IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.09
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 177.40 | 1.25 | -0.15 | 39.48 | 46 | -8 | 79 | |||
| 8 Apr | 176.90 | 1.35 | 0 | 39.66 | 92 | -11 | 87 | |||
| 7 Apr | 173.80 | 1.3 | -0.25 | 43.42 | 94 | 2 | 98 | |||
| 4 Apr | 178.52 | 1.6 | -1.05 | 33.54 | 143 | 53 | 99 | |||
| 3 Apr | 182.05 | 2.6 | 0.9 | 34.09 | 106 | -6 | 46 | |||
| 2 Apr | 177.99 | 1.7 | 0.05 | 34.77 | 32 | 6 | 52 | |||
| 1 Apr | 176.73 | 1.65 | -0.2 | 35.15 | 72 | 12 | 45 | |||
| 28 Mar | 175.77 | 1.85 | -1.15 | 36.13 | 54 | 30 | 33 | |||
| 27 Mar | 178.44 | 3 | 0 | 36.05 | 1 | 0 | 3 | |||
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| 26 Mar | 177.16 | 3 | 0.1 | 38.47 | 2 | -1 | 2 | |||
| 25 Mar | 175.99 | 2.9 | 1.2 | 40.47 | 2 | 1 | 3 | |||
| 24 Mar | 178.07 | 1.7 | -0.35 | 28.78 | 2 | 0 | 0 | |||
| 21 Mar | 172.67 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 167.58 | 0 | 0 | 0.00 | 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 | |||
| 11 Mar | 157.99 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 192.5 expiring on 24APR2025
Delta for 192.5 CE is 0.17
Historical price for 192.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 39.48, the open interest changed by -8 which decreased total open position to 79
On 8 Apr IEX was trading at 176.90. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 39.66, the open interest changed by -11 which decreased total open position to 87
On 7 Apr IEX was trading at 173.80. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 43.42, the open interest changed by 2 which increased total open position to 98
On 4 Apr IEX was trading at 178.52. The strike last trading price was 1.6, which was -1.05 lower than the previous day. The implied volatity was 33.54, the open interest changed by 53 which increased total open position to 99
On 3 Apr IEX was trading at 182.05. The strike last trading price was 2.6, which was 0.9 higher than the previous day. The implied volatity was 34.09, the open interest changed by -6 which decreased total open position to 46
On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 34.77, the open interest changed by 6 which increased total open position to 52
On 1 Apr IEX was trading at 176.73. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 35.15, the open interest changed by 12 which increased total open position to 45
On 28 Mar IEX was trading at 175.77. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 36.13, the open interest changed by 30 which increased total open position to 33
On 27 Mar IEX was trading at 178.44. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 3
On 26 Mar IEX was trading at 177.16. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 38.47, the open interest changed by -1 which decreased total open position to 2
On 25 Mar IEX was trading at 175.99. The strike last trading price was 2.9, which was 1.2 higher than the previous day. The implied volatity was 40.47, the open interest changed by 1 which increased total open position to 3
On 24 Mar IEX was trading at 178.07. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 28.78, 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 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 20 Mar IEX was trading at 167.58. 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 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 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
| IEX 24APR2025 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.10
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 16.1 | 1.1 | 42.02 | 18 | 10 | 23 |
| 8 Apr | 176.90 | 15 | -5.6 | 23.21 | 2 | 1 | 14 |
| 7 Apr | 173.80 | 20.6 | 5.7 | 56.90 | 8 | 3 | 14 |
| 4 Apr | 178.52 | 14.9 | 2 | 40.94 | 7 | 2 | 10 |
| 3 Apr | 182.05 | 12.9 | -3.45 | 42.00 | 16 | 0 | 8 |
| 2 Apr | 177.99 | 16.35 | 0 | 43.04 | 4 | 0 | 7 |
| 1 Apr | 176.73 | 16.35 | -1.65 | 36.82 | 1 | 1 | 7 |
| 28 Mar | 175.77 | 18 | -17.5 | 37.73 | 7 | 6 | 6 |
| 27 Mar | 178.44 | 35.5 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 177.16 | 35.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 175.99 | 35.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 178.07 | 35.5 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 172.67 | 211 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 167.58 | 211 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 167.96 | 211 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 163.33 | 211 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 162.67 | 211 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 157.99 | 211 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 192.5 expiring on 24APR2025
Delta for 192.5 PE is -0.81
Historical price for 192.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 16.1, which was 1.1 higher than the previous day. The implied volatity was 42.02, the open interest changed by 10 which increased total open position to 23
On 8 Apr IEX was trading at 176.90. The strike last trading price was 15, which was -5.6 lower than the previous day. The implied volatity was 23.21, the open interest changed by 1 which increased total open position to 14
On 7 Apr IEX was trading at 173.80. The strike last trading price was 20.6, which was 5.7 higher than the previous day. The implied volatity was 56.90, the open interest changed by 3 which increased total open position to 14
On 4 Apr IEX was trading at 178.52. The strike last trading price was 14.9, which was 2 higher than the previous day. The implied volatity was 40.94, the open interest changed by 2 which increased total open position to 10
On 3 Apr IEX was trading at 182.05. The strike last trading price was 12.9, which was -3.45 lower than the previous day. The implied volatity was 42.00, the open interest changed by 0 which decreased total open position to 8
On 2 Apr IEX was trading at 177.99. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 43.04, the open interest changed by 0 which decreased total open position to 7
On 1 Apr IEX was trading at 176.73. The strike last trading price was 16.35, which was -1.65 lower than the previous day. The implied volatity was 36.82, the open interest changed by 1 which increased total open position to 7
On 28 Mar IEX was trading at 175.77. The strike last trading price was 18, which was -17.5 lower than the previous day. The implied volatity was 37.73, the open interest changed by 6 which increased total open position to 6
On 27 Mar IEX was trading at 178.44. The strike last trading price was 35.5, 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 26 Mar IEX was trading at 177.16. The strike last trading price was 35.5, 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 25 Mar IEX was trading at 175.99. The strike last trading price was 35.5, 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 24 Mar IEX was trading at 178.07. The strike last trading price was 35.5, 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 21 Mar IEX was trading at 172.67. The strike last trading price was 211, 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 20 Mar IEX was trading at 167.58. The strike last trading price was 211, 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 19 Mar IEX was trading at 167.96. The strike last trading price was 211, 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 211, 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 211, 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 211, 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
