 CE | ||||||||||
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Delta: 0.37
Vega: 0.12
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Jun | 187.75 | 3 | 0.1 | 38.59 | 15 | -6 | 323 | |||
| 13 Jun | 187.22 | 2.9 | -1.55 | 34.72 | 4 | -3 | 330 | |||
| 12 Jun | 190.21 | 4.45 | -2.65 | 33.87 | 66 | -65 | 334 | |||
| 11 Jun | 193.68 | 6.7 | -11.7 | 37.79 | 2,926 | 350 | 392 | |||
| 10 Jun | 210.01 | 18.4 | -0.7 | - | 6 | 2 | 42 | |||
| 9 Jun | 209.31 | 19.2 | 5.9 | 34.87 | 49 | -5 | 41 | |||
| 6 Jun | 202.13 | 13.65 | 2.6 | 36.55 | 60 | 19 | 43 | |||
| 5 Jun | 199.33 | 11.05 | -2.25 | 33.26 | 108 | 10 | 24 | |||
| 4 Jun | 202.01 | 13.3 | 0.65 | 33.61 | 13 | 5 | 13 | |||
| 3 Jun | 201.17 | 12.45 | 0.65 | 33.84 | 8 | -2 | 8 | |||
| 2 Jun | 200.63 | 11.8 | 0.05 | 33.73 | 17 | 5 | 9 | |||
| 30 May | 200.55 | 11.75 | -2.3 | 30.09 | 6 | 4 | 4 | |||
| 29 May | 199.81 | 14.05 | 0 | - | 0 | 0 | 0 | |||
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| 28 May | 197.81 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 27 May | 199.45 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 26 May | 194.50 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 23 May | 195.03 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 22 May | 194.83 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 21 May | 199.18 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 197.45 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 197.63 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 199.86 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 15 May | 197.48 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 14 May | 197.25 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 13 May | 194.80 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 12 May | 194.95 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 9 May | 189.38 | 14.05 | 0 | 0.44 | 0 | 0 | 0 | |||
| 8 May | 189.90 | 14.05 | 0 | 0.80 | 0 | 0 | 0 | |||
| 7 May | 196.46 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 6 May | 190.99 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 5 May | 195.14 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 29 Apr | 192.82 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Apr | 195.21 | 14.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Apr | 190.50 | 14.05 | 0 | - | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 192.5 expiring on 26JUN2025
Delta for 192.5 CE is 0.37
Historical price for 192.5 CE is as follows
On 16 Jun IEX was trading at 187.75. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 38.59, the open interest changed by -6 which decreased total open position to 323
On 13 Jun IEX was trading at 187.22. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 34.72, the open interest changed by -3 which decreased total open position to 330
On 12 Jun IEX was trading at 190.21. The strike last trading price was 4.45, which was -2.65 lower than the previous day. The implied volatity was 33.87, the open interest changed by -65 which decreased total open position to 334
On 11 Jun IEX was trading at 193.68. The strike last trading price was 6.7, which was -11.7 lower than the previous day. The implied volatity was 37.79, the open interest changed by 350 which increased total open position to 392
On 10 Jun IEX was trading at 210.01. The strike last trading price was 18.4, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 42
On 9 Jun IEX was trading at 209.31. The strike last trading price was 19.2, which was 5.9 higher than the previous day. The implied volatity was 34.87, the open interest changed by -5 which decreased total open position to 41
On 6 Jun IEX was trading at 202.13. The strike last trading price was 13.65, which was 2.6 higher than the previous day. The implied volatity was 36.55, the open interest changed by 19 which increased total open position to 43
On 5 Jun IEX was trading at 199.33. The strike last trading price was 11.05, which was -2.25 lower than the previous day. The implied volatity was 33.26, the open interest changed by 10 which increased total open position to 24
On 4 Jun IEX was trading at 202.01. The strike last trading price was 13.3, which was 0.65 higher than the previous day. The implied volatity was 33.61, the open interest changed by 5 which increased total open position to 13
On 3 Jun IEX was trading at 201.17. The strike last trading price was 12.45, which was 0.65 higher than the previous day. The implied volatity was 33.84, the open interest changed by -2 which decreased total open position to 8
On 2 Jun IEX was trading at 200.63. The strike last trading price was 11.8, which was 0.05 higher than the previous day. The implied volatity was 33.73, the open interest changed by 5 which increased total open position to 9
