Historical option data for IREDA
29 Jun 2026 10:49 AM IST
| IREDA 30-Jun-2026 (1d) 128 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0
Theta: -0.37
Gamma: 0.12905
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 127.09 | 0.77 | -0.23 (-23.00%) | 35.87 | 143 | -56 | 196 | |||||||||
| 25 Jun | 127.47 | 1.02 | 0.02 (2.00%) | 23.1 | 673 | -152 | 251 | |||||||||
| 24 Jun | 127.52 | 1.2 | 0.2 (20.00%) | 20.79 | 1,050 | 37 | 401 | |||||||||
| 23 Jun | 127.31 | 1.26 | -2.74 (-68.50%) | 21.11 | 509 | 120 | 364 | |||||||||
| 22 Jun | 130.85 | 3.75 | 1.75 (87.50%) | 23.66 | 1,174 | -48 | 244 | |||||||||
| 19 Jun | 127.15 | 2.23 | -0.77 (-25.67%) | 26.78 | 126 | 9 | 292 | |||||||||
| 18 Jun | 127.96 | 2.77 | 0.77 (38.50%) | 26.66 | 371 | -53 | 283 | |||||||||
| 17 Jun | 126.46 | 2.53 | 0.53 (26.50%) | 31.17 | 314 | 27 | 335 | |||||||||
| 16 Jun | 126.15 | 2.32 | 0.32 (16.00%) | 30.1 | 252 | -20 | 307 | |||||||||
| 15 Jun | 124.82 | 1.99 | 0.99 (99.00%) | 30.44 | 719 | -311 | 327 | |||||||||
| 12 Jun | 122.13 | 1.26 | 0.26 (26.00%) | 27.84 | 370 | 179 | 639 | |||||||||
| 11 Jun | 118.30 | 0.8 | -0.2 (-20.00%) | 33.02 | 130 | 75 | 459 | |||||||||
| 10 Jun | 120.58 | 1.05 | -0.95 (-47.50%) | 30.22 | 90 | -6 | 383 | |||||||||
| 9 Jun | 122.47 | 1.88 | 0.88 (88.00%) | 32.87 | 135 | -9 | 388 | |||||||||
| 8 Jun | 120.16 | 0.88 | -1.12 (-56.00%) | 28.22 | 84 | 16 | 399 | |||||||||
| 5 Jun | 123.43 | 1.8 | -0.2 (-10.00%) | 26.87 | 104 | 0 | 384 | |||||||||
| 4 Jun | 123.24 | 2.18 | 0.18 (9.00%) | 29.45 | 148 | 55 | 384 | |||||||||
| 3 Jun | 122.83 | 2.26 | 0.26 (13.00%) | 31.2 | 260 | 30 | 330 | |||||||||
| 2 Jun | 124.93 | 2.12 | 0.12 (6.00%) | 22.42 | 193 | -18 | 301 | |||||||||
| 1 Jun | 126.27 | 1.9 | -3.1 (-62.00%) | 17.43 | 833 | 157 | 317 | |||||||||
| 29 May | 133.25 | 5.28 | -0.72 (-12.00%) | 64.21 | 148 | 30 | 159 | |||||||||
| 27 May | 130.20 | 6.45 | 0.45 (7.50%) | 31.11 | 57 | 23 | 126 | |||||||||
| 26 May | 129.54 | 5.6 | 0.6 (12.00%) | 27.54 | 24 | 14 | 103 | |||||||||
| 25 May | 129.77 | 5.53 | -0.47 (-7.83%) | 26.12 | 78 | 53 | 88 | |||||||||
| 22 May | 129.01 | 5.72 | -0.28 (-4.67%) | 28.59 | 43 | 19 | 33 | |||||||||
| 21 May | 127.87 | 5.53 | 0.53 (10.60%) | 30.4 | 15 | 2 | 13 | |||||||||
| 20 May | 126.77 | 5.15 | -0.85 (-14.17%) | 31.12 | 5 | 1 | 9 | |||||||||
| 19 May | 127.77 | 5.88 | -2.12 (-26.50%) | 32.62 | 11 | 4 | 6 | |||||||||
| 18 May | 126.92 | 8 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 127.10 | 8 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 128.62 | 8 | 1 (14.29%) | 0 | 1 | 1 | 2 | |||||||||
| 13 May | 128.25 | 7.16 | 3.16 (79.00%) | 34.87 | 6 | 0 | 0 | |||||||||
| 12 May | 124.69 | 0 | -4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 130.68 | 0 | -4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 138.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 138.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 135.89 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 137.52 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 140.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 128.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 130.14 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 133.01 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 129.43 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 126.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 123.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 123.72 | 4.36 | 0 (0.00%) | 0.41 | 0 | 0 | 0 | |||||||||
| 9 Apr | 123.13 | 4.36 | 0 (0.00%) | 1.16 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 128 expiring on 30JUN2026
Delta for 128 CE is 0.38
Historical price for 128 CE is as follows
On 29 Jun IREDA was trading at 127.09. The strike last trading price was 0.77, which was -0.23 lower than the previous day. The implied volatity was 35.87, the open interest changed by -56 which decreased total open position to 196
On 25 Jun IREDA was trading at 127.47. The strike last trading price was 1.02, which was 0.02 higher than the previous day. The implied volatity was 23.1, the open interest changed by -152 which decreased total open position to 251
On 24 Jun IREDA was trading at 127.52. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 20.79, the open interest changed by 37 which increased total open position to 401
On 23 Jun IREDA was trading at 127.31. The strike last trading price was 1.26, which was -2.74 lower than the previous day. The implied volatity was 21.11, the open interest changed by 120 which increased total open position to 364
On 22 Jun IREDA was trading at 130.85. The strike last trading price was 3.75, which was 1.75 higher than the previous day. The implied volatity was 23.66, the open interest changed by -48 which decreased total open position to 244
