IEX
Indian Energy Exc Ltd
Historical option data for IEX
20 Dec 2024 04:13 PM IST
| IEX 26DEC2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 177.45 | 0.05 | -0.10 | 50.95 | 163 | -23 | 395 | |||
| 19 Dec | 184.93 | 0.15 | -0.05 | 40.16 | 152 | 1 | 426 | |||
| 18 Dec | 183.15 | 0.2 | -0.05 | 43.17 | 72 | -26 | 431 | |||
| 17 Dec | 185.78 | 0.25 | -0.20 | 37.86 | 207 | -2 | 462 | |||
| 16 Dec | 189.71 | 0.45 | -0.05 | 33.92 | 351 | -3 | 475 | |||
| 13 Dec | 189.43 | 0.5 | -0.15 | 31.60 | 396 | -6 | 477 | |||
| 12 Dec | 188.61 | 0.65 | -0.30 | 33.62 | 482 | 36 | 485 | |||
| 11 Dec | 190.28 | 0.95 | 0.35 | 32.41 | 955 | 109 | 449 | |||
| 10 Dec | 186.13 | 0.6 | -0.05 | 33.64 | 320 | 24 | 344 | |||
| 9 Dec | 184.13 | 0.65 | -0.15 | 35.56 | 217 | 17 | 318 | |||
| 6 Dec | 184.96 | 0.8 | 0.45 | 34.02 | 565 | 21 | 324 | |||
| 5 Dec | 178.15 | 0.35 | 0.00 | 34.63 | 134 | -3 | 303 | |||
| 4 Dec | 178.17 | 0.35 | 0.00 | 33.70 | 234 | -18 | 307 | |||
| 3 Dec | 178.10 | 0.35 | -0.05 | 32.88 | 78 | -16 | 324 | |||
| 2 Dec | 178.19 | 0.4 | -0.05 | 32.77 | 390 | 245 | 341 | |||
| 29 Nov | 176.19 | 0.45 | -0.15 | 34.11 | 114 | 71 | 94 | |||
| 28 Nov | 174.90 | 0.6 | 0.05 | 36.80 | 13 | 6 | 21 | |||
| 27 Nov | 171.71 | 0.55 | 0.30 | 38.16 | 8 | 0 | 15 | |||
| 26 Nov | 166.13 | 0.25 | 0.05 | 37.68 | 8 | 7 | 15 | |||
| 25 Nov | 166.46 | 0.2 | -0.10 | 35.93 | 3 | 1 | 6 | |||
| 22 Nov | 163.11 | 0.3 | 0.00 | 39.48 | 1 | 0 | 5 | |||
| 21 Nov | 161.33 | 0.3 | 0.00 | 40.57 | 2 | -1 | 6 | |||
| 20 Nov | 162.49 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 162.49 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 161.32 | 0.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 14 Nov | 161.51 | 0.3 | -1.20 | 36.58 | 2 | 0 | 8 | |||
| 6 Nov | 177.37 | 1.5 | 0.00 | 31.81 | 1 | 0 | 8 | |||
| 5 Nov | 173.15 | 1.5 | -21.55 | 35.55 | 6 | 2 | 6 | |||
| 11 Oct | 204.59 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Oct | 202.37 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 203.47 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 198.97 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 207.95 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 208.99 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 208.34 | 23.05 | - | 0 | 0 | 0 | ||||
For Indian Energy Exc Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 CE is 0.01
Historical price for 205 CE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 50.95, the open interest changed by -23 which decreased total open position to 395
On 19 Dec IEX was trading at 184.93. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.16, the open interest changed by 1 which increased total open position to 426
On 18 Dec IEX was trading at 183.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.17, the open interest changed by -26 which decreased total open position to 431
On 17 Dec IEX was trading at 185.78. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 37.86, the open interest changed by -2 which decreased total open position to 462
On 16 Dec IEX was trading at 189.71. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.92, the open interest changed by -3 which decreased total open position to 475
On 13 Dec IEX was trading at 189.43. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.60, the open interest changed by -6 which decreased total open position to 477
On 12 Dec IEX was trading at 188.61. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 33.62, the open interest changed by 36 which increased total open position to 485
On 11 Dec IEX was trading at 190.28. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 32.41, the open interest changed by 109 which increased total open position to 449
On 10 Dec IEX was trading at 186.13. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.64, the open interest changed by 24 which increased total open position to 344
On 9 Dec IEX was trading at 184.13. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.56, the open interest changed by 17 which increased total open position to 318
On 6 Dec IEX was trading at 184.96. The strike last trading price was 0.8, which was 0.45 higher than the previous day. The implied volatity was 34.02, the open interest changed by 21 which increased total open position to 324
On 5 Dec IEX was trading at 178.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by -3 which decreased total open position to 303
On 4 Dec IEX was trading at 178.17. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by -18 which decreased total open position to 307
On 3 Dec IEX was trading at 178.10. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.88, the open interest changed by -16 which decreased total open position to 324
On 2 Dec IEX was trading at 178.19. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.77, the open interest changed by 245 which increased total open position to 341
