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

186.99 -3.22 (-1.69%)

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Historical option data for IEX

13 Jun 2025 04:13 PM IST
IEX 26JUN2025 195 CE
Delta: 0.30
Vega: 0.12
Theta: -0.19
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Jun 187.22 2.35 -1.55 36.32 67 -66 800
12 Jun 190.21 4 -1.85 37.80 453 -449 868
11 Jun 193.68 5.55 -10.95 38.30 8,492 1,187 1,290
10 Jun 210.01 16.7 -0.4 31.45 84 -11 104
9 Jun 209.31 17.4 6 38.15 194 -51 115
6 Jun 202.13 11.75 2.35 35.64 264 24 164
5 Jun 199.33 9.4 -2.05 33.12 539 13 139
4 Jun 202.01 11.5 0.55 33.38 156 -1 126
3 Jun 201.17 10.7 0.35 33.43 71 -9 125
2 Jun 200.63 10.4 0.25 34.85 67 2 134
30 May 200.55 10.3 -0.75 31.13 168 -3 132
29 May 199.81 11.2 1.2 34.89 79 16 136
28 May 197.81 9.8 -1.85 33.78 64 8 120
27 May 199.45 11.6 3 36.55 186 23 115
26 May 194.50 8.6 -0.85 35.55 49 29 91
23 May 195.03 9.3 -0.05 36.10 40 19 61
22 May 194.83 9.5 -3.6 35.75 31 17 41
21 May 199.18 13.1 1.45 40.49 14 10 24
20 May 197.45 11.65 0.1 36.68 2 -1 13
19 May 197.63 11.55 -1.3 36.04 5 3 13
16 May 199.86 12.85 2.85 34.84 13 6 10
15 May 197.48 10 -0.7 27.40 3 0 3
14 May 197.25 10.75 2.35 31.10 3 0 1
13 May 194.80 8.4 -2.3 27.25 2 1 1
12 May 194.95 10.7 0 - 0 0 0
9 May 189.38 10.7 0 1.60 0 0 0
8 May 189.90 10.7 0 1.90 0 0 0
7 May 196.46 10.7 0 - 0 0 0
6 May 190.99 10.7 0 0.89 0 0 0
5 May 195.14 10.7 0 - 0 0 0
29 Apr 192.82 10.7 0 - 0 0 0
28 Apr 195.21 10.7 0 - 0 0 0
25 Apr 190.50 10.7 0 0.82 0 0 0
24 Apr 190.84 10.7 0 0.23 0 0 0
23 Apr 191.33 10.7 0 0.28 0 0 0
21 Apr 189.97 10.7 0 0.64 0 0 0
11 Apr 179.03 10.7 0 4.22 0 0 0
9 Apr 177.40 10.7 0 5.83 0 0 0
8 Apr 176.90 0 0 4.73 0 0 0
7 Apr 173.80 0 0 6.09 0 0 0
4 Apr 178.52 0 0 4.28 0 0 0
3 Apr 182.05 0 0 3.03 0 0 0
2 Apr 177.99 0 0 0.00 0 0 0
1 Apr 176.73 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 195 expiring on 26JUN2025

Delta for 195 CE is 0.30

Historical price for 195 CE is as follows

On 13 Jun IEX was trading at 187.22. The strike last trading price was 2.35, which was -1.55 lower than the previous day. The implied volatity was 36.32, the open interest changed by -66 which decreased total open position to 800


On 12 Jun IEX was trading at 190.21. The strike last trading price was 4, which was -1.85 lower than the previous day. The implied volatity was 37.80, the open interest changed by -449 which decreased total open position to 868


On 11 Jun IEX was trading at 193.68. The strike last trading price was 5.55, which was -10.95 lower than the previous day. The implied volatity was 38.30, the open interest changed by 1187 which increased total open position to 1290


On 10 Jun IEX was trading at 210.01. The strike last trading price was 16.7, which was -0.4 lower than the previous day. The implied volatity was 31.45, the open interest changed by -11 which decreased total open position to 104


On 9 Jun IEX was trading at 209.31. The strike last trading price was 17.4, which was 6 higher than the previous day. The implied volatity was 38.15, the open interest changed by -51 which decreased total open position to 115


