IREDA
Indian Renewable Energy
Historical option data for IREDA
24 Feb 2026 04:14 PM IST
| IREDA 30-MAR-2026 127 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.15
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 126.01 | 3.61 | -0.36 | 22.28 | 98 | 32 | 85 | |||||||||
| 23 Feb | 127.23 | 3.95 | 0.14 | 20.26 | 97 | 10 | 53 | |||||||||
| 20 Feb | 126.65 | 3.75 | -0.16 | 20.53 | 81 | 38 | 39 | |||||||||
| 19 Feb | 125.72 | 3.91 | -7.47 | 25.42 | 1 | 0 | 0 | |||||||||
| 18 Feb | 127.87 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 127.03 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 127.07 | 11.38 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 13 Feb | 123.56 | 11.38 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 12 Feb | 125.22 | 11.38 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 11 Feb | 126.67 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 129.28 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 128.81 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 128.29 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 129.93 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 131.76 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 129.54 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 127.44 | 11.38 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
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| 1 Feb | 128.24 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 132.08 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 133.26 | 11.38 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 133.87 | 11.38 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 127 expiring on 30MAR2026
Delta for 127 CE is 0.53
Historical price for 127 CE is as follows
On 24 Feb IREDA was trading at 126.01. The strike last trading price was 3.61, which was -0.36 lower than the previous day. The implied volatity was 22.28, the open interest changed by 32 which increased total open position to 85
On 23 Feb IREDA was trading at 127.23. The strike last trading price was 3.95, which was 0.14 higher than the previous day. The implied volatity was 20.26, the open interest changed by 10 which increased total open position to 53
On 20 Feb IREDA was trading at 126.65. The strike last trading price was 3.75, which was -0.16 lower than the previous day. The implied volatity was 20.53, the open interest changed by 38 which increased total open position to 39
On 19 Feb IREDA was trading at 125.72. The strike last trading price was 3.91, which was -7.47 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IREDA was trading at 127.87. The strike last trading price was 11.38, 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 Feb IREDA was trading at 127.03. The strike last trading price was 11.38, 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 16 Feb IREDA was trading at 127.07. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IREDA was trading at 123.56. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IREDA was trading at 125.22. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IREDA was trading at 126.67. The strike last trading price was 11.38, 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 10 Feb IREDA was trading at 129.28. The strike last trading price was 11.38, 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 Feb IREDA was trading at 128.81. The strike last trading price was 11.38, 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 Feb IREDA was trading at 128.29. The strike last trading price was 11.38, 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 Feb IREDA was trading at 129.93. The strike last trading price was 11.38, 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 Feb IREDA was trading at 131.76. The strike last trading price was 11.38, 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 3 Feb IREDA was trading at 129.54. The strike last trading price was 11.38, 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 2 Feb IREDA was trading at 127.44. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 0.09, 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 11.38, 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 11.38, 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 11.38, 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 11.38, 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 127 PE | |||||||
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Delta: -0.46
Vega: 0.15
Theta: -0.1
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 126.01 | 7.6 | 0.68 | 50.81 | 21 | 9 | 64 |
| 23 Feb | 127.23 | 6.9 | -0.75 | 48.73 | 38 | 11 | 54 |
| 20 Feb | 126.65 | 7.86 | -0.32 | 50.93 | 64 | 43 | 43 |
| 19 Feb | 125.72 | 8.18 | 0 | 0.56 | 0 | 0 | 0 |
| 18 Feb | 127.87 | 8.18 | 0 | 1.64 | 0 | 0 | 0 |
| 17 Feb | 127.03 | 8.18 | 0 | 1.33 | 0 | 0 | 0 |
| 16 Feb | 127.07 | 8.18 | 0 | 1.13 | 0 | 0 | 0 |
| 13 Feb | 123.56 | 8.18 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 125.22 | 8.18 | 0 | 0.07 | 0 | 0 | 0 |
| 11 Feb | 126.67 | 8.18 | 0 | 1.07 | 0 | 0 | 0 |
| 10 Feb | 129.28 | 8.18 | 0 | 2.69 | 0 | 0 | 0 |
| 9 Feb | 128.81 | 8.18 | 0 | 2.56 | 0 | 0 | 0 |
| 6 Feb | 128.29 | 8.18 | 0 | 2.46 | 0 | 0 | 0 |
| 5 Feb | 129.93 | 8.18 | 0 | 3.26 | 0 | 0 | 0 |
| 4 Feb | 131.76 | 8.18 | 0 | 4.59 | 0 | 0 | 0 |
| 3 Feb | 129.54 | 8.18 | 0 | 2.97 | 0 | 0 | 0 |
| 2 Feb | 127.44 | 8.18 | 0 | 2.2 | 0 | 0 | 0 |
| 1 Feb | 128.24 | 8.18 | 0 | 2.63 | 0 | 0 | 0 |
| 30 Jan | 132.08 | 8.18 | 0 | 4.65 | 0 | 0 | 0 |
| 29 Jan | 133.26 | 8.18 | 0 | 5.19 | 0 | 0 | 0 |
| 28 Jan | 133.87 | 8.18 | 0 | 5.68 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 127 expiring on 30MAR2026
Delta for 127 PE is -0.46
Historical price for 127 PE is as follows
On 24 Feb IREDA was trading at 126.01. The strike last trading price was 7.6, which was 0.68 higher than the previous day. The implied volatity was 50.81, the open interest changed by 9 which increased total open position to 64
On 23 Feb IREDA was trading at 127.23. The strike last trading price was 6.9, which was -0.75 lower than the previous day. The implied volatity was 48.73, the open interest changed by 11 which increased total open position to 54
On 20 Feb IREDA was trading at 126.65. The strike last trading price was 7.86, which was -0.32 lower than the previous day. The implied volatity was 50.93, the open interest changed by 43 which increased total open position to 43
On 19 Feb IREDA was trading at 125.72. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IREDA was trading at 127.87. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IREDA was trading at 127.03. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IREDA was trading at 127.07. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IREDA was trading at 123.56. The strike last trading price was 8.18, 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 12 Feb IREDA was trading at 125.22. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IREDA was trading at 126.67. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IREDA was trading at 129.28. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IREDA was trading at 128.81. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IREDA was trading at 128.29. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IREDA was trading at 129.93. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IREDA was trading at 131.76. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IREDA was trading at 129.54. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 2.97, 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 8.18, which was 0 lower than the previous day. The implied volatity was 2.2, 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 8.18, 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
On 30 Jan IREDA was trading at 132.08. The strike last trading price was 8.18, which was 0 lower than the previous day. The implied volatity was 4.65, 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 8.18, which was 0 lower than the previous day. The implied volatity was 5.19, 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 8.18, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
