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Historical option data for IEX

11 Jun 2026 04:13 PM IST
IEX 30-Jun-2026 (18d) 126 CE
Delta: 0.19
Vega: 0
Theta: -0.07
Gamma: 0.03027
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 117.07 0.94 -0.06 (-6.00%) 33.67 84 23 203
10 Jun 118.75 1.3 -0.7 (-35.00%) 32.61 20 -4 181
9 Jun 120.06 1.85 -0.15 (-7.50%) 32.4 52 0 185
8 Jun 118.96 1.49 -1.51 (-50.33%) 34.64 68 9 185
5 Jun 122.38 2.95 -1.05 (-26.25%) 33.4 145 -16 173
4 Jun 124.07 3.72 -0.28 (-7.00%) 33.15 479 72 187
3 Jun 123.28 3.7 -1.3 (-26.00%) 34.6 95 2 116
2 Jun 125.25 4.53 0.53 (13.25%) 33.1 71 18 113
1 Jun 125.39 4.61 -1.39 (-23.17%) 32.67 173 48 96
29 May 128.31 6.42 1.42 (28.40%) 32.84 70 -12 47
27 May 126.59 5.4 -0.6 (-10.00%) 29.9 103 38 60
26 May 127.47 6.32 0.32 (5.33%) 31.86 14 0 22
25 May 127.58 6.32 0.32 (5.33%) 31.86 14 10 21
22 May 127.07 6.47 0.47 (7.83%) 33.29 4 2 10
21 May 127.05 6.36 -1.64 (-20.50%) 32.53 15 5 5
18 May 123.50 0 -8 (-100.00%) - 0 0 0
15 May 125.27 0 -8 (-100.00%) - 0 0 0
14 May 128.44 0 -8 (-100.00%) 0 0 0 0
13 May 127.53 0 -8 (-100.00%) 0 0 0 0
12 May 127.21 0 -8 (-100.00%) 0 0 0 0
11 May 130.71 0 -8 (-100.00%) 0 0 0 0
8 May 134.12 0 0 - 0 0 0
7 May 133.81 0 0 - 0 0 0
6 May 129.80 0 0 - 0 0 0
5 May 127.62 0 0 - 0 0 0
4 May 126.97 0 0 - 0 0 0
30 Apr 125.19 0 0 - 0 0 0
29 Apr 126.05 0 0 - 0 0 0
28 Apr 125.94 0 0 - 0 0 0
27 Apr 126.45 0 0 - 0 0 0
24 Apr 123.23 0 0 - 0 0 0
23 Apr 126.92 0 0 - 0 0 0
22 Apr 125.78 0 0 - 0 0 0
21 Apr 126.06 0 0 - 0 0 0
20 Apr 124.99 0 0 - 0 0 0
17 Apr 135.81 - - - 0 0 0
16 Apr 134.41 - - - 0 0 0
15 Apr 132.81 - - - 0 0 0
13 Apr 129.14 - - - 0 0 0
10 Apr 129.99 8.28 0 (0.00%) - 0 0 0
9 Apr 129.69 8.28 0 (0.00%) - 0 0 0
8 Apr 129.44 - - - 0 0 0
7 Apr 126.97 - - - 0 0 0
6 Apr 126.16 - - - 0 0 0
2 Apr 119.42 8.28 0 (0.00%) 2.63 0 0 0


For Indian Energy Exc Ltd - strike price 126 expiring on 30JUN2026

Delta for 126 CE is 0.19

Historical price for 126 CE is as follows

On 11 Jun IEX was trading at 117.07. The strike last trading price was 0.94, which was -0.06 lower than the previous day. The implied volatity was 33.67, the open interest changed by 23 which increased total open position to 203


On 10 Jun IEX was trading at 118.75. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 32.61, the open interest changed by -4 which decreased total open position to 181


On 9 Jun IEX was trading at 120.06. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 32.4, the open interest changed by 0 which decreased total open position to 185


