IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 28OCT2025 150 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.19
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 6.05 | -0.15 | 29.98 | 99 | 26 | 368 | |||||||||
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| 14 Sept | 144.84 | 4.7 | 0.85 | 28.04 | 16 | 8 | 71 | |||||||||
| 17 Aug | 140.27 | 7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 150 expiring on 28OCT2025
Delta for 150 CE is 0.53
Historical price for 150 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 6.05, which was -0.15 lower than the previous day. The implied volatity was 29.98, the open interest changed by 26 which increased total open position to 368
On 14 Sept IEX was trading at 144.84. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was 28.04, the open interest changed by 8 which increased total open position to 71
On 17 Aug IEX was trading at 140.27. The strike last trading price was 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 28OCT2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.19
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 5.8 | -0.2 | 31.14 | 26 | 11 | 170 |
| 14 Sept | 144.84 | 7.9 | -1.25 | 31.83 | 6 | 4 | 13 |
| 17 Aug | 140.27 | 24.65 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 150 expiring on 28OCT2025
Delta for 150 PE is -0.47
Historical price for 150 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 31.14, the open interest changed by 11 which increased total open position to 170
On 14 Sept IEX was trading at 144.84. The strike last trading price was 7.9, which was -1.25 lower than the previous day. The implied volatity was 31.83, the open interest changed by 4 which increased total open position to 13
On 17 Aug IEX was trading at 140.27. The strike last trading price was 24.65, 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
