IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 157.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.06
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 149.03 | 0.6 | -0.3 | 29.44 | 143 | -35 | 122 | |||||||||
| 14 Sept | 144.84 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 140.27 | 7 | 0 | 8.87 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 CE is 0.15
Historical price for 157.5 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 29.44, the open interest changed by -35 which decreased total open position to 122
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.5, 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
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 8.87, the open interest changed by 0 which decreased total open position to 0
| IEX 30SEP2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.06
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 8.8 | -0.35 | 30.30 | 27 | -2 | 37 |
| 14 Sept | 144.84 | 11.8 | -2.25 | 31.03 | 2 | -1 | 25 |
| 17 Aug | 140.27 | 27.6 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 PE is -0.84
Historical price for 157.5 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 8.8, which was -0.35 lower than the previous day. The implied volatity was 30.30, the open interest changed by -2 which decreased total open position to 37
On 14 Sept IEX was trading at 144.84. The strike last trading price was 11.8, which was -2.25 lower than the previous day. The implied volatity was 31.03, the open interest changed by -1 which decreased total open position to 25
On 17 Aug IEX was trading at 140.27. The strike last trading price was 27.6, 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