On 29 Nov IEX was trading at 176.19. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.11, the open interest changed by 71 which increased total open position to 94
On 28 Nov IEX was trading at 174.90. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 36.80, the open interest changed by 6 which increased total open position to 21
On 27 Nov IEX was trading at 171.71. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 38.16, the open interest changed by 0 which decreased total open position to 15
On 26 Nov IEX was trading at 166.13. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.68, the open interest changed by 7 which increased total open position to 15
On 25 Nov IEX was trading at 166.46. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 35.93, the open interest changed by 1 which increased total open position to 6
On 22 Nov IEX was trading at 163.11. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 5
On 21 Nov IEX was trading at 161.33. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.57, the open interest changed by -1 which decreased total open position to 6
On 20 Nov IEX was trading at 162.49. The strike last trading price was 0.3, which was 0.00 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 Nov IEX was trading at 162.49. The strike last trading price was 0.3, which was 0.00 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 Nov IEX was trading at 161.32. The strike last trading price was 0.3, which was 0.00 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 14 Nov IEX was trading at 161.51. The strike last trading price was 0.3, which was -1.20 lower than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 8
On 6 Nov IEX was trading at 177.37. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 8
On 5 Nov IEX was trading at 173.15. The strike last trading price was 1.5, which was -21.55 lower than the previous day. The implied volatity was 35.55, the open interest changed by 2 which increased total open position to 6
On 11 Oct IEX was trading at 204.59. The strike last trading price was 23.05, 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 23.05, 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 Oct IEX was trading at 203.47. The strike last trading price was 23.05, 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 7 Oct IEX was trading at 198.97. The strike last trading price was 23.05, 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 Oct IEX was trading at 207.95. The strike last trading price was 23.05, 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 23.05, 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 23.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IEX 26DEC2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 177.45 | 20.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 184.93 | 20.75 | 3.50 | 64.77 | 3 | 0 | 39 |
| 18 Dec | 183.15 | 17.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 185.78 | 17.25 | 1.65 | - | 3 | 0 | 37 |
| 16 Dec | 189.71 | 15.6 | -0.85 | 37.61 | 3 | 0 | 36 |
| 13 Dec | 189.43 | 16.45 | -0.20 | 37.03 | 4 | 0 | 35 |
| 12 Dec | 188.61 | 16.65 | 2.05 | 31.26 | 4 | 2 | 34 |
| 11 Dec | 190.28 | 14.6 | -4.00 | 30.59 | 6 | 3 | 32 |
| 10 Dec | 186.13 | 18.6 | -1.85 | 32.06 | 6 | 0 | 28 |
| 9 Dec | 184.13 | 20.45 | 1.00 | 37.64 | 2 | 0 | 27 |
| 6 Dec | 184.96 | 19.45 | -7.30 | 26.77 | 19 | 14 | 27 |
| 5 Dec | 178.15 | 26.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 178.17 | 26.75 | -1.05 | 45.58 | 3 | 2 | 14 |
| 3 Dec | 178.10 | 27.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 178.19 | 27.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 176.19 | 27.8 | -2.00 | 33.47 | 1 | 0 | 11 |
| 28 Nov | 174.90 | 29.8 | -3.70 | 46.44 | 1 | 0 | 10 |
| 27 Nov | 171.71 | 33.5 | -3.20 | 59.94 | 1 | 0 | 9 |
| 26 Nov | 166.13 | 36.7 | -0.30 | - | 9 | 4 | 6 |
| 25 Nov | 166.46 | 37 | 21.30 | 33.89 | 2 | 0 | 0 |
| 22 Nov | 163.11 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 161.33 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 162.49 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 162.49 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 161.32 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 161.51 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 177.37 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 173.15 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 204.59 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 202.37 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 203.47 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 198.97 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 207.95 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 208.99 | 15.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 208.34 | 15.7 | - | 0 | 0 | 0 | |
For Indian Energy Exc Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 PE is 0.00
