Historical option data for IREDA
22 Jun 2026 01:16 PM IST
| IREDA 28-Jul-2026 (36d) 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0
Theta: -0.06
Gamma: 0.03659
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 131.30 | 5.33 | 1.66 (45.23%) | 25.51 | 417 | 9 | 291 | |||||||||
| 19 Jun | 127.15 | 3.65 | -0.42 (-10.32%) | 26.03 | 115 | 24 | 283 | |||||||||
| 18 Jun | 127.96 | 4.27 | 0.58 (15.72%) | 27.66 | 223 | 91 | 250 | |||||||||
| 17 Jun | 126.46 | 3.78 | 0.32 (9.25%) | 29.08 | 66 | 11 | 159 | |||||||||
| 16 Jun | 126.15 | 3.5 | 0.42 (13.64%) | 27.92 | 89 | 33 | 150 | |||||||||
| 15 Jun | 124.82 | 3.14 | 1.14 (57.00%) | 28.26 | 128 | 17 | 116 | |||||||||
| 12 Jun | 122.13 | 2.45 | 0.45 (22.50%) | 29.48 | 65 | 7 | 99 | |||||||||
| 11 Jun | 118.30 | 1.67 | -0.32 (-16.08%) | 30.44 | 16 | 7 | 91 | |||||||||
| 10 Jun | 120.58 | 1.95 | -1.04 (-34.78%) | 28.23 | 58 | -20 | 82 | |||||||||
| 9 Jun | 122.47 | 3.01 | 1.07 (55.15%) | 30.94 | 21 | -1 | 102 | |||||||||
| 8 Jun | 120.16 | 1.85 | -1.15 (-38.33%) | 28.26 | 43 | 12 | 102 | |||||||||
| 5 Jun | 123.43 | 2.94 | 0.08 (2.80%) | 27.75 | 33 | 20 | 90 | |||||||||
| 4 Jun | 123.24 | 2.86 | 0 (0.00%) | 27.01 | 31 | 7 | 70 | |||||||||
| 3 Jun | 122.83 | 2.72 | -0.28 (-9.33%) | 27.01 | 51 | -4 | 65 | |||||||||
| 2 Jun | 124.93 | 2.92 | -0.08 (-2.67%) | 22.56 | 49 | 14 | 69 | |||||||||
| 1 Jun | 126.27 | 2.52 | -3.98 (-61.23%) | 18.82 | 93 | 43 | 54 | |||||||||
| 29 May | 133.25 | 6.5 | -11.5 (-63.89%) | 61.37 | 12 | 10 | 10 | |||||||||
| 27 May | 130.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 129.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 129.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 130.68 | 0 | -18.01 (-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 | |||||||||
For Indian Renewable Energy - strike price 130 expiring on 28JUL2026
Delta for 130 CE is 0.6
Historical price for 130 CE is as follows
On 22 Jun IREDA was trading at 131.30. The strike last trading price was 5.33, which was 1.66 higher than the previous day. The implied volatity was 25.51, the open interest changed by 9 which increased total open position to 291
On 19 Jun IREDA was trading at 127.15. The strike last trading price was 3.65, which was -0.42 lower than the previous day. The implied volatity was 26.03, the open interest changed by 24 which increased total open position to 283
On 18 Jun IREDA was trading at 127.96. The strike last trading price was 4.27, which was 0.58 higher than the previous day. The implied volatity was 27.66, the open interest changed by 91 which increased total open position to 250
On 17 Jun IREDA was trading at 126.46. The strike last trading price was 3.78, which was 0.32 higher than the previous day. The implied volatity was 29.08, the open interest changed by 11 which increased total open position to 159
On 16 Jun IREDA was trading at 126.15. The strike last trading price was 3.5, which was 0.42 higher than the previous day. The implied volatity was 27.92, the open interest changed by 33 which increased total open position to 150
On 15 Jun IREDA was trading at 124.82. The strike last trading price was 3.14, which was 1.14 higher than the previous day. The implied volatity was 28.26, the open interest changed by 17 which increased total open position to 116
On 12 Jun IREDA was trading at 122.13. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 29.48, the open interest changed by 7 which increased total open position to 99
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 1.67, which was -0.32 lower than the previous day. The implied volatity was 30.44, the open interest changed by 7 which increased total open position to 91
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 1.95, which was -1.04 lower than the previous day. The implied volatity was 28.23, the open interest changed by -20 which decreased total open position to 82
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 3.01, which was 1.07 higher than the previous day. The implied volatity was 30.94, the open interest changed by -1 which decreased total open position to 102
