[--[65.84.65.76]--]
IEX
Indian Energy Exc Ltd

146.09 -2.94 (-1.97%)

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Historical option data for IEX

21 Sep 2025 04:13 PM IST
IEX 30SEP2025 172.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 149.03 0 0 0.00 0 0 0
14 Sept 144.84 0 0 0.00 0 0 0
17 Aug 140.27 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 172.5 expiring on 30SEP2025

Delta for 172.5 CE is 0.00

Historical price for 172.5 CE is as follows

On 21 Sept IEX was trading at 149.03. The strike last trading price was 0, 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 14 Sept IEX was trading at 144.84. The strike last trading price was 0, 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 0, 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


IEX 30SEP2025 172.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 149.03 0 0 0.00 0 0 0
14 Sept 144.84 0 0 0.00 0 0 0
17 Aug 140.27 0 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 172.5 expiring on 30SEP2025

Delta for 172.5 PE is 0.00

Historical price for 172.5 PE is as follows

On 21 Sept IEX was trading at 149.03. The strike last trading price was 0, 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 14 Sept IEX was trading at 144.84. The strike last trading price was 0, 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 0, 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