IEX
Indian Energy Exc Ltd
Historical option data for IEX
13 Jun 2025 04:13 PM IST
| IEX 26JUN2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 187.22 | 0.3 | -0.1 | 42.92 | 109 | -108 | 1,539 | |||
| 12 Jun | 190.21 | 0.5 | -0.55 | 40.25 | 327 | -321 | 1,653 | |||
| 11 Jun | 193.68 | 1 | -3.05 | 42.43 | 11,026 | 949 | 1,972 | |||
| 10 Jun | 210.01 | 4.25 | -0.4 | 34.01 | 2,735 | -99 | 1,020 | |||
| 9 Jun | 209.31 | 4.75 | 2.5 | 35.96 | 8,878 | 508 | 1,117 | |||
| 6 Jun | 202.13 | 2.45 | 0.6 | 34.11 | 1,020 | -38 | 622 | |||
| 5 Jun | 199.33 | 1.75 | -0.8 | 33.28 | 1,064 | 32 | 662 | |||
| 4 Jun | 202.01 | 2.6 | 0.15 | 33.78 | 1,196 | -13 | 632 | |||
| 3 Jun | 201.17 | 2.3 | -0.05 | 33.29 | 548 | 51 | 631 | |||
| 2 Jun | 200.63 | 2.4 | -0.05 | 34.79 | 376 | 39 | 580 | |||
| 30 May | 200.55 | 2.5 | -0.25 | 32.86 | 605 | 50 | 542 | |||
| 29 May | 199.81 | 2.75 | 0.2 | 33.63 | 154 | 18 | 492 | |||
| 28 May | 197.81 | 2.6 | -0.65 | 35.06 | 153 | 9 | 474 | |||
| 27 May | 199.45 | 3.25 | 0.95 | 35.61 | 396 | 23 | 464 | |||
| 26 May | 194.50 | 2.2 | -0.45 | 35.71 | 89 | 22 | 441 | |||
| 23 May | 195.03 | 2.6 | -0.2 | 35.97 | 58 | 10 | 419 | |||
| 22 May | 194.83 | 2.75 | -1.25 | 35.92 | 90 | 14 | 409 | |||
| 21 May | 199.18 | 3.85 | 0.3 | 35.73 | 164 | -33 | 395 | |||
| 20 May | 197.45 | 3.6 | -0.1 | 35.50 | 121 | -22 | 429 | |||
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| 19 May | 197.63 | 3.75 | -0.7 | 35.87 | 272 | -24 | 453 | |||
| 16 May | 199.86 | 4.4 | 0.7 | 34.73 | 620 | -239 | 479 | |||
| 15 May | 197.48 | 3.65 | -0.3 | 33.24 | 815 | -64 | 726 | |||
| 14 May | 197.25 | 4.15 | 1.05 | 35.89 | 2,270 | 787 | 789 | |||
| 13 May | 194.80 | 3.1 | 0 | 33.36 | 1 | 0 | 1 | |||
For Indian Energy Exc Ltd - strike price 215 expiring on 26JUN2025
Delta for 215 CE is 0.05
Historical price for 215 CE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 42.92, the open interest changed by -108 which decreased total open position to 1539
On 12 Jun IEX was trading at 190.21. The strike last trading price was 0.5, which was -0.55 lower than the previous day. The implied volatity was 40.25, the open interest changed by -321 which decreased total open position to 1653
On 11 Jun IEX was trading at 193.68. The strike last trading price was 1, which was -3.05 lower than the previous day. The implied volatity was 42.43, the open interest changed by 949 which increased total open position to 1972
On 10 Jun IEX was trading at 210.01. The strike last trading price was 4.25, which was -0.4 lower than the previous day. The implied volatity was 34.01, the open interest changed by -99 which decreased total open position to 1020
On 9 Jun IEX was trading at 209.31. The strike last trading price was 4.75, which was 2.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by 508 which increased total open position to 1117
On 6 Jun IEX was trading at 202.13. The strike last trading price was 2.45, which was 0.6 higher than the previous day. The implied volatity was 34.11, the open interest changed by -38 which decreased total open position to 622
On 5 Jun IEX was trading at 199.33. The strike last trading price was 1.75, which was -0.8 lower than the previous day. The implied volatity was 33.28, the open interest changed by 32 which increased total open position to 662
On 4 Jun IEX was trading at 202.01. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 33.78, the open interest changed by -13 which decreased total open position to 632
On 3 Jun IEX was trading at 201.17. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by 51 which increased total open position to 631
On 2 Jun IEX was trading at 200.63. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 34.79, the open interest changed by 39 which increased total open position to 580
On 30 May IEX was trading at 200.55. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 32.86, the open interest changed by 50 which increased total open position to 542
