IREDA
Indian Renewable Energy
Historical option data for IREDA
04 Apr 2025 04:14 PM IST
| IREDA 24APR2025 152.5 CE | ||||||||||
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Delta: 0.79
Vega: 0.10
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 156.45 | 6 | -4.5 | 18.08 | 66 | 0 | 27 | |||
| 3 Apr | 161.51 | 10.5 | 0.5 | 14.39 | 18 | 4 | 27 | |||
| 2 Apr | 161.42 | 9.95 | 1.7 | - | 29 | 7 | 24 | |||
| 1 Apr | 160.67 | 8.1 | -0.55 | - | 16 | 2 | 17 | |||
| 28 Mar | 160.59 | 8.3 | -2.45 | 13.12 | 29 | 0 | 15 | |||
| 27 Mar | 161.66 | 10.75 | -2.95 | 13.66 | 3 | 1 | 14 | |||
| 26 Mar | 162.92 | 13.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 169.95 | 13.7 | 0 | 0.00 | 0 | 12 | 0 | |||
| 24 Mar | 170.04 | 13.7 | 7.4 | - | 33 | 2 | 3 | |||
| 21 Mar | 154.82 | 6.3 | -17.75 | 22.09 | 2 | 1 | 1 | |||
| 20 Mar | 149.96 | 24.05 | 0 | 1.23 | 0 | 0 | 0 | |||
| 19 Mar | 151.87 | 24.05 | 0 | - | 0 | 0 | 0 | |||
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| 18 Mar | 145.95 | 24.05 | 0 | 2.61 | 0 | 0 | 0 | |||
| 17 Mar | 138.16 | 24.05 | 0 | 9.08 | 0 | 0 | 0 | |||
| 13 Mar | 139.85 | 24.05 | 0 | 7.10 | 0 | 0 | 0 | |||
| 12 Mar | 141.26 | 24.05 | 0 | 6.10 | 0 | 0 | 0 | |||
| 11 Mar | 141.98 | 24.05 | 0 | 5.23 | 0 | 0 | 0 | |||
| 10 Mar | 143.95 | 24.05 | 0 | 4.54 | 0 | 0 | 0 | |||
| 7 Mar | 149.59 | 24.05 | 0 | 0.78 | 0 | 0 | 0 | |||
| 6 Mar | 149.86 | 24.05 | 0 | 0.68 | 0 | 0 | 0 | |||
| 3 Mar | 147.31 | 24.05 | 0 | 1.60 | 0 | 0 | 0 | |||
For Indian Renewable Energy - strike price 152.5 expiring on 24APR2025
Delta for 152.5 CE is 0.79
Historical price for 152.5 CE is as follows
On 4 Apr IREDA was trading at 156.45. The strike last trading price was 6, which was -4.5 lower than the previous day. The implied volatity was 18.08, the open interest changed by 0 which decreased total open position to 27
On 3 Apr IREDA was trading at 161.51. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 14.39, the open interest changed by 4 which increased total open position to 27
On 2 Apr IREDA was trading at 161.42. The strike last trading price was 9.95, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 24
On 1 Apr IREDA was trading at 160.67. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 28 Mar IREDA was trading at 160.59. The strike last trading price was 8.3, which was -2.45 lower than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 15
On 27 Mar IREDA was trading at 161.66. The strike last trading price was 10.75, which was -2.95 lower than the previous day. The implied volatity was 13.66, the open interest changed by 1 which increased total open position to 14
On 26 Mar IREDA was trading at 162.92. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar IREDA was trading at 169.95. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 24 Mar IREDA was trading at 170.04. The strike last trading price was 13.7, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 21 Mar IREDA was trading at 154.82. The strike last trading price was 6.3, which was -17.75 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 1
On 20 Mar IREDA was trading at 149.96. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IREDA was trading at 151.87. The strike last trading price was 24.05, 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 18 Mar IREDA was trading at 145.95. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IREDA was trading at 138.16. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IREDA was trading at 139.85. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IREDA was trading at 141.26. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IREDA was trading at 141.98. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IREDA was trading at 143.95. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IREDA was trading at 149.59. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IREDA was trading at 149.86. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IREDA was trading at 147.31. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| IREDA 24APR2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.14
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 156.45 | 8.1 | 3.55 | 72.99 | 58 | 8 | 51 |
| 3 Apr | 161.51 | 4.55 | -1.05 | 58.73 | 31 | 1 | 42 |
| 2 Apr | 161.42 | 5.6 | -2.3 | 64.46 | 29 | -3 | 40 |
| 1 Apr | 160.67 | 7.9 | -1.45 | 76.86 | 12 | 8 | 43 |
| 28 Mar | 160.59 | 9.55 | 0.25 | 78.53 | 20 | 9 | 35 |