On 6 Jun IEX was trading at 202.13. The strike last trading price was 11.75, which was 2.35 higher than the previous day. The implied volatity was 35.64, the open interest changed by 24 which increased total open position to 164


On 5 Jun IEX was trading at 199.33. The strike last trading price was 9.4, which was -2.05 lower than the previous day. The implied volatity was 33.12, the open interest changed by 13 which increased total open position to 139


On 4 Jun IEX was trading at 202.01. The strike last trading price was 11.5, which was 0.55 higher than the previous day. The implied volatity was 33.38, the open interest changed by -1 which decreased total open position to 126


On 3 Jun IEX was trading at 201.17. The strike last trading price was 10.7, which was 0.35 higher than the previous day. The implied volatity was 33.43, the open interest changed by -9 which decreased total open position to 125


On 2 Jun IEX was trading at 200.63. The strike last trading price was 10.4, which was 0.25 higher than the previous day. The implied volatity was 34.85, the open interest changed by 2 which increased total open position to 134


On 30 May IEX was trading at 200.55. The strike last trading price was 10.3, which was -0.75 lower than the previous day. The implied volatity was 31.13, the open interest changed by -3 which decreased total open position to 132


On 29 May IEX was trading at 199.81. The strike last trading price was 11.2, which was 1.2 higher than the previous day. The implied volatity was 34.89, the open interest changed by 16 which increased total open position to 136


On 28 May IEX was trading at 197.81. The strike last trading price was 9.8, which was -1.85 lower than the previous day. The implied volatity was 33.78, the open interest changed by 8 which increased total open position to 120


On 27 May IEX was trading at 199.45. The strike last trading price was 11.6, which was 3 higher than the previous day. The implied volatity was 36.55, the open interest changed by 23 which increased total open position to 115


On 26 May IEX was trading at 194.50. The strike last trading price was 8.6, which was -0.85 lower than the previous day. The implied volatity was 35.55, the open interest changed by 29 which increased total open position to 91


On 23 May IEX was trading at 195.03. The strike last trading price was 9.3, which was -0.05 lower than the previous day. The implied volatity was 36.10, the open interest changed by 19 which increased total open position to 61


On 22 May IEX was trading at 194.83. The strike last trading price was 9.5, which was -3.6 lower than the previous day. The implied volatity was 35.75, the open interest changed by 17 which increased total open position to 41


On 21 May IEX was trading at 199.18. The strike last trading price was 13.1, which was 1.45 higher than the previous day. The implied volatity was 40.49, the open interest changed by 10 which increased total open position to 24


On 20 May IEX was trading at 197.45. The strike last trading price was 11.65, which was 0.1 higher than the previous day. The implied volatity was 36.68, the open interest changed by -1 which decreased total open position to 13


On 19 May IEX was trading at 197.63. The strike last trading price was 11.55, which was -1.3 lower than the previous day. The implied volatity was 36.04, the open interest changed by 3 which increased total open position to 13


On 16 May IEX was trading at 199.86. The strike last trading price was 12.85, which was 2.85 higher than the previous day. The implied volatity was 34.84, the open interest changed by 6 which increased total open position to 10


On 15 May IEX was trading at 197.48. The strike last trading price was 10, which was -0.7 lower than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 3


On 14 May IEX was trading at 197.25. The strike last trading price was 10.75, which was 2.35 higher than the previous day. The implied volatity was 31.10, the open interest changed by 0 which decreased total open position to 1


On 13 May IEX was trading at 194.80. The strike last trading price was 8.4, which was -2.3 lower than the previous day. The implied volatity was 27.25, the open interest changed by 1 which increased total open position to 1


On 12 May IEX was trading at 194.95. The strike last trading price was 10.7, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.60, 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 10.7, which was 0 lower than the previous day. The implied volatity was 1.90, 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 10.7, 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 10.7, which was 0 lower than the previous day. The implied volatity was 0.89, 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 10.7, 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 10.7, 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 10.7, 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 10.7, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 24 Apr IEX was trading at 190.84. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 23 Apr IEX was trading at 191.33. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 21 Apr IEX was trading at 189.97. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 11 Apr IEX was trading at 179.03. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 9 Apr IEX was trading at 177.40. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0


