IEX
Indian Energy Exc Ltd
Historical option data for IEX
11 Apr 2025 04:13 PM IST
| IEX 24APR2025 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.07
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 179.03 | 0.85 | -0.2 | 38.14 | 134 | -2 | 244 | |||
| 9 Apr | 177.40 | 1 | -0.05 | 40.52 | 203 | 29 | 247 | |||
| 8 Apr | 176.90 | 1.05 | -0.1 | 40.20 | 216 | -6 | 218 | |||
| 7 Apr | 173.80 | 1.15 | -0.05 | 45.34 | 402 | -31 | 224 | |||
| 4 Apr | 178.52 | 1.2 | -0.9 | 33.66 | 278 | 32 | 257 | |||
| 3 Apr | 182.05 | 2.1 | 0.7 | 34.76 | 424 | 31 | 223 | |||
| 2 Apr | 177.99 | 1.35 | 0 | 35.30 | 153 | 3 | 193 | |||
| 1 Apr | 176.73 | 1.3 | -0.15 | 35.51 | 169 | 74 | 189 | |||
| 28 Mar | 175.77 | 1.45 | -0.65 | 36.07 | 228 | 16 | 115 | |||
| 27 Mar | 178.44 | 2.05 | 0 | 33.58 | 63 | 0 | 94 | |||
| 26 Mar | 177.16 | 2.1 | 0.1 | 36.05 | 46 | 10 | 93 | |||
| 25 Mar | 175.99 | 1.95 | -0.3 | 37.32 | 70 | 17 | 85 | |||
| 24 Mar | 178.07 | 2.3 | 1 | 35.46 | 88 | 50 | 68 | |||
| 21 Mar | 172.67 | 1.25 | 0.4 | 33.22 | 21 | 13 | 19 | |||
| 20 Mar | 167.58 | 0.85 | 0.2 | 35.00 | 4 | 2 | 4 | |||
| 19 Mar | 167.96 | 0.65 | 0 | 0.00 | 0 | 2 | 0 | |||
| 18 Mar | 163.33 | 0.65 | -8 | 36.29 | 2 | 0 | 0 | |||
| 17 Mar | 162.67 | 8.65 | 0 | 15.59 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 8.65 | 0 | 16.26 | 0 | 0 | 0 | |||
| 12 Feb | 171.81 | 0 | 0 | 7.10 | 0 | 0 | 0 | |||
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| 11 Feb | 171.38 | 0 | 0 | 7.10 | 0 | 0 | 0 | |||
| 10 Feb | 176.79 | 0 | 0 | 5.12 | 0 | 0 | 0 | |||
| 7 Feb | 182.24 | 0 | 0 | 3.15 | 0 | 0 | 0 | |||
| 6 Feb | 182.83 | 0 | 0 | 2.76 | 0 | 0 | 0 | |||
| 5 Feb | 179.67 | 0 | 0 | 3.95 | 0 | 0 | 0 | |||
| 4 Feb | 173.44 | 0 | 0 | 6.38 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 195 expiring on 24APR2025
Delta for 195 CE is 0.13
Historical price for 195 CE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 38.14, the open interest changed by -2 which decreased total open position to 244
On 9 Apr IEX was trading at 177.40. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 40.52, the open interest changed by 29 which increased total open position to 247
On 8 Apr IEX was trading at 176.90. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 40.20, the open interest changed by -6 which decreased total open position to 218
On 7 Apr IEX was trading at 173.80. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 45.34, the open interest changed by -31 which decreased total open position to 224
On 4 Apr IEX was trading at 178.52. The strike last trading price was 1.2, which was -0.9 lower than the previous day. The implied volatity was 33.66, the open interest changed by 32 which increased total open position to 257
On 3 Apr IEX was trading at 182.05. The strike last trading price was 2.1, which was 0.7 higher than the previous day. The implied volatity was 34.76, the open interest changed by 31 which increased total open position to 223
On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 35.30, the open interest changed by 3 which increased total open position to 193
On 1 Apr IEX was trading at 176.73. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 35.51, the open interest changed by 74 which increased total open position to 189
On 28 Mar IEX was trading at 175.77. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 36.07, the open interest changed by 16 which increased total open position to 115
On 27 Mar IEX was trading at 178.44. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 94
On 26 Mar IEX was trading at 177.16. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 36.05, the open interest changed by 10 which increased total open position to 93
On 25 Mar IEX was trading at 175.99. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was 37.32, the open interest changed by 17 which increased total open position to 85
On 24 Mar IEX was trading at 178.07. The strike last trading price was 2.3, which was 1 higher than the previous day. The implied volatity was 35.46, the open interest changed by 50 which increased total open position to 68
On 21 Mar IEX was trading at 172.67. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 33.22, the open interest changed by 13 which increased total open position to 19
On 20 Mar IEX was trading at 167.58. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 35.00, the open interest changed by 2 which increased total open position to 4
On 19 Mar IEX was trading at 167.96. The strike last trading price was 0.65, which was 0 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 18 Mar IEX was trading at 163.33. The strike last trading price was 0.65, which was -8 lower than the previous day. The implied volatity was 36.29, 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 8.65, which was 0 lower than the previous day. The implied volatity was 15.59, 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 8.65, which was 0 lower than the previous day. The implied volatity was 16.26, 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 7.10, 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 7.10, 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 5.12, 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 3.15, 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 2.76, 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 3.95, 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 6.38, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.07
