IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
| IEX 28NOV2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 161.51 | 0.2 | -0.15 | 47.06 | 11 | -5 | 44 | |||
| 13 Nov | 162.72 | 0.35 | 0.00 | 46.95 | 1 | 0 | 49 | |||
| 12 Nov | 166.23 | 0.35 | -0.10 | 42.38 | 13 | -3 | 53 | |||
| 11 Nov | 169.38 | 0.45 | -0.30 | 38.53 | 12 | 3 | 56 | |||
| 8 Nov | 171.07 | 0.75 | -0.30 | 37.96 | 43 | -4 | 47 | |||
| 7 Nov | 174.01 | 1.05 | -0.50 | 35.83 | 26 | 11 | 51 | |||
| 6 Nov | 177.37 | 1.55 | 0.35 | 34.29 | 32 | 3 | 38 | |||
| 5 Nov | 173.15 | 1.2 | -0.20 | 36.78 | 23 | 3 | 35 | |||
| 4 Nov | 173.04 | 1.4 | -1.40 | 37.65 | 75 | 18 | 32 | |||
| 1 Nov | 179.35 | 2.8 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 31 Oct | 177.76 | 2.8 | -0.25 | - | 118 | -2 | 15 | |||
| 30 Oct | 176.28 | 3.05 | 0.00 | - | 32 | 13 | 16 | |||
| 29 Oct | 179.89 | 3.05 | -23.45 | - | 4 | 3 | 3 | |||
| 28 Oct | 182.44 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 180.76 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 184.42 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.82 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 179.16 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 187.11 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 190.96 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 191.16 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 194.65 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 191.60 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.18 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 204.59 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 202.37 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 204.59 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 208.34 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 204.28 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 206.25 | 26.5 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 CE is 0.04
Historical price for 192.5 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 47.06, the open interest changed by -5 which decreased total open position to 44
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 46.95, the open interest changed by 0 which decreased total open position to 49
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 42.38, the open interest changed by -3 which decreased total open position to 53
On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 38.53, the open interest changed by 3 which increased total open position to 56
On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 37.96, the open interest changed by -4 which decreased total open position to 47
On 7 Nov IEX was trading at 174.01. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 35.83, the open interest changed by 11 which increased total open position to 51
On 6 Nov IEX was trading at 177.37. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 34.29, the open interest changed by 3 which increased total open position to 38
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 36.78, the open interest changed by 3 which increased total open position to 35
On 4 Nov IEX was trading at 173.04. The strike last trading price was 1.4, which was -1.40 lower than the previous day. The implied volatity was 37.65, the open interest changed by 18 which increased total open position to 32
On 1 Nov IEX was trading at 179.35. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 31 Oct IEX was trading at 177.76. The strike last trading price was 2.8, 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 3.05, 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 3.05, which was -23.45 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 10 Oct IEX was trading at 202.37. The strike last trading price was 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 1 Oct IEX was trading at 208.34. The strike last trading price was 26.5, 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 26.5, 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 27 Sept IEX was trading at 206.25. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 28NOV2024 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 161.51 | 22.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 162.72 | 22.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 166.23 | 22.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 169.38 | 22.65 | 0.90 | 36.32 | 2 | 0 | 18 |
| 8 Nov | 171.07 | 21.75 | 3.00 | 41.76 | 6 | 5 | 17 |
| 7 Nov | 174.01 | 18.75 | 3.15 | 38.43 | 8 | -2 | 11 |
| 6 Nov | 177.37 | 15.6 | -5.50 | 34.76 | 7 | -1 | 12 |
| 5 Nov | 173.15 | 21.1 | 0.20 | 51.39 | 4 | 1 | 14 |
| 4 Nov | 173.04 | 20.9 | 12.95 | 49.72 | 13 | 12 | 12 |
| 1 Nov | 179.35 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 177.76 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 176.28 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.89 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 182.44 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 180.76 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 184.42 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.82 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 179.16 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 187.11 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 190.96 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 191.16 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.65 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 191.60 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.18 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 204.59 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 202.37 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 204.59 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 208.34 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 204.28 | 7.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 206.25 | 7.95 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 PE is 0.00
Historical price for 192.5 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 22.65, 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 13 Nov IEX was trading at 162.72. The strike last trading price was 22.65, 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 12 Nov IEX was trading at 166.23. The strike last trading price was 22.65, 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 11 Nov IEX was trading at 169.38. The strike last trading price was 22.65, which was 0.90 higher than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 18
On 8 Nov IEX was trading at 171.07. The strike last trading price was 21.75, which was 3.00 higher than the previous day. The implied volatity was 41.76, the open interest changed by 5 which increased total open position to 17
On 7 Nov IEX was trading at 174.01. The strike last trading price was 18.75, which was 3.15 higher than the previous day. The implied volatity was 38.43, the open interest changed by -2 which decreased total open position to 11
On 6 Nov IEX was trading at 177.37. The strike last trading price was 15.6, which was -5.50 lower than the previous day. The implied volatity was 34.76, the open interest changed by -1 which decreased total open position to 12
On 5 Nov IEX was trading at 173.15. The strike last trading price was 21.1, which was 0.20 higher than the previous day. The implied volatity was 51.39, the open interest changed by 1 which increased total open position to 14
On 4 Nov IEX was trading at 173.04. The strike last trading price was 20.9, which was 12.95 higher than the previous day. The implied volatity was 49.72, the open interest changed by 12 which increased total open position to 12
On 1 Nov IEX was trading at 179.35. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 7.95, 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 7.95, 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 7.95, 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 28 Oct IEX was trading at 182.44. The strike last trading price was 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 10 Oct IEX was trading at 202.37. The strike last trading price was 7.95, 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 7.95, 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 7.95, 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 7.95, 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 7.95, 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 1 Oct IEX was trading at 208.34. The strike last trading price was 7.95, 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 7.95, 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 27 Sept IEX was trading at 206.25. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
