IEX
Indian Energy Exc Ltd
Historical option data for IEX
16 Jun 2025 12:52 PM IST
| IEX 26JUN2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.06
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Jun | 187.49 | 0.7 | -0.1 | 41.46 | 46 | -23 | 884 | |||
| 13 Jun | 187.22 | 0.75 | -0.55 | 38.22 | 31 | -30 | 908 | |||
| 12 Jun | 190.21 | 1.5 | -0.95 | 38.68 | 236 | -233 | 941 | |||
| 11 Jun | 193.68 | 2.3 | -6.65 | 39.23 | 8,297 | 676 | 1,116 | |||
| 10 Jun | 210.01 | 9.3 | -0.25 | 33.63 | 463 | -20 | 443 | |||
| 9 Jun | 209.31 | 9.85 | 4.35 | 36.19 | 4,109 | -167 | 465 | |||
| 6 Jun | 202.13 | 5.95 | 1.5 | 34.86 | 2,818 | -54 | 633 | |||
| 5 Jun | 199.33 | 4.5 | -1.35 | 33.47 | 2,414 | 66 | 688 | |||
| 4 Jun | 202.01 | 5.95 | 0.35 | 33.74 | 2,768 | 90 | 622 | |||
| 3 Jun | 201.17 | 5.35 | 0 | 33.12 | 1,284 | 118 | 532 | |||
| 2 Jun | 200.63 | 5.3 | 0.05 | 34.44 | 1,100 | 120 | 413 | |||
| 30 May | 200.55 | 5.4 | -0.45 | 32.19 | 1,085 | 49 | 294 | |||
| 29 May | 199.81 | 5.8 | 0.55 | 33.37 | 315 | 56 | 243 | |||
| 28 May | 197.81 | 5.25 | -1.2 | 34.24 | 284 | 50 | 186 | |||
| 27 May | 199.45 | 6.45 | 1.9 | 35.74 | 286 | 45 | 135 | |||
| 26 May | 194.50 | 4.5 | -0.75 | 35.24 | 43 | -12 | 90 | |||
| 23 May | 195.03 | 5.25 | 0.1 | 36.43 | 37 | 7 | 102 | |||
| 22 May | 194.83 | 5.2 | -2.45 | 35.21 | 77 | 33 | 94 | |||
| 21 May | 199.18 | 7.65 | 1.15 | 38.01 | 50 | -7 | 61 | |||
| 20 May | 197.45 | 6.5 | -0.2 | 34.78 | 33 | 8 | 67 | |||
| 19 May | 197.63 | 6.8 | -1.15 | 35.71 | 46 | 5 | 57 | |||
| 16 May | 199.86 | 7.95 | 0.8 | 35.25 | 37 | 13 | 50 | |||
| 15 May | 197.48 | 7.15 | 0.8 | 34.71 | 7 | 0 | 37 | |||
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| 14 May | 197.25 | 6.55 | 2.25 | 33.19 | 29 | 8 | 36 | |||
| 13 May | 194.80 | 4.3 | -0.7 | 27.51 | 2 | 0 | 27 | |||
| 12 May | 194.95 | 5 | 1.15 | 29.71 | 11 | 6 | 26 | |||
| 9 May | 189.38 | 3.85 | 0.05 | 31.12 | 7 | 4 | 20 | |||
| 8 May | 189.90 | 3.8 | -2.2 | 31.80 | 7 | 2 | 14 | |||
| 7 May | 196.46 | 6 | -0.4 | 30.08 | 6 | 3 | 12 | |||
| 6 May | 190.99 | 6.4 | 0.05 | 38.41 | 6 | 2 | 6 | |||
| 5 May | 195.14 | 6.35 | -1.45 | 31.70 | 5 | 3 | 3 | |||
| 21 Apr | 189.97 | 7.8 | 0 | 4.03 | 0 | 0 | 0 | |||
| 3 Apr | 182.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 205 expiring on 26JUN2025
Delta for 205 CE is 0.11
Historical price for 205 CE is as follows
On 16 Jun IEX was trading at 187.49. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 41.46, the open interest changed by -23 which decreased total open position to 884
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 38.22, the open interest changed by -30 which decreased total open position to 908
On 12 Jun IEX was trading at 190.21. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 38.68, the open interest changed by -233 which decreased total open position to 941
On 11 Jun IEX was trading at 193.68. The strike last trading price was 2.3, which was -6.65 lower than the previous day. The implied volatity was 39.23, the open interest changed by 676 which increased total open position to 1116
On 10 Jun IEX was trading at 210.01. The strike last trading price was 9.3, which was -0.25 lower than the previous day. The implied volatity was 33.63, the open interest changed by -20 which decreased total open position to 443
On 9 Jun IEX was trading at 209.31. The strike last trading price was 9.85, which was 4.35 higher than the previous day. The implied volatity was 36.19, the open interest changed by -167 which decreased total open position to 465
On 6 Jun IEX was trading at 202.13. The strike last trading price was 5.95, which was 1.5 higher than the previous day. The implied volatity was 34.86, the open interest changed by -54 which decreased total open position to 633
On 5 Jun IEX was trading at 199.33. The strike last trading price was 4.5, which was -1.35 lower than the previous day. The implied volatity was 33.47, the open interest changed by 66 which increased total open position to 688
