IREDA
Indian Renewable Energy
Historical option data for IREDA
30 Jan 2026 04:13 PM IST
| IREDA 24-FEB-2026 132 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.14
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 132.08 | 5.48 | 0.11 | 35.45 | 218 | 16 | 156 | |||||||||
| 29 Jan | 133.26 | 5.33 | -0.35 | 29.29 | 266 | 52 | 147 | |||||||||
| 28 Jan | 133.87 | 5.8 | 1.66 | 27.97 | 256 | 41 | 98 | |||||||||
| 27 Jan | 128.88 | 4.4 | 1.14 | 33.89 | 78 | 17 | 59 | |||||||||
| 23 Jan | 127.40 | 3.32 | -0.29 | 30.69 | 64 | 10 | 42 | |||||||||
| 22 Jan | 129.93 | 3.61 | -0.23 | 24.24 | 22 | 16 | 31 | |||||||||
| 21 Jan | 127.38 | 3.89 | -0.54 | 33.1 | 20 | 10 | 15 | |||||||||
| 20 Jan | 129.94 | 4.43 | -8.62 | 28.83 | 5 | 4 | 4 | |||||||||
| 19 Jan | 134.59 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 136.29 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 138.10 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 139.99 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Jan | 141.50 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 136.61 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 141.18 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 146.03 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 143.55 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 144.57 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 146.64 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 139.36 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 139.90 | 13.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 132 expiring on 24FEB2026
Delta for 132 CE is 0.56
Historical price for 132 CE is as follows
On 30 Jan IREDA was trading at 132.08. The strike last trading price was 5.48, which was 0.11 higher than the previous day. The implied volatity was 35.45, the open interest changed by 16 which increased total open position to 156
On 29 Jan IREDA was trading at 133.26. The strike last trading price was 5.33, which was -0.35 lower than the previous day. The implied volatity was 29.29, the open interest changed by 52 which increased total open position to 147
On 28 Jan IREDA was trading at 133.87. The strike last trading price was 5.8, which was 1.66 higher than the previous day. The implied volatity was 27.97, the open interest changed by 41 which increased total open position to 98
On 27 Jan IREDA was trading at 128.88. The strike last trading price was 4.4, which was 1.14 higher than the previous day. The implied volatity was 33.89, the open interest changed by 17 which increased total open position to 59
On 23 Jan IREDA was trading at 127.40. The strike last trading price was 3.32, which was -0.29 lower than the previous day. The implied volatity was 30.69, the open interest changed by 10 which increased total open position to 42
On 22 Jan IREDA was trading at 129.93. The strike last trading price was 3.61, which was -0.23 lower than the previous day. The implied volatity was 24.24, the open interest changed by 16 which increased total open position to 31
On 21 Jan IREDA was trading at 127.38. The strike last trading price was 3.89, which was -0.54 lower than the previous day. The implied volatity was 33.1, the open interest changed by 10 which increased total open position to 15
On 20 Jan IREDA was trading at 129.94. The strike last trading price was 4.43, which was -8.62 lower than the previous day. The implied volatity was 28.83, the open interest changed by 4 which increased total open position to 4
On 19 Jan IREDA was trading at 134.59. The strike last trading price was 13.05, 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 Jan IREDA was trading at 136.29. The strike last trading price was 13.05, 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 14 Jan IREDA was trading at 138.10. The strike last trading price was 13.05, 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 13 Jan IREDA was trading at 139.99. The strike last trading price was 13.05, 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 Jan IREDA was trading at 141.50. The strike last trading price was 13.05, 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 Jan IREDA was trading at 136.61. The strike last trading price was 13.05, 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 8 Jan IREDA was trading at 141.18. The strike last trading price was 13.05, 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 Jan IREDA was trading at 146.03. The strike last trading price was 13.05, 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 Jan IREDA was trading at 143.55. The strike last trading price was 13.05, 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 Jan IREDA was trading at 144.57. The strike last trading price was 13.05, 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 Jan IREDA was trading at 146.64. The strike last trading price was 13.05, 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 1 Jan IREDA was trading at 139.36. The strike last trading price was 13.05, 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 31 Dec IREDA was trading at 139.90. The strike last trading price was 13.05, 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 24FEB2026 132 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.14
