IEX
Indian Energy Exc Ltd
Historical option data for IEX
16 Jun 2025 12:17 PM IST
| IEX 26JUN2025 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.06
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Jun | 186.61 | 0.7 | -0.25 | 38.60 | 4 | -3 | 326 | |||
| 13 Jun | 187.22 | 0.95 | -0.65 | 37.02 | 11 | -10 | 330 | |||
| 12 Jun | 190.21 | 1.4 | -1.65 | 33.91 | 51 | -50 | 341 | |||
| 11 Jun | 193.68 | 2.95 | -8 | 39.29 | 2,389 | 215 | 372 | |||
| 10 Jun | 210.01 | 11.05 | -0.2 | 34.06 | 67 | -11 | 161 | |||
| 9 Jun | 209.31 | 11.45 | 4.7 | 35.95 | 761 | -106 | 172 | |||
| 6 Jun | 202.13 | 7.15 | 1.7 | 34.88 | 1,237 | -4 | 284 | |||
| 5 Jun | 199.33 | 5.4 | -1.6 | 32.88 | 1,708 | 98 | 288 | |||
| 4 Jun | 202.01 | 7 | 0.25 | 33.06 | 827 | 4 | 190 | |||
| 3 Jun | 201.17 | 6.45 | 0.1 | 33.10 | 414 | 24 | 186 | |||
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| 2 Jun | 200.63 | 6.35 | 0.1 | 34.46 | 368 | 33 | 163 | |||
| 30 May | 200.55 | 6.4 | -0.6 | 31.87 | 330 | 80 | 130 | |||
| 29 May | 199.81 | 7.15 | 0.95 | 34.62 | 54 | 22 | 50 | |||
| 28 May | 197.81 | 6.2 | -1.2 | 34.14 | 40 | -2 | 28 | |||
| 27 May | 199.45 | 7.6 | 2.2 | 36.11 | 28 | 17 | 29 | |||
| 26 May | 194.50 | 5.4 | -0.75 | 35.54 | 2 | 1 | 11 | |||
| 23 May | 195.03 | 6.15 | -0.3 | 35.94 | 1 | 0 | 10 | |||
| 22 May | 194.83 | 6.45 | -2.15 | 36.51 | 5 | -1 | 11 | |||
| 21 May | 199.18 | 8.6 | 1.15 | 37.57 | 4 | 2 | 11 | |||
| 20 May | 197.45 | 7.3 | -0.95 | 33.95 | 9 | 5 | 10 | |||
| 19 May | 197.63 | 8.25 | -1 | 37.47 | 5 | 3 | 4 | |||
| 16 May | 199.86 | 9.25 | -0.7 | 36.19 | 1 | 0 | 0 | |||
| 15 May | 197.48 | 9.95 | 0 | 1.23 | 0 | 0 | 0 | |||
| 14 May | 197.25 | 9.95 | 0 | 1.44 | 0 | 0 | 0 | |||
| 13 May | 194.80 | 9.95 | 0 | 2.62 | 0 | 0 | 0 | |||
| 12 May | 194.95 | 9.95 | 0 | 2.47 | 0 | 0 | 0 | |||
| 9 May | 189.38 | 9.95 | 0 | 4.53 | 0 | 0 | 0 | |||
| 8 May | 189.90 | 9.95 | 0 | 4.75 | 0 | 0 | 0 | |||
| 7 May | 196.46 | 9.95 | 0 | 1.83 | 0 | 0 | 0 | |||
| 6 May | 190.99 | 9.95 | 0 | 3.70 | 0 | 0 | 0 | |||
| 5 May | 195.14 | 9.95 | 0 | 2.10 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 202.5 expiring on 26JUN2025
Delta for 202.5 CE is 0.12
Historical price for 202.5 CE is as follows
On 16 Jun IEX was trading at 186.61. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 38.60, the open interest changed by -3 which decreased total open position to 326
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 37.02, the open interest changed by -10 which decreased total open position to 330
On 12 Jun IEX was trading at 190.21. The strike last trading price was 1.4, which was -1.65 lower than the previous day. The implied volatity was 33.91, the open interest changed by -50 which decreased total open position to 341
On 11 Jun IEX was trading at 193.68. The strike last trading price was 2.95, which was -8 lower than the previous day. The implied volatity was 39.29, the open interest changed by 215 which increased total open position to 372
On 10 Jun IEX was trading at 210.01. The strike last trading price was 11.05, which was -0.2 lower than the previous day. The implied volatity was 34.06, the open interest changed by -11 which decreased total open position to 161
On 9 Jun IEX was trading at 209.31. The strike last trading price was 11.45, which was 4.7 higher than the previous day. The implied volatity was 35.95, the open interest changed by -106 which decreased total open position to 172
On 6 Jun IEX was trading at 202.13. The strike last trading price was 7.15, which was 1.7 higher than the previous day. The implied volatity was 34.88, the open interest changed by -4 which decreased total open position to 284
On 5 Jun IEX was trading at 199.33. The strike last trading price was 5.4, which was -1.6 lower than the previous day. The implied volatity was 32.88, the open interest changed by 98 which increased total open position to 288
On 4 Jun IEX was trading at 202.01. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 33.06, the open interest changed by 4 which increased total open position to 190
On 3 Jun IEX was trading at 201.17. The strike last trading price was 6.45, which was 0.1 higher than the previous day. The implied volatity was 33.10, the open interest changed by 24 which increased total open position to 186
On 2 Jun IEX was trading at 200.63. The strike last trading price was 6.35, which was 0.1 higher than the previous day. The implied volatity was 34.46, the open interest changed by 33 which increased total open position to 163
