IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 137.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.03
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 149.03 | 11.95 | 0.05 | 29.18 | 12 | 1 | 51 | |||||||||
| 14 Sept | 144.84 | 8.3 | 0.55 | - | 28 | 1 | 37 | |||||||||
| 17 Aug | 140.27 | 10.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 CE is 0.95
Historical price for 137.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 11.95, which was 0.05 higher than the previous day. The implied volatity was 29.18, the open interest changed by 1 which increased total open position to 51
On 14 Sept IEX was trading at 144.84. The strike last trading price was 8.3, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 17 Aug IEX was trading at 140.27. The strike last trading price was 10.5, 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
| IEX 30SEP2025 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.3 | -0.05 | 33.73 | 17 | 7 | 198 |
| 14 Sept | 144.84 | 0.8 | -0.55 | 29.11 | 324 | 23 | 227 |
| 17 Aug | 140.27 | 6.65 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 PE is -0.08
Historical price for 137.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by 7 which increased total open position to 198
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 29.11, the open interest changed by 23 which increased total open position to 227
On 17 Aug IEX was trading at 140.27. The strike last trading price was 6.65, 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
