IEX
Indian Energy Exc Ltd
Historical option data for IEX
11 Apr 2025 04:13 PM IST
| IEX 24APR2025 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.05
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 179.03 | 0.55 | -0.1 | 41.01 | 349 | 16 | 533 | |||
| 9 Apr | 177.40 | 0.65 | 0 | 42.63 | 253 | 2 | 516 | |||
| 8 Apr | 176.90 | 0.65 | -0.15 | 41.60 | 266 | 39 | 513 | |||
| 7 Apr | 173.80 | 0.8 | 0 | 47.30 | 440 | -32 | 474 | |||
| 4 Apr | 178.52 | 0.8 | -0.5 | 35.84 | 539 | -41 | 508 | |||
| 3 Apr | 182.05 | 1.35 | 0.5 | 35.96 | 699 | 125 | 546 | |||
| 2 Apr | 177.99 | 0.85 | 0 | 36.39 | 165 | 20 | 423 | |||
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| 1 Apr | 176.73 | 0.85 | -0.15 | 36.85 | 255 | 4 | 402 | |||
| 28 Mar | 175.77 | 0.9 | -0.5 | 36.36 | 1,004 | 42 | 398 | |||
| 27 Mar | 178.44 | 1.4 | 0 | 34.84 | 199 | 28 | 357 | |||
| 26 Mar | 177.16 | 1.45 | 0.15 | 37.05 | 216 | -15 | 332 | |||
| 25 Mar | 175.99 | 1.25 | -0.2 | 37.30 | 379 | 106 | 344 | |||
| 24 Mar | 178.07 | 1.45 | 0.55 | 35.22 | 627 | 154 | 237 | |||
| 21 Mar | 172.67 | 0.9 | 0.35 | 34.58 | 75 | 40 | 71 | |||
| 20 Mar | 167.58 | 0.55 | -0.2 | 35.57 | 10 | 5 | 31 | |||
| 19 Mar | 167.96 | 0.65 | 0 | 36.46 | 27 | 21 | 26 | |||
| 18 Mar | 163.33 | 0.65 | 0.25 | 40.30 | 4 | 2 | 4 | |||
| 17 Mar | 162.67 | 0.4 | 0 | 36.01 | 1 | 0 | 2 | |||
| 11 Mar | 157.99 | 0.4 | -4.8 | 37.37 | 1 | 0 | 1 | |||
| 10 Feb | 176.79 | 5.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 182.24 | 5.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 182.83 | 5.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 179.67 | 5.2 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 200 expiring on 24APR2025
Delta for 200 CE is 0.09
Historical price for 200 CE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 41.01, the open interest changed by 16 which increased total open position to 533
On 9 Apr IEX was trading at 177.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 42.63, the open interest changed by 2 which increased total open position to 516
On 8 Apr IEX was trading at 176.90. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 41.60, the open interest changed by 39 which increased total open position to 513
On 7 Apr IEX was trading at 173.80. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 47.30, the open interest changed by -32 which decreased total open position to 474
On 4 Apr IEX was trading at 178.52. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 35.84, the open interest changed by -41 which decreased total open position to 508
On 3 Apr IEX was trading at 182.05. The strike last trading price was 1.35, which was 0.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by 125 which increased total open position to 546
On 2 Apr IEX was trading at 177.99. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 36.39, the open interest changed by 20 which increased total open position to 423
On 1 Apr IEX was trading at 176.73. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 36.85, the open interest changed by 4 which increased total open position to 402
On 28 Mar IEX was trading at 175.77. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 36.36, the open interest changed by 42 which increased total open position to 398
On 27 Mar IEX was trading at 178.44. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 34.84, the open interest changed by 28 which increased total open position to 357
On 26 Mar IEX was trading at 177.16. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 37.05, the open interest changed by -15 which decreased total open position to 332
On 25 Mar IEX was trading at 175.99. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 37.30, the open interest changed by 106 which increased total open position to 344
On 24 Mar IEX was trading at 178.07. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 35.22, the open interest changed by 154 which increased total open position to 237
On 21 Mar IEX was trading at 172.67. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 34.58, the open interest changed by 40 which increased total open position to 71
On 20 Mar IEX was trading at 167.58. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 35.57, the open interest changed by 5 which increased total open position to 31
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 36.46, the open interest changed by 21 which increased total open position to 26
On 18 Mar IEX was trading at 163.33. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 40.30, the open interest changed by 2 which increased total open position to 4
On 17 Mar IEX was trading at 162.67. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.01, the open interest changed by 0 which decreased total open position to 2
On 11 Mar IEX was trading at 157.99. The strike last trading price was 0.4, which was -4.8 lower than the previous day. The implied volatity was 37.37, the open interest changed by 0 which decreased total open position to 1