On 30 May IEX was trading at 200.55. The strike last trading price was 6.4, which was -0.6 lower than the previous day. The implied volatity was 31.87, the open interest changed by 80 which increased total open position to 130
On 29 May IEX was trading at 199.81. The strike last trading price was 7.15, which was 0.95 higher than the previous day. The implied volatity was 34.62, the open interest changed by 22 which increased total open position to 50
On 28 May IEX was trading at 197.81. The strike last trading price was 6.2, which was -1.2 lower than the previous day. The implied volatity was 34.14, the open interest changed by -2 which decreased total open position to 28
On 27 May IEX was trading at 199.45. The strike last trading price was 7.6, which was 2.2 higher than the previous day. The implied volatity was 36.11, the open interest changed by 17 which increased total open position to 29
On 26 May IEX was trading at 194.50. The strike last trading price was 5.4, which was -0.75 lower than the previous day. The implied volatity was 35.54, the open interest changed by 1 which increased total open position to 11
On 23 May IEX was trading at 195.03. The strike last trading price was 6.15, which was -0.3 lower than the previous day. The implied volatity was 35.94, the open interest changed by 0 which decreased total open position to 10
On 22 May IEX was trading at 194.83. The strike last trading price was 6.45, which was -2.15 lower than the previous day. The implied volatity was 36.51, the open interest changed by -1 which decreased total open position to 11
On 21 May IEX was trading at 199.18. The strike last trading price was 8.6, which was 1.15 higher than the previous day. The implied volatity was 37.57, the open interest changed by 2 which increased total open position to 11
On 20 May IEX was trading at 197.45. The strike last trading price was 7.3, which was -0.95 lower than the previous day. The implied volatity was 33.95, the open interest changed by 5 which increased total open position to 10
On 19 May IEX was trading at 197.63. The strike last trading price was 8.25, which was -1 lower than the previous day. The implied volatity was 37.47, the open interest changed by 3 which increased total open position to 4
On 16 May IEX was trading at 199.86. The strike last trading price was 9.25, which was -0.7 lower than the previous day. The implied volatity was 36.19, 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 9.95, 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 14 May IEX was trading at 197.25. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 1.44, 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 9.95, which was 0 lower than the previous day. The implied volatity was 2.62, 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 9.95, which was 0 lower than the previous day. The implied volatity was 2.47, 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 9.95, which was 0 lower than the previous day. The implied volatity was 4.53, 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 9.95, which was 0 lower than the previous day. The implied volatity was 4.75, 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 9.95, which was 0 lower than the previous day. The implied volatity was 1.83, 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 9.95, which was 0 lower than the previous day. The implied volatity was 3.70, 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 9.95, 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
| IEX 26JUN2025 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Jun | 186.61 | 12 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Jun | 187.22 | 12 | 0 | 0.00 | 0 | -3 | 0 |
| 12 Jun | 190.21 | 12 | 0.55 | 27.15 | 3 | -2 | 88 |
| 11 Jun | 193.68 | 11.85 | 9.3 | 42.94 | 1,357 | -28 | 91 |
| 10 Jun | 210.01 | 2.4 | -0.7 | 32.93 | 211 | 6 | 121 |
| 9 Jun | 209.31 | 2.9 | -2.7 | 35.17 | 1,018 | -58 | 116 |
| 6 Jun | 202.13 | 5.65 | -1.75 | 32.84 | 264 | 47 | 179 |
| 5 Jun | 199.33 | 7.3 | 1.1 | 32.89 | 381 | 31 | 133 |
| 4 Jun | 202.01 | 6.1 | -0.45 | 33.15 | 304 | 24 | 102 |
| 3 Jun | 201.17 | 6.85 | -0.55 | 32.96 | 151 | 20 | 78 |
| 2 Jun | 200.63 | 7.6 | -0.5 | 33.36 | 113 | 13 | 58 |
| 30 May | 200.55 | 8.1 | -11.15 | 34.70 | 84 | 45 | 45 |
| 29 May | 199.81 | 19.25 | 0 | - | 0 | 0 | 0 |
| 28 May | 197.81 | 19.25 | 0 | - | 0 | 0 | 0 |
| 27 May | 199.45 | 19.25 | 0 | - | 0 | 0 | 0 |
| 26 May | 194.50 | 19.25 | 0 | - | 0 | 0 | 0 |
| 23 May | 195.03 | 19.25 | 0 | - | 0 | 0 | 0 |
| 22 May | 194.83 | 19.25 | 0 | - | 0 | 0 | 0 |
| 21 May | 199.18 | 19.25 | 0 | - | 0 | 0 | 0 |
| 20 May | 197.45 | 19.25 | 0 | - | 0 | 0 | 0 |
| 19 May | 197.63 | 19.25 | 0 | - | 0 | 0 | 0 |