On 8 Apr IEX was trading at 176.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0


On 7 Apr IEX was trading at 173.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0


On 4 Apr IEX was trading at 178.52. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 3 Apr IEX was trading at 182.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 2 Apr IEX was trading at 177.99. 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


On 1 Apr IEX was trading at 176.73. 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 26JUN2025 195 PE
Delta: -0.70
Vega: 0.12
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Jun 187.22 9.7 2.1 36.59 11 -9 662
12 Jun 190.21 7.2 0.4 35.01 204 -193 682
11 Jun 193.68 7.2 6.05 42.97 7,628 457 886
10 Jun 210.01 1.1 -0.4 35.42 239 -6 433
9 Jun 209.31 1.4 -1.35 37.20 905 -28 442
6 Jun 202.13 2.9 -1.05 33.93 706 35 470
5 Jun 199.33 3.85 0.6 33.17 805 -29 435
4 Jun 202.01 3.25 -0.3 34.10 514 11 465
3 Jun 201.17 3.7 -0.4 33.56 379 117 452
2 Jun 200.63 4.2 -0.3 33.67 241 42 334
30 May 200.55 4.55 -0.05 34.17 342 64 293
29 May 199.81 4.55 -1 33.62 178 58 227
28 May 197.81 5.6 0.2 34.45 180 5 169
27 May 199.45 5.35 -2.2 35.74 224 57 163
26 May 194.50 7.55 -0.05 36.00 77 43 105
23 May 195.03 7.6 0 35.32 12 10 61
22 May 194.83 7.6 1.6 35.37 14 6 51
21 May 199.18 5.95 -0.8 34.78 35 4 30
20 May 197.45 6.75 -0.45 35.94 11 8 26
19 May 197.63 7.2 1.2 37.13 13 7 17
16 May 199.86 6 -2 34.11 15 9 10
15 May 197.48 8 -15.75 39.01 1 0 0
14 May 197.25 23.75 0 2.17 0 0 0
13 May 194.80 23.75 0 1.06 0 0 0
12 May 194.95 23.75 0 1.13 0 0 0
9 May 189.38 23.75 0 - 0 0 0
8 May 189.90 23.75 0 - 0 0 0
7 May 196.46 23.75 0 1.64 0 0 0
6 May 190.99 23.75 0 - 0 0 0
5 May 195.14 23.75 0 1.29 0 0 0
29 Apr 192.82 23.75 0 0.79 0 0 0
28 Apr 195.21 23.75 0 1.37 0 0 0
25 Apr 190.50 23.75 0 - 0 0 0
24 Apr 190.84 23.75 0 - 0 0 0
23 Apr 191.33 0 0 - 0 0 0
21 Apr 189.97 0 0 - 0 0 0
11 Apr 179.03 0 0 - 0 0 0
9 Apr 177.40 0 0 - 0 0 0
8 Apr 176.90 0 0 - 0 0 0
7 Apr 173.80 0 0 - 0 0 0
4 Apr 178.52 0 0 - 0 0 0
3 Apr 182.05 0 0 - 0 0 0
2 Apr 177.99 0 0 0.00 0 0 0
1 Apr 176.73 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 195 expiring on 26JUN2025

Delta for 195 PE is -0.70

Historical price for 195 PE is as follows

On 13 Jun IEX was trading at 187.22. The strike last trading price was 9.7, which was 2.1 higher than the previous day. The implied volatity was 36.59, the open interest changed by -9 which decreased total open position to 662


On 12 Jun IEX was trading at 190.21. The strike last trading price was 7.2, which was 0.4 higher than the previous day. The implied volatity was 35.01, the open interest changed by -193 which decreased total open position to 682


On 11 Jun IEX was trading at 193.68. The strike last trading price was 7.2, which was 6.05 higher than the previous day. The implied volatity was 42.97, the open interest changed by 457 which increased total open position to 886


On 10 Jun IEX was trading at 210.01. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 35.42, the open interest changed by -6 which decreased total open position to 433