On 8 Jun IEX was trading at 118.96. The strike last trading price was 1.49, which was -1.51 lower than the previous day. The implied volatity was 34.64, the open interest changed by 9 which increased total open position to 185


On 5 Jun IEX was trading at 122.38. The strike last trading price was 2.95, which was -1.05 lower than the previous day. The implied volatity was 33.4, the open interest changed by -16 which decreased total open position to 173


On 4 Jun IEX was trading at 124.07. The strike last trading price was 3.72, which was -0.28 lower than the previous day. The implied volatity was 33.15, the open interest changed by 72 which increased total open position to 187


On 3 Jun IEX was trading at 123.28. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 34.6, the open interest changed by 2 which increased total open position to 116


On 2 Jun IEX was trading at 125.25. The strike last trading price was 4.53, which was 0.53 higher than the previous day. The implied volatity was 33.1, the open interest changed by 18 which increased total open position to 113


On 1 Jun IEX was trading at 125.39. The strike last trading price was 4.61, which was -1.39 lower than the previous day. The implied volatity was 32.67, the open interest changed by 48 which increased total open position to 96


On 29 May IEX was trading at 128.31. The strike last trading price was 6.42, which was 1.42 higher than the previous day. The implied volatity was 32.84, the open interest changed by -12 which decreased total open position to 47


On 27 May IEX was trading at 126.59. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 29.9, the open interest changed by 38 which increased total open position to 60


On 26 May IEX was trading at 127.47. The strike last trading price was 6.32, which was 0.32 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 22


On 25 May IEX was trading at 127.58. The strike last trading price was 6.32, which was 0.32 higher than the previous day. The implied volatity was 31.86, the open interest changed by 10 which increased total open position to 21


On 22 May IEX was trading at 127.07. The strike last trading price was 6.47, which was 0.47 higher than the previous day. The implied volatity was 33.29, the open interest changed by 2 which increased total open position to 10


On 21 May IEX was trading at 127.05. The strike last trading price was 6.36, which was -1.64 lower than the previous day. The implied volatity was 32.53, the open interest changed by 5 which increased total open position to 5


On 18 May IEX was trading at 123.50. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May IEX was trading at 125.27. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May IEX was trading at 128.44. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May IEX was trading at 127.53. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May IEX was trading at 127.21. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May IEX was trading at 130.71. The strike last trading price was 0, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May IEX was trading at 134.12. The strike last trading price was 0, 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


On 7 May IEX was trading at 133.81. The strike last trading price was 0, 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


On 6 May IEX was trading at 129.80. The strike last trading price was 0, 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


On 5 May IEX was trading at 127.62. The strike last trading price was 0, 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


On 4 May IEX was trading at 126.97. The strike last trading price was 0, 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


On 30 Apr IEX was trading at 125.19. The strike last trading price was 0, 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


On 29 Apr IEX was trading at 126.05. The strike last trading price was 0, 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


On 28 Apr IEX was trading at 125.94. The strike last trading price was 0, 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


On 27 Apr IEX was trading at 126.45. The strike last trading price was 0, 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


On 24 Apr IEX was trading at 123.23. The strike last trading price was 0, 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


On 23 Apr IEX was trading at 126.92. The strike last trading price was 0, 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


On 22 Apr IEX was trading at 125.78. The strike last trading price was 0, 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


On 21 Apr IEX was trading at 126.06. The strike last trading price was 0, 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


On 20 Apr IEX was trading at 124.99. The strike last trading price was 0, 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


On 17 Apr IEX was trading at 135.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IEX was trading at 134.41. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IEX was trading at 132.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr IEX was trading at 129.14. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr IEX was trading at 129.99. The strike last trading price was 8.28, 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


On 9 Apr IEX was trading at 129.69. The strike last trading price was 8.28, 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


On 8 Apr IEX was trading at 129.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr IEX was trading at 126.97. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr IEX was trading at 126.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr IEX was trading at 119.42. The strike last trading price was 8.28, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