On 4 Jun IEX was trading at 202.01. The strike last trading price was 5.95, which was 0.35 higher than the previous day. The implied volatity was 33.74, the open interest changed by 90 which increased total open position to 622
On 3 Jun IEX was trading at 201.17. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 33.12, the open interest changed by 118 which increased total open position to 532
On 2 Jun IEX was trading at 200.63. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was 34.44, the open interest changed by 120 which increased total open position to 413
On 30 May IEX was trading at 200.55. The strike last trading price was 5.4, which was -0.45 lower than the previous day. The implied volatity was 32.19, the open interest changed by 49 which increased total open position to 294
On 29 May IEX was trading at 199.81. The strike last trading price was 5.8, which was 0.55 higher than the previous day. The implied volatity was 33.37, the open interest changed by 56 which increased total open position to 243
On 28 May IEX was trading at 197.81. The strike last trading price was 5.25, which was -1.2 lower than the previous day. The implied volatity was 34.24, the open interest changed by 50 which increased total open position to 186
On 27 May IEX was trading at 199.45. The strike last trading price was 6.45, which was 1.9 higher than the previous day. The implied volatity was 35.74, the open interest changed by 45 which increased total open position to 135
On 26 May IEX was trading at 194.50. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 35.24, the open interest changed by -12 which decreased total open position to 90
On 23 May IEX was trading at 195.03. The strike last trading price was 5.25, which was 0.1 higher than the previous day. The implied volatity was 36.43, the open interest changed by 7 which increased total open position to 102
On 22 May IEX was trading at 194.83. The strike last trading price was 5.2, which was -2.45 lower than the previous day. The implied volatity was 35.21, the open interest changed by 33 which increased total open position to 94
On 21 May IEX was trading at 199.18. The strike last trading price was 7.65, which was 1.15 higher than the previous day. The implied volatity was 38.01, the open interest changed by -7 which decreased total open position to 61
On 20 May IEX was trading at 197.45. The strike last trading price was 6.5, which was -0.2 lower than the previous day. The implied volatity was 34.78, the open interest changed by 8 which increased total open position to 67
On 19 May IEX was trading at 197.63. The strike last trading price was 6.8, which was -1.15 lower than the previous day. The implied volatity was 35.71, the open interest changed by 5 which increased total open position to 57
On 16 May IEX was trading at 199.86. The strike last trading price was 7.95, which was 0.8 higher than the previous day. The implied volatity was 35.25, the open interest changed by 13 which increased total open position to 50
On 15 May IEX was trading at 197.48. The strike last trading price was 7.15, which was 0.8 higher than the previous day. The implied volatity was 34.71, the open interest changed by 0 which decreased total open position to 37
On 14 May IEX was trading at 197.25. The strike last trading price was 6.55, which was 2.25 higher than the previous day. The implied volatity was 33.19, the open interest changed by 8 which increased total open position to 36
On 13 May IEX was trading at 194.80. The strike last trading price was 4.3, which was -0.7 lower than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 27
On 12 May IEX was trading at 194.95. The strike last trading price was 5, which was 1.15 higher than the previous day. The implied volatity was 29.71, the open interest changed by 6 which increased total open position to 26
On 9 May IEX was trading at 189.38. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by 4 which increased total open position to 20
On 8 May IEX was trading at 189.90. The strike last trading price was 3.8, which was -2.2 lower than the previous day. The implied volatity was 31.80, the open interest changed by 2 which increased total open position to 14
