IEX
Indian Energy Exc Ltd
Historical option data for IEX
13 Jun 2025 04:13 PM IST
| IEX 26JUN2025 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 187.22 | 0.25 | -0.15 | 32.38 | 6 | -3 | 207 | |||
| 12 Jun | 190.21 | 0.4 | -1.55 | 29.21 | 36 | -35 | 211 | |||
| 11 Jun | 193.68 | 1.85 | -5.65 | 39.88 | 2,403 | 81 | 243 | |||
| 10 Jun | 210.01 | 7.85 | -0.2 | 34.10 | 402 | 26 | 166 | |||
| 9 Jun | 209.31 | 8.3 | 3.8 | 35.85 | 1,234 | 57 | 133 | |||
| 6 Jun | 202.13 | 4.8 | 1.25 | 34.31 | 341 | 4 | 76 | |||
| 5 Jun | 199.33 | 3.45 | -1.4 | 32.45 | 412 | 6 | 72 | |||
| 4 Jun | 202.01 | 4.75 | 0.1 | 32.90 | 184 | 21 | 69 | |||
| 3 Jun | 201.17 | 4.4 | 0 | 33.17 | 150 | 10 | 47 | |||
| 2 Jun | 200.63 | 4.3 | -0.1 | 34.01 | 111 | 19 | 36 | |||
| 30 May | 200.55 | 4.35 | -0.25 | 31.62 | 32 | 10 | 17 | |||
| 29 May | 199.81 | 4.6 | 0.35 | 32.18 | 7 | 3 | 7 | |||
| 28 May | 197.81 | 4.25 | -1.2 | 33.55 | 4 | 3 | 5 | |||
| 27 May | 199.45 | 5.45 | 0.9 | 35.52 | 1 | 0 | 1 | |||
| 26 May | 194.50 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 May | 195.03 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 May | 194.83 | 4.55 | -1.3 | 35.57 | 2 | 1 | 2 | |||
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| 21 May | 199.18 | 5.85 | -2.45 | 34.68 | 3 | 0 | 0 | |||
| 20 May | 197.45 | 8.3 | 0 | 3.95 | 0 | 0 | 0 | |||
| 19 May | 197.63 | 8.3 | 0 | 3.95 | 0 | 0 | 0 | |||
| 16 May | 199.86 | 8.3 | 0 | 2.86 | 0 | 0 | 0 | |||
| 15 May | 197.48 | 8.3 | 0 | 3.59 | 0 | 0 | 0 | |||
| 14 May | 197.25 | 8.3 | 0 | 3.67 | 0 | 0 | 0 | |||
| 13 May | 194.80 | 8.3 | 0 | 4.44 | 0 | 0 | 0 | |||
| 12 May | 194.95 | 8.3 | 0 | 4.28 | 0 | 0 | 0 | |||
| 9 May | 189.38 | 8.3 | 0 | 6.85 | 0 | 0 | 0 | |||
| 8 May | 189.90 | 8.3 | 0 | 6.58 | 0 | 0 | 0 | |||
For Indian Energy Exc Ltd - strike price 207.5 expiring on 26JUN2025
Delta for 207.5 CE is 0.05
Historical price for 207.5 CE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 32.38, the open interest changed by -3 which decreased total open position to 207
On 12 Jun IEX was trading at 190.21. The strike last trading price was 0.4, which was -1.55 lower than the previous day. The implied volatity was 29.21, the open interest changed by -35 which decreased total open position to 211
On 11 Jun IEX was trading at 193.68. The strike last trading price was 1.85, which was -5.65 lower than the previous day. The implied volatity was 39.88, the open interest changed by 81 which increased total open position to 243
On 10 Jun IEX was trading at 210.01. The strike last trading price was 7.85, which was -0.2 lower than the previous day. The implied volatity was 34.10, the open interest changed by 26 which increased total open position to 166
On 9 Jun IEX was trading at 209.31. The strike last trading price was 8.3, which was 3.8 higher than the previous day. The implied volatity was 35.85, the open interest changed by 57 which increased total open position to 133
On 6 Jun IEX was trading at 202.13. The strike last trading price was 4.8, which was 1.25 higher than the previous day. The implied volatity was 34.31, the open interest changed by 4 which increased total open position to 76
On 5 Jun IEX was trading at 199.33. The strike last trading price was 3.45, which was -1.4 lower than the previous day. The implied volatity was 32.45, the open interest changed by 6 which increased total open position to 72
On 4 Jun IEX was trading at 202.01. The strike last trading price was 4.75, which was 0.1 higher than the previous day. The implied volatity was 32.90, the open interest changed by 21 which increased total open position to 69
On 3 Jun IEX was trading at 201.17. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 33.17, the open interest changed by 10 which increased total open position to 47
On 2 Jun IEX was trading at 200.63. The strike last trading price was 4.3, which was -0.1 lower than the previous day. The implied volatity was 34.01, the open interest changed by 19 which increased total open position to 36
On 30 May IEX was trading at 200.55. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by 10 which increased total open position to 17
On 29 May IEX was trading at 199.81. The strike last trading price was 4.6, which was 0.35 higher than the previous day. The implied volatity was 32.18, the open interest changed by 3 which increased total open position to 7
On 28 May IEX was trading at 197.81. The strike last trading price was 4.25, which was -1.2 lower than the previous day. The implied volatity was 33.55, the open interest changed by 3 which increased total open position to 5
On 27 May IEX was trading at 199.45. The strike last trading price was 5.45, which was 0.9 higher than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 1
On 26 May IEX was trading at 194.50. The strike last trading price was 4.55, 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 23 May IEX was trading at 195.03. The strike last trading price was 4.55, 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 22 May IEX was trading at 194.83. The strike last trading price was 4.55, which was -1.3 lower than the previous day. The implied volatity was 35.57, the open interest changed by 1 which increased total open position to 2
