IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.00
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 149.03 | 14.3 | -0.15 | 23.77 | 4 | 1 | 57 | |||||||||
| 14 Sept | 144.84 | 10.8 | 1.1 | - | 4 | 1 | 55 | |||||||||
| 17 Aug | 140.27 | 58.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.99
Historical price for 135 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 14.3, which was -0.15 lower than the previous day. The implied volatity was 23.77, the open interest changed by 1 which increased total open position to 57
On 14 Sept IEX was trading at 144.84. The strike last trading price was 10.8, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55
On 17 Aug IEX was trading at 140.27. The strike last trading price was 58.05, 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 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.2 | -0.1 | 36.05 | 4 | 0 | 269 |
| 14 Sept | 144.84 | 0.55 | -0.35 | 30.80 | 119 | 28 | 310 |
| 17 Aug | 140.27 | 9.8 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.05
Historical price for 135 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 269
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 30.80, the open interest changed by 28 which increased total open position to 310
On 17 Aug IEX was trading at 140.27. The strike last trading price was 9.8, 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
