`
[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

177.45 -7.48 (-4.04%)

Back to Option Chain


Historical option data for IEX

20 Dec 2024 04:13 PM IST
IEX 26DEC2024 195 CE
Delta: 0.05
Vega: 0.02
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 177.45 0.2 -0.45 45.18 1,240 -47 898
19 Dec 184.93 0.65 0.10 34.16 510 -76 956
18 Dec 183.15 0.55 -0.35 34.90 1,125 15 1,035
17 Dec 185.78 0.9 -0.90 32.00 1,438 -33 1,031
16 Dec 189.71 1.8 -0.05 29.78 1,822 -49 1,064
13 Dec 189.43 1.85 -0.45 28.10 2,293 -87 1,115
12 Dec 188.61 2.3 -0.70 31.95 2,178 198 1,201
11 Dec 190.28 3 1.00 30.07 6,814 366 986
10 Dec 186.13 2 0.15 31.91 1,523 115 617
9 Dec 184.13 1.85 -0.35 32.91 1,033 79 501
6 Dec 184.96 2.2 1.10 31.96 2,103 89 424
5 Dec 178.15 1.1 0.05 33.28 560 70 335
4 Dec 178.17 1.05 0.05 31.85 985 129 265
3 Dec 178.10 1 -0.15 30.57 218 22 135
2 Dec 178.19 1.15 0.05 30.82 231 20 113
29 Nov 176.19 1.1 -0.35 31.71 266 36 97
28 Nov 174.90 1.45 0.20 35.44 116 33 59
27 Nov 171.71 1.25 0.75 36.47 22 4 22
26 Nov 166.13 0.5 -0.25 34.46 4 3 17
25 Nov 166.46 0.75 0.00 0.00 0 -2 0
22 Nov 163.11 0.75 0.35 39.28 16 5 14
21 Nov 161.33 0.4 0.00 35.43 3 -1 10
20 Nov 162.49 0.4 0.00 33.78 9 7 9
19 Nov 162.49 0.4 -0.65 33.78 9 5 9
18 Nov 161.32 1.05 0.00 0.00 0 0 0
14 Nov 161.51 1.05 0.00 0.00 0 0 0
13 Nov 162.72 1.05 0.00 37.43 1 0 4
12 Nov 166.23 1.05 -1.45 34.10 6 1 4
11 Nov 169.38 2.5 0.00 0.00 0 1 0
8 Nov 171.07 2.5 -0.10 37.37 2 1 3
7 Nov 174.01 2.6 0.00 0.00 0 0 0
6 Nov 177.37 2.6 0.00 0.00 0 0 0
5 Nov 173.15 2.6 0.00 0.00 0 2 0
4 Nov 173.04 2.6 -25.90 33.18 2 0 0
1 Nov 179.35 28.5 0.00 5.47 0 0 0
31 Oct 177.76 28.5 28.50 - 0 0 0
11 Oct 204.59 0 0.00 - 0 0 0
10 Oct 202.37 0 0.00 - 0 0 0
9 Oct 203.47 0 0.00 - 0 0 0
7 Oct 198.97 0 0.00 - 0 0 0
4 Oct 207.95 0 0.00 - 0 0 0
3 Oct 208.99 0 0.00 - 0 0 0
1 Oct 208.34 0 - 0 0 0


For Indian Energy Exc Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 CE is 0.05

Historical price for 195 CE is as follows

On 20 Dec IEX was trading at 177.45. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was 45.18, the open interest changed by -47 which decreased total open position to 898


On 19 Dec IEX was trading at 184.93. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 34.16, the open interest changed by -76 which decreased total open position to 956


On 18 Dec IEX was trading at 183.15. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 34.90, the open interest changed by 15 which increased total open position to 1035


On 17 Dec IEX was trading at 185.78. The strike last trading price was 0.9, which was -0.90 lower than the previous day. The implied volatity was 32.00, the open interest changed by -33 which decreased total open position to 1031


On 16 Dec IEX was trading at 189.71. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 29.78, the open interest changed by -49 which decreased total open position to 1064


On 13 Dec IEX was trading at 189.43. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 28.10, the open interest changed by -87 which decreased total open position to 1115


On 12 Dec IEX was trading at 188.61. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 31.95, the open interest changed by 198 which increased total open position to 1201


On 11 Dec IEX was trading at 190.28. The strike last trading price was 3, which was 1.00 higher than the previous day. The implied volatity was 30.07, the open interest changed by 366 which increased total open position to 986


On 10 Dec IEX was trading at 186.13. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 31.91, the open interest changed by 115 which increased total open position to 617


On 9 Dec IEX was trading at 184.13. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 32.91, the open interest changed by 79 which increased total open position to 501


On 6 Dec IEX was trading at 184.96. The strike last trading price was 2.2, which was 1.10 higher than the previous day. The implied volatity was 31.96, the open interest changed by 89 which increased total open position to 424


On 5 Dec IEX was trading at 178.15. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 33.28, the open interest changed by 70 which increased total open position to 335


On 4 Dec IEX was trading at 178.17. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 31.85, the open interest changed by 129 which increased total open position to 265


