Historical option data for IEX
26 May 2026 04:10 PM IST
| IEX 30-Jun-2026 (34d) 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0
Theta: -0.07
Gamma: 0.03483
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 127.47 | 3.9 | -0.1 (-2.50%) | 28.7 | 1,154 | 369 | 1,071 | |||||||||
| 25 May | 127.58 | 4.25 | 0.25 (6.25%) | 31.92 | 518 | 174 | 702 | |||||||||
| 22 May | 127.07 | 4.24 | 0.24 (6.00%) | 31.22 | 417 | 155 | 523 | |||||||||
| 21 May | 127.05 | 4.3 | 0.3 (7.50%) | 32.76 | 288 | 131 | 363 | |||||||||
| 20 May | 125.62 | 3.95 | -0.05 (-1.25%) | 32.69 | 71 | 23 | 231 | |||||||||
| 19 May | 125.48 | 4 | 1 (33.33%) | 33.41 | 101 | 46 | 205 | |||||||||
| 18 May | 123.50 | 3.5 | -0.5 (-12.50%) | 32.94 | 240 | 73 | 160 | |||||||||
| 15 May | 125.27 | 4.33 | -0.67 (-13.40%) | 33.83 | 46 | 27 | 88 | |||||||||
| 14 May | 128.44 | 5 | -1 (-16.67%) | 28.57 | 20 | 5 | 61 | |||||||||
| 13 May | 127.53 | 5.6 | 0.6 (12.00%) | 0 | 41 | 16 | 55 | |||||||||
| 12 May | 127.21 | 4.67 | -2.33 (-33.29%) | 0 | 26 | 14 | 40 | |||||||||
| 11 May | 130.71 | 6.64 | -1.36 (-17.00%) | 0 | 16 | 8 | 25 | |||||||||
| 8 May | 134.12 | 8.27 | 0.87 (11.76%) | 27.21 | 17 | 8 | 18 | |||||||||
| 7 May | 133.81 | 7.4 | 1.93 (35.28%) | 26.14 | 15 | 8 | 12 | |||||||||
| 6 May | 129.80 | 5.47 | 0.68 (14.20%) | 27.35 | 4 | 2 | 4 | |||||||||
| 5 May | 127.62 | 4.79 | -4.31 (-47.36%) | - | 0 | 0 | 2 | |||||||||
| 4 May | 126.97 | 4.79 | -4.31 (-47.36%) | - | 0 | 0 | 2 | |||||||||
| 30 Apr | 125.19 | 4.79 | -2.25 (-31.96%) | 30.71 | 5 | 3 | 3 | |||||||||
| 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 | 7.04 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 129.69 | 7.04 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Indian Energy Exc Ltd - strike price 130 expiring on 30JUN2026
Delta for 130 CE is 0.47
Historical price for 130 CE is as follows
On 26 May IEX was trading at 127.47. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 28.7, the open interest changed by 369 which increased total open position to 1071
On 25 May IEX was trading at 127.58. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 31.92, the open interest changed by 174 which increased total open position to 702
On 22 May IEX was trading at 127.07. The strike last trading price was 4.24, which was 0.24 higher than the previous day. The implied volatity was 31.22, the open interest changed by 155 which increased total open position to 523
On 21 May IEX was trading at 127.05. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was 32.76, the open interest changed by 131 which increased total open position to 363
On 20 May IEX was trading at 125.62. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was 32.69, the open interest changed by 23 which increased total open position to 231
On 19 May IEX was trading at 125.48. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 33.41, the open interest changed by 46 which increased total open position to 205
On 18 May IEX was trading at 123.50. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 32.94, the open interest changed by 73 which increased total open position to 160
On 15 May IEX was trading at 125.27. The strike last trading price was 4.33, which was -0.67 lower than the previous day. The implied volatity was 33.83, the open interest changed by 27 which increased total open position to 88
On 14 May IEX was trading at 128.44. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 28.57, the open interest changed by 5 which increased total open position to 61
On 13 May IEX was trading at 127.53. The strike last trading price was 5.6, which was 0.6 higher than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 55
On 12 May IEX was trading at 127.21. The strike last trading price was 4.67, which was -2.33 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 40
On 11 May IEX was trading at 130.71. The strike last trading price was 6.64, which was -1.36 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 25
On 8 May IEX was trading at 134.12. The strike last trading price was 8.27, which was 0.87 higher than the previous day. The implied volatity was 27.21, the open interest changed by 8 which increased total open position to 18
On 7 May IEX was trading at 133.81. The strike last trading price was 7.4, which was 1.93 higher than the previous day. The implied volatity was 26.14, the open interest changed by 8 which increased total open position to 12
On 6 May IEX was trading at 129.80. The strike last trading price was 5.47, which was 0.68 higher than the previous day. The implied volatity was 27.35, the open interest changed by 2 which increased total open position to 4
On 5 May IEX was trading at 127.62. The strike last trading price was 4.79, which was -4.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May IEX was trading at 126.97. The strike last trading price was 4.79, which was -4.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr IEX was trading at 125.19. The strike last trading price was 4.79, which was -2.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by 3 which increased total open position to 3
