IEX
Indian Energy Exc Ltd
Historical option data for IEX
13 Jun 2025 04:13 PM IST
IEX 26JUN2025 210 CE | ||||||||||
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Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Jun | 187.22 | 0.45 | -0.2 | 40.08 | 142 | -139 | 1,782 | |||
12 Jun | 190.21 | 0.8 | -0.8 | 38.45 | 418 | -415 | 1,924 | |||
11 Jun | 193.68 | 1.5 | -4.75 | 40.68 | 14,869 | 1,163 | 2,324 | |||
10 Jun | 210.01 | 6.5 | -0.25 | 34.15 | 3,314 | 113 | 1,207 | |||
9 Jun | 209.31 | 6.9 | 3.3 | 35.52 | 13,378 | 273 | 1,131 | |||
6 Jun | 202.13 | 3.9 | 1 | 34.33 | 2,149 | -24 | 867 | |||
5 Jun | 199.33 | 2.85 | -1.05 | 33.20 | 2,627 | -175 | 922 | |||
4 Jun | 202.01 | 4 | 0.25 | 33.67 | 2,718 | 301 | 1,095 | |||
3 Jun | 201.17 | 3.55 | -0.05 | 33.05 | 1,230 | 8 | 791 | |||
2 Jun | 200.63 | 3.5 | -0.1 | 33.94 | 1,000 | 88 | 782 | |||
30 May | 200.55 | 3.7 | -0.3 | 32.39 | 1,601 | 240 | 698 | |||
29 May | 199.81 | 4.05 | 0.35 | 33.48 | 423 | 79 | 459 | |||
28 May | 197.81 | 3.65 | -1 | 34.24 | 415 | 61 | 379 | |||
27 May | 199.45 | 4.65 | 1.45 | 35.70 | 378 | 42 | 318 | |||
26 May | 194.50 | 3.2 | -0.55 | 35.58 | 154 | 81 | 276 | |||
23 May | 195.03 | 3.65 | -0.15 | 35.72 | 43 | 14 | 194 | |||
22 May | 194.83 | 3.9 | -1.5 | 36.00 | 89 | 14 | 181 | |||
21 May | 199.18 | 5.3 | 0.55 | 35.82 | 129 | 8 | 167 | |||
20 May | 197.45 | 4.75 | -0.25 | 34.62 | 102 | -6 | 160 | |||
19 May | 197.63 | 5.05 | -0.9 | 35.59 | 181 | -16 | 166 | |||
16 May | 199.86 | 5.75 | 0.85 | 34.06 | 175 | 37 | 181 | |||
15 May | 197.48 | 4.95 | -0.05 | 32.96 | 70 | 15 | 145 | |||
14 May | 197.25 | 5.4 | 1.9 | 35.34 | 195 | 96 | 129 | |||
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13 May | 194.80 | 3.5 | -0.3 | 30.01 | 10 | 5 | 32 | |||
12 May | 194.95 | 3.8 | 0.9 | 30.83 | 27 | 16 | 26 | |||
9 May | 189.38 | 2.9 | -0.7 | 32.33 | 6 | 3 | 10 | |||
8 May | 189.90 | 3.6 | -3.05 | 35.95 | 15 | 6 | 6 | |||
21 Apr | 189.97 | 6.65 | 0 | 5.64 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 210 expiring on 26JUN2025
Delta for 210 CE is 0.07
Historical price for 210 CE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 40.08, the open interest changed by -139 which decreased total open position to 1782
On 12 Jun IEX was trading at 190.21. The strike last trading price was 0.8, which was -0.8 lower than the previous day. The implied volatity was 38.45, the open interest changed by -415 which decreased total open position to 1924
On 11 Jun IEX was trading at 193.68. The strike last trading price was 1.5, which was -4.75 lower than the previous day. The implied volatity was 40.68, the open interest changed by 1163 which increased total open position to 2324
On 10 Jun IEX was trading at 210.01. The strike last trading price was 6.5, which was -0.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 113 which increased total open position to 1207
On 9 Jun IEX was trading at 209.31. The strike last trading price was 6.9, which was 3.3 higher than the previous day. The implied volatity was 35.52, the open interest changed by 273 which increased total open position to 1131
On 6 Jun IEX was trading at 202.13. The strike last trading price was 3.9, which was 1 higher than the previous day. The implied volatity was 34.33, the open interest changed by -24 which decreased total open position to 867
On 5 Jun IEX was trading at 199.33. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by -175 which decreased total open position to 922
On 4 Jun IEX was trading at 202.01. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 33.67, the open interest changed by 301 which increased total open position to 1095
On 3 Jun IEX was trading at 201.17. The strike last trading price was 3.55, which was -0.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 8 which increased total open position to 791
On 2 Jun IEX was trading at 200.63. The strike last trading price was 3.5, which was -0.1 lower than the previous day. The implied volatity was 33.94, the open interest changed by 88 which increased total open position to 782
On 30 May IEX was trading at 200.55. The strike last trading price was 3.7, which was -0.3 lower than the previous day. The implied volatity was 32.39, the open interest changed by 240 which increased total open position to 698
On 29 May IEX was trading at 199.81. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 33.48, the open interest changed by 79 which increased total open position to 459
On 28 May IEX was trading at 197.81. The strike last trading price was 3.65, which was -1 lower than the previous day. The implied volatity was 34.24, the open interest changed by 61 which increased total open position to 379
