IEX
Indian Energy Exc Ltd
Historical option data for IEX
16 Jun 2025 01:02 PM IST
| IEX 26JUN2025 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 16 Jun | 187.75 | 0.15 | -0.05 | 47.94 | 83 | 0 | 1,810 | |||
| 13 Jun | 187.22 | 0.2 | -0.15 | 44.86 | 159 | -157 | 1,812 | |||
| 12 Jun | 190.21 | 0.4 | -0.35 | 44.38 | 379 | -378 | 1,970 | |||
| 11 Jun | 193.68 | 0.65 | -2 | 43.77 | 11,971 | 940 | 2,381 | |||
| 10 Jun | 210.01 | 2.75 | -0.35 | 34.74 | 2,740 | -86 | 1,432 | |||
| 9 Jun | 209.31 | 3.15 | 1.8 | 36.34 | 11,942 | 653 | 1,546 | |||
| 6 Jun | 202.13 | 1.45 | 0.3 | 33.83 | 928 | 161 | 891 | |||
| 5 Jun | 199.33 | 1.1 | -0.55 | 34.05 | 716 | -1 | 730 | |||
| 4 Jun | 202.01 | 1.65 | 0.1 | 34.07 | 1,239 | 43 | 731 | |||
| 3 Jun | 201.17 | 1.4 | -0.1 | 33.21 | 760 | 77 | 676 | |||
| 2 Jun | 200.63 | 1.5 | -0.1 | 34.65 | 548 | 70 | 601 | |||
| 30 May | 200.55 | 1.65 | -0.2 | 33.29 | 1,120 | 221 | 531 | |||
| 29 May | 199.81 | 1.8 | 0.1 | 33.68 | 170 | 57 | 309 | |||
| 28 May | 197.81 | 1.7 | -0.55 | 34.90 | 220 | 20 | 250 | |||
| 27 May | 199.45 | 2.25 | 0.7 | 35.78 | 325 | 94 | 230 | |||
| 26 May | 194.50 | 1.55 | -0.35 | 36.37 | 40 | 20 | 135 | |||
| 23 May | 195.03 | 1.8 | -0.1 | 36.07 | 42 | 12 | 115 | |||
| 22 May | 194.83 | 2 | -0.95 | 36.52 | 76 | 8 | 103 | |||
| 21 May | 199.18 | 2.9 | 0.4 | 36.54 | 121 | 12 | 95 | |||
| 20 May | 197.45 | 2.55 | -0.1 | 35.44 | 59 | 2 | 83 | |||
| 19 May | 197.63 | 2.7 | -0.6 | 35.90 | 64 | 12 | 82 | |||
| 16 May | 199.86 | 3.2 | 0.4 | 34.69 | 125 | 48 | 71 | |||
| 15 May | 197.48 | 2.8 | -0.3 | 34.25 | 35 | 14 | 27 | |||
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| 14 May | 197.25 | 3.1 | 1.3 | 36.10 | 30 | 10 | 11 | |||
For Indian Energy Exc Ltd - strike price 220 expiring on 26JUN2025
Delta for 220 CE is 0.03
Historical price for 220 CE is as follows
On 16 Jun IEX was trading at 187.75. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 47.94, the open interest changed by 0 which decreased total open position to 1810
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 44.86, the open interest changed by -157 which decreased total open position to 1812
On 12 Jun IEX was trading at 190.21. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 44.38, the open interest changed by -378 which decreased total open position to 1970
On 11 Jun IEX was trading at 193.68. The strike last trading price was 0.65, which was -2 lower than the previous day. The implied volatity was 43.77, the open interest changed by 940 which increased total open position to 2381
On 10 Jun IEX was trading at 210.01. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 34.74, the open interest changed by -86 which decreased total open position to 1432
On 9 Jun IEX was trading at 209.31. The strike last trading price was 3.15, which was 1.8 higher than the previous day. The implied volatity was 36.34, the open interest changed by 653 which increased total open position to 1546
On 6 Jun IEX was trading at 202.13. The strike last trading price was 1.45, which was 0.3 higher than the previous day. The implied volatity was 33.83, the open interest changed by 161 which increased total open position to 891
On 5 Jun IEX was trading at 199.33. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 34.05, the open interest changed by -1 which decreased total open position to 730
On 4 Jun IEX was trading at 202.01. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 34.07, the open interest changed by 43 which increased total open position to 731
On 3 Jun IEX was trading at 201.17. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 33.21, the open interest changed by 77 which increased total open position to 676
On 2 Jun IEX was trading at 200.63. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 34.65, the open interest changed by 70 which increased total open position to 601
On 30 May IEX was trading at 200.55. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 33.29, the open interest changed by 221 which increased total open position to 531
On 29 May IEX was trading at 199.81. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 33.68, the open interest changed by 57 which increased total open position to 309