On 29 May IEX was trading at 199.81. The strike last trading price was 2.75, which was 0.2 higher than the previous day. The implied volatity was 33.63, the open interest changed by 18 which increased total open position to 492
On 28 May IEX was trading at 197.81. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 35.06, the open interest changed by 9 which increased total open position to 474
On 27 May IEX was trading at 199.45. The strike last trading price was 3.25, which was 0.95 higher than the previous day. The implied volatity was 35.61, the open interest changed by 23 which increased total open position to 464
On 26 May IEX was trading at 194.50. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 35.71, the open interest changed by 22 which increased total open position to 441
On 23 May IEX was trading at 195.03. The strike last trading price was 2.6, which was -0.2 lower than the previous day. The implied volatity was 35.97, the open interest changed by 10 which increased total open position to 419
On 22 May IEX was trading at 194.83. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 35.92, the open interest changed by 14 which increased total open position to 409
On 21 May IEX was trading at 199.18. The strike last trading price was 3.85, which was 0.3 higher than the previous day. The implied volatity was 35.73, the open interest changed by -33 which decreased total open position to 395
On 20 May IEX was trading at 197.45. The strike last trading price was 3.6, which was -0.1 lower than the previous day. The implied volatity was 35.50, the open interest changed by -22 which decreased total open position to 429
On 19 May IEX was trading at 197.63. The strike last trading price was 3.75, which was -0.7 lower than the previous day. The implied volatity was 35.87, the open interest changed by -24 which decreased total open position to 453
On 16 May IEX was trading at 199.86. The strike last trading price was 4.4, which was 0.7 higher than the previous day. The implied volatity was 34.73, the open interest changed by -239 which decreased total open position to 479
On 15 May IEX was trading at 197.48. The strike last trading price was 3.65, which was -0.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by -64 which decreased total open position to 726
On 14 May IEX was trading at 197.25. The strike last trading price was 4.15, which was 1.05 higher than the previous day. The implied volatity was 35.89, the open interest changed by 787 which increased total open position to 789
On 13 May IEX was trading at 194.80. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 33.36, the open interest changed by 0 which decreased total open position to 1
| IEX 26JUN2025 215 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 | 26.05 | 4.05 | - | 2 | -1 | 167 |
| 12 Jun | 190.21 | 22.55 | 0.55 | 0.00 | 0 | -25 | 0 |
| 11 Jun | 193.68 | 22.55 | 14.25 | 50.28 | 1,447 | -24 | 169 |
| 10 Jun | 210.01 | 8.05 | -0.95 | 33.08 | 244 | -8 | 193 |
| 9 Jun | 209.31 | 8.6 | -5 | 35.05 | 1,653 | 167 | 197 |
| 6 Jun | 202.13 | 13.45 | -2.9 | 32.03 | 47 | -1 | 30 |
| 5 Jun | 199.33 | 16.4 | 2.15 | 35.61 | 12 | 3 | 30 |
| 4 Jun | 202.01 | 14.15 | -0.7 | 34.03 | 29 | 7 | 28 |
| 3 Jun | 201.17 | 15.15 | -0.95 | 33.30 | 6 | 3 | 22 |
| 2 Jun | 200.63 | 16.1 | -0.55 | 33.58 | 17 | 4 | 18 |
| 30 May | 200.55 | 16.45 | 0.4 | 35.46 | 16 | 9 | 13 |
| 29 May | 199.81 | 16 | -1 | 32.46 | 3 | 0 | 4 |
| 28 May | 197.81 | 17 | 0 | 0.00 | 0 | 0 | 0 |
| 27 May | 199.45 | 17 | 0 | 0.00 | 0 | 0 | 0 |
| 26 May | 194.50 | 17 | 0 | 0.00 | 0 | 0 | 0 |
| 23 May | 195.03 | 17 | 0 | 0.00 | 0 | 0 | 0 |
| 22 May | 194.83 | 17 | 0 | 0.00 | 0 | 1 | 0 |
| 21 May | 199.18 | 17 | -1.5 | 31.62 | 1 | 0 | 3 |
| 20 May | 197.45 | 18.5 | 1.5 | 34.99 | 2 | 1 | 2 |
| 19 May | 197.63 | 17 | -21.3 | 26.63 | 1 | 0 | 0 |
| 16 May | 199.86 | 38.3 | 0 | - | 0 | 0 | 0 |