Historical price for 205 PE is as follows
On 20 Dec IEX was trading at 177.45. The strike last trading price was 20.75, which was 0.00 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 Dec IEX was trading at 184.93. The strike last trading price was 20.75, which was 3.50 higher than the previous day. The implied volatity was 64.77, the open interest changed by 0 which decreased total open position to 39
On 18 Dec IEX was trading at 183.15. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec IEX was trading at 185.78. The strike last trading price was 17.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 16 Dec IEX was trading at 189.71. The strike last trading price was 15.6, which was -0.85 lower than the previous day. The implied volatity was 37.61, the open interest changed by 0 which decreased total open position to 36
On 13 Dec IEX was trading at 189.43. The strike last trading price was 16.45, which was -0.20 lower than the previous day. The implied volatity was 37.03, the open interest changed by 0 which decreased total open position to 35
On 12 Dec IEX was trading at 188.61. The strike last trading price was 16.65, which was 2.05 higher than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 34
On 11 Dec IEX was trading at 190.28. The strike last trading price was 14.6, which was -4.00 lower than the previous day. The implied volatity was 30.59, the open interest changed by 3 which increased total open position to 32
On 10 Dec IEX was trading at 186.13. The strike last trading price was 18.6, which was -1.85 lower than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 28
On 9 Dec IEX was trading at 184.13. The strike last trading price was 20.45, which was 1.00 higher than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 27
On 6 Dec IEX was trading at 184.96. The strike last trading price was 19.45, which was -7.30 lower than the previous day. The implied volatity was 26.77, the open interest changed by 14 which increased total open position to 27
On 5 Dec IEX was trading at 178.15. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec IEX was trading at 178.17. The strike last trading price was 26.75, which was -1.05 lower than the previous day. The implied volatity was 45.58, the open interest changed by 2 which increased total open position to 14
On 3 Dec IEX was trading at 178.10. The strike last trading price was 27.8, which was 0.00 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 2 Dec IEX was trading at 178.19. The strike last trading price was 27.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov IEX was trading at 176.19. The strike last trading price was 27.8, which was -2.00 lower than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 11
On 28 Nov IEX was trading at 174.90. The strike last trading price was 29.8, which was -3.70 lower than the previous day. The implied volatity was 46.44, the open interest changed by 0 which decreased total open position to 10
On 27 Nov IEX was trading at 171.71. The strike last trading price was 33.5, which was -3.20 lower than the previous day. The implied volatity was 59.94, the open interest changed by 0 which decreased total open position to 9
On 26 Nov IEX was trading at 166.13. The strike last trading price was 36.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 25 Nov IEX was trading at 166.46. The strike last trading price was 37, which was 21.30 higher than the previous day. The implied volatity was 33.89, the open interest changed by 0 which decreased total open position to 0
On 22 Nov IEX was trading at 163.11. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IEX was trading at 161.33. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IEX was trading at 162.49. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IEX was trading at 162.49. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IEX was trading at 161.32. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IEX was trading at 161.51. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IEX was trading at 177.37. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IEX was trading at 173.15. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Oct IEX was trading at 204.59. The strike last trading price was 15.7, 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 15.7, 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 Oct IEX was trading at 203.47. The strike last trading price was 15.7, 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 7 Oct IEX was trading at 198.97. The strike last trading price was 15.7, 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 Oct IEX was trading at 207.95. The strike last trading price was 15.7, 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 15.7, 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 15.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