On 19 Jun IREDA was trading at 127.15. The strike last trading price was 2.23, which was -0.77 lower than the previous day. The implied volatity was 26.78, the open interest changed by 9 which increased total open position to 292
On 18 Jun IREDA was trading at 127.96. The strike last trading price was 2.77, which was 0.77 higher than the previous day. The implied volatity was 26.66, the open interest changed by -53 which decreased total open position to 283
On 17 Jun IREDA was trading at 126.46. The strike last trading price was 2.53, which was 0.53 higher than the previous day. The implied volatity was 31.17, the open interest changed by 27 which increased total open position to 335
On 16 Jun IREDA was trading at 126.15. The strike last trading price was 2.32, which was 0.32 higher than the previous day. The implied volatity was 30.1, the open interest changed by -20 which decreased total open position to 307
On 15 Jun IREDA was trading at 124.82. The strike last trading price was 1.99, which was 0.99 higher than the previous day. The implied volatity was 30.44, the open interest changed by -311 which decreased total open position to 327
On 12 Jun IREDA was trading at 122.13. The strike last trading price was 1.26, which was 0.26 higher than the previous day. The implied volatity was 27.84, the open interest changed by 179 which increased total open position to 639
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 33.02, the open interest changed by 75 which increased total open position to 459
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 30.22, the open interest changed by -6 which decreased total open position to 383
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 1.88, which was 0.88 higher than the previous day. The implied volatity was 32.87, the open interest changed by -9 which decreased total open position to 388
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 0.88, which was -1.12 lower than the previous day. The implied volatity was 28.22, the open interest changed by 16 which increased total open position to 399
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 384
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 2.18, which was 0.18 higher than the previous day. The implied volatity was 29.45, the open interest changed by 55 which increased total open position to 384
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 2.26, which was 0.26 higher than the previous day. The implied volatity was 31.2, the open interest changed by 30 which increased total open position to 330
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 2.12, which was 0.12 higher than the previous day. The implied volatity was 22.42, the open interest changed by -18 which decreased total open position to 301
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 1.9, which was -3.1 lower than the previous day. The implied volatity was 17.43, the open interest changed by 157 which increased total open position to 317
On 29 May IREDA was trading at 133.25. The strike last trading price was 5.28, which was -0.72 lower than the previous day. The implied volatity was 64.21, the open interest changed by 30 which increased total open position to 159
On 27 May IREDA was trading at 130.20. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 31.11, the open interest changed by 23 which increased total open position to 126
On 26 May IREDA was trading at 129.54. The strike last trading price was 5.6, which was 0.6 higher than the previous day. The implied volatity was 27.54, the open interest changed by 14 which increased total open position to 103
On 25 May IREDA was trading at 129.77. The strike last trading price was 5.53, which was -0.47 lower than the previous day. The implied volatity was 26.12, the open interest changed by 53 which increased total open position to 88
On 22 May IREDA was trading at 129.01. The strike last trading price was 5.72, which was -0.28 lower than the previous day. The implied volatity was 28.59, the open interest changed by 19 which increased total open position to 33
On 21 May IREDA was trading at 127.87. The strike last trading price was 5.53, which was 0.53 higher than the previous day. The implied volatity was 30.4, the open interest changed by 2 which increased total open position to 13
On 20 May IREDA was trading at 126.77. The strike last trading price was 5.15, which was -0.85 lower than the previous day. The implied volatity was 31.12, the open interest changed by 1 which increased total open position to 9
On 19 May IREDA was trading at 127.77. The strike last trading price was 5.88, which was -2.12 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 6
