IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 132.5 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 | 16.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 144.84 | 13.85 | 1.55 | - | 19 | -3 | 13 | |||||||||
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| 17 Aug | 140.27 | 10.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 CE is 0.00
Historical price for 132.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 16.75, 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 13.85, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13
On 17 Aug IEX was trading at 140.27. The strike last trading price was 10.65, 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
| IEX 30SEP2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
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 | -0.1 | 39.12 | 4 | 0 | 64 |
| 14 Sept | 144.84 | 0.4 | -0.2 | 32.93 | 9 | 0 | 70 |
| 17 Aug | 140.27 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 PE is -0.04
Historical price for 132.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 39.12, the open interest changed by 0 which decreased total open position to 64
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 70
On 17 Aug IEX was trading at 140.27. The strike last trading price was 8.5, 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