On 9 Jun IEX was trading at 209.31. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 37.20, the open interest changed by -28 which decreased total open position to 442


On 6 Jun IEX was trading at 202.13. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 33.93, the open interest changed by 35 which increased total open position to 470


On 5 Jun IEX was trading at 199.33. The strike last trading price was 3.85, which was 0.6 higher than the previous day. The implied volatity was 33.17, the open interest changed by -29 which decreased total open position to 435


On 4 Jun IEX was trading at 202.01. The strike last trading price was 3.25, which was -0.3 lower than the previous day. The implied volatity was 34.10, the open interest changed by 11 which increased total open position to 465


On 3 Jun IEX was trading at 201.17. The strike last trading price was 3.7, which was -0.4 lower than the previous day. The implied volatity was 33.56, the open interest changed by 117 which increased total open position to 452


On 2 Jun IEX was trading at 200.63. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 33.67, the open interest changed by 42 which increased total open position to 334


On 30 May IEX was trading at 200.55. The strike last trading price was 4.55, which was -0.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by 64 which increased total open position to 293


On 29 May IEX was trading at 199.81. The strike last trading price was 4.55, which was -1 lower than the previous day. The implied volatity was 33.62, the open interest changed by 58 which increased total open position to 227


On 28 May IEX was trading at 197.81. The strike last trading price was 5.6, which was 0.2 higher than the previous day. The implied volatity was 34.45, the open interest changed by 5 which increased total open position to 169


On 27 May IEX was trading at 199.45. The strike last trading price was 5.35, which was -2.2 lower than the previous day. The implied volatity was 35.74, the open interest changed by 57 which increased total open position to 163


On 26 May IEX was trading at 194.50. The strike last trading price was 7.55, which was -0.05 lower than the previous day. The implied volatity was 36.00, the open interest changed by 43 which increased total open position to 105


On 23 May IEX was trading at 195.03. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 35.32, the open interest changed by 10 which increased total open position to 61


On 22 May IEX was trading at 194.83. The strike last trading price was 7.6, which was 1.6 higher than the previous day. The implied volatity was 35.37, the open interest changed by 6 which increased total open position to 51


On 21 May IEX was trading at 199.18. The strike last trading price was 5.95, which was -0.8 lower than the previous day. The implied volatity was 34.78, the open interest changed by 4 which increased total open position to 30


On 20 May IEX was trading at 197.45. The strike last trading price was 6.75, which was -0.45 lower than the previous day. The implied volatity was 35.94, the open interest changed by 8 which increased total open position to 26


On 19 May IEX was trading at 197.63. The strike last trading price was 7.2, which was 1.2 higher than the previous day. The implied volatity was 37.13, the open interest changed by 7 which increased total open position to 17


On 16 May IEX was trading at 199.86. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 34.11, the open interest changed by 9 which increased total open position to 10


On 15 May IEX was trading at 197.48. The strike last trading price was 8, which was -15.75 lower than the previous day. The implied volatity was 39.01, 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 23.75, which was 0 lower than the previous day. The implied volatity was 2.17, 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 23.75, which was 0 lower than the previous day. The implied volatity was 1.06, 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 23.75, which was 0 lower than the previous day. The implied volatity was 1.13, 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 23.75, 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 23.75, 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 23.75, which was 0 lower than the previous day. The implied volatity was 1.64, 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 23.75, 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 23.75, which was 0 lower than the previous day. The implied volatity was 1.29, 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 23.75, which was 0 lower than the previous day. The implied volatity was 0.79, 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 23.75, which was 0 lower than the previous day. The implied volatity was 1.37, 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 23.75, 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 Apr IEX was trading at 190.84. The strike last trading price was 23.75, 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 Apr IEX was trading at 191.33. 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 21 Apr IEX was trading at 189.97. 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 Apr IEX was trading at 179.03. 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 9 Apr IEX was trading at 177.40. 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 8 Apr IEX was trading at 176.90. 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 Apr IEX was trading at 173.80. 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 Apr IEX was trading at 178.52. 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 3 Apr IEX was trading at 182.05. 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 2 Apr IEX was trading at 177.99. 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


On 1 Apr IEX was trading at 176.73. 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