On 27 May IEX was trading at 199.45. The strike last trading price was 4.65, which was 1.45 higher than the previous day. The implied volatity was 35.70, the open interest changed by 42 which increased total open position to 318
On 26 May IEX was trading at 194.50. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 35.58, the open interest changed by 81 which increased total open position to 276
On 23 May IEX was trading at 195.03. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 35.72, the open interest changed by 14 which increased total open position to 194
On 22 May IEX was trading at 194.83. The strike last trading price was 3.9, which was -1.5 lower than the previous day. The implied volatity was 36.00, the open interest changed by 14 which increased total open position to 181
On 21 May IEX was trading at 199.18. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 35.82, the open interest changed by 8 which increased total open position to 167
On 20 May IEX was trading at 197.45. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 34.62, the open interest changed by -6 which decreased total open position to 160
On 19 May IEX was trading at 197.63. The strike last trading price was 5.05, which was -0.9 lower than the previous day. The implied volatity was 35.59, the open interest changed by -16 which decreased total open position to 166
On 16 May IEX was trading at 199.86. The strike last trading price was 5.75, which was 0.85 higher than the previous day. The implied volatity was 34.06, the open interest changed by 37 which increased total open position to 181
On 15 May IEX was trading at 197.48. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 32.96, the open interest changed by 15 which increased total open position to 145
On 14 May IEX was trading at 197.25. The strike last trading price was 5.4, which was 1.9 higher than the previous day. The implied volatity was 35.34, the open interest changed by 96 which increased total open position to 129
On 13 May IEX was trading at 194.80. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 30.01, the open interest changed by 5 which increased total open position to 32
On 12 May IEX was trading at 194.95. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 30.83, the open interest changed by 16 which increased total open position to 26
On 9 May IEX was trading at 189.38. The strike last trading price was 2.9, which was -0.7 lower than the previous day. The implied volatity was 32.33, the open interest changed by 3 which increased total open position to 10
On 8 May IEX was trading at 189.90. The strike last trading price was 3.6, which was -3.05 lower than the previous day. The implied volatity was 35.95, the open interest changed by 6 which increased total open position to 6
On 21 Apr IEX was trading at 189.97. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
IEX 26JUN2025 210 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Jun | 187.22 | 21.7 | 1.6 | - | 5 | -4 | 440 |
12 Jun | 190.21 | 20.1 | 2.5 | 47.60 | 8 | -7 | 445 |
11 Jun | 193.68 | 18.15 | 12.6 | 47.86 | 4,513 | -169 | 453 |
10 Jun | 210.01 | 5.25 | -0.9 | 32.82 | 1,507 | 159 | 627 |
9 Jun | 209.31 | 5.8 | -4.15 | 34.78 | 3,776 | 212 | 472 |
6 Jun | 202.13 | 9.95 | -2.3 | 32.68 | 119 | 10 | 260 |
5 Jun | 199.33 | 12.2 | 1.6 | 33.17 | 111 | 3 | 250 |
4 Jun | 202.01 | 10.5 | -0.6 | 33.46 | 102 | 33 | 247 |
3 Jun | 201.17 | 11.55 | -0.55 | 33.70 | 89 | 12 | 213 |
2 Jun | 200.63 | 12.3 | -0.55 | 33.27 | 44 | 10 | 201 |
30 May | 200.55 | 12.8 | 0.1 | 35.24 | 91 | 50 | 191 |
29 May | 199.81 | 12.5 | -1.8 | 33.26 | 125 | 94 | 142 |
28 May | 197.81 | 14.3 | 1 | 34.81 | 5 | 0 | 47 |
27 May | 199.45 | 13.35 | -3.65 | 35.23 | 9 | 3 | 47 |
26 May | 194.50 | 17.1 | 0.4 | 36.51 | 15 | 9 | 44 |
23 May | 195.03 | 16.7 | 2.4 | 34.27 | 7 | 3 | 33 |
22 May | 194.83 | 14.3 | 0 | 0.00 | 0 | 6 | 0 |
21 May | 199.18 | 14.3 | -0.7 | 35.57 | 11 | 6 | 30 |
20 May | 197.45 | 15 | -0.75 | 35.14 | 9 | 6 | 23 |
19 May | 197.63 | 15.75 | 1.7 | 37.59 | 11 | 5 | 16 |
16 May | 199.86 | 14 | -2.85 | 34.40 | 20 | 5 | 10 |
15 May | 197.48 | 16.85 | -1.15 | 41.05 | 4 | 3 | 4 |
14 May | 197.25 | 18 | -16.4 | 44.42 | 1 | 0 | 0 |
13 May | 194.80 | 34.4 | 0 | - | 0 | 0 | 0 |
12 May | 194.95 | 34.4 | 0 | - | 0 | 0 | 0 |
9 May | 189.38 | 34.4 | 0 | - | 0 | 0 | 0 |
8 May | 189.90 | 34.4 | 0 | - | 0 | 0 | 0 |
21 Apr | 189.97 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 210 expiring on 26JUN2025
Delta for 210 PE is -
Historical price for 210 PE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 21.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 440
On 12 Jun IEX was trading at 190.21. The strike last trading price was 20.1, which was 2.5 higher than the previous day. The implied volatity was 47.60, the open interest changed by -7 which decreased total open position to 445
