IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.08
Theta: -0.13
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 149.03 | 5.35 | -0.35 | 26.10 | 284 | -18 | 781 | |||||||||
| 14 Sept | 144.84 | 4.15 | 1.1 | 26.45 | 1,599 | -93 | 1,091 | |||||||||
| 17 Aug | 140.27 | 5.5 | -0.85 | 33.95 | 12 | 6 | 17 | |||||||||
For Indian Energy Exc Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.75
Historical price for 145 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 5.35, which was -0.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by -18 which decreased total open position to 781
On 14 Sept IEX was trading at 144.84. The strike last trading price was 4.15, which was 1.1 higher than the previous day. The implied volatity was 26.45, the open interest changed by -93 which decreased total open position to 1091
On 17 Aug IEX was trading at 140.27. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 33.95, the open interest changed by 6 which increased total open position to 17
| IEX 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.08
Theta: -0.10
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 1.2 | -0.25 | 28.09 | 429 | 3 | 602 |
| 14 Sept | 144.84 | 2.7 | -1.5 | 26.16 | 480 | 6 | 410 |
| 17 Aug | 140.27 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.27
Historical price for 145 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by 3 which increased total open position to 602
On 14 Sept IEX was trading at 144.84. The strike last trading price was 2.7, which was -1.5 lower than the previous day. The implied volatity was 26.16, the open interest changed by 6 which increased total open position to 410
On 17 Aug IEX was trading at 140.27. The strike last trading price was 8.8, 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
