IEX
Indian Energy Exc Ltd
Historical option data for IEX
13 Jun 2025 04:13 PM IST
| IEX 26JUN2025 197.5 CE | ||||||||||
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Delta: 0.23
Vega: 0.11
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 187.22 | 1.6 | -1 | 35.36 | 19 | -18 | 383 | |||
| 12 Jun | 190.21 | 2.55 | -2.25 | 33.54 | 88 | -86 | 402 | |||
| 11 Jun | 193.68 | 4.5 | -9.95 | 38.39 | 3,194 | 426 | 484 | |||
| 10 Jun | 210.01 | 14.65 | -0.6 | 32.26 | 47 | 0 | 59 | |||
| 9 Jun | 209.31 | 15.3 | 5.65 | 37.26 | 264 | -15 | 60 | |||
| 6 Jun | 202.13 | 10.1 | 2.15 | 35.52 | 323 | -61 | 75 | |||
| 5 Jun | 199.33 | 7.85 | -2.05 | 32.71 | 487 | 56 | 137 | |||
| 4 Jun | 202.01 | 9.8 | 0.25 | 32.97 | 174 | 12 | 83 | |||
| 3 Jun | 201.17 | 9.1 | 0.1 | 33.12 | 189 | 8 | 70 | |||
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| 2 Jun | 200.63 | 8.9 | 0.15 | 34.65 | 100 | 3 | 62 | |||
| 30 May | 200.55 | 8.85 | -0.65 | 31.37 | 120 | 24 | 59 | |||
| 29 May | 199.81 | 9.45 | 1.2 | 33.53 | 71 | 7 | 32 | |||
| 28 May | 197.81 | 8.25 | -1.95 | 32.90 | 24 | 16 | 24 | |||
| 27 May | 199.45 | 10.4 | 3 | 37.53 | 10 | 1 | 7 | |||
| 26 May | 194.50 | 7.4 | -1.2 | 35.48 | 1 | 0 | 6 | |||
| 23 May | 195.03 | 8.6 | -2.8 | 37.78 | 3 | 2 | 6 | |||
| 22 May | 194.83 | 11.4 | 0 | 0.00 | 0 | -1 | 0 | |||
| 21 May | 199.18 | 11.4 | 1.3 | 39.08 | 1 | 0 | 5 | |||
| 20 May | 197.45 | 10.1 | -0.05 | 35.77 | 2 | 0 | 4 | |||
| 19 May | 197.63 | 10.15 | -1.75 | 35.76 | 8 | 3 | 3 | |||
| 16 May | 199.86 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 15 May | 197.48 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 14 May | 197.25 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 13 May | 194.80 | 11.9 | 0 | 0.25 | 0 | 0 | 0 | |||
| 12 May | 194.95 | 11.9 | 0 | 0.11 | 0 | 0 | 0 | |||
| 9 May | 189.38 | 11.9 | 0 | 2.76 | 0 | 0 | 0 | |||
| 8 May | 189.90 | 11.9 | 0 | 3.00 | 0 | 0 | 0 | |||
| 7 May | 196.46 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 6 May | 190.99 | 11.9 | 0 | 1.95 | 0 | 0 | 0 | |||
| 5 May | 195.14 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 29 Apr | 192.82 | 11.9 | 0 | 0.44 | 0 | 0 | 0 | |||
| 28 Apr | 195.21 | 11.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Apr | 190.50 | 11.9 | 0 | 1.81 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 197.5 expiring on 26JUN2025
Delta for 197.5 CE is 0.23
Historical price for 197.5 CE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 1.6, which was -1 lower than the previous day. The implied volatity was 35.36, the open interest changed by -18 which decreased total open position to 383
On 12 Jun IEX was trading at 190.21. The strike last trading price was 2.55, which was -2.25 lower than the previous day. The implied volatity was 33.54, the open interest changed by -86 which decreased total open position to 402
On 11 Jun IEX was trading at 193.68. The strike last trading price was 4.5, which was -9.95 lower than the previous day. The implied volatity was 38.39, the open interest changed by 426 which increased total open position to 484
On 10 Jun IEX was trading at 210.01. The strike last trading price was 14.65, which was -0.6 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 59
On 9 Jun IEX was trading at 209.31. The strike last trading price was 15.3, which was 5.65 higher than the previous day. The implied volatity was 37.26, the open interest changed by -15 which decreased total open position to 60
On 6 Jun IEX was trading at 202.13. The strike last trading price was 10.1, which was 2.15 higher than the previous day. The implied volatity was 35.52, the open interest changed by -61 which decreased total open position to 75
On 5 Jun IEX was trading at 199.33. The strike last trading price was 7.85, which was -2.05 lower than the previous day. The implied volatity was 32.71, the open interest changed by 56 which increased total open position to 137
On 4 Jun IEX was trading at 202.01. The strike last trading price was 9.8, which was 0.25 higher than the previous day. The implied volatity was 32.97, the open interest changed by 12 which increased total open position to 83
On 3 Jun IEX was trading at 201.17. The strike last trading price was 9.1, which was 0.1 higher than the previous day. The implied volatity was 33.12, the open interest changed by 8 which increased total open position to 70
On 2 Jun IEX was trading at 200.63. The strike last trading price was 8.9, which was 0.15 higher than the previous day. The implied volatity was 34.65, the open interest changed by 3 which increased total open position to 62
On 30 May IEX was trading at 200.55. The strike last trading price was 8.85, which was -0.65 lower than the previous day. The implied volatity was 31.37, the open interest changed by 24 which increased total open position to 59
On 29 May IEX was trading at 199.81. The strike last trading price was 9.45, which was 1.2 higher than the previous day. The implied volatity was 33.53, the open interest changed by 7 which increased total open position to 32