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 132.08 | 5.95 | -0.01 | 47.44 | 33 | 7 | 91 |
| 29 Jan | 133.26 | 5.72 | -0.32 | 48.18 | 155 | 55 | 85 |
| 28 Jan | 133.87 | 5.96 | -2.04 | 51.72 | 48 | 26 | 30 |
| 27 Jan | 128.88 | 8 | -2 | 51.98 | 1 | 0 | 4 |
| 23 Jan | 127.40 | 10 | 0.25 | 54.97 | 2 | 1 | 3 |
| 22 Jan | 129.93 | 9.75 | -1.03 | 61.09 | 3 | -2 | 2 |
| 21 Jan | 127.38 | 10.78 | 3.81 | 58.89 | 4 | 2 | 2 |
| 20 Jan | 129.94 | 6.97 | 0 | 0.45 | 0 | 0 | 0 |
| 19 Jan | 134.59 | 6.97 | 0 | 2.66 | 0 | 0 | 0 |
| 16 Jan | 136.29 | 6.97 | 0 | 4.27 | 0 | 0 | 0 |
| 14 Jan | 138.10 | 6.97 | 0 | 5.51 | 0 | 0 | 0 |
| 13 Jan | 139.99 | 6.97 | 0 | 6.68 | 0 | 0 | 0 |
| 12 Jan | 141.50 | 6.97 | 0 | 7.61 | 0 | 0 | 0 |
| 9 Jan | 136.61 | 6.97 | 0 | 4.57 | 0 | 0 | 0 |
| 8 Jan | 141.18 | 6.97 | 0 | 6.95 | 0 | 0 | 0 |
| 7 Jan | 146.03 | 6.97 | 0 | 9.58 | 0 | 0 | 0 |
| 6 Jan | 143.55 | 6.97 | 0 | 8.26 | 0 | 0 | 0 |
| 5 Jan | 144.57 | 6.97 | 0 | 8.54 | 0 | 0 | 0 |
| 2 Jan | 146.64 | 6.97 | 0 | 9.7 | 0 | 0 | 0 |
| 1 Jan | 139.36 | 6.97 | 0 | 5.7 | 0 | 0 | 0 |
| 31 Dec | 139.90 | 6.97 | 0 | 6.13 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 132 expiring on 24FEB2026
Delta for 132 PE is -0.45
Historical price for 132 PE is as follows
On 30 Jan IREDA was trading at 132.08. The strike last trading price was 5.95, which was -0.01 lower than the previous day. The implied volatity was 47.44, the open interest changed by 7 which increased total open position to 91
On 29 Jan IREDA was trading at 133.26. The strike last trading price was 5.72, which was -0.32 lower than the previous day. The implied volatity was 48.18, the open interest changed by 55 which increased total open position to 85
On 28 Jan IREDA was trading at 133.87. The strike last trading price was 5.96, which was -2.04 lower than the previous day. The implied volatity was 51.72, the open interest changed by 26 which increased total open position to 30
On 27 Jan IREDA was trading at 128.88. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 51.98, the open interest changed by 0 which decreased total open position to 4
On 23 Jan IREDA was trading at 127.40. The strike last trading price was 10, which was 0.25 higher than the previous day. The implied volatity was 54.97, the open interest changed by 1 which increased total open position to 3
On 22 Jan IREDA was trading at 129.93. The strike last trading price was 9.75, which was -1.03 lower than the previous day. The implied volatity was 61.09, the open interest changed by -2 which decreased total open position to 2
On 21 Jan IREDA was trading at 127.38. The strike last trading price was 10.78, which was 3.81 higher than the previous day. The implied volatity was 58.89, the open interest changed by 2 which increased total open position to 2
On 20 Jan IREDA was trading at 129.94. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 19 Jan IREDA was trading at 134.59. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 16 Jan IREDA was trading at 136.29. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 14 Jan IREDA was trading at 138.10. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 13 Jan IREDA was trading at 139.99. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 12 Jan IREDA was trading at 141.50. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 7.61, the open interest changed by 0 which decreased total open position to 0
On 9 Jan IREDA was trading at 136.61. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 8 Jan IREDA was trading at 141.18. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
On 7 Jan IREDA was trading at 146.03. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 6 Jan IREDA was trading at 143.55. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0
On 5 Jan IREDA was trading at 144.57. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 8.54, the open interest changed by 0 which decreased total open position to 0
On 2 Jan IREDA was trading at 146.64. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 9.7, the open interest changed by 0 which decreased total open position to 0
On 1 Jan IREDA was trading at 139.36. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 0
On 31 Dec IREDA was trading at 139.90. The strike last trading price was 6.97, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0






























































































































































































