On 18 May IREDA was trading at 126.92. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May IREDA was trading at 127.10. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May IREDA was trading at 128.62. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 13 May IREDA was trading at 128.25. The strike last trading price was 7.16, which was 3.16 higher than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 0
On 12 May IREDA was trading at 124.69. The strike last trading price was 0, which was -4 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 IREDA was trading at 130.68. The strike last trading price was 0, which was -4 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 IREDA was trading at 134.60. 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 IREDA was trading at 135.56. 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 IREDA was trading at 136.41. 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 IREDA was trading at 135.27. 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 IREDA was trading at 135.36. 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 IREDA was trading at 135.10. 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 IREDA was trading at 137.21. 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 IREDA was trading at 138.05. 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 27 Apr IREDA was trading at 138.00. 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 24 Apr IREDA was trading at 135.89. 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 23 Apr IREDA was trading at 137.52. 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 22 Apr IREDA was trading at 140.45. 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 21 Apr IREDA was trading at 128.86. 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 IREDA was trading at 130.14. 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 17 Apr IREDA was trading at 133.01. 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 IREDA was trading at 129.43. 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 IREDA was trading at 126.45. 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 IREDA was trading at 123.35. 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 IREDA was trading at 123.72. The strike last trading price was 4.36, 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 9 Apr IREDA was trading at 123.13. The strike last trading price was 4.36, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
| IREDA 30-Jun-2026 (1d) 128 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0
Theta: -0.17
Gamma: 0.20768
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 127.09 | 1.23 | -0.07 (-5.38%) | 19.9 | 41 | -6 | 185 |
| 25 Jun | 127.47 | 1.54 | -0.05 (-3.14%) | 17.82 | 854 | 38 | 191 |
| 24 Jun | 127.52 | 1.71 | -0.7 (-29.05%) | 22.32 | 426 | -58 | 152 |
| 23 Jun | 127.31 | 2.39 | 1.52 (174.71%) | 27.81 | 529 | -106 | 210 |
| 22 Jun | 130.85 | 0.88 | -1.79 (-67.04%) | 26.77 | 639 | 128 | 316 |
| 19 Jun | 127.15 | 2.67 | 0.02 (0.75%) | 29.22 | 49 | -12 | 189 |
| 18 Jun | 127.96 | 2.51 | -1.11 (-30.66%) | 28.82 | 268 | 30 | 199 |
| 17 Jun | 126.46 | 3.55 | -0.25 (-6.58%) | 30.29 | 107 | 11 | 170 |
| 16 Jun | 126.15 | 3.81 | -1.06 (-21.77%) | 29.81 | 53 | 2 | 160 |
| 15 Jun | 124.82 | 5.03 | -3.04 (-37.67%) | 31.65 | 66 | -6 | 158 |
| 12 Jun | 122.13 | 8.23 | -5.03 (-37.93%) | 48.57 | 25 | -13 | 165 |
| 11 Jun | 118.30 | 13.26 | 3.91 (41.82%) | 67.83 | 4 | -2 | 177 |
| 10 Jun | 120.58 | 9.35 | 1.67 (21.74%) | 48.6 | 1 | 0 | 179 |
| 9 Jun | 122.47 | 7.76 | -0.54 (-6.51%) | 40.04 | 8 | -1 | 178 |
| 8 Jun | 120.16 | 8.3 | 8.3 | - | 5 | 0 | 179 |
| 5 Jun | 123.43 | 8.3 | -0.61 (-6.85%) | 44.87 | 5 | 0 | 181 |
| 4 Jun | 123.24 | 8.91 | 8.91 (-1.47%) | 44.29 | 11 | 0 | 181 |
| 3 Jun | 122.83 | 8.74 | -0.13 (-1.47%) | 44.29 | 11 | 3 | 181 |
| 2 Jun | 124.93 | 8.87 | -1.34 (-13.12%) | 51.63 | 6 | 0 | 177 |
| 1 Jun | 126.27 | 10.38 | 4.4 (73.58%) | 67.14 | 202 | -5 | 179 |
| 29 May | 133.25 | 6.27 | 1.72 (37.80%) | 62.66 | 167 | 43 | 185 |
| 27 May | 130.20 | 4.71 | -1.07 (-18.51%) | 38.39 | 82 | 32 | 142 |
| 26 May | 129.54 | 5.78 | -0.76 (-11.62%) | 40.98 | 70 | 19 | 110 |
| 25 May | 129.77 | 6.48 | 0.76 (13.29%) | 46.54 | 64 | 38 | 91 |
| 22 May | 129.01 | 5.76 | -0.39 (-6.34%) | 39.47 | 63 | 47 | 53 |
| 21 May | 127.87 | 6.15 | -14.93 (-70.83%) | 37.3 | 6 | 4 | 4 |