On 28 May IEX was trading at 197.81. The strike last trading price was 8.25, which was -1.95 lower than the previous day. The implied volatity was 32.90, the open interest changed by 16 which increased total open position to 24
On 27 May IEX was trading at 199.45. The strike last trading price was 10.4, which was 3 higher than the previous day. The implied volatity was 37.53, the open interest changed by 1 which increased total open position to 7
On 26 May IEX was trading at 194.50. The strike last trading price was 7.4, which was -1.2 lower than the previous day. The implied volatity was 35.48, the open interest changed by 0 which decreased total open position to 6
On 23 May IEX was trading at 195.03. The strike last trading price was 8.6, which was -2.8 lower than the previous day. The implied volatity was 37.78, the open interest changed by 2 which increased total open position to 6
On 22 May IEX was trading at 194.83. The strike last trading price was 11.4, which was 0 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 21 May IEX was trading at 199.18. The strike last trading price was 11.4, which was 1.3 higher than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 5
On 20 May IEX was trading at 197.45. The strike last trading price was 10.1, which was -0.05 lower than the previous day. The implied volatity was 35.77, the open interest changed by 0 which decreased total open position to 4
On 19 May IEX was trading at 197.63. The strike last trading price was 10.15, which was -1.75 lower than the previous day. The implied volatity was 35.76, the open interest changed by 3 which increased total open position to 3
On 16 May IEX was trading at 199.86. The strike last trading price was 11.9, 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 15 May IEX was trading at 197.48. The strike last trading price was 11.9, 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 14 May IEX was trading at 197.25. The strike last trading price was 11.9, 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 13 May IEX was trading at 194.80. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 0.25, 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 11.9, which was 0 lower than the previous day. The implied volatity was 0.11, 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 11.9, 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 8 May IEX was trading at 189.90. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 3.00, 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 11.9, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.95, 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 11.9, 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 11.9, which was 0 lower than the previous day. The implied volatity was 0.44, 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 11.9, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
| IEX 26JUN2025 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.11
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 187.22 | 11.45 | 1.7 | 35.45 | 4 | -2 | 221 |
| 12 Jun | 190.21 | 9.75 | 1.6 | 40.53 | 23 | -20 | 226 |
| 11 Jun | 193.68 | 8.65 | 7.2 | 43.20 | 2,008 | 97 | 271 |
| 10 Jun | 210.01 | 1.45 | -0.5 | 34.69 | 147 | 3 | 174 |
| 9 Jun | 209.31 | 1.8 | -1.7 | 36.51 | 813 | 5 | 175 |
| 6 Jun | 202.13 | 3.65 | -1.3 | 33.44 | 510 | 3 | 172 |
| 5 Jun | 199.33 | 4.85 | 0.75 | 33.10 | 513 | 48 | 168 |
| 4 Jun | 202.01 | 4 | -0.4 | 33.45 | 262 | 24 | 120 |
| 3 Jun | 201.17 | 4.6 | -0.55 | 33.33 | 87 | 26 | 95 |
| 2 Jun | 200.63 | 5.2 | -0.35 | 33.62 | 52 | 3 | 68 |
| 30 May | 200.55 | 5.7 | 0.4 | 34.83 | 200 | 40 | 65 |
| 29 May | 199.81 | 5.3 | -1.4 | 32.40 | 26 | 10 | 27 |
| 28 May | 197.81 | 6.7 | 0.2 | 34.32 | 33 | 7 | 16 |
| 27 May | 199.45 | 6.5 | -1.5 | 36.16 | 10 | 6 | 7 |
| 26 May | 194.50 | 8 | -8.25 | 32.25 | 1 | 0 | 0 |
| 23 May | 195.03 | 16.25 | 0 | - | 0 | 0 | 0 |
| 22 May | 194.83 | 16.25 | 0 | - | 0 | 0 | 0 |
| 21 May | 199.18 | 16.25 | 0 | 1.82 | 0 | 0 | 0 |
| 20 May | 197.45 | 16.25 | 0 | 1.23 | 0 | 0 | 0 |
| 19 May | 197.63 | 16.25 | 0 | 1.15 | 0 | 0 | 0 |
| 16 May | 199.86 | 16.25 | 0 | 2.10 | 0 | 0 | 0 |
| 15 May | 197.48 | 16.25 | 0 | 1.34 | 0 | 0 | 0 |
| 14 May | 197.25 | 16.25 | 0 | 1.15 | 0 | 0 | 0 |
| 13 May | 194.80 | 16.25 | 0 | - | 0 | 0 | 0 |
| 12 May | 194.95 | 16.25 | 0 | - | 0 | 0 | 0 |
| 9 May | 189.38 | 16.25 | 0 | - | 0 | 0 | 0 |
| 8 May | 189.90 | 16.25 | 0 | - | 0 | 0 | 0 |
| 7 May | 196.46 | 16.25 | 0 | 0.86 | 0 | 0 | 0 |
| 6 May | 190.99 | 16.25 | 0 | - | 0 | 0 | 0 |
| 5 May | 195.14 | 16.25 | 0 | 0.25 | 0 | 0 | 0 |
| 29 Apr | 192.82 | 16.25 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 195.21 | 16.25 | 0 | 0.33 | 0 | 0 | 0 |
| 25 Apr | 190.50 | 16.25 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 197.5 expiring on 26JUN2025
Delta for 197.5 PE is -0.77
