IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 147.5 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.10
Theta: -0.14
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 3.6 | -0.45 | 25.24 | 421 | -11 | 322 | |||||||||
| 14 Sept | 144.84 | 3 | 0.85 | 27.11 | 535 | -20 | 316 | |||||||||
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| 17 Aug | 140.27 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.62
Historical price for 147.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by -11 which decreased total open position to 322
On 14 Sept IEX was trading at 144.84. The strike last trading price was 3, which was 0.85 higher than the previous day. The implied volatity was 27.11, the open interest changed by -20 which decreased total open position to 316
On 17 Aug IEX was trading at 140.27. The strike last trading price was 4.55, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.10
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 1.95 | -0.35 | 27.01 | 391 | 14 | 209 |
| 14 Sept | 144.84 | 3.95 | -1.75 | 26.14 | 172 | -23 | 110 |
| 17 Aug | 140.27 | 12.45 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.39
Historical price for 147.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 14 which increased total open position to 209
On 14 Sept IEX was trading at 144.84. The strike last trading price was 3.95, which was -1.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by -23 which decreased total open position to 110
On 17 Aug IEX was trading at 140.27. The strike last trading price was 12.45, 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