On 30 May IEX was trading at 200.55. The strike last trading price was 11.75, which was -2.3 lower than the previous day. The implied volatity was 30.09, the open interest changed by 4 which increased total open position to 4
On 29 May IEX was trading at 199.81. The strike last trading price was 14.05, 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 28 May IEX was trading at 197.81. The strike last trading price was 14.05, 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 27 May IEX was trading at 199.45. The strike last trading price was 14.05, 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 May IEX was trading at 194.50. The strike last trading price was 14.05, 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 23 May IEX was trading at 195.03. The strike last trading price was 14.05, 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 22 May IEX was trading at 194.83. The strike last trading price was 14.05, 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 May IEX was trading at 199.18. The strike last trading price was 14.05, 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 May IEX was trading at 197.45. The strike last trading price was 14.05, 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 May IEX was trading at 197.63. The strike last trading price was 14.05, 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 16 May IEX was trading at 199.86. The strike last trading price was 14.05, 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 15 May IEX was trading at 197.48. The strike last trading price was 14.05, 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 14 May IEX was trading at 197.25. The strike last trading price was 14.05, 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 May IEX was trading at 194.80. The strike last trading price was 14.05, 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 May IEX was trading at 194.95. The strike last trading price was 14.05, 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 9 May IEX was trading at 189.38. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 8 May IEX was trading at 189.90. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 7 May IEX was trading at 196.46. The strike last trading price was 14.05, 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 May IEX was trading at 190.99. The strike last trading price was 14.05, 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 May IEX was trading at 195.14. The strike last trading price was 14.05, 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 29 Apr IEX was trading at 192.82. The strike last trading price was 14.05, 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 28 Apr IEX was trading at 195.21. The strike last trading price was 14.05, 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 Apr IEX was trading at 190.50. The strike last trading price was 14.05, 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
| IEX 26JUN2025 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.12
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Jun | 187.75 | 8.5 | 1.65 | 48.48 | 7 | -5 | 290 |
| 13 Jun | 187.22 | 6.9 | 0.65 | 28.42 | 15 | -13 | 297 |
| 12 Jun | 190.21 | 6.15 | 0.65 | 37.82 | 52 | -50 | 312 |
| 11 Jun | 193.68 | 5.95 | 5.1 | 43.09 | 2,828 | 279 | 357 |
| 10 Jun | 210.01 | 0.85 | -0.3 | 36.43 | 33 | -10 | 74 |
| 9 Jun | 209.31 | 1.1 | -1.1 | 38.10 | 277 | 22 | 84 |
| 6 Jun | 202.13 | 2.25 | -0.8 | 34.24 | 111 | 0 | 66 |
| 5 Jun | 199.33 | 3 | 0.5 | 33.23 | 195 | 29 | 86 |
| 4 Jun | 202.01 | 2.5 | -0.3 | 33.98 | 72 | 4 | 56 |
| 3 Jun | 201.17 | 2.9 | -0.3 | 33.59 | 94 | 17 | 52 |
| 2 Jun | 200.63 | 3.35 | -0.4 | 33.79 | 49 | 14 | 35 |
| 30 May | 200.55 | 3.7 | -9.8 | 34.35 | 52 | 21 | 21 |
| 29 May | 199.81 | 13.5 | 0 | 5.33 | 0 | 0 | 0 |
| 28 May | 197.81 | 13.5 | 0 | 4.12 | 0 | 0 | 0 |
| 27 May | 199.45 | 13.5 | 0 | 5.00 | 0 | 0 | 0 |
| 26 May | 194.50 | 13.5 | 0 | 2.19 | 0 | 0 | 0 |
| 23 May | 195.03 | 13.5 | 0 | 2.40 | 0 | 0 | 0 |
| 22 May | 194.83 | 13.5 | 0 | 2.42 | 0 | 0 | 0 |
| 21 May | 199.18 | 13.5 | 0 | 4.45 | 0 | 0 | 0 |
| 20 May | 197.45 | 13.5 | 0 | 3.87 | 0 | 0 | 0 |
| 19 May | 197.63 | 13.5 | 0 | 3.76 | 0 | 0 | 0 |
| 16 May | 199.86 | 13.5 | 0 | 4.56 | 0 | 0 | 0 |
| 15 May | 197.48 | 13.5 | 0 | 3.76 | 0 | 0 | 0 |
| 14 May | 197.25 | 13.5 | 0 | 3.39 | 0 | 0 | 0 |
| 13 May | 194.80 | 13.5 | 0 | 2.30 | 0 | 0 | 0 |
| 12 May | 194.95 | 13.5 | 0 | 2.40 | 0 | 0 | 0 |
| 9 May | 189.38 | 13.5 | 0 | - | 0 | 0 | 0 |
| 8 May | 189.90 | 13.5 | 0 | - | 0 | 0 | 0 |
| 7 May | 196.46 | 13.5 | 0 | 3.15 | 0 | 0 | 0 |
| 6 May | 190.99 | 13.5 | 0 | 0.43 | 0 | 0 | 0 |
| 5 May | 195.14 | 13.5 | 0 | 2.44 | 0 | 0 | 0 |
