IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 127.5 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 | 17.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 144.84 | 17.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 140.27 | 18.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 CE is 0.00
Historical price for 127.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 17.95, 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 17.95, 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 18.6, 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 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.15 | 0 | 49.34 | 1 | 1 | 77 |
| 14 Sept | 144.84 | 0.3 | 0 | 39.74 | 4 | 1 | 80 |
| 17 Aug | 140.27 | 6.85 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 PE is -0.03
Historical price for 127.5 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 49.34, the open interest changed by 1 which increased total open position to 77
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 39.74, the open interest changed by 1 which increased total open position to 80
On 17 Aug IEX was trading at 140.27. The strike last trading price was 6.85, 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