| 16 May | 199.86 | 19.25 | 0 | - | 0 | 0 | 0 |
| 15 May | 197.48 | 19.25 | 0 | - | 0 | 0 | 0 |
| 14 May | 197.25 | 19.25 | 0 | - | 0 | 0 | 0 |
| 13 May | 194.80 | 19.25 | 0 | - | 0 | 0 | 0 |
| 12 May | 194.95 | 19.25 | 0 | - | 0 | 0 | 0 |
| 9 May | 189.38 | 19.25 | 0 | - | 0 | 0 | 0 |
| 8 May | 189.90 | 19.25 | 0 | - | 0 | 0 | 0 |
| 7 May | 196.46 | 19.25 | 0 | - | 0 | 0 | 0 |
| 6 May | 190.99 | 19.25 | 0 | - | 0 | 0 | 0 |
| 5 May | 195.14 | 19.25 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 202.5 expiring on 26JUN2025
Delta for 202.5 PE is 0.00
Historical price for 202.5 PE is as follows
On 16 Jun IEX was trading at 186.61. The strike last trading price was 12, 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 13 Jun IEX was trading at 187.22. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Jun IEX was trading at 190.21. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by -2 which decreased total open position to 88
On 11 Jun IEX was trading at 193.68. The strike last trading price was 11.85, which was 9.3 higher than the previous day. The implied volatity was 42.94, the open interest changed by -28 which decreased total open position to 91
On 10 Jun IEX was trading at 210.01. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 32.93, the open interest changed by 6 which increased total open position to 121
On 9 Jun IEX was trading at 209.31. The strike last trading price was 2.9, which was -2.7 lower than the previous day. The implied volatity was 35.17, the open interest changed by -58 which decreased total open position to 116
On 6 Jun IEX was trading at 202.13. The strike last trading price was 5.65, which was -1.75 lower than the previous day. The implied volatity was 32.84, the open interest changed by 47 which increased total open position to 179
On 5 Jun IEX was trading at 199.33. The strike last trading price was 7.3, which was 1.1 higher than the previous day. The implied volatity was 32.89, the open interest changed by 31 which increased total open position to 133
On 4 Jun IEX was trading at 202.01. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 33.15, the open interest changed by 24 which increased total open position to 102
On 3 Jun IEX was trading at 201.17. The strike last trading price was 6.85, which was -0.55 lower than the previous day. The implied volatity was 32.96, the open interest changed by 20 which increased total open position to 78
On 2 Jun IEX was trading at 200.63. The strike last trading price was 7.6, which was -0.5 lower than the previous day. The implied volatity was 33.36, the open interest changed by 13 which increased total open position to 58
On 30 May IEX was trading at 200.55. The strike last trading price was 8.1, which was -11.15 lower than the previous day. The implied volatity was 34.70, the open interest changed by 45 which increased total open position to 45
On 29 May IEX was trading at 199.81. The strike last trading price was 19.25, 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 May IEX was trading at 197.81. The strike last trading price was 19.25, 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 27 May IEX was trading at 199.45. The strike last trading price was 19.25, 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 26 May IEX was trading at 194.50. The strike last trading price was 19.25, 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 23 May IEX was trading at 195.03. The strike last trading price was 19.25, 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 19.25, 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 19.25, 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 20 May IEX was trading at 197.45. The strike last trading price was 19.25, 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 19 May IEX was trading at 197.63. The strike last trading price was 19.25, 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 16 May IEX was trading at 199.86. The strike last trading price was 19.25, 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 15 May IEX was trading at 197.48. The strike last trading price was 19.25, 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 14 May IEX was trading at 197.25. The strike last trading price was 19.25, 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 13 May IEX was trading at 194.80. The strike last trading price was 19.25, 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 6 May IEX was trading at 190.99. The strike last trading price was 19.25, 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 19.25, 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