Historical price for 197.5 PE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 11.45, which was 1.7 higher than the previous day. The implied volatity was 35.45, the open interest changed by -2 which decreased total open position to 221
On 12 Jun IEX was trading at 190.21. The strike last trading price was 9.75, which was 1.6 higher than the previous day. The implied volatity was 40.53, the open interest changed by -20 which decreased total open position to 226
On 11 Jun IEX was trading at 193.68. The strike last trading price was 8.65, which was 7.2 higher than the previous day. The implied volatity was 43.20, the open interest changed by 97 which increased total open position to 271
On 10 Jun IEX was trading at 210.01. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 34.69, the open interest changed by 3 which increased total open position to 174
On 9 Jun IEX was trading at 209.31. The strike last trading price was 1.8, which was -1.7 lower than the previous day. The implied volatity was 36.51, the open interest changed by 5 which increased total open position to 175
On 6 Jun IEX was trading at 202.13. The strike last trading price was 3.65, which was -1.3 lower than the previous day. The implied volatity was 33.44, the open interest changed by 3 which increased total open position to 172
On 5 Jun IEX was trading at 199.33. The strike last trading price was 4.85, which was 0.75 higher than the previous day. The implied volatity was 33.10, the open interest changed by 48 which increased total open position to 168
On 4 Jun IEX was trading at 202.01. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 33.45, the open interest changed by 24 which increased total open position to 120
On 3 Jun IEX was trading at 201.17. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 33.33, the open interest changed by 26 which increased total open position to 95
On 2 Jun IEX was trading at 200.63. The strike last trading price was 5.2, which was -0.35 lower than the previous day. The implied volatity was 33.62, the open interest changed by 3 which increased total open position to 68
On 30 May IEX was trading at 200.55. The strike last trading price was 5.7, which was 0.4 higher than the previous day. The implied volatity was 34.83, the open interest changed by 40 which increased total open position to 65
On 29 May IEX was trading at 199.81. The strike last trading price was 5.3, which was -1.4 lower than the previous day. The implied volatity was 32.40, the open interest changed by 10 which increased total open position to 27
On 28 May IEX was trading at 197.81. The strike last trading price was 6.7, which was 0.2 higher than the previous day. The implied volatity was 34.32, the open interest changed by 7 which increased total open position to 16
On 27 May IEX was trading at 199.45. The strike last trading price was 6.5, which was -1.5 lower than the previous day. The implied volatity was 36.16, the open interest changed by 6 which increased total open position to 7
On 26 May IEX was trading at 194.50. The strike last trading price was 8, which was -8.25 lower than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 0
On 23 May IEX was trading at 195.03. The strike last trading price was 16.25, 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 22 May IEX was trading at 194.83. The strike last trading price was 16.25, 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 May IEX was trading at 199.18. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 20 May IEX was trading at 197.45. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 19 May IEX was trading at 197.63. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 16 May IEX was trading at 199.86. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
On 15 May IEX was trading at 197.48. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 1.34, 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 16.25, which was 0 lower than the previous day. The implied volatity was 1.15, 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 16.25, 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 May IEX was trading at 194.95. The strike last trading price was 16.25, 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 16.25, 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 16.25, 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 16.25, which was 0 lower than the previous day. The implied volatity was 0.86, 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 16.25, 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 16.25, which was 0 lower than the previous day. The implied volatity was 0.25, 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 16.25, 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 16.25, which was 0 lower than the previous day. The implied volatity was 0.33, 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 16.25, 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
