IEX
Indian Energy Exc Ltd
Historical option data for IEX
11 Apr 2025 04:13 PM IST
| IEX 24APR2025 210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 179.03 | 0.3 | 0 | 47.94 | 119 | 61 | 586 | |||
| 9 Apr | 177.40 | 0.3 | 0 | 47.01 | 83 | 33 | 525 | |||
| 8 Apr | 176.90 | 0.25 | -0.05 | 44.28 | 175 | 5 | 491 | |||
| 7 Apr | 173.80 | 0.3 | -0.1 | 48.30 | 208 | -13 | 481 | |||
| 4 Apr | 178.52 | 0.4 | -0.15 | 40.40 | 377 | 106 | 494 | |||
| 3 Apr | 182.05 | 0.6 | 0.2 | 39.02 | 961 | 60 | 386 | |||
| 2 Apr | 177.99 | 0.4 | 0.05 | 39.88 | 304 | 100 | 322 | |||
| 1 Apr | 176.73 | 0.35 | -0.1 | 39.02 | 66 | 6 | 223 | |||
| 28 Mar | 175.77 | 0.45 | -0.3 | 39.42 | 329 | 72 | 217 | |||
| 27 Mar | 178.44 | 0.7 | 0.1 | 37.79 | 77 | 40 | 144 | |||
| 26 Mar | 177.16 | 0.55 | 0.15 | 37.04 | 103 | 35 | 104 | |||
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| 25 Mar | 175.99 | 0.4 | -4.7 | 36.04 | 73 | 68 | 68 | |||
For Indian Energy Exc Ltd - strike price 210 expiring on 24APR2025
Delta for 210 CE is 0.05
Historical price for 210 CE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 47.94, the open interest changed by 61 which increased total open position to 586
On 9 Apr IEX was trading at 177.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 47.01, the open interest changed by 33 which increased total open position to 525
On 8 Apr IEX was trading at 176.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.28, the open interest changed by 5 which increased total open position to 491
On 7 Apr IEX was trading at 173.80. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 48.30, the open interest changed by -13 which decreased total open position to 481
On 4 Apr IEX was trading at 178.52. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 40.40, the open interest changed by 106 which increased total open position to 494
On 3 Apr IEX was trading at 182.05. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 39.02, the open interest changed by 60 which increased total open position to 386
On 2 Apr IEX was trading at 177.99. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.88, the open interest changed by 100 which increased total open position to 322
On 1 Apr IEX was trading at 176.73. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 39.02, the open interest changed by 6 which increased total open position to 223
On 28 Mar IEX was trading at 175.77. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 39.42, the open interest changed by 72 which increased total open position to 217
On 27 Mar IEX was trading at 178.44. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 37.79, the open interest changed by 40 which increased total open position to 144
On 26 Mar IEX was trading at 177.16. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 37.04, the open interest changed by 35 which increased total open position to 104
On 25 Mar IEX was trading at 175.99. The strike last trading price was 0.4, which was -4.7 lower than the previous day. The implied volatity was 36.04, the open interest changed by 68 which increased total open position to 68
| IEX 24APR2025 210 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 | 26.95 | -0.15 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 177.40 | 26.95 | -0.15 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 176.90 | 26.95 | -0.15 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 173.80 | 26.95 | -0.15 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 178.52 | 26.95 | -0.15 | 0.00 | 0 | -6 | 0 |
| 3 Apr | 182.05 | 26.95 | -6.15 | 36.98 | 14 | -5 | 132 |
| 2 Apr | 177.99 | 33.1 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 176.73 | 33.1 | 2.5 | 52.06 | 9 | 0 | 137 |
| 28 Mar | 175.77 | 30.6 | 0.45 | - | 11 | 0 | 137 |
| 27 Mar | 178.44 | 30.15 | -0.8 | 44.00 | 7 | 6 | 136 |
| 26 Mar | 177.16 | 30.95 | -1.05 | 30.70 | 22 | 20 | 129 |
| 25 Mar | 175.99 | 32 | -4.35 | - | 109 | 108 | 108 |
For Indian Energy Exc Ltd - strike price 210 expiring on 24APR2025
Delta for 210 PE is 0.00
Historical price for 210 PE is as follows
On 11 Apr IEX was trading at 179.03. The strike last trading price was 26.95, which was -0.15 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 26.95, which was -0.15 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 26.95, which was -0.15 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 7 Apr IEX was trading at 173.80. The strike last trading price was 26.95, which was -0.15 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 4 Apr IEX was trading at 178.52. The strike last trading price was 26.95, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 3 Apr IEX was trading at 182.05. The strike last trading price was 26.95, which was -6.15 lower than the previous day. The implied volatity was 36.98, the open interest changed by -5 which decreased total open position to 132
On 2 Apr IEX was trading at 177.99. The strike last trading price was 33.1, 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 1 Apr IEX was trading at 176.73. The strike last trading price was 33.1, which was 2.5 higher than the previous day. The implied volatity was 52.06, the open interest changed by 0 which decreased total open position to 137
On 28 Mar IEX was trading at 175.77. The strike last trading price was 30.6, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 27 Mar IEX was trading at 178.44. The strike last trading price was 30.15, which was -0.8 lower than the previous day. The implied volatity was 44.00, the open interest changed by 6 which increased total open position to 136
On 26 Mar IEX was trading at 177.16. The strike last trading price was 30.95, which was -1.05 lower than the previous day. The implied volatity was 30.70, the open interest changed by 20 which increased total open position to 129
On 25 Mar IEX was trading at 175.99. The strike last trading price was 32, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 108