On 28 May IEX was trading at 197.81. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 34.90, the open interest changed by 20 which increased total open position to 250
On 27 May IEX was trading at 199.45. The strike last trading price was 2.25, which was 0.7 higher than the previous day. The implied volatity was 35.78, the open interest changed by 94 which increased total open position to 230
On 26 May IEX was trading at 194.50. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 36.37, the open interest changed by 20 which increased total open position to 135
On 23 May IEX was trading at 195.03. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 36.07, the open interest changed by 12 which increased total open position to 115
On 22 May IEX was trading at 194.83. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 36.52, the open interest changed by 8 which increased total open position to 103
On 21 May IEX was trading at 199.18. The strike last trading price was 2.9, which was 0.4 higher than the previous day. The implied volatity was 36.54, the open interest changed by 12 which increased total open position to 95
On 20 May IEX was trading at 197.45. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 35.44, the open interest changed by 2 which increased total open position to 83
On 19 May IEX was trading at 197.63. The strike last trading price was 2.7, which was -0.6 lower than the previous day. The implied volatity was 35.90, the open interest changed by 12 which increased total open position to 82
On 16 May IEX was trading at 199.86. The strike last trading price was 3.2, which was 0.4 higher than the previous day. The implied volatity was 34.69, the open interest changed by 48 which increased total open position to 71
On 15 May IEX was trading at 197.48. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 34.25, the open interest changed by 14 which increased total open position to 27
On 14 May IEX was trading at 197.25. The strike last trading price was 3.1, which was 1.3 higher than the previous day. The implied volatity was 36.10, the open interest changed by 10 which increased total open position to 11
| IEX 26JUN2025 220 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 |
| 16 Jun | 187.75 | 31.05 | 0 | 0.00 | 0 | 0 | 102 |
| 13 Jun | 187.22 | 31.05 | 3.05 | - | 2 | -1 | 103 |
| 12 Jun | 190.21 | 28 | 1 | - | 1 | 0 | 105 |
| 11 Jun | 193.68 | 27 | 15.15 | 51.26 | 515 | -1 | 106 |
| 10 Jun | 210.01 | 11.6 | -0.8 | 34.17 | 220 | -27 | 106 |
| 9 Jun | 209.31 | 12 | -5.6 | 35.47 | 673 | 104 | 133 |
| 6 Jun | 202.13 | 17.3 | -4.5 | 30.01 | 45 | -4 | 29 |
| 5 Jun | 199.33 | 21.8 | 3.6 | 45.36 | 13 | -1 | 34 |
| 4 Jun | 202.01 | 18.2 | -0.9 | 34.61 | 34 | -10 | 35 |
| 3 Jun | 201.17 | 19.4 | -0.8 | 34.64 | 26 | -2 | 45 |
| 2 Jun | 200.63 | 20.25 | -0.15 | 33.79 | 11 | 4 | 46 |
| 30 May | 200.55 | 20.4 | 0.2 | 35.30 | 29 | 23 | 41 |
| 29 May | 199.81 | 20.2 | -0.8 | 33.55 | 9 | 5 | 19 |
| 28 May | 197.81 | 21 | 0.05 | 24.80 | 5 | 0 | 10 |
| 27 May | 199.45 | 20.9 | -3.6 | 35.35 | 5 | 1 | 10 |
| 26 May | 194.50 | 24.5 | 0 | 0.00 | 0 | 2 | 0 |
| 23 May | 195.03 | 24.5 | 1.3 | 32.11 | 2 | 0 | 7 |
| 22 May | 194.83 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
| 21 May | 199.18 | 23.2 | 0.7 | 43.25 | 3 | 0 | 7 |
| 20 May | 197.45 | 22.5 | -0.25 | 35.04 | 2 | 1 | 6 |
| 19 May | 197.63 | 22.75 | 1.6 | 35.51 | 2 | 0 | 3 |
| 16 May | 199.86 | 21.4 | -20.95 | 35.38 | 3 | 2 | 2 |
| 15 May | 197.48 | 42.35 | 0 | - | 0 | 0 | 0 |
| 14 May | 197.25 | 42.35 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 220 expiring on 26JUN2025
Delta for 220 PE is 0.00
Historical price for 220 PE is as follows
On 16 Jun IEX was trading at 187.75. The strike last trading price was 31.05, 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 102
On 13 Jun IEX was trading at 187.22. The strike last trading price was 31.05, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 103