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 7.04, 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 7.04, 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
| IEX 30-Jun-2026 (34d) 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0
Theta: -0.05
Gamma: 0.03828
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 127.47 | 4.94 | -0.42 (-7.84%) | 26.07 | 216 | 102 | 541 |
| 25 May | 127.58 | 5.38 | -0.34 (-5.94%) | 26.96 | 107 | 41 | 439 |
| 22 May | 127.07 | 5.71 | -0.06 (-1.04%) | 27.21 | 283 | 195 | 393 |
| 21 May | 127.05 | 5.75 | -1.41 (-19.69%) | 27.31 | 78 | 53 | 198 |
| 20 May | 125.62 | 7.13 | -0.22 (-2.99%) | 29.82 | 27 | 20 | 144 |
| 19 May | 125.48 | 7.36 | -1.54 (-17.30%) | 30.5 | 34 | 10 | 123 |
| 18 May | 123.50 | 8.9 | 1.04 (13.23%) | 32.35 | 10 | -4 | 112 |
| 15 May | 125.27 | 7.9 | 0.74 (10.34%) | 31.32 | 13 | 6 | 115 |
| 14 May | 128.44 | 7 | -1.23 (-14.95%) | 36.59 | 21 | -8 | 108 |
| 13 May | 127.53 | 8.23 | 0.23 (2.88%) | 0 | 4 | 3 | 116 |
| 12 May | 127.21 | 8 | 1.52 (23.46%) | 0 | 13 | 5 | 113 |
| 11 May | 130.71 | 6.52 | 1.7 (35.27%) | 0 | 55 | 28 | 108 |
| 8 May | 134.12 | 4.78 | 0.38 (8.64%) | 35.44 | 94 | 73 | 79 |
| 7 May | 133.81 | 4.4 | -2.42 (-35.48%) | 32.76 | 7 | 2 | 4 |
| 6 May | 129.80 | 6.82 | -13.14 (-65.83%) | 36.53 | 2 | 1 | 1 |
| 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 | 19.96 | 0 (0.00%) | 1.82 | 0 | 0 | 0 |
| 9 Apr | 129.69 | 19.96 | 0 (0.00%) | 1.32 | 0 | 0 | 0 |
For Indian Energy Exc Ltd - strike price 130 expiring on 30JUN2026
Delta for 130 PE is -0.54
Historical price for 130 PE is as follows
On 26 May IEX was trading at 127.47. The strike last trading price was 4.94, which was -0.42 lower than the previous day. The implied volatity was 26.07, the open interest changed by 102 which increased total open position to 541
On 25 May IEX was trading at 127.58. The strike last trading price was 5.38, which was -0.34 lower than the previous day. The implied volatity was 26.96, the open interest changed by 41 which increased total open position to 439
On 22 May IEX was trading at 127.07. The strike last trading price was 5.71, which was -0.06 lower than the previous day. The implied volatity was 27.21, the open interest changed by 195 which increased total open position to 393
On 21 May IEX was trading at 127.05. The strike last trading price was 5.75, which was -1.41 lower than the previous day. The implied volatity was 27.31, the open interest changed by 53 which increased total open position to 198
On 20 May IEX was trading at 125.62. The strike last trading price was 7.13, which was -0.22 lower than the previous day. The implied volatity was 29.82, the open interest changed by 20 which increased total open position to 144
On 19 May IEX was trading at 125.48. The strike last trading price was 7.36, which was -1.54 lower than the previous day. The implied volatity was 30.5, the open interest changed by 10 which increased total open position to 123
On 18 May IEX was trading at 123.50. The strike last trading price was 8.9, which was 1.04 higher than the previous day. The implied volatity was 32.35, the open interest changed by -4 which decreased total open position to 112
On 15 May IEX was trading at 125.27. The strike last trading price was 7.9, which was 0.74 higher than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 115
On 14 May IEX was trading at 128.44. The strike last trading price was 7, which was -1.23 lower than the previous day. The implied volatity was 36.59, the open interest changed by -8 which decreased total open position to 108
On 13 May IEX was trading at 127.53. The strike last trading price was 8.23, which was 0.23 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 116
On 12 May IEX was trading at 127.21. The strike last trading price was 8, which was 1.52 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 113
On 11 May IEX was trading at 130.71. The strike last trading price was 6.52, which was 1.7 higher than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 108
On 8 May IEX was trading at 134.12. The strike last trading price was 4.78, which was 0.38 higher than the previous day. The implied volatity was 35.44, the open interest changed by 73 which increased total open position to 79
On 7 May IEX was trading at 133.81. The strike last trading price was 4.4, which was -2.42 lower than the previous day. The implied volatity was 32.76, the open interest changed by 2 which increased total open position to 4
On 6 May IEX was trading at 129.80. The strike last trading price was 6.82, which was -13.14 lower than the previous day. The implied volatity was 36.53, the open interest changed by 1 which increased total open position to 1
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 19.96, which was 0 lower than the previous day. The implied volatity was 1.82, 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 19.96, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