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 179.03 | 15.95 | -0.7 | 35.16 | 15 | 3 | 40 |
| 9 Apr | 177.40 | 16.65 | -2.1 | - | 10 | 1 | 37 |
| 8 Apr | 176.90 | 18.75 | -3.55 | 44.62 | 8 | -1 | 35 |
| 7 Apr | 173.80 | 21.75 | 2.55 | 47.74 | 15 | 6 | 36 |
| 4 Apr | 178.52 | 19.2 | 4.2 | 58.04 | 12 | 2 | 31 |
| 3 Apr | 182.05 | 15 | -4.1 | 43.99 | 8 | 0 | 28 |
| 2 Apr | 177.99 | 19.1 | 0.5 | 48.84 | 9 | -1 | 28 |
| 1 Apr | 176.73 | 18.6 | -1.6 | 38.37 | 7 | -1 | 29 |
| 28 Mar | 175.77 | 20.2 | 1.95 | 38.80 | 20 | 6 | 30 |
| 27 Mar | 178.44 | 18.25 | 0 | 47.00 | 2 | 1 | 23 |
| 26 Mar | 177.16 | 18.25 | 0.35 | 38.01 | 19 | 18 | 21 |
| 25 Mar | 175.99 | 17.9 | -7.25 | - | 3 | 2 | 2 |
| 24 Mar | 178.07 | 25.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 172.67 | 25.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 167.58 | 25.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 167.96 | 25.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 163.33 | 25.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 162.67 | 25.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 157.99 | 25.15 | 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 |
For Indian Energy Exc Ltd - strike price 195 expiring on 24APR2025
Delta for 195 PE is -0.89
Historical price for 195 PE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 15.95, which was -0.7 lower than the previous day. The implied volatity was 35.16, the open interest changed by 3 which increased total open position to 40
On 9 Apr IEX was trading at 177.40. The strike last trading price was 16.65, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 8 Apr IEX was trading at 176.90. The strike last trading price was 18.75, which was -3.55 lower than the previous day. The implied volatity was 44.62, the open interest changed by -1 which decreased total open position to 35
On 7 Apr IEX was trading at 173.80. The strike last trading price was 21.75, which was 2.55 higher than the previous day. The implied volatity was 47.74, the open interest changed by 6 which increased total open position to 36
On 4 Apr IEX was trading at 178.52. The strike last trading price was 19.2, which was 4.2 higher than the previous day. The implied volatity was 58.04, the open interest changed by 2 which increased total open position to 31
On 3 Apr IEX was trading at 182.05. The strike last trading price was 15, which was -4.1 lower than the previous day. The implied volatity was 43.99, the open interest changed by 0 which decreased total open position to 28
On 2 Apr IEX was trading at 177.99. The strike last trading price was 19.1, which was 0.5 higher than the previous day. The implied volatity was 48.84, the open interest changed by -1 which decreased total open position to 28
On 1 Apr IEX was trading at 176.73. The strike last trading price was 18.6, which was -1.6 lower than the previous day. The implied volatity was 38.37, the open interest changed by -1 which decreased total open position to 29
On 28 Mar IEX was trading at 175.77. The strike last trading price was 20.2, which was 1.95 higher than the previous day. The implied volatity was 38.80, the open interest changed by 6 which increased total open position to 30
On 27 Mar IEX was trading at 178.44. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 47.00, the open interest changed by 1 which increased total open position to 23
On 26 Mar IEX was trading at 177.16. The strike last trading price was 18.25, which was 0.35 higher than the previous day. The implied volatity was 38.01, the open interest changed by 18 which increased total open position to 21
On 25 Mar IEX was trading at 175.99. The strike last trading price was 17.9, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 24 Mar IEX was trading at 178.07. The strike last trading price was 25.15, 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 25.15, 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 Mar IEX was trading at 167.58. The strike last trading price was 25.15, 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 Mar IEX was trading at 167.96. The strike last trading price was 25.15, 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 18 Mar IEX was trading at 163.33. The strike last trading price was 25.15, 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 Mar IEX was trading at 162.67. The strike last trading price was 25.15, 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 25.15, 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
