IREDA
Indian Renewable Energy
Historical option data for IREDA
02 Mar 2026 04:13 PM IST
| IREDA 30-MAR-2026 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.11
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 115.93 | 1.78 | -1.01 | 34.65 | 1,085 | 86 | 1,256 | |||||||||
| 27 Feb | 122.25 | 2.73 | -1.02 | 24.54 | 537 | 87 | 1,173 | |||||||||
| 26 Feb | 124.75 | 3.84 | -0.03 | 23.93 | 588 | 77 | 1,090 | |||||||||
| 25 Feb | 125.49 | 3.88 | -0.51 | 21.83 | 819 | 240 | 1,035 | |||||||||
| 24 Feb | 126.01 | 4.5 | -0.3 | 20.91 | 817 | 268 | 831 | |||||||||
| 23 Feb | 127.23 | 4.8 | 0.16 | 17.68 | 369 | 93 | 560 | |||||||||
| 20 Feb | 126.65 | 4.51 | 0.02 | 18.06 | 257 | -6 | 467 | |||||||||
| 19 Feb | 125.72 | 4.47 | -1.43 | 22.71 | 287 | -10 | 452 | |||||||||
| 18 Feb | 127.87 | 5.93 | -0.44 | 21.57 | 191 | 38 | 461 | |||||||||
| 17 Feb | 127.03 | 6.25 | -0.1 | 24.91 | 148 | 8 | 423 | |||||||||
| 16 Feb | 127.07 | 6.43 | 2.09 | 27.19 | 547 | 266 | 413 | |||||||||
| 13 Feb | 123.56 | 4.35 | -0.7 | 24.37 | 131 | 26 | 147 | |||||||||
| 12 Feb | 125.22 | 4.94 | -0.74 | 23.37 | 179 | 82 | 120 | |||||||||
| 11 Feb | 126.67 | 5.68 | -1.32 | 21.57 | 48 | 24 | 37 | |||||||||
| 10 Feb | 129.28 | 7 | -1.15 | 18.83 | 2 | 0 | 12 | |||||||||
| 9 Feb | 128.81 | 8.15 | 0.55 | 26.63 | 2 | 1 | 11 | |||||||||
| 6 Feb | 128.29 | 7.6 | -0.48 | 22.87 | 14 | 8 | 11 | |||||||||
| 5 Feb | 129.93 | 8.08 | 4.51 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 131.76 | 8.08 | 4.51 | - | 0 | 0 | 3 | |||||||||
| 3 Feb | 129.54 | 8.08 | 4.51 | 21.31 | 3 | 0 | 4 | |||||||||
| 2 Feb | 127.44 | 3.57 | -8.86 | 4.41 | 10 | 0 | 0 | |||||||||
| 1 Feb | 128.24 | 12.43 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 132.08 | 12.43 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 133.26 | 12.43 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 133.87 | 12.43 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 125 expiring on 30MAR2026
Delta for 125 CE is 0.27
Historical price for 125 CE is as follows
On 2 Mar IREDA was trading at 115.93. The strike last trading price was 1.78, which was -1.01 lower than the previous day. The implied volatity was 34.65, the open interest changed by 86 which increased total open position to 1256
On 27 Feb IREDA was trading at 122.25. The strike last trading price was 2.73, which was -1.02 lower than the previous day. The implied volatity was 24.54, the open interest changed by 87 which increased total open position to 1173
On 26 Feb IREDA was trading at 124.75. The strike last trading price was 3.84, which was -0.03 lower than the previous day. The implied volatity was 23.93, the open interest changed by 77 which increased total open position to 1090
On 25 Feb IREDA was trading at 125.49. The strike last trading price was 3.88, which was -0.51 lower than the previous day. The implied volatity was 21.83, the open interest changed by 240 which increased total open position to 1035
On 24 Feb IREDA was trading at 126.01. The strike last trading price was 4.5, which was -0.3 lower than the previous day. The implied volatity was 20.91, the open interest changed by 268 which increased total open position to 831
On 23 Feb IREDA was trading at 127.23. The strike last trading price was 4.8, which was 0.16 higher than the previous day. The implied volatity was 17.68, the open interest changed by 93 which increased total open position to 560
On 20 Feb IREDA was trading at 126.65. The strike last trading price was 4.51, which was 0.02 higher than the previous day. The implied volatity was 18.06, the open interest changed by -6 which decreased total open position to 467
On 19 Feb IREDA was trading at 125.72. The strike last trading price was 4.47, which was -1.43 lower than the previous day. The implied volatity was 22.71, the open interest changed by -10 which decreased total open position to 452
On 18 Feb IREDA was trading at 127.87. The strike last trading price was 5.93, which was -0.44 lower than the previous day. The implied volatity was 21.57, the open interest changed by 38 which increased total open position to 461
On 17 Feb IREDA was trading at 127.03. The strike last trading price was 6.25, which was -0.1 lower than the previous day. The implied volatity was 24.91, the open interest changed by 8 which increased total open position to 423
