IEX
Indian Energy Exc Ltd
Historical option data for IEX
14 Nov 2024 04:13 PM IST
IEX 28NOV2024 200 CE | ||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 161.51 | 0.15 | -0.05 | 52.99 | 257 | -33 | 1,660 | |||
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13 Nov | 162.72 | 0.2 | 0.00 | 50.43 | 215 | -56 | 1,693 | |||
12 Nov | 166.23 | 0.2 | -0.05 | 46.09 | 431 | -3 | 1,749 | |||
11 Nov | 169.38 | 0.25 | -0.15 | 42.17 | 355 | 54 | 1,753 | |||
8 Nov | 171.07 | 0.4 | -0.25 | 40.58 | 901 | 84 | 1,699 | |||
7 Nov | 174.01 | 0.65 | -0.20 | 39.83 | 465 | 97 | 1,614 | |||
6 Nov | 177.37 | 0.85 | 0.20 | 37.00 | 1,027 | 46 | 1,517 | |||
5 Nov | 173.15 | 0.65 | -0.20 | 38.95 | 802 | 23 | 1,470 | |||
4 Nov | 173.04 | 0.85 | -0.80 | 40.62 | 1,210 | 199 | 1,451 | |||
1 Nov | 179.35 | 1.65 | -0.15 | 37.81 | 296 | 107 | 1,246 | |||
31 Oct | 177.76 | 1.8 | 0.15 | - | 2,589 | 738 | 1,128 | |||
30 Oct | 176.28 | 1.65 | -0.15 | - | 408 | 72 | 391 | |||
29 Oct | 179.89 | 1.8 | -0.35 | - | 281 | 68 | 319 | |||
28 Oct | 182.44 | 2.15 | -8.75 | - | 454 | 250 | 250 | |||
25 Oct | 180.76 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 184.42 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 182.82 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 179.16 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 187.11 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 190.96 | 10.9 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 191.16 | 10.9 | 0.00 | - | 0 | -10 | 0 | |||
16 Oct | 194.65 | 10.9 | 1.75 | - | 10 | -1 | 72 | |||
15 Oct | 191.60 | 9.15 | 0.00 | - | 0 | 66 | 0 | |||
14 Oct | 196.18 | 9.15 | -4.45 | - | 126 | 64 | 71 | |||
11 Oct | 204.59 | 13.6 | 0.00 | - | 0 | 5 | 0 | |||
10 Oct | 202.37 | 13.6 | -1.85 | - | 6 | 4 | 6 | |||
9 Oct | 203.47 | 15.45 | 0.00 | - | 0 | 1 | 0 | |||
8 Oct | 204.59 | 15.45 | 2.95 | - | 4 | 2 | 3 | |||
7 Oct | 198.97 | 12.5 | -10.40 | - | 1 | 0 | 0 | |||
4 Oct | 207.95 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 208.99 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 208.34 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 204.28 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 206.25 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 202.52 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 211.61 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
11 Sept | 211.85 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
9 Sept | 213.52 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
6 Sept | 207.96 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Sept | 209.34 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
4 Sept | 206.85 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Sept | 205.86 | 22.9 | 0.00 | - | 0 | 0 | 0 | |||
2 Sept | 203.41 | 22.9 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 200 expiring on 28NOV2024
Delta for 200 CE is 0.02
Historical price for 200 CE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 52.99, the open interest changed by -33 which decreased total open position to 1660
On 13 Nov IEX was trading at 162.72. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 50.43, the open interest changed by -56 which decreased total open position to 1693
On 12 Nov IEX was trading at 166.23. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 46.09, the open interest changed by -3 which decreased total open position to 1749
On 11 Nov IEX was trading at 169.38. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 42.17, the open interest changed by 54 which increased total open position to 1753
On 8 Nov IEX was trading at 171.07. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 40.58, the open interest changed by 84 which increased total open position to 1699
On 7 Nov IEX was trading at 174.01. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 39.83, the open interest changed by 97 which increased total open position to 1614
On 6 Nov IEX was trading at 177.37. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 37.00, the open interest changed by 46 which increased total open position to 1517
On 5 Nov IEX was trading at 173.15. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 38.95, the open interest changed by 23 which increased total open position to 1470
On 4 Nov IEX was trading at 173.04. The strike last trading price was 0.85, which was -0.80 lower than the previous day. The implied volatity was 40.62, the open interest changed by 199 which increased total open position to 1451
On 1 Nov IEX was trading at 179.35. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 37.81, the open interest changed by 107 which increased total open position to 1246
