IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.05
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 9.7 | -0.15 | 30.22 | 35 | -5 | 304 | |||||||||
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| 14 Sept | 144.84 | 7.85 | 1.95 | 30.42 | 668 | -24 | 353 | |||||||||
| 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 0.90
Historical price for 140 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 9.7, which was -0.15 lower than the previous day. The implied volatity was 30.22, the open interest changed by -5 which decreased total open position to 304
On 14 Sept IEX was trading at 144.84. The strike last trading price was 7.85, which was 1.95 higher than the previous day. The implied volatity was 30.42, the open interest changed by -24 which decreased total open position to 353
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: -0.10
Vega: 0.05
Theta: -0.06
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.4 | -0.15 | 30.24 | 331 | -48 | 501 |
| 14 Sept | 144.84 | 1.2 | -0.8 | 27.79 | 388 | -31 | 586 |
| 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 -0.10
Historical price for 140 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.24, the open interest changed by -48 which decreased total open position to 501
On 14 Sept IEX was trading at 144.84. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 27.79, the open interest changed by -31 which decreased total open position to 586
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