On 21 May IEX was trading at 199.18. The strike last trading price was 5.85, which was -2.45 lower than the previous day. The implied volatity was 34.68, 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 8.3, which was 0 lower than the previous day. The implied volatity was 3.95, 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 8.3, which was 0 lower than the previous day. The implied volatity was 3.95, 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 8.3, which was 0 lower than the previous day. The implied volatity was 2.86, 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 8.3, which was 0 lower than the previous day. The implied volatity was 3.59, 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 8.3, which was 0 lower than the previous day. The implied volatity was 3.67, 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 8.3, which was 0 lower than the previous day. The implied volatity was 4.44, 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 8.3, which was 0 lower than the previous day. The implied volatity was 4.28, 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 8.3, which was 0 lower than the previous day. The implied volatity was 6.85, 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 8.3, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
| IEX 26JUN2025 207.5 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 |
| 13 Jun | 187.22 | 15.35 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Jun | 190.21 | 15.35 | 0 | - | 1 | 0 | 97 |
| 11 Jun | 193.68 | 15.9 | 11.55 | 45.57 | 1,368 | -26 | 99 |
| 10 Jun | 210.01 | 4.1 | -0.8 | 32.66 | 548 | 12 | 127 |
| 9 Jun | 209.31 | 4.6 | -3.85 | 34.44 | 1,106 | 71 | 117 |
| 6 Jun | 202.13 | 8.25 | -2.35 | 32.12 | 112 | -2 | 43 |
| 5 Jun | 199.33 | 10.6 | 1.6 | 34.03 | 82 | 10 | 45 |
| 4 Jun | 202.01 | 8.95 | -0.45 | 33.66 | 71 | 6 | 34 |
| 3 Jun | 201.17 | 9.8 | -0.7 | 33.19 | 19 | 1 | 28 |
| 2 Jun | 200.63 | 10.6 | -0.5 | 33.29 | 48 | 22 | 26 |
| 30 May | 200.55 | 11.05 | -11.5 | 34.74 | 11 | 4 | 4 |
| 29 May | 199.81 | 22.55 | 0 | - | 0 | 0 | 0 |
| 28 May | 197.81 | 22.55 | 0 | - | 0 | 0 | 0 |
| 27 May | 199.45 | 22.55 | 0 | - | 0 | 0 | 0 |
| 26 May | 194.50 | 22.55 | 0 | - | 0 | 0 | 0 |
| 23 May | 195.03 | 22.55 | 0 | - | 0 | 0 | 0 |
| 22 May | 194.83 | 22.55 | 0 | - | 0 | 0 | 0 |
| 21 May | 199.18 | 22.55 | 0 | - | 0 | 0 | 0 |
| 20 May | 197.45 | 22.55 | 0 | - | 0 | 0 | 0 |
| 19 May | 197.63 | 22.55 | 0 | - | 0 | 0 | 0 |
| 16 May | 199.86 | 22.55 | 0 | - | 0 | 0 | 0 |
| 15 May | 197.48 | 22.55 | 0 | - | 0 | 0 | 0 |
| 14 May | 197.25 | 22.55 | 0 | - | 0 | 0 | 0 |
| 13 May | 194.80 | 22.55 | 0 | - | 0 | 0 | 0 |
| 12 May | 194.95 | 22.55 | 0 | - | 0 | 0 | 0 |
| 9 May | 189.38 | 22.55 | 0 | - | 0 | 0 | 0 |
| 8 May | 189.90 | 22.55 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 207.5 expiring on 26JUN2025
Delta for 207.5 PE is 0.00
Historical price for 207.5 PE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 15.35, 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 12 Jun IEX was trading at 190.21. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 11 Jun IEX was trading at 193.68. The strike last trading price was 15.9, which was 11.55 higher than the previous day. The implied volatity was 45.57, the open interest changed by -26 which decreased total open position to 99
On 10 Jun IEX was trading at 210.01. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was 32.66, the open interest changed by 12 which increased total open position to 127
On 9 Jun IEX was trading at 209.31. The strike last trading price was 4.6, which was -3.85 lower than the previous day. The implied volatity was 34.44, the open interest changed by 71 which increased total open position to 117
On 6 Jun IEX was trading at 202.13. The strike last trading price was 8.25, which was -2.35 lower than the previous day. The implied volatity was 32.12, the open interest changed by -2 which decreased total open position to 43
On 5 Jun IEX was trading at 199.33. The strike last trading price was 10.6, which was 1.6 higher than the previous day. The implied volatity was 34.03, the open interest changed by 10 which increased total open position to 45
On 4 Jun IEX was trading at 202.01. The strike last trading price was 8.95, which was -0.45 lower than the previous day. The implied volatity was 33.66, the open interest changed by 6 which increased total open position to 34
On 3 Jun IEX was trading at 201.17. The strike last trading price was 9.8, which was -0.7 lower than the previous day. The implied volatity was 33.19, the open interest changed by 1 which increased total open position to 28
On 2 Jun IEX was trading at 200.63. The strike last trading price was 10.6, which was -0.5 lower than the previous day. The implied volatity was 33.29, the open interest changed by 22 which increased total open position to 26
On 30 May IEX was trading at 200.55. The strike last trading price was 11.05, which was -11.5 lower than the previous day. The implied volatity was 34.74, the open interest changed by 4 which increased total open position to 4
On 29 May IEX was trading at 199.81. The strike last trading price was 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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 22.55, 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
