IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.08
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 0.95 | -0.35 | 28.14 | 801 | 2 | 912 | |||||||||
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| 14 Sept | 144.84 | 0.95 | 0.25 | 28.47 | 287 | 8 | 540 | |||||||||
| 17 Aug | 140.27 | 40.7 | 0 | 7.64 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.23
Historical price for 155 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.14, the open interest changed by 2 which increased total open position to 912
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 28.47, the open interest changed by 8 which increased total open position to 540
On 17 Aug IEX was trading at 140.27. The strike last trading price was 40.7, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
| IEX 30SEP2025 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.08
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 6.6 | -0.35 | 28.09 | 33 | 14 | 280 |
| 14 Sept | 144.84 | 9.35 | -2 | 26.87 | 6 | -3 | 130 |
| 17 Aug | 140.27 | 3.05 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.77
Historical price for 155 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 28.09, the open interest changed by 14 which increased total open position to 280
On 14 Sept IEX was trading at 144.84. The strike last trading price was 9.35, which was -2 lower than the previous day. The implied volatity was 26.87, the open interest changed by -3 which decreased total open position to 130
On 17 Aug IEX was trading at 140.27. The strike last trading price was 3.05, 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