IEX 30-Jun-2026 (18d) 126 PE
Delta: -0.73
Vega: 0
Theta: -0.05
Gamma: 0.04042
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 117.07 6.7 6.7 (-0.30%) 28.91 13 0 100
10 Jun 118.75 6.7 -0.02 (-0.30%) 28.91 13 -5 101
9 Jun 120.06 6.72 -2.01 (-23.02%) 27.54 31 -5 106
8 Jun 118.96 8.77 3.31 (60.62%) 34.01 2 0 112
5 Jun 122.38 5.51 1.03 (22.99%) 28.8 49 11 107
4 Jun 124.07 4.48 -0.51 (-10.22%) 27.91 115 -16 96
3 Jun 123.28 4.86 0.71 (17.11%) 27.13 23 1 111
2 Jun 125.25 4.15 -0.14 (-3.26%) 27.77 14 -1 110
1 Jun 125.39 4.26 1.41 (49.47%) 29.13 185 35 112
29 May 128.31 2.94 -0.6 (-16.95%) 27.31 87 -7 76
27 May 126.59 3.4 -0.01 (-0.29%) 26.84 94 51 84
26 May 127.47 3.41 -0.05 (-1.45%) 27.58 10 6 32
25 May 127.58 3.45 -0.2 (-5.48%) 28.54 30 25 26
22 May 127.07 3.65 -13.62 (-78.87%) 27.32 1 0 0
21 May 127.05 0 0 - 0 0 0
18 May 123.50 0 -17.27 (-100.00%) - 0 0 0
15 May 125.27 0 -17.27 (-100.00%) - 0 0 0
14 May 128.44 0 -17.27 (-100.00%) 0 0 0 0
13 May 127.53 0 -17.27 (-100.00%) 0 0 0 0
12 May 127.21 0 -17.27 (-100.00%) 0 0 0 0
11 May 130.71 0 -17.27 (-100.00%) 0 0 0 0
8 May 134.12 0 0 - 0 0 0
7 May 133.81 0 0 - 0 0 0
6 May 129.80 0 0 - 0 0 0
5 May 127.62 0 0 - 0 0 0
4 May 126.97 0 0 - 0 0 0
30 Apr 125.19 0 0 - 0 0 0
29 Apr 126.05 0 0 - 0 0 0
28 Apr 125.94 0 0 - 0 0 0
27 Apr 126.45 0 0 - 0 0 0
24 Apr 123.23 0 0 - 0 0 0
23 Apr 126.92 0 0 - 0 0 0
22 Apr 125.78 0 0 - 0 0 0
21 Apr 126.06 0 0 - 0 0 0
20 Apr 124.99 0 0 - 0 0 0
17 Apr 135.81 - - - 0 0 0
16 Apr 134.41 - - - 0 0 0
15 Apr 132.81 - - - 0 0 0
13 Apr 129.14 - - - 0 0 0
10 Apr 129.99 17.27 0 (0.00%) 4.38 0 0 0
9 Apr 129.69 17.27 0 (0.00%) 2.93 0 0 0
8 Apr 129.44 - - - 0 0 0
7 Apr 126.97 - - - 0 0 0
6 Apr 126.16 - - - 0 0 0
2 Apr 119.42 17.27 0 (0.00%) - 0 0 0


For Indian Energy Exc Ltd - strike price 126 expiring on 30JUN2026

Delta for 126 PE is -0.73

Historical price for 126 PE is as follows

On 11 Jun IEX was trading at 117.07. The strike last trading price was 6.7, which was 6.7 higher than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 100


On 10 Jun IEX was trading at 118.75. The strike last trading price was 6.7, which was -0.02 lower than the previous day. The implied volatity was 28.91, the open interest changed by -5 which decreased total open position to 101


On 9 Jun IEX was trading at 120.06. The strike last trading price was 6.72, which was -2.01 lower than the previous day. The implied volatity was 27.54, the open interest changed by -5 which decreased total open position to 106