On 10 Feb IEX was trading at 176.79. The strike last trading price was 5.2, 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 7 Feb IEX was trading at 182.24. The strike last trading price was 5.2, 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 6 Feb IEX was trading at 182.83. The strike last trading price was 5.2, 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 5 Feb IEX was trading at 179.67. The strike last trading price was 5.2, 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 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.05
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 179.03 | 20.85 | -1.5 | 41.21 | 13 | 0 | 198 |
| 9 Apr | 177.40 | 22.35 | -0.85 | 34.98 | 20 | 0 | 198 |
| 8 Apr | 176.90 | 23.15 | -2.65 | 44.85 | 33 | 7 | 197 |
| 7 Apr | 173.80 | 25.8 | 3.25 | 40.80 | 2 | 0 | 190 |
| 4 Apr | 178.52 | 22.55 | 4.3 | 54.21 | 29 | -8 | 190 |
| 3 Apr | 182.05 | 18.2 | -4.75 | 38.74 | 34 | 9 | 198 |
| 2 Apr | 177.99 | 22.95 | 0.3 | 47.28 | 2 | 0 | 189 |
| 1 Apr | 176.73 | 22.65 | -0.55 | 35.08 | 37 | 4 | 189 |
| 28 Mar | 175.77 | 23.2 | 3.1 | - | 57 | 9 | 185 |
| 27 Mar | 178.44 | 20.1 | -2.4 | 32.50 | 10 | 3 | 177 |
| 26 Mar | 177.16 | 22.5 | -0.7 | 38.94 | 22 | 11 | 175 |
| 25 Mar | 175.99 | 23.3 | 1.4 | 28.35 | 29 | 26 | 163 |
| 24 Mar | 178.07 | 22 | -4.5 | 37.09 | 37 | 30 | 136 |
| 21 Mar | 172.67 | 26.5 | -3.55 | 37.51 | 100 | 99 | 105 |
| 20 Mar | 167.58 | 30.05 | 1.35 | - | 6 | 5 | 5 |
| 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 |
| 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 |
For Indian Energy Exc Ltd - strike price 200 expiring on 24APR2025
Delta for 200 PE is -0.91
Historical price for 200 PE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 20.85, which was -1.5 lower than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 198
On 9 Apr IEX was trading at 177.40. The strike last trading price was 22.35, which was -0.85 lower than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 198
On 8 Apr IEX was trading at 176.90. The strike last trading price was 23.15, which was -2.65 lower than the previous day. The implied volatity was 44.85, the open interest changed by 7 which increased total open position to 197
On 7 Apr IEX was trading at 173.80. The strike last trading price was 25.8, which was 3.25 higher than the previous day. The implied volatity was 40.80, the open interest changed by 0 which decreased total open position to 190
On 4 Apr IEX was trading at 178.52. The strike last trading price was 22.55, which was 4.3 higher than the previous day. The implied volatity was 54.21, the open interest changed by -8 which decreased total open position to 190
On 3 Apr IEX was trading at 182.05. The strike last trading price was 18.2, which was -4.75 lower than the previous day. The implied volatity was 38.74, the open interest changed by 9 which increased total open position to 198
On 2 Apr IEX was trading at 177.99. The strike last trading price was 22.95, which was 0.3 higher than the previous day. The implied volatity was 47.28, the open interest changed by 0 which decreased total open position to 189
On 1 Apr IEX was trading at 176.73. The strike last trading price was 22.65, which was -0.55 lower than the previous day. The implied volatity was 35.08, the open interest changed by 4 which increased total open position to 189
On 28 Mar IEX was trading at 175.77. The strike last trading price was 23.2, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 185
On 27 Mar IEX was trading at 178.44. The strike last trading price was 20.1, which was -2.4 lower than the previous day. The implied volatity was 32.50, the open interest changed by 3 which increased total open position to 177
On 26 Mar IEX was trading at 177.16. The strike last trading price was 22.5, which was -0.7 lower than the previous day. The implied volatity was 38.94, the open interest changed by 11 which increased total open position to 175
On 25 Mar IEX was trading at 175.99. The strike last trading price was 23.3, which was 1.4 higher than the previous day. The implied volatity was 28.35, the open interest changed by 26 which increased total open position to 163
On 24 Mar IEX was trading at 178.07. The strike last trading price was 22, which was -4.5 lower than the previous day. The implied volatity was 37.09, the open interest changed by 30 which increased total open position to 136
On 21 Mar IEX was trading at 172.67. The strike last trading price was 26.5, which was -3.55 lower than the previous day. The implied volatity was 37.51, the open interest changed by 99 which increased total open position to 105
On 20 Mar IEX was trading at 167.58. The strike last trading price was 30.05, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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
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