On 16 Feb IREDA was trading at 127.07. The strike last trading price was 6.43, which was 2.09 higher than the previous day. The implied volatity was 27.19, the open interest changed by 266 which increased total open position to 413
On 13 Feb IREDA was trading at 123.56. The strike last trading price was 4.35, which was -0.7 lower than the previous day. The implied volatity was 24.37, the open interest changed by 26 which increased total open position to 147
On 12 Feb IREDA was trading at 125.22. The strike last trading price was 4.94, which was -0.74 lower than the previous day. The implied volatity was 23.37, the open interest changed by 82 which increased total open position to 120
On 11 Feb IREDA was trading at 126.67. The strike last trading price was 5.68, which was -1.32 lower than the previous day. The implied volatity was 21.57, the open interest changed by 24 which increased total open position to 37
On 10 Feb IREDA was trading at 129.28. The strike last trading price was 7, which was -1.15 lower than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 12
On 9 Feb IREDA was trading at 128.81. The strike last trading price was 8.15, which was 0.55 higher than the previous day. The implied volatity was 26.63, the open interest changed by 1 which increased total open position to 11
On 6 Feb IREDA was trading at 128.29. The strike last trading price was 7.6, which was -0.48 lower than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 11
On 5 Feb IREDA was trading at 129.93. The strike last trading price was 8.08, which was 4.51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb IREDA was trading at 131.76. The strike last trading price was 8.08, which was 4.51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb IREDA was trading at 129.54. The strike last trading price was 8.08, which was 4.51 higher than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 4
On 2 Feb IREDA was trading at 127.44. The strike last trading price was 3.57, which was -8.86 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IREDA was trading at 128.24. The strike last trading price was 12.43, 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 Jan IREDA was trading at 132.08. The strike last trading price was 12.43, 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 Jan IREDA was trading at 133.26. The strike last trading price was 12.43, 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 Jan IREDA was trading at 133.87. The strike last trading price was 12.43, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| IREDA 30MAR2026 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.12
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 115.93 | 10.7 | 2.46 | 46.8 | 150 | -62 | 501 |
| 27 Feb | 122.25 | 8.5 | 1.84 | 53.32 | 115 | 4 | 563 |
| 26 Feb | 124.75 | 6.3 | -0.29 | 45.12 | 68 | -4 | 559 |
| 25 Feb | 125.49 | 6.48 | 0.23 | 47.27 | 261 | 41 | 562 |
| 24 Feb | 126.01 | 5.96 | 0.1 | 46.53 | 351 | 185 | 523 |
| 23 Feb | 127.23 | 5.8 | -0.63 | 47.73 | 208 | -26 | 340 |
| 20 Feb | 126.65 | 6.69 | -0.48 | 49.77 | 145 | 58 | 366 |
| 19 Feb | 125.72 | 7.28 | 1.74 | 49.35 | 99 | 31 | 316 |
| 18 Feb | 127.87 | 5.7 | -0.4 | 45.44 | 153 | 107 | 284 |
| 17 Feb | 127.03 | 6.25 | -0.69 | 47.4 | 84 | 37 | 176 |
| 16 Feb | 127.07 | 7.04 | -2.53 | 50.7 | 101 | 65 | 135 |
| 13 Feb | 123.56 | 9.57 | 1.8 | 56.12 | 38 | 11 | 70 |
| 12 Feb | 125.22 | 8.09 | -0.06 | 50.38 | 56 | 45 | 61 |
| 11 Feb | 126.67 | 8.15 | 3.25 | 54.15 | 19 | 14 | 16 |
| 10 Feb | 129.28 | 4.9 | 0.1 | 40.51 | 1 | 0 | 1 |
| 9 Feb | 128.81 | 4.8 | -2.45 | - | 0 | 0 | 1 |
| 6 Feb | 128.29 | 4.8 | -2.45 | - | 0 | 0 | 1 |
| 5 Feb | 129.93 | 4.8 | -2.45 | - | 0 | 0 | 1 |
| 4 Feb | 131.76 | 4.8 | -2.45 | 43.56 | 2 | 1 | 1 |
| 3 Feb | 129.54 | 7.25 | 0 | 4.29 | 0 | 0 | 0 |
| 2 Feb | 127.44 | 7.25 | 0 | 3.52 | 0 | 0 | 0 |
| 1 Feb | 128.24 | 7.25 | 0 | 3.92 | 0 | 0 | 0 |
| 30 Jan | 132.08 | 7.25 | 0 | 5.85 | 0 | 0 | 0 |
| 29 Jan | 133.26 | 7.25 | 0 | 6.36 | 0 | 0 | 0 |
| 28 Jan | 133.87 | 7.25 | 0 | 6.82 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 125 expiring on 30MAR2026
Delta for 125 PE is -0.66
Historical price for 125 PE is as follows
On 2 Mar IREDA was trading at 115.93. The strike last trading price was 10.7, which was 2.46 higher than the previous day. The implied volatity was 46.8, the open interest changed by -62 which decreased total open position to 501
