IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 125 CE | ||||||||||||||||
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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 | |||||||||
| 21 Sept | 149.03 | 24.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 144.84 | 20.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 140.27 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.00
Historical price for 125 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 24.85, 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 14 Sept IEX was trading at 144.84. The strike last trading price was 20.15, 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 17 Aug IEX was trading at 140.27. The strike last trading price was 18.65, 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
| IEX 30SEP2025 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.15 | 0 | 54.54 | 3 | -1 | 126 |
| 14 Sept | 144.84 | 0.25 | 0 | 42.65 | 2 | -2 | 136 |
| 17 Aug | 140.27 | 1.85 | 0 | 39.36 | 17 | 9 | 61 |
For Indian Energy Exc Ltd - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.03
Historical price for 125 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 54.54, the open interest changed by -1 which decreased total open position to 126
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 42.65, the open interest changed by -2 which decreased total open position to 136
On 17 Aug IEX was trading at 140.27. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 39.36, the open interest changed by 9 which increased total open position to 61