| 15 May | 197.48 | 38.3 | 0 | - | 0 | 0 | 0 |
| 14 May | 197.25 | 38.3 | 0 | - | 0 | 0 | 0 |
| 13 May | 194.80 | 38.3 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 215 expiring on 26JUN2025
Delta for 215 PE is -
Historical price for 215 PE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 26.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 167
On 12 Jun IEX was trading at 190.21. The strike last trading price was 22.55, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by -25 which decreased total open position to 0
On 11 Jun IEX was trading at 193.68. The strike last trading price was 22.55, which was 14.25 higher than the previous day. The implied volatity was 50.28, the open interest changed by -24 which decreased total open position to 169
On 10 Jun IEX was trading at 210.01. The strike last trading price was 8.05, which was -0.95 lower than the previous day. The implied volatity was 33.08, the open interest changed by -8 which decreased total open position to 193
On 9 Jun IEX was trading at 209.31. The strike last trading price was 8.6, which was -5 lower than the previous day. The implied volatity was 35.05, the open interest changed by 167 which increased total open position to 197
On 6 Jun IEX was trading at 202.13. The strike last trading price was 13.45, which was -2.9 lower than the previous day. The implied volatity was 32.03, the open interest changed by -1 which decreased total open position to 30
On 5 Jun IEX was trading at 199.33. The strike last trading price was 16.4, which was 2.15 higher than the previous day. The implied volatity was 35.61, the open interest changed by 3 which increased total open position to 30
On 4 Jun IEX was trading at 202.01. The strike last trading price was 14.15, which was -0.7 lower than the previous day. The implied volatity was 34.03, the open interest changed by 7 which increased total open position to 28
On 3 Jun IEX was trading at 201.17. The strike last trading price was 15.15, which was -0.95 lower than the previous day. The implied volatity was 33.30, the open interest changed by 3 which increased total open position to 22
On 2 Jun IEX was trading at 200.63. The strike last trading price was 16.1, which was -0.55 lower than the previous day. The implied volatity was 33.58, the open interest changed by 4 which increased total open position to 18
On 30 May IEX was trading at 200.55. The strike last trading price was 16.45, which was 0.4 higher than the previous day. The implied volatity was 35.46, the open interest changed by 9 which increased total open position to 13
On 29 May IEX was trading at 199.81. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 4
On 28 May IEX was trading at 197.81. The strike last trading price was 17, 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 27 May IEX was trading at 199.45. The strike last trading price was 17, 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 26 May IEX was trading at 194.50. The strike last trading price was 17, 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 17, 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 17, 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 17, which was -1.5 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 3
On 20 May IEX was trading at 197.45. The strike last trading price was 18.5, which was 1.5 higher than the previous day. The implied volatity was 34.99, the open interest changed by 1 which increased total open position to 2
On 19 May IEX was trading at 197.63. The strike last trading price was 17, which was -21.3 lower than the previous day. The implied volatity was 26.63, 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 38.3, 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 38.3, 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 38.3, 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 38.3, 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
