IREDA
Indian Renewable Energy
Historical option data for IREDA
24 Dec 2025 04:13 PM IST
| IREDA 27-JAN-2026 140 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.17
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 138.10 | 3.58 | -0.75 | 24.00 | 426 | 57 | 781 | |||||||||
| 23 Dec | 138.73 | 4.32 | 1.14 | 24.20 | 1,163 | 231 | 715 | |||||||||
| 22 Dec | 135.67 | 3.24 | 0.77 | 26.51 | 454 | 134 | 483 | |||||||||
| 19 Dec | 133.19 | 2.41 | 0.26 | 26.31 | 329 | 104 | 347 | |||||||||
| 18 Dec | 131.42 | 2.1 | 0.06 | 27.45 | 178 | 9 | 244 | |||||||||
| 17 Dec | 131.43 | 1.97 | -0.89 | 26.47 | 105 | 60 | 236 | |||||||||
| 16 Dec | 133.87 | 2.67 | -0.82 | 25.98 | 61 | 21 | 176 | |||||||||
| 15 Dec | 135.46 | 3.49 | -0.21 | 26.36 | 52 | 14 | 155 | |||||||||
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| 12 Dec | 136.18 | 3.62 | 0.45 | 24.20 | 30 | 8 | 141 | |||||||||
| 11 Dec | 134.48 | 3.1 | 0.48 | 24.23 | 56 | 1 | 133 | |||||||||
| 10 Dec | 133.02 | 2.62 | -0.4 | 25.09 | 26 | 14 | 132 | |||||||||
| 9 Dec | 134.46 | 3.12 | 0.82 | 23.21 | 45 | 9 | 117 | |||||||||
| 8 Dec | 131.21 | 2.3 | -0.94 | 25.49 | 27 | 8 | 108 | |||||||||
| 5 Dec | 133.40 | 3.26 | -1.78 | 24.50 | 103 | 62 | 100 | |||||||||
| 4 Dec | 136.75 | 5.04 | 0.11 | 26.80 | 35 | 20 | 37 | |||||||||
| 3 Dec | 136.84 | 4.9 | -2.1 | 24.75 | 21 | 9 | 16 | |||||||||
| 2 Dec | 140.18 | 7 | -2.3 | 25.92 | 3 | 1 | 6 | |||||||||
| 1 Dec | 142.48 | 9.3 | -0.61 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 142.90 | 9.3 | -0.61 | 28.27 | 1 | 0 | 5 | |||||||||
| 27 Nov | 143.76 | 9.91 | -12.29 | 28.76 | 5 | 0 | 0 | |||||||||
| 26 Nov | 144.35 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 141.36 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 142.49 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 144.41 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 147.10 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 148.08 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 150.71 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 149.04 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 148.71 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 148.56 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 151.01 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 153.74 | 22.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 140 expiring on 27JAN2026
Delta for 140 CE is 0.48
Historical price for 140 CE is as follows
On 24 Dec IREDA was trading at 138.10. The strike last trading price was 3.58, which was -0.75 lower than the previous day. The implied volatity was 24.00, the open interest changed by 57 which increased total open position to 781
On 23 Dec IREDA was trading at 138.73. The strike last trading price was 4.32, which was 1.14 higher than the previous day. The implied volatity was 24.20, the open interest changed by 231 which increased total open position to 715
On 22 Dec IREDA was trading at 135.67. The strike last trading price was 3.24, which was 0.77 higher than the previous day. The implied volatity was 26.51, the open interest changed by 134 which increased total open position to 483
On 19 Dec IREDA was trading at 133.19. The strike last trading price was 2.41, which was 0.26 higher than the previous day. The implied volatity was 26.31, the open interest changed by 104 which increased total open position to 347
On 18 Dec IREDA was trading at 131.42. The strike last trading price was 2.1, which was 0.06 higher than the previous day. The implied volatity was 27.45, the open interest changed by 9 which increased total open position to 244
On 17 Dec IREDA was trading at 131.43. The strike last trading price was 1.97, which was -0.89 lower than the previous day. The implied volatity was 26.47, the open interest changed by 60 which increased total open position to 236
On 16 Dec IREDA was trading at 133.87. The strike last trading price was 2.67, which was -0.82 lower than the previous day. The implied volatity was 25.98, the open interest changed by 21 which increased total open position to 176