On 7 May IEX was trading at 196.46. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 30.08, the open interest changed by 3 which increased total open position to 12
On 6 May IEX was trading at 190.99. The strike last trading price was 6.4, which was 0.05 higher than the previous day. The implied volatity was 38.41, the open interest changed by 2 which increased total open position to 6
On 5 May IEX was trading at 195.14. The strike last trading price was 6.35, which was -1.45 lower than the previous day. The implied volatity was 31.70, the open interest changed by 3 which increased total open position to 3
On 21 Apr IEX was trading at 189.97. The strike last trading price was 7.8, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 3 Apr IEX was trading at 182.05. 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
| IEX 26JUN2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.10
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Jun | 187.49 | 20 | 2 | 70.72 | 3 | 0 | 318 |
| 13 Jun | 187.22 | 18 | 3 | 38.15 | 8 | -7 | 319 |
| 12 Jun | 190.21 | 15 | 1.6 | 39.02 | 16 | -11 | 331 |
| 11 Jun | 193.68 | 14 | 10.65 | 45.50 | 2,856 | -16 | 342 |
| 10 Jun | 210.01 | 3.25 | -0.7 | 33.30 | 1,141 | -73 | 355 |
| 9 Jun | 209.31 | 3.7 | -3.2 | 34.94 | 3,640 | 223 | 427 |
| 6 Jun | 202.13 | 6.9 | -2 | 32.64 | 345 | 61 | 207 |
| 5 Jun | 199.33 | 8.9 | 1.35 | 33.56 | 179 | 13 | 145 |
| 4 Jun | 202.01 | 7.4 | -0.6 | 33.14 | 213 | 23 | 132 |
| 3 Jun | 201.17 | 8.2 | -0.8 | 32.81 | 88 | 4 | 106 |
| 2 Jun | 200.63 | 9.1 | -0.25 | 33.66 | 94 | 33 | 101 |
| 30 May | 200.55 | 9.45 | 0.05 | 34.43 | 81 | 26 | 67 |
| 29 May | 199.81 | 9.25 | -1.55 | 32.99 | 13 | 5 | 40 |
| 28 May | 197.81 | 10.8 | 0.75 | 34.11 | 55 | 15 | 35 |
| 27 May | 199.45 | 9.95 | -3.35 | 34.23 | 9 | 2 | 21 |
| 26 May | 194.50 | 13.3 | 2.3 | 35.40 | 12 | 9 | 19 |
| 23 May | 195.03 | 11 | 0 | 0.00 | 0 | 0 | 0 |
| 22 May | 194.83 | 11 | 0 | 0.00 | 0 | 1 | 0 |
| 21 May | 199.18 | 11 | -0.75 | 34.95 | 4 | 1 | 10 |
| 20 May | 197.45 | 11.75 | -0.85 | 35.07 | 5 | 2 | 8 |
| 19 May | 197.63 | 12.6 | 1.2 | 38.55 | 6 | 4 | 5 |
| 16 May | 199.86 | 11.4 | -19.25 | 36.12 | 6 | 2 | 2 |
| 15 May | 197.48 | 30.65 | 0 | - | 0 | 0 | 0 |
| 14 May | 197.25 | 30.65 | 0 | - | 0 | 0 | 0 |
| 13 May | 194.80 | 30.65 | 0 | - | 0 | 0 | 0 |
| 12 May | 194.95 | 30.65 | 0 | - | 0 | 0 | 0 |
| 9 May | 189.38 | 30.65 | 0 | - | 0 | 0 | 0 |
| 8 May | 189.90 | 30.65 | 0 | - | 0 | 0 | 0 |
| 7 May | 196.46 | 30.65 | 0 | - | 0 | 0 | 0 |
| 6 May | 190.99 | 30.65 | 0 | - | 0 | 0 | 0 |
| 5 May | 195.14 | 30.65 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 189.97 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 182.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 205 expiring on 26JUN2025
Delta for 205 PE is -0.75
Historical price for 205 PE is as follows
On 16 Jun IEX was trading at 187.49. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 70.72, the open interest changed by 0 which decreased total open position to 318
On 13 Jun IEX was trading at 187.22. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was 38.15, the open interest changed by -7 which decreased total open position to 319
On 12 Jun IEX was trading at 190.21. The strike last trading price was 15, which was 1.6 higher than the previous day. The implied volatity was 39.02, the open interest changed by -11 which decreased total open position to 331
On 11 Jun IEX was trading at 193.68. The strike last trading price was 14, which was 10.65 higher than the previous day. The implied volatity was 45.50, the open interest changed by -16 which decreased total open position to 342
On 10 Jun IEX was trading at 210.01. The strike last trading price was 3.25, which was -0.7 lower than the previous day. The implied volatity was 33.30, the open interest changed by -73 which decreased total open position to 355
On 9 Jun IEX was trading at 209.31. The strike last trading price was 3.7, which was -3.2 lower than the previous day. The implied volatity was 34.94, the open interest changed by 223 which increased total open position to 427
