IEX
Indian Energy Exc Ltd
Historical option data for IEX
13 Jun 2025 04:13 PM IST
IEX 26JUN2025 225 CE | ||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Jun | 187.22 | 0.15 | -0.1 | 47.72 | 143 | -142 | 721 | |||
12 Jun | 190.21 | 0.25 | -0.25 | 45.31 | 127 | -126 | 864 | |||
11 Jun | 193.68 | 0.5 | -1.2 | 46.69 | 4,280 | 180 | 989 | |||
10 Jun | 210.01 | 1.7 | -0.3 | 35.25 | 1,510 | -90 | 813 | |||
9 Jun | 209.31 | 2 | 1.2 | 36.57 | 6,894 | 367 | 904 | |||
6 Jun | 202.13 | 0.8 | 0.1 | 33.46 | 475 | 112 | 568 | |||
5 Jun | 199.33 | 0.7 | -0.35 | 35.03 | 622 | -60 | 454 | |||
4 Jun | 202.01 | 1.05 | 0.15 | 34.70 | 791 | 49 | 515 | |||
3 Jun | 201.17 | 0.85 | -0.1 | 33.51 | 819 | 112 | 464 | |||
2 Jun | 200.63 | 0.9 | -0.15 | 34.52 | 405 | 52 | 352 | |||
30 May | 200.55 | 1.05 | -0.15 | 33.55 | 508 | 91 | 299 | |||
29 May | 199.81 | 1.25 | 0.15 | 34.64 | 210 | 100 | 210 | |||
28 May | 197.81 | 1.15 | -0.35 | 35.42 | 49 | 21 | 110 | |||
27 May | 199.45 | 1.55 | 0.5 | 36.13 | 70 | 40 | 88 | |||
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26 May | 194.50 | 1.05 | -0.3 | 36.69 | 16 | 11 | 48 | |||
23 May | 195.03 | 1.35 | 0.05 | 37.21 | 13 | 11 | 36 | |||
22 May | 194.83 | 1.3 | -1 | 35.98 | 29 | 6 | 27 | |||
21 May | 199.18 | 2.3 | 0.55 | 38.05 | 24 | 13 | 19 | |||
20 May | 197.45 | 1.75 | -1.7 | 35.27 | 10 | 6 | 6 |
For Indian Energy Exc Ltd - strike price 225 expiring on 26JUN2025
Delta for 225 CE is 0.02
Historical price for 225 CE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 47.72, the open interest changed by -142 which decreased total open position to 721
On 12 Jun IEX was trading at 190.21. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 45.31, the open interest changed by -126 which decreased total open position to 864
On 11 Jun IEX was trading at 193.68. The strike last trading price was 0.5, which was -1.2 lower than the previous day. The implied volatity was 46.69, the open interest changed by 180 which increased total open position to 989
On 10 Jun IEX was trading at 210.01. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 35.25, the open interest changed by -90 which decreased total open position to 813
On 9 Jun IEX was trading at 209.31. The strike last trading price was 2, which was 1.2 higher than the previous day. The implied volatity was 36.57, the open interest changed by 367 which increased total open position to 904
On 6 Jun IEX was trading at 202.13. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 33.46, the open interest changed by 112 which increased total open position to 568
On 5 Jun IEX was trading at 199.33. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 35.03, the open interest changed by -60 which decreased total open position to 454
On 4 Jun IEX was trading at 202.01. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 34.70, the open interest changed by 49 which increased total open position to 515
On 3 Jun IEX was trading at 201.17. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 33.51, the open interest changed by 112 which increased total open position to 464
On 2 Jun IEX was trading at 200.63. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by 52 which increased total open position to 352
On 30 May IEX was trading at 200.55. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 33.55, the open interest changed by 91 which increased total open position to 299
On 29 May IEX was trading at 199.81. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 34.64, the open interest changed by 100 which increased total open position to 210
On 28 May IEX was trading at 197.81. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 35.42, the open interest changed by 21 which increased total open position to 110
On 27 May IEX was trading at 199.45. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 36.13, the open interest changed by 40 which increased total open position to 88
On 26 May IEX was trading at 194.50. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 36.69, the open interest changed by 11 which increased total open position to 48
On 23 May IEX was trading at 195.03. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 37.21, the open interest changed by 11 which increased total open position to 36
On 22 May IEX was trading at 194.83. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 35.98, the open interest changed by 6 which increased total open position to 27