On 15 Dec IREDA was trading at 135.46. The strike last trading price was 3.49, which was -0.21 lower than the previous day. The implied volatity was 26.36, the open interest changed by 14 which increased total open position to 155
On 12 Dec IREDA was trading at 136.18. The strike last trading price was 3.62, which was 0.45 higher than the previous day. The implied volatity was 24.20, the open interest changed by 8 which increased total open position to 141
On 11 Dec IREDA was trading at 134.48. The strike last trading price was 3.1, which was 0.48 higher than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 133
On 10 Dec IREDA was trading at 133.02. The strike last trading price was 2.62, which was -0.4 lower than the previous day. The implied volatity was 25.09, the open interest changed by 14 which increased total open position to 132
On 9 Dec IREDA was trading at 134.46. The strike last trading price was 3.12, which was 0.82 higher than the previous day. The implied volatity was 23.21, the open interest changed by 9 which increased total open position to 117
On 8 Dec IREDA was trading at 131.21. The strike last trading price was 2.3, which was -0.94 lower than the previous day. The implied volatity was 25.49, the open interest changed by 8 which increased total open position to 108
On 5 Dec IREDA was trading at 133.40. The strike last trading price was 3.26, which was -1.78 lower than the previous day. The implied volatity was 24.50, the open interest changed by 62 which increased total open position to 100
On 4 Dec IREDA was trading at 136.75. The strike last trading price was 5.04, which was 0.11 higher than the previous day. The implied volatity was 26.80, the open interest changed by 20 which increased total open position to 37
On 3 Dec IREDA was trading at 136.84. The strike last trading price was 4.9, which was -2.1 lower than the previous day. The implied volatity was 24.75, the open interest changed by 9 which increased total open position to 16
On 2 Dec IREDA was trading at 140.18. The strike last trading price was 7, which was -2.3 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 6
On 1 Dec IREDA was trading at 142.48. The strike last trading price was 9.3, which was -0.61 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IREDA was trading at 142.90. The strike last trading price was 9.3, which was -0.61 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 5
On 27 Nov IREDA was trading at 143.76. The strike last trading price was 9.91, which was -12.29 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IREDA was trading at 144.35. The strike last trading price was 22.2, 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 Nov IREDA was trading at 141.36. The strike last trading price was 22.2, 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 24 Nov IREDA was trading at 142.49. The strike last trading price was 22.2, 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 Nov IREDA was trading at 144.41. The strike last trading price was 22.2, 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 Nov IREDA was trading at 147.10. The strike last trading price was 22.2, 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 Nov IREDA was trading at 148.08. The strike last trading price was 22.2, 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 Nov IREDA was trading at 150.71. The strike last trading price was 22.2, 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 Nov IREDA was trading at 149.04. The strike last trading price was 22.2, 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 Nov IREDA was trading at 148.71. The strike last trading price was 22.2, 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 Nov IREDA was trading at 148.56. The strike last trading price was 22.2, 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 Nov IREDA was trading at 151.01. The strike last trading price was 22.2, 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 Oct IREDA was trading at 153.74. The strike last trading price was 22.2, 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 27JAN2026 140 PE | |||||||