On 8 Jun IEX was trading at 118.96. The strike last trading price was 8.77, which was 3.31 higher than the previous day. The implied volatity was 34.01, the open interest changed by 0 which decreased total open position to 112


On 5 Jun IEX was trading at 122.38. The strike last trading price was 5.51, which was 1.03 higher than the previous day. The implied volatity was 28.8, the open interest changed by 11 which increased total open position to 107


On 4 Jun IEX was trading at 124.07. The strike last trading price was 4.48, which was -0.51 lower than the previous day. The implied volatity was 27.91, the open interest changed by -16 which decreased total open position to 96


On 3 Jun IEX was trading at 123.28. The strike last trading price was 4.86, which was 0.71 higher than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 111


On 2 Jun IEX was trading at 125.25. The strike last trading price was 4.15, which was -0.14 lower than the previous day. The implied volatity was 27.77, the open interest changed by -1 which decreased total open position to 110


On 1 Jun IEX was trading at 125.39. The strike last trading price was 4.26, which was 1.41 higher than the previous day. The implied volatity was 29.13, the open interest changed by 35 which increased total open position to 112


On 29 May IEX was trading at 128.31. The strike last trading price was 2.94, which was -0.6 lower than the previous day. The implied volatity was 27.31, the open interest changed by -7 which decreased total open position to 76


On 27 May IEX was trading at 126.59. The strike last trading price was 3.4, which was -0.01 lower than the previous day. The implied volatity was 26.84, the open interest changed by 51 which increased total open position to 84


On 26 May IEX was trading at 127.47. The strike last trading price was 3.41, which was -0.05 lower than the previous day. The implied volatity was 27.58, the open interest changed by 6 which increased total open position to 32


On 25 May IEX was trading at 127.58. The strike last trading price was 3.45, which was -0.2 lower than the previous day. The implied volatity was 28.54, the open interest changed by 25 which increased total open position to 26


On 22 May IEX was trading at 127.07. The strike last trading price was 3.65, which was -13.62 lower than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 0


On 21 May IEX was trading at 127.05. The strike last trading price was 0, 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


On 18 May IEX was trading at 123.50. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May IEX was trading at 125.27. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May IEX was trading at 128.44. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May IEX was trading at 127.53. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May IEX was trading at 127.21. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May IEX was trading at 130.71. The strike last trading price was 0, which was -17.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May IEX was trading at 134.12. The strike last trading price was 0, 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


On 7 May IEX was trading at 133.81. The strike last trading price was 0, 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


On 6 May IEX was trading at 129.80. The strike last trading price was 0, 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


On 5 May IEX was trading at 127.62. The strike last trading price was 0, 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


On 4 May IEX was trading at 126.97. The strike last trading price was 0, 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


On 30 Apr IEX was trading at 125.19. The strike last trading price was 0, 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


On 29 Apr IEX was trading at 126.05. The strike last trading price was 0, 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


On 28 Apr IEX was trading at 125.94. The strike last trading price was 0, 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


On 27 Apr IEX was trading at 126.45. The strike last trading price was 0, 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


On 24 Apr IEX was trading at 123.23. The strike last trading price was 0, 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


On 23 Apr IEX was trading at 126.92. The strike last trading price was 0, 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


On 22 Apr IEX was trading at 125.78. The strike last trading price was 0, 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


On 21 Apr IEX was trading at 126.06. The strike last trading price was 0, 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


On 20 Apr IEX was trading at 124.99. The strike last trading price was 0, 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


On 17 Apr IEX was trading at 135.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr IEX was trading at 134.41. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr IEX was trading at 132.81. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr IEX was trading at 129.14. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr IEX was trading at 129.99. The strike last trading price was 17.27, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0


On 9 Apr IEX was trading at 129.69. The strike last trading price was 17.27, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 8 Apr IEX was trading at 129.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr IEX was trading at 126.97. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr IEX was trading at 126.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr IEX was trading at 119.42. The strike last trading price was 17.27, 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