On 21 May IEX was trading at 199.18. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 38.05, the open interest changed by 13 which increased total open position to 19
On 20 May IEX was trading at 197.45. The strike last trading price was 1.75, which was -1.7 lower than the previous day. The implied volatity was 35.27, the open interest changed by 6 which increased total open position to 6
IEX 26JUN2025 225 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 | 31.55 | 0 | 0.00 | 0 | 0 | 0 |
12 Jun | 190.21 | 31.55 | 0 | 0.00 | 0 | -13 | 0 |
11 Jun | 193.68 | 31.55 | 15.35 | 51.25 | 122 | -12 | 27 |
10 Jun | 210.01 | 16.2 | -0.15 | 39.75 | 13 | 3 | 39 |
9 Jun | 209.31 | 15.85 | -6.4 | 35.71 | 187 | 10 | 36 |
6 Jun | 202.13 | 21.7 | -0.8 | 28.81 | 22 | 11 | 25 |
5 Jun | 199.33 | 22.5 | 0 | 0.00 | 0 | 1 | 0 |
4 Jun | 202.01 | 22.5 | -0.9 | 34.72 | 14 | 0 | 13 |
3 Jun | 201.17 | 23.5 | -0.2 | 32.00 | 20 | 6 | 13 |
2 Jun | 200.63 | 23.7 | -1.3 | - | 18 | 1 | 6 |
30 May | 200.55 | 25 | -2 | 37.97 | 7 | 4 | 5 |
29 May | 199.81 | 27 | 0 | 0.00 | 0 | 0 | 0 |
28 May | 197.81 | 27 | 0 | 0.00 | 0 | 0 | 0 |
27 May | 199.45 | 27 | 0 | 0.00 | 0 | 0 | 0 |
26 May | 194.50 | 27 | 0 | 0.00 | 0 | 0 | 0 |
23 May | 195.03 | 27 | 0 | 0.00 | 0 | 0 | 0 |
22 May | 194.83 | 27 | 0 | 0.00 | 0 | 0 | 0 |
21 May | 199.18 | 27 | 0 | 0.00 | 0 | 1 | 0 |
20 May | 197.45 | 27 | -19.75 | 37.10 | 1 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 225 expiring on 26JUN2025
Delta for 225 PE is 0.00
Historical price for 225 PE is as follows
On 13 Jun IEX was trading at 187.22. The strike last trading price was 31.55, 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 12 Jun IEX was trading at 190.21. The strike last trading price was 31.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 11 Jun IEX was trading at 193.68. The strike last trading price was 31.55, which was 15.35 higher than the previous day. The implied volatity was 51.25, the open interest changed by -12 which decreased total open position to 27
On 10 Jun IEX was trading at 210.01. The strike last trading price was 16.2, which was -0.15 lower than the previous day. The implied volatity was 39.75, the open interest changed by 3 which increased total open position to 39
On 9 Jun IEX was trading at 209.31. The strike last trading price was 15.85, which was -6.4 lower than the previous day. The implied volatity was 35.71, the open interest changed by 10 which increased total open position to 36
On 6 Jun IEX was trading at 202.13. The strike last trading price was 21.7, which was -0.8 lower than the previous day. The implied volatity was 28.81, the open interest changed by 11 which increased total open position to 25
On 5 Jun IEX was trading at 199.33. The strike last trading price was 22.5, 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 4 Jun IEX was trading at 202.01. The strike last trading price was 22.5, which was -0.9 lower than the previous day. The implied volatity was 34.72, the open interest changed by 0 which decreased total open position to 13
On 3 Jun IEX was trading at 201.17. The strike last trading price was 23.5, which was -0.2 lower than the previous day. The implied volatity was 32.00, the open interest changed by 6 which increased total open position to 13
On 2 Jun IEX was trading at 200.63. The strike last trading price was 23.7, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 30 May IEX was trading at 200.55. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was 37.97, the open interest changed by 4 which increased total open position to 5
On 29 May IEX was trading at 199.81. The strike last trading price was 27, 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 28 May IEX was trading at 197.81. The strike last trading price was 27, 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 27, 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 27, 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 27, 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 27, 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 27, 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 20 May IEX was trading at 197.45. The strike last trading price was 27, which was -19.75 lower than the previous day. The implied volatity was 37.10, the open interest changed by 0 which decreased total open position to 0