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Delta: -0.50
Vega: 0.17
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 138.10 | 6.87 | 0.48 | 37.95 | 128 | 42 | 410 |
| 23 Dec | 138.73 | 6.56 | -1.24 | 39.24 | 249 | 136 | 365 |
| 22 Dec | 135.67 | 7.8 | -1.41 | 36.26 | 71 | 39 | 230 |
| 19 Dec | 133.19 | 9.18 | -1.42 | 34.07 | 61 | 41 | 191 |
| 18 Dec | 131.42 | 10.6 | 0 | 35.65 | 51 | 47 | 149 |
| 17 Dec | 131.43 | 10.6 | 1.9 | 34.81 | 11 | 5 | 101 |
| 16 Dec | 133.87 | 8.7 | 0.05 | 31.73 | 1 | 0 | 96 |
| 15 Dec | 135.46 | 8.65 | -0.31 | - | 0 | 0 | 0 |
| 12 Dec | 136.18 | 8.65 | -0.31 | - | 0 | 0 | 96 |
| 11 Dec | 134.48 | 8.65 | -0.31 | 33.96 | 15 | 7 | 100 |
| 10 Dec | 133.02 | 8.96 | 0.12 | 29.38 | 3 | 2 | 93 |
| 9 Dec | 134.46 | 8.7 | -3.21 | 34.42 | 63 | 14 | 70 |
| 8 Dec | 131.21 | 11.91 | 0.56 | 39.76 | 7 | 3 | 54 |
| 5 Dec | 133.40 | 11.35 | 3.65 | 44.27 | 41 | 29 | 50 |
| 4 Dec | 136.75 | 7.7 | 0.09 | 33.51 | 8 | 1 | 20 |
| 3 Dec | 136.84 | 7.61 | 2.01 | 33.95 | 17 | -2 | 19 |
| 2 Dec | 140.18 | 5.6 | 1 | 31.41 | 5 | 3 | 21 |
| 1 Dec | 142.48 | 4.6 | 0.38 | 29.73 | 4 | 3 | 18 |
| 28 Nov | 142.90 | 4.22 | -0.25 | - | 0 | 3 | 0 |
| 27 Nov | 143.76 | 4.22 | -0.25 | 29.58 | 5 | 2 | 14 |
| 26 Nov | 144.35 | 4.47 | -0.33 | 31.93 | 3 | 2 | 12 |
| 25 Nov | 141.36 | 4.8 | 0.1 | 28.40 | 1 | 0 | 10 |
| 24 Nov | 142.49 | 4.7 | -0.29 | 29.30 | 1 | 0 | 9 |
| 21 Nov | 144.41 | 4.99 | 0.6 | 32.89 | 2 | 0 | 8 |
| 19 Nov | 147.10 | 4.39 | 0.43 | 34.37 | 1 | 0 | 7 |
| 18 Nov | 148.08 | 3.96 | 0.46 | 33.07 | 1 | 0 | 6 |
| 17 Nov | 150.71 | 3.5 | -1 | 34.40 | 1 | 0 | 5 |
| 11 Nov | 149.04 | 4.5 | -0.5 | 35.72 | 2 | 1 | 6 |
| 10 Nov | 148.71 | 5 | 1.5 | - | 0 | 0 | 0 |
| 6 Nov | 148.56 | 5 | 1.5 | 35.95 | 3 | 2 | 4 |
| 4 Nov | 151.01 | 3.5 | -0.5 | 32.36 | 1 | 0 | 1 |
| 30 Oct | 153.74 | 8.6 | 0 | 6.93 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 140 expiring on 27JAN2026
Delta for 140 PE is -0.50
Historical price for 140 PE is as follows
On 24 Dec IREDA was trading at 138.10. The strike last trading price was 6.87, which was 0.48 higher than the previous day. The implied volatity was 37.95, the open interest changed by 42 which increased total open position to 410
On 23 Dec IREDA was trading at 138.73. The strike last trading price was 6.56, which was -1.24 lower than the previous day. The implied volatity was 39.24, the open interest changed by 136 which increased total open position to 365
On 22 Dec IREDA was trading at 135.67. The strike last trading price was 7.8, which was -1.41 lower than the previous day. The implied volatity was 36.26, the open interest changed by 39 which increased total open position to 230
On 19 Dec IREDA was trading at 133.19. The strike last trading price was 9.18, which was -1.42 lower than the previous day. The implied volatity was 34.07, the open interest changed by 41 which increased total open position to 191
On 18 Dec IREDA was trading at 131.42. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 35.65, the open interest changed by 47 which increased total open position to 149
On 17 Dec IREDA was trading at 131.43. The strike last trading price was 10.6, which was 1.9 higher than the previous day. The implied volatity was 34.81, the open interest changed by 5 which increased total open position to 101
On 16 Dec IREDA was trading at 133.87. The strike last trading price was 8.7, which was 0.05 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 96
On 15 Dec IREDA was trading at 135.46. The strike last trading price was 8.65, which was -0.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IREDA was trading at 136.18. The strike last trading price was 8.65, which was -0.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 11 Dec IREDA was trading at 134.48. The strike last trading price was 8.65, which was -0.31 lower than the previous day. The implied volatity was 33.96, the open interest changed by 7 which increased total open position to 100
