IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 152.5 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.09
Theta: -0.13
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 1.45 | -0.45 | 26.36 | 611 | -13 | 422 | |||||||||
| 14 Sept | 144.84 | 1.35 | 0.3 | 27.28 | 439 | 65 | 174 | |||||||||
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| 17 Aug | 140.27 | 8.35 | 0 | 6.36 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is 0.33
Historical price for 152.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 26.36, the open interest changed by -13 which decreased total open position to 422
On 14 Sept IEX was trading at 144.84. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 27.28, the open interest changed by 65 which increased total open position to 174
On 17 Aug IEX was trading at 140.27. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
| IEX 30SEP2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.10
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 4.9 | -0.2 | 29.40 | 66 | 8 | 93 |
| 14 Sept | 144.84 | 7.2 | -2.3 | 25.35 | 13 | 0 | 19 |
| 17 Aug | 140.27 | 24 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -0.65
Historical price for 152.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 4.9, which was -0.2 lower than the previous day. The implied volatity was 29.40, the open interest changed by 8 which increased total open position to 93
On 14 Sept IEX was trading at 144.84. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 19
On 17 Aug IEX was trading at 140.27. The strike last trading price was 24, 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