On 27 Feb IREDA was trading at 122.25. The strike last trading price was 8.5, which was 1.84 higher than the previous day. The implied volatity was 53.32, the open interest changed by 4 which increased total open position to 563
On 26 Feb IREDA was trading at 124.75. The strike last trading price was 6.3, which was -0.29 lower than the previous day. The implied volatity was 45.12, the open interest changed by -4 which decreased total open position to 559
On 25 Feb IREDA was trading at 125.49. The strike last trading price was 6.48, which was 0.23 higher than the previous day. The implied volatity was 47.27, the open interest changed by 41 which increased total open position to 562
On 24 Feb IREDA was trading at 126.01. The strike last trading price was 5.96, which was 0.1 higher than the previous day. The implied volatity was 46.53, the open interest changed by 185 which increased total open position to 523
On 23 Feb IREDA was trading at 127.23. The strike last trading price was 5.8, which was -0.63 lower than the previous day. The implied volatity was 47.73, the open interest changed by -26 which decreased total open position to 340
On 20 Feb IREDA was trading at 126.65. The strike last trading price was 6.69, which was -0.48 lower than the previous day. The implied volatity was 49.77, the open interest changed by 58 which increased total open position to 366
On 19 Feb IREDA was trading at 125.72. The strike last trading price was 7.28, which was 1.74 higher than the previous day. The implied volatity was 49.35, the open interest changed by 31 which increased total open position to 316
On 18 Feb IREDA was trading at 127.87. The strike last trading price was 5.7, which was -0.4 lower than the previous day. The implied volatity was 45.44, the open interest changed by 107 which increased total open position to 284
On 17 Feb IREDA was trading at 127.03. The strike last trading price was 6.25, which was -0.69 lower than the previous day. The implied volatity was 47.4, the open interest changed by 37 which increased total open position to 176
On 16 Feb IREDA was trading at 127.07. The strike last trading price was 7.04, which was -2.53 lower than the previous day. The implied volatity was 50.7, the open interest changed by 65 which increased total open position to 135
On 13 Feb IREDA was trading at 123.56. The strike last trading price was 9.57, which was 1.8 higher than the previous day. The implied volatity was 56.12, the open interest changed by 11 which increased total open position to 70
On 12 Feb IREDA was trading at 125.22. The strike last trading price was 8.09, which was -0.06 lower than the previous day. The implied volatity was 50.38, the open interest changed by 45 which increased total open position to 61
On 11 Feb IREDA was trading at 126.67. The strike last trading price was 8.15, which was 3.25 higher than the previous day. The implied volatity was 54.15, the open interest changed by 14 which increased total open position to 16
On 10 Feb IREDA was trading at 129.28. The strike last trading price was 4.9, which was 0.1 higher than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 1
On 9 Feb IREDA was trading at 128.81. The strike last trading price was 4.8, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb IREDA was trading at 128.29. The strike last trading price was 4.8, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb IREDA was trading at 129.93. The strike last trading price was 4.8, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb IREDA was trading at 131.76. The strike last trading price was 4.8, which was -2.45 lower than the previous day. The implied volatity was 43.56, the open interest changed by 1 which increased total open position to 1
On 3 Feb IREDA was trading at 129.54. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IREDA was trading at 127.44. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IREDA was trading at 128.24. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IREDA was trading at 132.08. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IREDA was trading at 133.26. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IREDA was trading at 133.87. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0
