[--[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 185 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 20.6 0 0.00 0 0 0
14 Sept 144.84 20.6 0 0.00 0 0 0
17 Aug 140.27 20.6 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 185 expiring on 30SEP2025

Delta for 185 CE is 0.00

Historical price for 185 CE is as follows

On 21 Sept IEX was trading at 149.03. The strike last trading price was 20.6, 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 20.6, 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 20.6, 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 185 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Sept 149.03 34.85 -0.7 - 1 0 22
14 Sept 144.84 43.25 0 0.00 0 0 0
17 Aug 140.27 34 0 0.00 0 0 0


For Indian Energy Exc Ltd - strike price 185 expiring on 30SEP2025

Delta for 185 PE is -

Historical price for 185 PE is as follows

On 21 Sept IEX was trading at 149.03. The strike last trading price was 34.85, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 14 Sept IEX was trading at 144.84. The strike last trading price was 43.25, 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 34, 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