On 12 Jun IEX was trading at 190.21. The strike last trading price was 28, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 11 Jun IEX was trading at 193.68. The strike last trading price was 27, which was 15.15 higher than the previous day. The implied volatity was 51.26, the open interest changed by -1 which decreased total open position to 106
On 10 Jun IEX was trading at 210.01. The strike last trading price was 11.6, which was -0.8 lower than the previous day. The implied volatity was 34.17, the open interest changed by -27 which decreased total open position to 106
On 9 Jun IEX was trading at 209.31. The strike last trading price was 12, which was -5.6 lower than the previous day. The implied volatity was 35.47, the open interest changed by 104 which increased total open position to 133
On 6 Jun IEX was trading at 202.13. The strike last trading price was 17.3, which was -4.5 lower than the previous day. The implied volatity was 30.01, the open interest changed by -4 which decreased total open position to 29
On 5 Jun IEX was trading at 199.33. The strike last trading price was 21.8, which was 3.6 higher than the previous day. The implied volatity was 45.36, the open interest changed by -1 which decreased total open position to 34
On 4 Jun IEX was trading at 202.01. The strike last trading price was 18.2, which was -0.9 lower than the previous day. The implied volatity was 34.61, the open interest changed by -10 which decreased total open position to 35
On 3 Jun IEX was trading at 201.17. The strike last trading price was 19.4, which was -0.8 lower than the previous day. The implied volatity was 34.64, the open interest changed by -2 which decreased total open position to 45
On 2 Jun IEX was trading at 200.63. The strike last trading price was 20.25, which was -0.15 lower than the previous day. The implied volatity was 33.79, the open interest changed by 4 which increased total open position to 46
On 30 May IEX was trading at 200.55. The strike last trading price was 20.4, which was 0.2 higher than the previous day. The implied volatity was 35.30, the open interest changed by 23 which increased total open position to 41
On 29 May IEX was trading at 199.81. The strike last trading price was 20.2, which was -0.8 lower than the previous day. The implied volatity was 33.55, the open interest changed by 5 which increased total open position to 19
On 28 May IEX was trading at 197.81. The strike last trading price was 21, which was 0.05 higher than the previous day. The implied volatity was 24.80, the open interest changed by 0 which decreased total open position to 10
On 27 May IEX was trading at 199.45. The strike last trading price was 20.9, which was -3.6 lower than the previous day. The implied volatity was 35.35, the open interest changed by 1 which increased total open position to 10
On 26 May IEX was trading at 194.50. 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 2 which increased total open position to 0
On 23 May IEX was trading at 195.03. The strike last trading price was 24.5, which was 1.3 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 7
On 22 May IEX was trading at 194.83. The strike last trading price was 23.2, 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 21 May IEX was trading at 199.18. The strike last trading price was 23.2, which was 0.7 higher than the previous day. The implied volatity was 43.25, the open interest changed by 0 which decreased total open position to 7
On 20 May IEX was trading at 197.45. The strike last trading price was 22.5, which was -0.25 lower than the previous day. The implied volatity was 35.04, the open interest changed by 1 which increased total open position to 6
On 19 May IEX was trading at 197.63. The strike last trading price was 22.75, which was 1.6 higher than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 3
On 16 May IEX was trading at 199.86. The strike last trading price was 21.4, which was -20.95 lower than the previous day. The implied volatity was 35.38, the open interest changed by 2 which increased total open position to 2
On 15 May IEX was trading at 197.48. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IEX was trading at 197.25. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