On 6 Jun IEX was trading at 202.13. The strike last trading price was 6.9, which was -2 lower than the previous day. The implied volatity was 32.64, the open interest changed by 61 which increased total open position to 207
On 5 Jun IEX was trading at 199.33. The strike last trading price was 8.9, which was 1.35 higher than the previous day. The implied volatity was 33.56, the open interest changed by 13 which increased total open position to 145
On 4 Jun IEX was trading at 202.01. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 33.14, the open interest changed by 23 which increased total open position to 132
On 3 Jun IEX was trading at 201.17. The strike last trading price was 8.2, which was -0.8 lower than the previous day. The implied volatity was 32.81, the open interest changed by 4 which increased total open position to 106
On 2 Jun IEX was trading at 200.63. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 33.66, the open interest changed by 33 which increased total open position to 101
On 30 May IEX was trading at 200.55. The strike last trading price was 9.45, which was 0.05 higher than the previous day. The implied volatity was 34.43, the open interest changed by 26 which increased total open position to 67
On 29 May IEX was trading at 199.81. The strike last trading price was 9.25, which was -1.55 lower than the previous day. The implied volatity was 32.99, the open interest changed by 5 which increased total open position to 40
On 28 May IEX was trading at 197.81. The strike last trading price was 10.8, which was 0.75 higher than the previous day. The implied volatity was 34.11, the open interest changed by 15 which increased total open position to 35
On 27 May IEX was trading at 199.45. The strike last trading price was 9.95, which was -3.35 lower than the previous day. The implied volatity was 34.23, the open interest changed by 2 which increased total open position to 21
On 26 May IEX was trading at 194.50. The strike last trading price was 13.3, which was 2.3 higher than the previous day. The implied volatity was 35.40, the open interest changed by 9 which increased total open position to 19
On 23 May IEX was trading at 195.03. The strike last trading price was 11, 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 22 May IEX was trading at 194.83. The strike last trading price was 11, which was 0 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 21 May IEX was trading at 199.18. The strike last trading price was 11, which was -0.75 lower than the previous day. The implied volatity was 34.95, the open interest changed by 1 which increased total open position to 10
On 20 May IEX was trading at 197.45. The strike last trading price was 11.75, which was -0.85 lower than the previous day. The implied volatity was 35.07, the open interest changed by 2 which increased total open position to 8
On 19 May IEX was trading at 197.63. The strike last trading price was 12.6, which was 1.2 higher than the previous day. The implied volatity was 38.55, the open interest changed by 4 which increased total open position to 5
On 16 May IEX was trading at 199.86. The strike last trading price was 11.4, which was -19.25 lower than the previous day. The implied volatity was 36.12, the open interest changed by 2 which increased total open position to 2
On 15 May IEX was trading at 197.48. The strike last trading price was 30.65, 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 30.65, 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 30.65, 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 30.65, 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 30.65, 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 30.65, 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 30.65, 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 30.65, 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 30.65, 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 Apr IEX was trading at 189.97. 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 3 Apr IEX was trading at 182.05. 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
