IREDA
Indian Renewable Energy
Historical option data for IREDA
09 Jan 2026 04:13 PM IST
| IREDA 27-JAN-2026 144 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.11
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Jan | 136.61 | 2.79 | -1.5 | 42.88 | 190 | -6 | 157 | |||||||||
| 8 Jan | 141.18 | 4 | -3.02 | 39.20 | 183 | 64 | 163 | |||||||||
| 7 Jan | 146.03 | 7 | 1.29 | 40.11 | 186 | -15 | 102 | |||||||||
| 6 Jan | 143.55 | 5.68 | -0.01 | 40.03 | 236 | 74 | 112 | |||||||||
| 5 Jan | 144.57 | 5.49 | -1.83 | 34.84 | 56 | -1 | 37 | |||||||||
| 2 Jan | 146.64 | 7.4 | 2.99 | 34.22 | 175 | 38 | 38 | |||||||||
| 1 Jan | 139.36 | 4.41 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 31 Dec | 139.90 | 4.41 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 144 expiring on 27JAN2026
Delta for 144 CE is 0.34
Historical price for 144 CE is as follows
On 9 Jan IREDA was trading at 136.61. The strike last trading price was 2.79, which was -1.5 lower than the previous day. The implied volatity was 42.88, the open interest changed by -6 which decreased total open position to 157
On 8 Jan IREDA was trading at 141.18. The strike last trading price was 4, which was -3.02 lower than the previous day. The implied volatity was 39.20, the open interest changed by 64 which increased total open position to 163
On 7 Jan IREDA was trading at 146.03. The strike last trading price was 7, which was 1.29 higher than the previous day. The implied volatity was 40.11, the open interest changed by -15 which decreased total open position to 102
On 6 Jan IREDA was trading at 143.55. The strike last trading price was 5.68, which was -0.01 lower than the previous day. The implied volatity was 40.03, the open interest changed by 74 which increased total open position to 112
On 5 Jan IREDA was trading at 144.57. The strike last trading price was 5.49, which was -1.83 lower than the previous day. The implied volatity was 34.84, the open interest changed by -1 which decreased total open position to 37
On 2 Jan IREDA was trading at 146.64. The strike last trading price was 7.4, which was 2.99 higher than the previous day. The implied volatity was 34.22, the open interest changed by 38 which increased total open position to 38
On 1 Jan IREDA was trading at 139.36. The strike last trading price was 4.41, which was 0 lower than the previous day. The implied volatity was 3.32, 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 4.41, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
| IREDA 27JAN2026 144 PE | |||||||
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Delta: -0.59
Vega: 0.12
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 136.61 | 11.49 | 3.67 | 64.61 | 133 | -85 | 177 |
| 8 Jan | 141.18 | 7.81 | 2.81 | 51.02 | 285 | 179 | 268 |
| 7 Jan | 146.03 | 4.98 | -0.93 | 46.89 | 49 | 5 | 90 |
| 6 Jan | 143.55 | 5.95 | 0.94 | 44.75 | 125 | 36 | 84 |
| 5 Jan | 144.57 | 5.26 | 1.2 | 41.30 | 88 | -3 | 47 |
| 2 Jan | 146.64 | 3.99 | -2.9 | 38.04 | 86 | 46 | 49 |
| 1 Jan | 139.36 | 6.89 | -4 | - | 0 | 0 | 3 |
| 31 Dec | 139.90 | 6.89 | -4 | 34.56 | 8 | 3 | 3 |
For Indian Renewable Energy - strike price 144 expiring on 27JAN2026
Delta for 144 PE is -0.59
Historical price for 144 PE is as follows
On 9 Jan IREDA was trading at 136.61. The strike last trading price was 11.49, which was 3.67 higher than the previous day. The implied volatity was 64.61, the open interest changed by -85 which decreased total open position to 177
On 8 Jan IREDA was trading at 141.18. The strike last trading price was 7.81, which was 2.81 higher than the previous day. The implied volatity was 51.02, the open interest changed by 179 which increased total open position to 268
On 7 Jan IREDA was trading at 146.03. The strike last trading price was 4.98, which was -0.93 lower than the previous day. The implied volatity was 46.89, the open interest changed by 5 which increased total open position to 90
On 6 Jan IREDA was trading at 143.55. The strike last trading price was 5.95, which was 0.94 higher than the previous day. The implied volatity was 44.75, the open interest changed by 36 which increased total open position to 84
On 5 Jan IREDA was trading at 144.57. The strike last trading price was 5.26, which was 1.2 higher than the previous day. The implied volatity was 41.30, the open interest changed by -3 which decreased total open position to 47
On 2 Jan IREDA was trading at 146.64. The strike last trading price was 3.99, which was -2.9 lower than the previous day. The implied volatity was 38.04, the open interest changed by 46 which increased total open position to 49
On 1 Jan IREDA was trading at 139.36. The strike last trading price was 6.89, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 31 Dec IREDA was trading at 139.90. The strike last trading price was 6.89, which was -4 lower than the previous day. The implied volatity was 34.56, the open interest changed by 3 which increased total open position to 3































































































































































































