On 3 Dec IEX was trading at 178.10. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by 22 which increased total open position to 135


On 2 Dec IEX was trading at 178.19. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 30.82, the open interest changed by 20 which increased total open position to 113


On 29 Nov IEX was trading at 176.19. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 31.71, the open interest changed by 36 which increased total open position to 97


On 28 Nov IEX was trading at 174.90. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 35.44, the open interest changed by 33 which increased total open position to 59


On 27 Nov IEX was trading at 171.71. The strike last trading price was 1.25, which was 0.75 higher than the previous day. The implied volatity was 36.47, the open interest changed by 4 which increased total open position to 22


On 26 Nov IEX was trading at 166.13. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 34.46, the open interest changed by 3 which increased total open position to 17


On 25 Nov IEX was trading at 166.46. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 22 Nov IEX was trading at 163.11. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 39.28, the open interest changed by 5 which increased total open position to 14


On 21 Nov IEX was trading at 161.33. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.43, the open interest changed by -1 which decreased total open position to 10


On 20 Nov IEX was trading at 162.49. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 33.78, the open interest changed by 7 which increased total open position to 9


On 19 Nov IEX was trading at 162.49. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 33.78, the open interest changed by 5 which increased total open position to 9


On 18 Nov IEX was trading at 161.32. The strike last trading price was 1.05, 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 14 Nov IEX was trading at 161.51. The strike last trading price was 1.05, 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 1.05, which was 0.00 lower than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 4


On 12 Nov IEX was trading at 166.23. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 34.10, the open interest changed by 1 which increased total open position to 4


On 11 Nov IEX was trading at 169.38. The strike last trading price was 2.5, which was 0.00 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 8 Nov IEX was trading at 171.07. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 37.37, the open interest changed by 1 which increased total open position to 3


On 7 Nov IEX was trading at 174.01. The strike last trading price was 2.6, 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 6 Nov IEX was trading at 177.37. The strike last trading price was 2.6, 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 5 Nov IEX was trading at 173.15. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 4 Nov IEX was trading at 173.04. The strike last trading price was 2.6, which was -25.90 lower than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 0


On 1 Nov IEX was trading at 179.35. The strike last trading price was 28.5, which was 0.00 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 31 Oct IEX was trading at 177.76. The strike last trading price was 28.5, which was 28.50 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 0, 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 0, 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 9 Oct IEX was trading at 203.47. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IEX 26DEC2024 195 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 177.45 17.55 6.65 - 15 -4 164
19 Dec 184.93 10.9 -1.10 43.48 12 -5 167
18 Dec 183.15 12 2.80 30.57 12 -8 173
17 Dec 185.78 9.2 2.25 22.35 35 11 181
16 Dec 189.71 6.95 -0.55 31.44 140 20 169
13 Dec 189.43 7.5 -0.95 28.45 97 -25 149
12 Dec 188.61 8.45 1.05 31.62 198 21 171
11 Dec 190.28 7.4 -3.40 33.78 411 77 151
10 Dec 186.13 10.8 -0.10 36.83 18 11 74
9 Dec 184.13 10.9 -1.00 27.51 6 2 63
6 Dec 184.96 11.9 -4.80 35.36 8 2 61
5 Dec 178.15 16.7 0.00 31.95 2 0 58
4 Dec 178.17 16.7 -0.10 32.26 28 22 56
3 Dec 178.10 16.8 -0.25 33.11 4 3 33
2 Dec 178.19 17.05 -1.10 36.49 4 1 30
29 Nov 176.19 18.15 -1.55 27.60 15 2 29
28 Nov 174.90 19.7 -5.30 34.08 15 13 26
27 Nov 171.71 25 -2.00 56.75 1 0 12
26 Nov 166.13 27 -3.00 25.44 7 6 11
25 Nov 166.46 30 0.00 0.00 0 0 0
22 Nov 163.11 30 0.00 0.00 0 0 0
21 Nov 161.33 30 0.00 0.00 0 5 0
20 Nov 162.49 30 0.00 - 5 5 1
19 Nov 162.49 30 18.70 - 5 1 1
18 Nov 161.32 11.3 0.00 - 0 0 0
14 Nov 161.51 11.3 0.00 - 0 0 0
13 Nov 162.72 11.3 0.00 - 0 0 0
12 Nov 166.23 11.3 0.00 - 0 0 0
11 Nov 169.38 11.3 0.00 - 0 0 0
8 Nov 171.07 11.3 0.00 - 0 0 0
7 Nov 174.01 11.3 0.00 - 0 0 0
6 Nov 177.37 11.3 0.00 - 0 0 0
5 Nov 173.15 11.3 0.00 - 0 0 0
4 Nov 173.04 11.3 0.00 - 0 0 0
1 Nov 179.35 11.3 0.00 - 0 0 0
31 Oct 177.76 11.3 0.00 - 0 0 0
11 Oct 204.59 11.3 0.00 - 0 0 0
10 Oct 202.37 11.3 0.00 - 0 0 0
9 Oct 203.47 11.3 0.00 - 0 0 0
7 Oct 198.97 11.3 0.00 - 0 0 0
4 Oct 207.95 11.3 0.00 - 0 0 0
3 Oct 208.99 11.3 0.00 - 0 0 0
1 Oct 208.34 11.3 - 0 0 0