| 20 May | 126.77 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 127.77 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 126.92 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 127.10 | 0 | -21.08 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 128.62 | 0 | -21.08 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 128.25 | 0 | -21.08 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 124.69 | 0 | -21.08 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 130.68 | 0 | -21.08 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 138.05 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 138.00 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 135.89 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 137.52 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 140.45 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 128.86 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 130.14 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 133.01 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 129.43 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 126.45 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 123.35 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 123.72 | 21.08 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 123.13 | 21.08 | 0 (0.00%) | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 128 expiring on 30JUN2026
Delta for 128 PE is -0.71
Historical price for 128 PE is as follows
On 29 Jun IREDA was trading at 127.09. The strike last trading price was 1.23, which was -0.07 lower than the previous day. The implied volatity was 19.9, the open interest changed by -6 which decreased total open position to 185
On 25 Jun IREDA was trading at 127.47. The strike last trading price was 1.54, which was -0.05 lower than the previous day. The implied volatity was 17.82, the open interest changed by 38 which increased total open position to 191
On 24 Jun IREDA was trading at 127.52. The strike last trading price was 1.71, which was -0.7 lower than the previous day. The implied volatity was 22.32, the open interest changed by -58 which decreased total open position to 152
On 23 Jun IREDA was trading at 127.31. The strike last trading price was 2.39, which was 1.52 higher than the previous day. The implied volatity was 27.81, the open interest changed by -106 which decreased total open position to 210
On 22 Jun IREDA was trading at 130.85. The strike last trading price was 0.88, which was -1.79 lower than the previous day. The implied volatity was 26.77, the open interest changed by 128 which increased total open position to 316
On 19 Jun IREDA was trading at 127.15. The strike last trading price was 2.67, which was 0.02 higher than the previous day. The implied volatity was 29.22, the open interest changed by -12 which decreased total open position to 189
On 18 Jun IREDA was trading at 127.96. The strike last trading price was 2.51, which was -1.11 lower than the previous day. The implied volatity was 28.82, the open interest changed by 30 which increased total open position to 199
On 17 Jun IREDA was trading at 126.46. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 30.29, the open interest changed by 11 which increased total open position to 170
On 16 Jun IREDA was trading at 126.15. The strike last trading price was 3.81, which was -1.06 lower than the previous day. The implied volatity was 29.81, the open interest changed by 2 which increased total open position to 160
On 15 Jun IREDA was trading at 124.82. The strike last trading price was 5.03, which was -3.04 lower than the previous day. The implied volatity was 31.65, the open interest changed by -6 which decreased total open position to 158
On 12 Jun IREDA was trading at 122.13. The strike last trading price was 8.23, which was -5.03 lower than the previous day. The implied volatity was 48.57, the open interest changed by -13 which decreased total open position to 165
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 13.26, which was 3.91 higher than the previous day. The implied volatity was 67.83, the open interest changed by -2 which decreased total open position to 177
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 9.35, which was 1.67 higher than the previous day. The implied volatity was 48.6, the open interest changed by 0 which decreased total open position to 179
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 7.76, which was -0.54 lower than the previous day. The implied volatity was 40.04, the open interest changed by -1 which decreased total open position to 178
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 8.3, which was 8.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 8.3, which was -0.61 lower than the previous day. The implied volatity was 44.87, the open interest changed by 0 which decreased total open position to 181
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 8.91, which was 8.91 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 181