| 27 Mar | 161.66 | 9.3 | -1.55 | 81.02 | 13 | 0 | 23 |
| 26 Mar | 162.92 | 10.85 | 0 | 90.18 | 1 | 0 | 22 |
| 25 Mar | 169.95 | 11.2 | 2.2 | 101.26 | 32 | 15 | 21 |
| 24 Mar | 170.04 | 9 | 0.65 | 90.87 | 10 | 6 | 6 |
| 21 Mar | 154.82 | 8.35 | 0 | 2.75 | 0 | 0 | 0 |
| 20 Mar | 149.96 | 8.35 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 151.87 | 8.35 | 0 | 0.59 | 0 | 0 | 0 |
| 18 Mar | 145.95 | 8.35 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 138.16 | 8.35 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 139.85 | 8.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 141.26 | 8.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 141.98 | 8.35 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 143.95 | 8.35 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 149.59 | 8.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 149.86 | 8.35 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 147.31 | 8.35 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 152.5 expiring on 24APR2025
Delta for 152.5 PE is -0.39
Historical price for 152.5 PE is as follows
On 4 Apr IREDA was trading at 156.45. The strike last trading price was 8.1, which was 3.55 higher than the previous day. The implied volatity was 72.99, the open interest changed by 8 which increased total open position to 51
On 3 Apr IREDA was trading at 161.51. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 58.73, the open interest changed by 1 which increased total open position to 42
On 2 Apr IREDA was trading at 161.42. The strike last trading price was 5.6, which was -2.3 lower than the previous day. The implied volatity was 64.46, the open interest changed by -3 which decreased total open position to 40
On 1 Apr IREDA was trading at 160.67. The strike last trading price was 7.9, which was -1.45 lower than the previous day. The implied volatity was 76.86, the open interest changed by 8 which increased total open position to 43
On 28 Mar IREDA was trading at 160.59. The strike last trading price was 9.55, which was 0.25 higher than the previous day. The implied volatity was 78.53, the open interest changed by 9 which increased total open position to 35
On 27 Mar IREDA was trading at 161.66. The strike last trading price was 9.3, which was -1.55 lower than the previous day. The implied volatity was 81.02, the open interest changed by 0 which decreased total open position to 23
On 26 Mar IREDA was trading at 162.92. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 90.18, the open interest changed by 0 which decreased total open position to 22
On 25 Mar IREDA was trading at 169.95. The strike last trading price was 11.2, which was 2.2 higher than the previous day. The implied volatity was 101.26, the open interest changed by 15 which increased total open position to 21
On 24 Mar IREDA was trading at 170.04. The strike last trading price was 9, which was 0.65 higher than the previous day. The implied volatity was 90.87, the open interest changed by 6 which increased total open position to 6
On 21 Mar IREDA was trading at 154.82. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IREDA was trading at 149.96. The strike last trading price was 8.35, 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 Mar IREDA was trading at 151.87. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IREDA was trading at 145.95. The strike last trading price was 8.35, 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 Mar IREDA was trading at 138.16. The strike last trading price was 8.35, 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 Mar IREDA was trading at 139.85. The strike last trading price was 8.35, 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 Mar IREDA was trading at 141.26. The strike last trading price was 8.35, 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 Mar IREDA was trading at 141.98. The strike last trading price was 8.35, 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 Mar IREDA was trading at 143.95. The strike last trading price was 8.35, 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 Mar IREDA was trading at 149.59. The strike last trading price was 8.35, 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 Mar IREDA was trading at 149.86. The strike last trading price was 8.35, 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 3 Mar IREDA was trading at 147.31. The strike last trading price was 8.35, 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
