IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 175 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 0.15 | 0 | 47.46 | 1 | 0 | 19 | |||||||||
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| 14 Sept | 144.84 | 0.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 140.27 | 26.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 175 expiring on 30SEP2025
Delta for 175 CE is 0.03
Historical price for 175 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 47.46, the open interest changed by 0 which decreased total open position to 19
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 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 26.35, 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 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 22.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 144.84 | 31 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 140.27 | 8.4 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 175 expiring on 30SEP2025
Delta for 175 PE is 0.00
Historical price for 175 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 22.45, 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 31, 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 8.4, 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