| 29 Apr | 192.82 | 13.5 | 0 | 1.58 | 0 | 0 | 0 |
| 28 Apr | 195.21 | 13.5 | 0 | 2.51 | 0 | 0 | 0 |
| 25 Apr | 190.50 | 13.5 | 0 | 0.39 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 192.5 expiring on 26JUN2025
Delta for 192.5 PE is -0.60
Historical price for 192.5 PE is as follows
On 16 Jun IEX was trading at 187.75. The strike last trading price was 8.5, which was 1.65 higher than the previous day. The implied volatity was 48.48, the open interest changed by -5 which decreased total open position to 290
On 13 Jun IEX was trading at 187.22. The strike last trading price was 6.9, which was 0.65 higher than the previous day. The implied volatity was 28.42, the open interest changed by -13 which decreased total open position to 297
On 12 Jun IEX was trading at 190.21. The strike last trading price was 6.15, which was 0.65 higher than the previous day. The implied volatity was 37.82, the open interest changed by -50 which decreased total open position to 312
On 11 Jun IEX was trading at 193.68. The strike last trading price was 5.95, which was 5.1 higher than the previous day. The implied volatity was 43.09, the open interest changed by 279 which increased total open position to 357
On 10 Jun IEX was trading at 210.01. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 36.43, the open interest changed by -10 which decreased total open position to 74
On 9 Jun IEX was trading at 209.31. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 38.10, the open interest changed by 22 which increased total open position to 84
On 6 Jun IEX was trading at 202.13. The strike last trading price was 2.25, which was -0.8 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 66
On 5 Jun IEX was trading at 199.33. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 33.23, the open interest changed by 29 which increased total open position to 86
On 4 Jun IEX was trading at 202.01. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 33.98, the open interest changed by 4 which increased total open position to 56
On 3 Jun IEX was trading at 201.17. The strike last trading price was 2.9, which was -0.3 lower than the previous day. The implied volatity was 33.59, the open interest changed by 17 which increased total open position to 52
On 2 Jun IEX was trading at 200.63. The strike last trading price was 3.35, which was -0.4 lower than the previous day. The implied volatity was 33.79, the open interest changed by 14 which increased total open position to 35
On 30 May IEX was trading at 200.55. The strike last trading price was 3.7, which was -9.8 lower than the previous day. The implied volatity was 34.35, the open interest changed by 21 which increased total open position to 21
On 29 May IEX was trading at 199.81. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 28 May IEX was trading at 197.81. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 27 May IEX was trading at 199.45. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 26 May IEX was trading at 194.50. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 23 May IEX was trading at 195.03. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 22 May IEX was trading at 194.83. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 21 May IEX was trading at 199.18. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 20 May IEX was trading at 197.45. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 19 May IEX was trading at 197.63. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 16 May IEX was trading at 199.86. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 15 May IEX was trading at 197.48. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 14 May IEX was trading at 197.25. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 13 May IEX was trading at 194.80. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 12 May IEX was trading at 194.95. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 9 May IEX was trading at 189.38. The strike last trading price was 13.5, 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 8 May IEX was trading at 189.90. The strike last trading price was 13.5, 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 May IEX was trading at 196.46. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 6 May IEX was trading at 190.99. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 5 May IEX was trading at 195.14. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 29 Apr IEX was trading at 192.82. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 28 Apr IEX was trading at 195.21. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 25 Apr IEX was trading at 190.50. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
