IEX
Indian Energy Exc Ltd
Historical option data for IEX
11 Apr 2025 04:13 PM IST
| IEX 24APR2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 179.03 | 0.4 | 0 | 44.56 | 50 | 13 | 105 | |||
| 9 Apr | 177.40 | 0.4 | 0 | 44.02 | 37 | -8 | 87 | |||
| 8 Apr | 176.90 | 0.4 | -0.05 | 42.91 | 55 | 2 | 91 | |||
| 7 Apr | 173.80 | 0.5 | 0 | 47.92 | 85 | 25 | 89 | |||
| 4 Apr | 178.52 | 0.5 | -0.35 | 37.19 | 34 | 1 | 64 | |||
| 3 Apr | 182.05 | 0.9 | 0.35 | 37.55 | 85 | -20 | 63 | |||
| 2 Apr | 177.99 | 0.55 | -0.05 | 37.72 | 33 | -2 | 83 | |||
| 1 Apr | 176.73 | 0.6 | -0.05 | 38.81 | 43 | 28 | 84 | |||
| 28 Mar | 175.77 | 0.55 | -0.45 | 36.72 | 96 | 38 | 56 | |||
| 27 Mar | 178.44 | 1 | 0 | 36.49 | 29 | 11 | 20 | |||
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| 26 Mar | 177.16 | 1 | 0.1 | 38.04 | 10 | 1 | 9 | |||
| 25 Mar | 175.99 | 0.9 | -5.25 | 38.69 | 8 | 0 | 0 | |||
| 24 Mar | 178.07 | 6.15 | 0 | 12.91 | 0 | 0 | 0 | |||
| 7 Feb | 182.24 | 0 | 0 | 6.24 | 0 | 0 | 0 | |||
| 6 Feb | 182.83 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 205 expiring on 24APR2025
Delta for 205 CE is 0.06
Historical price for 205 CE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 44.56, the open interest changed by 13 which increased total open position to 105
On 9 Apr IEX was trading at 177.40. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 44.02, the open interest changed by -8 which decreased total open position to 87
On 8 Apr IEX was trading at 176.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 42.91, the open interest changed by 2 which increased total open position to 91
On 7 Apr IEX was trading at 173.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 47.92, the open interest changed by 25 which increased total open position to 89
On 4 Apr IEX was trading at 178.52. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 64
On 3 Apr IEX was trading at 182.05. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 37.55, the open interest changed by -20 which decreased total open position to 63
On 2 Apr IEX was trading at 177.99. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 37.72, the open interest changed by -2 which decreased total open position to 83
On 1 Apr IEX was trading at 176.73. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 38.81, the open interest changed by 28 which increased total open position to 84
On 28 Mar IEX was trading at 175.77. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 36.72, the open interest changed by 38 which increased total open position to 56
On 27 Mar IEX was trading at 178.44. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 36.49, the open interest changed by 11 which increased total open position to 20
On 26 Mar IEX was trading at 177.16. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 9
On 25 Mar IEX was trading at 175.99. The strike last trading price was 0.9, which was -5.25 lower than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IEX was trading at 178.07. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 12.91, 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 6.24, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| IEX 24APR2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Apr | 179.03 | 30.55 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 177.40 | 30.55 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 176.90 | 30.55 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Apr | 173.80 | 30.55 | 2.05 | 40.22 | 1 | 0 | 8 |
| 4 Apr | 178.52 | 28.5 | 5.6 | 69.25 | 2 | 1 | 8 |
| 3 Apr | 182.05 | 22.9 | -1.6 | 42.81 | 2 | 0 | 6 |
| 2 Apr | 177.99 | 24.5 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 176.73 | 24.5 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 175.77 | 24.5 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 178.44 | 24.5 | -2 | 31.51 | 1 | 0 | 5 |
| 26 Mar | 177.16 | 26.5 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 175.99 | 26.5 | 0 | 0.00 | 0 | 5 | 0 |
| 24 Mar | 178.07 | 26.5 | -5.95 | 38.46 | 5 | 4 | 4 |
| 7 Feb | 182.24 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 182.83 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 205 expiring on 24APR2025
Delta for 205 PE is 0.00
Historical price for 205 PE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 30.55, 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 9 Apr IEX was trading at 177.40. The strike last trading price was 30.55, 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 8 Apr IEX was trading at 176.90. The strike last trading price was 30.55, which was 0 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 7 Apr IEX was trading at 173.80. The strike last trading price was 30.55, which was 2.05 higher than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 8
On 4 Apr IEX was trading at 178.52. The strike last trading price was 28.5, which was 5.6 higher than the previous day. The implied volatity was 69.25, the open interest changed by 1 which increased total open position to 8
On 3 Apr IEX was trading at 182.05. The strike last trading price was 22.9, which was -1.6 lower than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 6
On 2 Apr IEX was trading at 177.99. The strike last trading price was 24.5, 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 1 Apr IEX was trading at 176.73. The strike last trading price was 24.5, 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 28 Mar IEX was trading at 175.77. The strike last trading price was 24.5, 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 27 Mar IEX was trading at 178.44. The strike last trading price was 24.5, which was -2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 5
On 26 Mar IEX was trading at 177.16. The strike last trading price was 26.5, 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 25 Mar IEX was trading at 175.99. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 24 Mar IEX was trading at 178.07. The strike last trading price was 26.5, which was -5.95 lower than the previous day. The implied volatity was 38.46, the open interest changed by 4 which increased total open position to 4
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 0.00, the open interest changed by 0 which decreased total open position to 0