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 8.74, which was -0.13 lower than the previous day. The implied volatity was 44.29, the open interest changed by 3 which increased total open position to 181
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 8.87, which was -1.34 lower than the previous day. The implied volatity was 51.63, the open interest changed by 0 which decreased total open position to 177
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 10.38, which was 4.4 higher than the previous day. The implied volatity was 67.14, the open interest changed by -5 which decreased total open position to 179
On 29 May IREDA was trading at 133.25. The strike last trading price was 6.27, which was 1.72 higher than the previous day. The implied volatity was 62.66, the open interest changed by 43 which increased total open position to 185
On 27 May IREDA was trading at 130.20. The strike last trading price was 4.71, which was -1.07 lower than the previous day. The implied volatity was 38.39, the open interest changed by 32 which increased total open position to 142
On 26 May IREDA was trading at 129.54. The strike last trading price was 5.78, which was -0.76 lower than the previous day. The implied volatity was 40.98, the open interest changed by 19 which increased total open position to 110
On 25 May IREDA was trading at 129.77. The strike last trading price was 6.48, which was 0.76 higher than the previous day. The implied volatity was 46.54, the open interest changed by 38 which increased total open position to 91
On 22 May IREDA was trading at 129.01. The strike last trading price was 5.76, which was -0.39 lower than the previous day. The implied volatity was 39.47, the open interest changed by 47 which increased total open position to 53
On 21 May IREDA was trading at 127.87. The strike last trading price was 6.15, which was -14.93 lower than the previous day. The implied volatity was 37.3, the open interest changed by 4 which increased total open position to 4
On 20 May IREDA was trading at 126.77. 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 19 May IREDA was trading at 127.77. 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 IREDA 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 15 May IREDA was trading at 127.10. The strike last trading price was 0, which was -21.08 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 IREDA was trading at 128.62. The strike last trading price was 0, which was -21.08 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 IREDA was trading at 128.25. The strike last trading price was 0, which was -21.08 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 IREDA was trading at 124.69. The strike last trading price was 0, which was -21.08 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 IREDA was trading at 130.68. The strike last trading price was 0, which was -21.08 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 IREDA was trading at 134.60. 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 IREDA was trading at 135.56. 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 IREDA was trading at 136.41. 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 IREDA was trading at 135.27. 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 IREDA was trading at 135.36. 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 IREDA was trading at 135.10. 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 IREDA was trading at 137.21. 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 IREDA was trading at 138.05. 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 27 Apr IREDA was trading at 138.00. 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 24 Apr IREDA was trading at 135.89. 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 23 Apr IREDA was trading at 137.52. 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 22 Apr IREDA was trading at 140.45. 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 21 Apr IREDA was trading at 128.86. 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 IREDA was trading at 130.14. 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 17 Apr IREDA was trading at 133.01. 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 IREDA was trading at 129.43. 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 IREDA was trading at 126.45. 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 IREDA was trading at 123.35. 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 IREDA was trading at 123.72. The strike last trading price was 21.08, 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 IREDA was trading at 123.13. The strike last trading price was 21.08, 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