On 31 Oct IEX was trading at 177.76. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IEX was trading at 176.28. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IEX was trading at 179.89. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IEX was trading at 182.44. The strike last trading price was 2.15, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IEX was trading at 180.76. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IEX was trading at 184.42. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IEX was trading at 182.82. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IEX was trading at 179.16. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IEX was trading at 187.11. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IEX was trading at 190.96. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IEX was trading at 191.16. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IEX was trading at 194.65. The strike last trading price was 10.9, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IEX was trading at 191.60. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IEX was trading at 196.18. The strike last trading price was 9.15, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IEX was trading at 204.59. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IEX was trading at 202.37. The strike last trading price was 13.6, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IEX was trading at 203.47. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IEX was trading at 204.59. The strike last trading price was 15.45, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IEX was trading at 198.97. The strike last trading price was 12.5, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IEX was trading at 207.95. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IEX was trading at 208.99. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IEX was trading at 208.34. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IEX was trading at 204.28. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IEX was trading at 206.25. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept IEX was trading at 202.52. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept IEX was trading at 211.61. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept IEX was trading at 211.85. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept IEX was trading at 213.52. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept IEX was trading at 207.96. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept IEX was trading at 209.34. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept IEX was trading at 206.85. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept IEX was trading at 205.86. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept IEX was trading at 203.41. The strike last trading price was 22.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
IEX 28NOV2024 200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 161.51 | 36.9 | 1.90 | - | 10 | -6 | 469 |
13 Nov | 162.72 | 35 | 2.00 | - | 1 | 0 | 476 |
12 Nov | 166.23 | 33 | 2.50 | - | 2 | 0 | 475 |
11 Nov | 169.38 | 30.5 | 5.90 | 52.78 | 3 | 2 | 476 |
8 Nov | 171.07 | 24.6 | 0.00 | 0.00 | 0 | 4 | 0 |
7 Nov | 174.01 | 24.6 | 2.15 | - | 8 | 4 | 474 |
6 Nov | 177.37 | 22.45 | -5.75 | 38.76 | 14 | 10 | 468 |
5 Nov | 173.15 | 28.2 | 1.55 | 59.03 | 1 | 0 | 459 |
4 Nov | 173.04 | 26.65 | 4.40 | 44.78 | 9 | 4 | 458 |
1 Nov | 179.35 | 22.25 | 0.00 | 48.40 | 13 | -2 | 454 |
31 Oct | 177.76 | 22.25 | -0.90 | - | 247 | 116 | 455 |
30 Oct | 176.28 | 23.15 | 3.35 | - | 99 | 85 | 339 |
29 Oct | 179.89 | 19.8 | 1.15 | - | 36 | 27 | 253 |
28 Oct | 182.44 | 18.65 | -3.85 | - | 185 | 166 | 227 |
25 Oct | 180.76 | 22.5 | 2.50 | - | 1 | 0 | 61 |
24 Oct | 184.42 | 20 | 0.00 | - | 0 | -2 | 0 |
23 Oct | 182.82 | 20 | 9.50 | - | 2 | -1 | 62 |
22 Oct | 179.16 | 10.5 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 187.11 | 10.5 | 0.00 | - | 0 | -1 | 0 |
18 Oct | 190.96 | 10.5 | -2.05 | - | 1 | 0 | 64 |
17 Oct | 191.16 | 12.55 | 0.05 | - | 1 | 0 | 65 |
16 Oct | 194.65 | 12.5 | 0.00 | - | 10 | -9 | 66 |
15 Oct | 191.60 | 12.5 | 1.10 | - | 2 | -1 | 76 |
14 Oct | 196.18 | 11.4 | 4.15 | - | 59 | 29 | 77 |
11 Oct | 204.59 | 7.25 | -1.25 | - | 23 | 17 | 48 |
10 Oct | 202.37 | 8.5 | 0.20 | - | 16 | 6 | 31 |
9 Oct | 203.47 | 8.3 | 0.20 | - | 3 | 2 | 24 |
8 Oct | 204.59 | 8.1 | -3.10 | - | 4 | 0 | 23 |
7 Oct | 198.97 | 11.2 | 4.70 | - | 12 | 3 | 19 |
4 Oct | 207.95 | 6.5 | -0.25 | - | 5 | 0 | 15 |
3 Oct | 208.99 | 6.75 | -1.75 | - | 12 | 6 | 15 |
1 Oct | 208.34 | 8.5 | -1.20 | - | 5 | 0 | 9 |
30 Sept | 204.28 | 9.7 | -0.05 | - | 2 | 0 | 8 |
27 Sept | 206.25 | 9.75 | 0.75 | - | 8 | 6 | 7 |
25 Sept | 202.52 | 9 | 0.00 | - | 0 | 0 | 1 |
24 Sept | 211.61 | 9 | -4.60 | - | 1 | 0 | 0 |
11 Sept | 211.85 | 13.6 | 0.00 | - | 0 | 0 | 0 |
9 Sept | 213.52 | 13.6 | 0.00 | - | 0 | 0 | 0 |
6 Sept | 207.96 | 13.6 | 0.00 | - | 0 | 0 | 0 |
5 Sept | 209.34 | 13.6 | 0.00 | - | 0 | 0 | 0 |
4 Sept | 206.85 | 13.6 | 0.00 | - | 0 | 0 | 0 |
3 Sept | 205.86 | 13.6 | 0.00 | - | 0 | 0 | 0 |
2 Sept | 203.41 | 13.6 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 200 expiring on 28NOV2024
Delta for 200 PE is -
Historical price for 200 PE is as follows
On 14 Nov IEX was trading at 161.51. The strike last trading price was 36.9, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 469