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 28.26, the open interest changed by 12 which increased total open position to 102
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 2.94, which was 0.08 higher than the previous day. The implied volatity was 27.75, the open interest changed by 20 which increased total open position to 90
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 2.86, which was 0 lower than the previous day. The implied volatity was 27.01, the open interest changed by 7 which increased total open position to 70
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 2.72, which was -0.28 lower than the previous day. The implied volatity was 27.01, the open interest changed by -4 which decreased total open position to 65
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 2.92, which was -0.08 lower than the previous day. The implied volatity was 22.56, the open interest changed by 14 which increased total open position to 69
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 2.52, which was -3.98 lower than the previous day. The implied volatity was 18.82, the open interest changed by 43 which increased total open position to 54
On 29 May IREDA was trading at 133.25. The strike last trading price was 6.5, which was -11.5 lower than the previous day. The implied volatity was 61.37, the open interest changed by 10 which increased total open position to 10
On 27 May IREDA was trading at 130.20. 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 26 May IREDA was trading at 129.54. 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 25 May IREDA was trading at 129.77. 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 11 May IREDA was trading at 130.68. The strike last trading price was 0, which was -18.01 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
| IREDA 28-Jul-2026 (36d) 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0
Theta: -0.07
Gamma: 0.02476
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 131.30 | 5.16 | -2.84 (-35.50%) | 37.95 | 156 | 86 | 243 |
| 19 Jun | 127.15 | 7.38 | 0.38 (5.43%) | 39.14 | 61 | 45 | 155 |
| 18 Jun | 127.96 | 7.03 | -0.97 (-12.12%) | 38.41 | 88 | 41 | 110 |
| 17 Jun | 126.46 | 8 | -0.66 (-7.62%) | 38.09 | 1 | 0 | 69 |
| 16 Jun | 126.15 | 8.66 | -0.89 (-9.32%) | 38.7 | 27 | 0 | 71 |
| 15 Jun | 124.82 | 9.55 | -3.25 (-25.39%) | 41.74 | 35 | 22 | 71 |
| 12 Jun | 122.13 | 12.8 | -3 (-18.99%) | 47.77 | 2 | 0 | 49 |
| 11 Jun | 118.30 | 15.8 | 0.23 (1.48%) | 55.37 | 1 | 0 | 49 |
| 10 Jun | 120.58 | 15.81 | 2.17 (15.91%) | 61.14 | 10 | 8 | 48 |
| 9 Jun | 122.47 | 13.64 | -0.81 (-5.61%) | 51.88 | 4 | -2 | 40 |
| 8 Jun | 120.16 | 14.45 | 1.89 (15.05%) | 54.87 | 6 | 5 | 41 |
| 5 Jun | 123.43 | 13 | 13 (0.00%) | 50.34 | 5 | 0 | 36 |
| 4 Jun | 123.24 | 13 | 0 (0.00%) | 50.34 | 5 | -3 | 36 |
| 3 Jun | 122.83 | 13.22 | -2.38 (-15.26%) | 51.65 | 11 | -1 | 40 |
| 2 Jun | 124.93 | 15.6 | 1.34 (9.40%) | 64.43 | 2 | 0 | 41 |
| 1 Jun | 126.27 | 14.26 | 4.22 (42.03%) | 63.24 | 28 | 14 | 36 |
| 29 May | 133.25 | 10.09 | 2.5 (32.94%) | 60.34 | 3 | 1 | 22 |
| 27 May | 130.20 | 7.59 | -1.41 (-15.67%) | 38.89 | 5 | -2 | 21 |
| 26 May | 129.54 | 9 | -0.18 (-1.96%) | 42.38 | 6 | 3 | 22 |
| 25 May | 129.77 | 9.72 | 1.62 (20.00%) | 47.16 | 32 | 19 | 19 |
| 11 May | 130.68 | 0 | -8 (-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 |
For Indian Renewable Energy - strike price 130 expiring on 28JUL2026
Delta for 130 PE is -0.42
Historical price for 130 PE is as follows
On 22 Jun IREDA was trading at 131.30. The strike last trading price was 5.16, which was -2.84 lower than the previous day. The implied volatity was 37.95, the open interest changed by 86 which increased total open position to 243
On 19 Jun IREDA was trading at 127.15. The strike last trading price was 7.38, which was 0.38 higher than the previous day. The implied volatity was 39.14, the open interest changed by 45 which increased total open position to 155