On 11 Jun IEX was trading at 193.68. The strike last trading price was 18.15, which was 12.6 higher than the previous day. The implied volatity was 47.86, the open interest changed by -169 which decreased total open position to 453
On 10 Jun IEX was trading at 210.01. The strike last trading price was 5.25, which was -0.9 lower than the previous day. The implied volatity was 32.82, the open interest changed by 159 which increased total open position to 627
On 9 Jun IEX was trading at 209.31. The strike last trading price was 5.8, which was -4.15 lower than the previous day. The implied volatity was 34.78, the open interest changed by 212 which increased total open position to 472
On 6 Jun IEX was trading at 202.13. The strike last trading price was 9.95, which was -2.3 lower than the previous day. The implied volatity was 32.68, the open interest changed by 10 which increased total open position to 260
On 5 Jun IEX was trading at 199.33. The strike last trading price was 12.2, which was 1.6 higher than the previous day. The implied volatity was 33.17, the open interest changed by 3 which increased total open position to 250
On 4 Jun IEX was trading at 202.01. The strike last trading price was 10.5, which was -0.6 lower than the previous day. The implied volatity was 33.46, the open interest changed by 33 which increased total open position to 247
On 3 Jun IEX was trading at 201.17. The strike last trading price was 11.55, which was -0.55 lower than the previous day. The implied volatity was 33.70, the open interest changed by 12 which increased total open position to 213
On 2 Jun IEX was trading at 200.63. The strike last trading price was 12.3, which was -0.55 lower than the previous day. The implied volatity was 33.27, the open interest changed by 10 which increased total open position to 201
On 30 May IEX was trading at 200.55. The strike last trading price was 12.8, which was 0.1 higher than the previous day. The implied volatity was 35.24, the open interest changed by 50 which increased total open position to 191
On 29 May IEX was trading at 199.81. The strike last trading price was 12.5, which was -1.8 lower than the previous day. The implied volatity was 33.26, the open interest changed by 94 which increased total open position to 142
On 28 May IEX was trading at 197.81. The strike last trading price was 14.3, which was 1 higher than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 47
On 27 May IEX was trading at 199.45. The strike last trading price was 13.35, which was -3.65 lower than the previous day. The implied volatity was 35.23, the open interest changed by 3 which increased total open position to 47
On 26 May IEX was trading at 194.50. The strike last trading price was 17.1, which was 0.4 higher than the previous day. The implied volatity was 36.51, the open interest changed by 9 which increased total open position to 44
On 23 May IEX was trading at 195.03. The strike last trading price was 16.7, which was 2.4 higher than the previous day. The implied volatity was 34.27, the open interest changed by 3 which increased total open position to 33
On 22 May IEX was trading at 194.83. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 May IEX was trading at 199.18. The strike last trading price was 14.3, which was -0.7 lower than the previous day. The implied volatity was 35.57, the open interest changed by 6 which increased total open position to 30
On 20 May IEX was trading at 197.45. The strike last trading price was 15, which was -0.75 lower than the previous day. The implied volatity was 35.14, the open interest changed by 6 which increased total open position to 23
On 19 May IEX was trading at 197.63. The strike last trading price was 15.75, which was 1.7 higher than the previous day. The implied volatity was 37.59, the open interest changed by 5 which increased total open position to 16
On 16 May IEX was trading at 199.86. The strike last trading price was 14, which was -2.85 lower than the previous day. The implied volatity was 34.40, the open interest changed by 5 which increased total open position to 10
On 15 May IEX was trading at 197.48. The strike last trading price was 16.85, which was -1.15 lower than the previous day. The implied volatity was 41.05, the open interest changed by 3 which increased total open position to 4
On 14 May IEX was trading at 197.25. The strike last trading price was 18, which was -16.4 lower than the previous day. The implied volatity was 44.42, 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 34.4, 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 34.4, 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 34.4, 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 34.4, 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