IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 142.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.05
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 7.2 | -0.5 | 23.91 | 41 | -10 | 179 | |||||||||
| 14 Sept | 144.84 | 5.7 | 1.35 | 26.70 | 484 | -25 | 249 | |||||||||
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| 17 Aug | 140.27 | 6.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 CE is 0.87
Historical price for 142.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 7.2, which was -0.5 lower than the previous day. The implied volatity was 23.91, the open interest changed by -10 which decreased total open position to 179
On 14 Sept IEX was trading at 144.84. The strike last trading price was 5.7, which was 1.35 higher than the previous day. The implied volatity was 26.70, the open interest changed by -25 which decreased total open position to 249
On 17 Aug IEX was trading at 140.27. The strike last trading price was 6.7, 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 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.06
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 0.65 | -0.25 | 28.29 | 62 | -6 | 219 |
| 14 Sept | 144.84 | 1.8 | -1.1 | 26.71 | 259 | 14 | 239 |
| 17 Aug | 140.27 | 17.4 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 PE is -0.16
Historical price for 142.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 28.29, the open interest changed by -6 which decreased total open position to 219
On 14 Sept IEX was trading at 144.84. The strike last trading price was 1.8, which was -1.1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 14 which increased total open position to 239
On 17 Aug IEX was trading at 140.27. The strike last trading price was 17.4, 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
