IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
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 | 2.3 | -0.55 | 25.37 | 2,257 | 34 | 1,739 | |||||||||
| 14 Sept | 144.84 | 2 | 0.55 | 26.76 | 1,026 | -51 | 1,010 | |||||||||
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| 17 Aug | 140.27 | 4 | -0.4 | 35.31 | 21 | 7 | 173 | |||||||||
For Indian Energy Exc Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.47
Historical price for 150 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 25.37, the open interest changed by 34 which increased total open position to 1739
On 14 Sept IEX was trading at 144.84. The strike last trading price was 2, which was 0.55 higher than the previous day. The implied volatity was 26.76, the open interest changed by -51 which decreased total open position to 1010
On 17 Aug IEX was trading at 140.27. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 35.31, the open interest changed by 7 which increased total open position to 173
| IEX 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
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 | 3.3 | -0.2 | 28.59 | 629 | 31 | 572 |
| 14 Sept | 144.84 | 5.5 | -2 | 26.25 | 29 | -8 | 266 |
| 17 Aug | 140.27 | 2.25 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.53
Historical price for 150 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 28.59, the open interest changed by 31 which increased total open position to 572
On 14 Sept IEX was trading at 144.84. The strike last trading price was 5.5, which was -2 lower than the previous day. The implied volatity was 26.25, the open interest changed by -8 which decreased total open position to 266
On 17 Aug IEX was trading at 140.27. The strike last trading price was 2.25, 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
