IEX
Indian Energy Exc Ltd
Historical option data for IEX
09 Apr 2025 04:13 PM IST
| IEX 24APR2025 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.07
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 177.40 | 0.8 | -0.05 | 41.52 | 31 | -14 | 54 | |||
| 8 Apr | 176.90 | 0.85 | -0.2 | 41.24 | 20 | 5 | 69 | |||
| 7 Apr | 173.80 | 1.05 | 0.1 | 47.55 | 37 | -13 | 64 | |||
| 4 Apr | 178.52 | 0.95 | -0.75 | 34.47 | 32 | 18 | 78 | |||
| 3 Apr | 182.05 | 1.7 | 0.65 | 35.48 | 52 | 11 | 60 | |||
| 2 Apr | 177.99 | 1.05 | -0.05 | 35.62 | 42 | 0 | 48 | |||
| 1 Apr | 176.73 | 1.1 | -0.05 | 36.69 | 52 | 25 | 47 | |||
| 28 Mar | 175.77 | 1.1 | -0.6 | 35.77 | 39 | -8 | 22 | |||
| 27 Mar | 178.44 | 1.7 | -0.55 | 34.25 | 35 | 27 | 30 | |||
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| 26 Mar | 177.16 | 2.25 | 0 | 0.00 | 0 | 3 | 0 | |||
| 25 Mar | 175.99 | 2.25 | 0.7 | 42.20 | 3 | 2 | 2 | |||
| 24 Mar | 178.07 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 172.67 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 167.58 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 167.96 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 163.33 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 162.67 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 157.99 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 197.5 expiring on 24APR2025
Delta for 197.5 CE is 0.11
Historical price for 197.5 CE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 41.52, the open interest changed by -14 which decreased total open position to 54
On 8 Apr IEX was trading at 176.90. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 41.24, the open interest changed by 5 which increased total open position to 69
On 7 Apr IEX was trading at 173.80. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 47.55, the open interest changed by -13 which decreased total open position to 64
On 4 Apr IEX was trading at 178.52. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 34.47, the open interest changed by 18 which increased total open position to 78
On 3 Apr IEX was trading at 182.05. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 35.48, the open interest changed by 11 which increased total open position to 60
On 2 Apr IEX was trading at 177.99. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 48
On 1 Apr IEX was trading at 176.73. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 36.69, the open interest changed by 25 which increased total open position to 47
On 28 Mar IEX was trading at 175.77. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 35.77, the open interest changed by -8 which decreased total open position to 22
On 27 Mar IEX was trading at 178.44. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 34.25, the open interest changed by 27 which increased total open position to 30
On 26 Mar IEX was trading at 177.16. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Mar IEX was trading at 175.99. The strike last trading price was 2.25, which was 0.7 higher than the previous day. The implied volatity was 42.20, 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 88.95, 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 21 Mar IEX was trading at 172.67. The strike last trading price was 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.08
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 177.40 | 20.65 | -0.3 | 45.05 | 12 | 7 | 18 |
| 8 Apr | 176.90 | 20.85 | -2.35 | 43.90 | 14 | 2 | 11 |
| 7 Apr | 173.80 | 23.2 | 3.55 | 35.51 | 2 | 0 | 9 |
| 4 Apr | 178.52 | 19.65 | 4 | 47.14 | 8 | 0 | 9 |
| 3 Apr | 182.05 | 15.65 | -4 | 34.69 | 10 | -2 | 9 |
| 2 Apr | 177.99 | 19.65 | -1.1 | 36.51 | 6 | 4 | 11 |
| 1 Apr | 176.73 | 20.75 | -1.6 | 38.57 | 9 | 1 | 6 |
| 28 Mar | 175.77 | 22.35 | -17.6 | 39.04 | 8 | 5 | 5 |
| 27 Mar | 178.44 | 39.95 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 177.16 | 39.95 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 175.99 | 39.95 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 178.07 | 0 | 0 | 0.00 | 0 | 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 197.5 expiring on 24APR2025
Delta for 197.5 PE is -0.87
Historical price for 197.5 PE is as follows
On 9 Apr IEX was trading at 177.40. The strike last trading price was 20.65, which was -0.3 lower than the previous day. The implied volatity was 45.05, the open interest changed by 7 which increased total open position to 18
On 8 Apr IEX was trading at 176.90. The strike last trading price was 20.85, which was -2.35 lower than the previous day. The implied volatity was 43.90, the open interest changed by 2 which increased total open position to 11
On 7 Apr IEX was trading at 173.80. The strike last trading price was 23.2, which was 3.55 higher than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 9
On 4 Apr IEX was trading at 178.52. The strike last trading price was 19.65, which was 4 higher than the previous day. The implied volatity was 47.14, the open interest changed by 0 which decreased total open position to 9
On 3 Apr IEX was trading at 182.05. The strike last trading price was 15.65, which was -4 lower than the previous day. The implied volatity was 34.69, the open interest changed by -2 which decreased total open position to 9
On 2 Apr IEX was trading at 177.99. The strike last trading price was 19.65, which was -1.1 lower than the previous day. The implied volatity was 36.51, the open interest changed by 4 which increased total open position to 11
On 1 Apr IEX was trading at 176.73. The strike last trading price was 20.75, which was -1.6 lower than the previous day. The implied volatity was 38.57, the open interest changed by 1 which increased total open position to 6
On 28 Mar IEX was trading at 175.77. The strike last trading price was 22.35, which was -17.6 lower than the previous day. The implied volatity was 39.04, the open interest changed by 5 which increased total open position to 5
On 27 Mar IEX was trading at 178.44. The strike last trading price was 39.95, 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 39.95, 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 39.95, 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 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 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
