IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.05
Theta: -0.08
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 149.03 | 0.45 | -0.2 | 32.21 | 418 | -93 | 796 | |||||||||
| 14 Sept | 144.84 | 0.45 | 0.05 | 30.33 | 321 | -40 | 548 | |||||||||
| 17 Aug | 140.27 | 2 | -0.3 | 37.11 | 69 | 37 | 107 | |||||||||
For Indian Energy Exc Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.11
Historical price for 160 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 32.21, the open interest changed by -93 which decreased total open position to 796
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by -40 which decreased total open position to 548
On 17 Aug IEX was trading at 140.27. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 37.11, the open interest changed by 37 which increased total open position to 107
| IEX 30SEP2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.05
Theta: -0.04
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 11.1 | -0.15 | 32.43 | 23 | -2 | 143 |
| 14 Sept | 144.84 | 13.9 | -2.45 | 29.17 | 6 | 0 | 109 |
| 17 Aug | 140.27 | 22.8 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.88
Historical price for 160 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 11.1, which was -0.15 lower than the previous day. The implied volatity was 32.43, the open interest changed by -2 which decreased total open position to 143
On 14 Sept IEX was trading at 144.84. The strike last trading price was 13.9, which was -2.45 lower than the previous day. The implied volatity was 29.17, the open interest changed by 0 which decreased total open position to 109
On 17 Aug IEX was trading at 140.27. The strike last trading price was 22.8, 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