On 10 Dec IREDA was trading at 133.02. The strike last trading price was 8.96, which was 0.12 higher than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 93
On 9 Dec IREDA was trading at 134.46. The strike last trading price was 8.7, which was -3.21 lower than the previous day. The implied volatity was 34.42, the open interest changed by 14 which increased total open position to 70
On 8 Dec IREDA was trading at 131.21. The strike last trading price was 11.91, which was 0.56 higher than the previous day. The implied volatity was 39.76, the open interest changed by 3 which increased total open position to 54
On 5 Dec IREDA was trading at 133.40. The strike last trading price was 11.35, which was 3.65 higher than the previous day. The implied volatity was 44.27, the open interest changed by 29 which increased total open position to 50
On 4 Dec IREDA was trading at 136.75. The strike last trading price was 7.7, which was 0.09 higher than the previous day. The implied volatity was 33.51, the open interest changed by 1 which increased total open position to 20
On 3 Dec IREDA was trading at 136.84. The strike last trading price was 7.61, which was 2.01 higher than the previous day. The implied volatity was 33.95, the open interest changed by -2 which decreased total open position to 19
On 2 Dec IREDA was trading at 140.18. The strike last trading price was 5.6, which was 1 higher than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 21
On 1 Dec IREDA was trading at 142.48. The strike last trading price was 4.6, which was 0.38 higher than the previous day. The implied volatity was 29.73, the open interest changed by 3 which increased total open position to 18
On 28 Nov IREDA was trading at 142.90. The strike last trading price was 4.22, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov IREDA was trading at 143.76. The strike last trading price was 4.22, which was -0.25 lower than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 14
On 26 Nov IREDA was trading at 144.35. The strike last trading price was 4.47, which was -0.33 lower than the previous day. The implied volatity was 31.93, the open interest changed by 2 which increased total open position to 12
On 25 Nov IREDA was trading at 141.36. The strike last trading price was 4.8, which was 0.1 higher than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 10
On 24 Nov IREDA was trading at 142.49. The strike last trading price was 4.7, which was -0.29 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 9
On 21 Nov IREDA was trading at 144.41. The strike last trading price was 4.99, which was 0.6 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 8
On 19 Nov IREDA was trading at 147.10. The strike last trading price was 4.39, which was 0.43 higher than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 7
On 18 Nov IREDA was trading at 148.08. The strike last trading price was 3.96, which was 0.46 higher than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 6
On 17 Nov IREDA was trading at 150.71. The strike last trading price was 3.5, which was -1 lower than the previous day. The implied volatity was 34.40, the open interest changed by 0 which decreased total open position to 5
On 11 Nov IREDA was trading at 149.04. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 35.72, the open interest changed by 1 which increased total open position to 6
On 10 Nov IREDA was trading at 148.71. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IREDA was trading at 148.56. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was 35.95, the open interest changed by 2 which increased total open position to 4
On 4 Nov IREDA was trading at 151.01. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 1
On 30 Oct IREDA was trading at 153.74. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0































































































































































































































