IEX
Indian Energy Exc Ltd
Historical option data for IEX
21 Sep 2025 04:13 PM IST
| IEX 30SEP2025 180 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 149.03 | 0.1 | 0 | 51.72 | 11 | -1 | 155 | |||||||||
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| 14 Sept | 144.84 | 0.15 | 0 | 46.92 | 1 | -1 | 116 | |||||||||
| 17 Aug | 140.27 | 0.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.02
Historical price for 180 CE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 51.72, the open interest changed by -1 which decreased total open position to 155
On 14 Sept IEX was trading at 144.84. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 46.92, the open interest changed by -1 which decreased total open position to 116
On 17 Aug IEX was trading at 140.27. The strike last trading price was 0.9, 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 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 149.03 | 30.5 | -0.5 | - | 3 | -1 | 119 |
| 14 Sept | 144.84 | 33.6 | -1.55 | 48.58 | 9 | -9 | 160 |
| 17 Aug | 140.27 | 38.5 | 0.5 | 47.27 | 1 | 1 | 7 |
For Indian Energy Exc Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -
Historical price for 180 PE is as follows
On 21 Sept IEX was trading at 149.03. The strike last trading price was 30.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 14 Sept IEX was trading at 144.84. The strike last trading price was 33.6, which was -1.55 lower than the previous day. The implied volatity was 48.58, the open interest changed by -9 which decreased total open position to 160
On 17 Aug IEX was trading at 140.27. The strike last trading price was 38.5, which was 0.5 higher than the previous day. The implied volatity was 47.27, the open interest changed by 1 which increased total open position to 7
