IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 0.2 | -0.15 | 35.01 | 240 | -40 | 344 | |||||||||
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| 14 Sept | 144.84 | 0.25 | 0 | 33.14 | 7 | 2 | 183 | |||||||||
| 17 Aug | 140.27 | 33.1 | 0 | 12.06 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 CE is 0.05
Historical price for 165 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 35.01, the open interest changed by -40 which decreased total open position to 344
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 183
On 17 Aug IEX was trading at 140.27. The strike last trading price was 33.1, which was 0 lower than the previous day. The implied volatity was 12.06, the open interest changed by 0 which decreased total open position to 0
| IEX 30SEP2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.03
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 15.9 | 0 | 37.49 | 9 | -1 | 59 |
| 14 Sept | 144.84 | 18.75 | -0.7 | 33.46 | 5 | 1 | 41 |
| 17 Aug | 140.27 | 5.3 | 0 | - | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 PE is -0.93
Historical price for 165 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was 37.49, the open interest changed by -1 which decreased total open position to 59
On 14 Sept IEX was trading at 144.84. The strike last trading price was 18.75, which was -0.7 lower than the previous day. The implied volatity was 33.46, the open interest changed by 1 which increased total open position to 41
On 17 Aug IEX was trading at 140.27. The strike last trading price was 5.3, 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
