IEX
Indian Energy Exc Ltd
Historical option data for IEX
28 Sep 2025 10:09 PM IST
| IEX 28-OCT-2025 145 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.15
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 137.76 | 3.1 | -0.85 | 34.22 | 396 | 132 | 327 | |||||||||
| 21 Sept | 149.03 | 8.9 | 0.15 | 30.39 | 4 | 2 | 28 | |||||||||
| 14 Sept | 144.84 | 6.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 140.27 | 13.9 | 0 | 0.99 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 145 expiring on 28OCT2025
Delta for 145 CE is 0.35
Historical price for 145 CE is as follows
On 28 Sept IEX was trading at 137.76. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 34.22, the open interest changed by 132 which increased total open position to 327
On 21 Sept IEX was trading at 149.03. The strike last trading price was 8.9, which was 0.15 higher than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 28
On 14 Sept IEX was trading at 144.84. The strike last trading price was 6.35, 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
On 17 Aug IEX was trading at 140.27. The strike last trading price was 13.9, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
| IEX 28OCT2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.15
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 137.76 | 9.65 | 2.05 | 36.31 | 106 | 78 | 222 |
| 21 Sept | 149.03 | 3.5 | -0.45 | 30.51 | 20 | 10 | 54 |
| 14 Sept | 144.84 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 140.27 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 145 expiring on 28OCT2025
Delta for 145 PE is -0.64
Historical price for 145 PE is as follows
On 28 Sept IEX was trading at 137.76. The strike last trading price was 9.65, which was 2.05 higher than the previous day. The implied volatity was 36.31, the open interest changed by 78 which increased total open position to 222
On 21 Sept IEX was trading at 149.03. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 30.51, the open interest changed by 10 which increased total open position to 54
On 14 Sept IEX was trading at 144.84. The strike last trading price was 6, 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
On 17 Aug IEX was trading at 140.27. The strike last trading price was 0, 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
