IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 130 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 149.03 | 19.2 | -3.4 | - | 4 | -2 | 46 | |||||||||
| 14 Sept | 144.84 | 16.75 | 2.2 | 37.89 | 18 | -3 | 48 | |||||||||
| 17 Aug | 140.27 | 14 | 1.8 | 33.41 | 2 | 2 | 24 | |||||||||
For Indian Energy Exc Ltd - strike price 130 expiring on 30SEP2025
Delta for 130 CE is -
Historical price for 130 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 19.2, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 46
On 14 Sept IEX was trading at 144.84. The strike last trading price was 16.75, which was 2.2 higher than the previous day. The implied volatity was 37.89, the open interest changed by -3 which decreased total open position to 48
On 17 Aug IEX was trading at 140.27. The strike last trading price was 14, which was 1.8 higher than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 24
| IEX 30SEP2025 130 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 | -0.05 | 44.22 | 90 | 6 | 310 |
| 14 Sept | 144.84 | 0.3 | -0.2 | 35.22 | 116 | 67 | 320 |
| 17 Aug | 140.27 | 2.8 | 0 | 37.67 | 27 | 8 | 50 |
For Indian Energy Exc Ltd - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -0.03
Historical price for 130 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.22, the open interest changed by 6 which increased total open position to 310
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 35.22, the open interest changed by 67 which increased total open position to 320
On 17 Aug IEX was trading at 140.27. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 37.67, the open interest changed by 8 which increased total open position to 50