On 13 Nov IEX was trading at 162.72. The strike last trading price was 35, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 476
On 12 Nov IEX was trading at 166.23. The strike last trading price was 33, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 11 Nov IEX was trading at 169.38. The strike last trading price was 30.5, which was 5.90 higher than the previous day. The implied volatity was 52.78, the open interest changed by 2 which increased total open position to 476
On 8 Nov IEX was trading at 171.07. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Nov IEX was trading at 174.01. The strike last trading price was 24.6, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 474
On 6 Nov IEX was trading at 177.37. The strike last trading price was 22.45, which was -5.75 lower than the previous day. The implied volatity was 38.76, the open interest changed by 10 which increased total open position to 468
On 5 Nov IEX was trading at 173.15. The strike last trading price was 28.2, which was 1.55 higher than the previous day. The implied volatity was 59.03, the open interest changed by 0 which decreased total open position to 459
On 4 Nov IEX was trading at 173.04. The strike last trading price was 26.65, which was 4.40 higher than the previous day. The implied volatity was 44.78, the open interest changed by 4 which increased total open position to 458
On 1 Nov IEX was trading at 179.35. The strike last trading price was 22.25, which was 0.00 lower than the previous day. The implied volatity was 48.40, the open interest changed by -2 which decreased total open position to 454
On 31 Oct IEX was trading at 177.76. The strike last trading price was 22.25, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IEX was trading at 176.28. The strike last trading price was 23.15, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IEX was trading at 179.89. The strike last trading price was 19.8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IEX was trading at 182.44. The strike last trading price was 18.65, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IEX was trading at 180.76. The strike last trading price was 22.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IEX was trading at 184.42. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IEX was trading at 182.82. The strike last trading price was 20, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IEX was trading at 179.16. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IEX was trading at 187.11. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IEX was trading at 190.96. The strike last trading price was 10.5, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IEX was trading at 191.16. The strike last trading price was 12.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct IEX was trading at 194.65. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct IEX was trading at 191.60. The strike last trading price was 12.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct IEX was trading at 196.18. The strike last trading price was 11.4, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct IEX was trading at 204.59. The strike last trading price was 7.25, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct IEX was trading at 202.37. The strike last trading price was 8.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct IEX was trading at 203.47. The strike last trading price was 8.3, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct IEX was trading at 204.59. The strike last trading price was 8.1, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct IEX was trading at 198.97. The strike last trading price was 11.2, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct IEX was trading at 207.95. The strike last trading price was 6.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IEX was trading at 208.99. The strike last trading price was 6.75, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct IEX was trading at 208.34. The strike last trading price was 8.5, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept IEX was trading at 204.28. The strike last trading price was 9.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept IEX was trading at 206.25. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept IEX was trading at 202.52. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept IEX was trading at 211.61. The strike last trading price was 9, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept IEX was trading at 211.85. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept IEX was trading at 213.52. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept IEX was trading at 207.96. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept IEX was trading at 209.34. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept IEX was trading at 206.85. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept IEX was trading at 205.86. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept IEX was trading at 203.41. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to