For Indian Energy Exc Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 PE is -

Historical price for 195 PE is as follows

On 20 Dec IEX was trading at 177.45. The strike last trading price was 17.55, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 164


On 19 Dec IEX was trading at 184.93. The strike last trading price was 10.9, which was -1.10 lower than the previous day. The implied volatity was 43.48, the open interest changed by -5 which decreased total open position to 167


On 18 Dec IEX was trading at 183.15. The strike last trading price was 12, which was 2.80 higher than the previous day. The implied volatity was 30.57, the open interest changed by -8 which decreased total open position to 173


On 17 Dec IEX was trading at 185.78. The strike last trading price was 9.2, which was 2.25 higher than the previous day. The implied volatity was 22.35, the open interest changed by 11 which increased total open position to 181


On 16 Dec IEX was trading at 189.71. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 31.44, the open interest changed by 20 which increased total open position to 169


On 13 Dec IEX was trading at 189.43. The strike last trading price was 7.5, which was -0.95 lower than the previous day. The implied volatity was 28.45, the open interest changed by -25 which decreased total open position to 149


On 12 Dec IEX was trading at 188.61. The strike last trading price was 8.45, which was 1.05 higher than the previous day. The implied volatity was 31.62, the open interest changed by 21 which increased total open position to 171


On 11 Dec IEX was trading at 190.28. The strike last trading price was 7.4, which was -3.40 lower than the previous day. The implied volatity was 33.78, the open interest changed by 77 which increased total open position to 151


On 10 Dec IEX was trading at 186.13. The strike last trading price was 10.8, which was -0.10 lower than the previous day. The implied volatity was 36.83, the open interest changed by 11 which increased total open position to 74


On 9 Dec IEX was trading at 184.13. The strike last trading price was 10.9, which was -1.00 lower than the previous day. The implied volatity was 27.51, the open interest changed by 2 which increased total open position to 63


On 6 Dec IEX was trading at 184.96. The strike last trading price was 11.9, which was -4.80 lower than the previous day. The implied volatity was 35.36, the open interest changed by 2 which increased total open position to 61


On 5 Dec IEX was trading at 178.15. The strike last trading price was 16.7, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 58


On 4 Dec IEX was trading at 178.17. The strike last trading price was 16.7, which was -0.10 lower than the previous day. The implied volatity was 32.26, the open interest changed by 22 which increased total open position to 56


On 3 Dec IEX was trading at 178.10. The strike last trading price was 16.8, which was -0.25 lower than the previous day. The implied volatity was 33.11, the open interest changed by 3 which increased total open position to 33


On 2 Dec IEX was trading at 178.19. The strike last trading price was 17.05, which was -1.10 lower than the previous day. The implied volatity was 36.49, the open interest changed by 1 which increased total open position to 30


On 29 Nov IEX was trading at 176.19. The strike last trading price was 18.15, which was -1.55 lower than the previous day. The implied volatity was 27.60, the open interest changed by 2 which increased total open position to 29


On 28 Nov IEX was trading at 174.90. The strike last trading price was 19.7, which was -5.30 lower than the previous day. The implied volatity was 34.08, the open interest changed by 13 which increased total open position to 26


On 27 Nov IEX was trading at 171.71. The strike last trading price was 25, which was -2.00 lower than the previous day. The implied volatity was 56.75, the open interest changed by 0 which decreased total open position to 12


On 26 Nov IEX was trading at 166.13. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 25.44, the open interest changed by 6 which increased total open position to 11


On 25 Nov IEX was trading at 166.46. The strike last trading price was 30, 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 22 Nov IEX was trading at 163.11. The strike last trading price was 30, 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 21 Nov IEX was trading at 161.33. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 20 Nov IEX was trading at 162.49. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 1


On 19 Nov IEX was trading at 162.49. The strike last trading price was 30, which was 18.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 18 Nov IEX was trading at 161.32. The strike last trading price was 11.3, 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 14 Nov IEX was trading at 161.51. The strike last trading price was 11.3, 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 13 Nov IEX was trading at 162.72. The strike last trading price was 11.3, 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 12 Nov IEX was trading at 166.23. The strike last trading price was 11.3, 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 11 Nov IEX was trading at 169.38. The strike last trading price was 11.3, 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 8 Nov IEX was trading at 171.07. The strike last trading price was 11.3, 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 7 Nov IEX was trading at 174.01. The strike last trading price was 11.3, 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 6 Nov IEX was trading at 177.37. The strike last trading price was 11.3, 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 5 Nov IEX was trading at 173.15. The strike last trading price was 11.3, 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 4 Nov IEX was trading at 173.04. The strike last trading price was 11.3, 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 1 Nov IEX was trading at 179.35. The strike last trading price was 11.3, 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 11.3, 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 11.3, 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 11.3, 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 9 Oct IEX was trading at 203.47. The strike last trading price was 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to