On 18 Jun IREDA was trading at 127.96. The strike last trading price was 7.03, which was -0.97 lower than the previous day. The implied volatity was 38.41, the open interest changed by 41 which increased total open position to 110
On 17 Jun IREDA was trading at 126.46. The strike last trading price was 8, which was -0.66 lower than the previous day. The implied volatity was 38.09, the open interest changed by 0 which decreased total open position to 69
On 16 Jun IREDA was trading at 126.15. The strike last trading price was 8.66, which was -0.89 lower than the previous day. The implied volatity was 38.7, the open interest changed by 0 which decreased total open position to 71
On 15 Jun IREDA was trading at 124.82. The strike last trading price was 9.55, which was -3.25 lower than the previous day. The implied volatity was 41.74, the open interest changed by 22 which increased total open position to 71
On 12 Jun IREDA was trading at 122.13. The strike last trading price was 12.8, which was -3 lower than the previous day. The implied volatity was 47.77, the open interest changed by 0 which decreased total open position to 49
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 15.8, which was 0.23 higher than the previous day. The implied volatity was 55.37, the open interest changed by 0 which decreased total open position to 49
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 15.81, which was 2.17 higher than the previous day. The implied volatity was 61.14, the open interest changed by 8 which increased total open position to 48
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 13.64, which was -0.81 lower than the previous day. The implied volatity was 51.88, the open interest changed by -2 which decreased total open position to 40
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 14.45, which was 1.89 higher than the previous day. The implied volatity was 54.87, the open interest changed by 5 which increased total open position to 41
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was 50.34, the open interest changed by 0 which decreased total open position to 36
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 50.34, the open interest changed by -3 which decreased total open position to 36
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 13.22, which was -2.38 lower than the previous day. The implied volatity was 51.65, the open interest changed by -1 which decreased total open position to 40
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 15.6, which was 1.34 higher than the previous day. The implied volatity was 64.43, the open interest changed by 0 which decreased total open position to 41
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 14.26, which was 4.22 higher than the previous day. The implied volatity was 63.24, the open interest changed by 14 which increased total open position to 36
On 29 May IREDA was trading at 133.25. The strike last trading price was 10.09, which was 2.5 higher than the previous day. The implied volatity was 60.34, the open interest changed by 1 which increased total open position to 22
On 27 May IREDA was trading at 130.20. The strike last trading price was 7.59, which was -1.41 lower than the previous day. The implied volatity was 38.89, the open interest changed by -2 which decreased total open position to 21
On 26 May IREDA was trading at 129.54. The strike last trading price was 9, which was -0.18 lower than the previous day. The implied volatity was 42.38, the open interest changed by 3 which increased total open position to 22
On 25 May IREDA was trading at 129.77. The strike last trading price was 9.72, which was 1.62 higher than the previous day. The implied volatity was 47.16, the open interest changed by 19 which increased total open position to 19
On 11 May IREDA was trading at 130.68. 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 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
