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[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd
142.76 0.69 (0.49%)

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Historical option data for IEX

17 Aug 2025 12:57 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IEX 30SEP2025 140 CE
Delta: 0.57
Vega: 0.20
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
17 Aug 140.27 7.85 -0.5 34.25 15 9 27

For Indian Energy Exc Ltd - strike price 140 expiring on 30SEP2025

Delta for 140 CE is 0.57

Historical price for 140 CE is as follows

On 17 Aug IEX was trading at 140.27. The strike last trading price was 7.85, which was -0.5 lower than the previous day. The implied volatity was 34.25, the open interest changed by 9 which increased total open position to 27


IEX 30SEP2025 140 PE
Delta: -0.43
Vega: 0.20
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
17 Aug 140.27 6.6 0.2 37.89 12 2 31

For Indian Energy Exc Ltd - strike price 140 expiring on 30SEP2025

Delta for 140 PE is -0.43

Historical price for 140 PE is as follows

On 17 Aug IEX was trading at 140.27. The strike last trading price was 6.6, which was 0.2 higher than the previous day. The implied volatity was 37.89, the open interest changed by 2 which increased total open position to 31