WAAREEENER

Waaree Energies Limited

2560 -40.00 (-1.54%)

L: 2550 H: 2648

Back to Option Chain

Historical option data for WAAREEENER
14 Jan 2026 04:14 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

WAAREEENER 27-JAN-2026 2650 CE
Delta: 0.36 Vega: 1.81 Theta: -3.22 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	2560.00	49 ₹ 8,575	-16.05 -2808.75	42.71	929 1,62,575	0 0	502 87,850
13 Jan	2600.00	61.85 ₹ 10,823.75	-5.3 -927.50	40.28	741 1,29,675	-29 -5,075	503 88,025
12 Jan	2576.90	72 ₹ 12,600	6.85 1198.75	44.73	3,043 5,32,525	141 24,675	544 95,200
9 Jan	2544.60	63.8 ₹ 11,165	-27.4 -4795.00	44.71	881 1,54,175	66 11,550	409 71,575
8 Jan	2612.30	88.55 ₹ 15,496.25	-35.1 -6142.50	43.61	1,062 1,85,850	22 3,850	338 59,150
7 Jan	2673.10	123 ₹ 21,525	17.5 3062.50	41.17	1,564 2,73,700	14 2,450	320 56,000

6 Jan	2634.40	110 ₹ 19,250	-271.1 -47442.50	43.19	1,212 2,12,100	308 53,900	308 53,900
5 Jan	2714.30	381.1 ₹ 66,692.5	0 0.00	-	0 0	0 0	0 0
2 Jan	2866.30	381.1 ₹ 66,692.5	0 0.00	-	0 0	0 0	0 0
1 Jan	2955.30	381.1 ₹ 66,692.5	0 0.00	-	0 0	0 0	0 0
31 Dec	2968.10	0 ₹ 0	0 0.00	0	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2650 expiring on 27JAN2026

Delta for 2650 CE is 0.36

Historical price for 2650 CE is as follows

On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 49, which was -16.05 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 502

On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 61.85, which was -5.3 lower than the previous day. The implied volatity was 40.28, the open interest changed by -29 which decreased total open position to 503

On 12 Jan WAAREEENER was trading at 2576.90. The strike last trading price was 72, which was 6.85 higher than the previous day. The implied volatity was 44.73, the open interest changed by 141 which increased total open position to 544

On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 63.8, which was -27.4 lower than the previous day. The implied volatity was 44.71, the open interest changed by 66 which increased total open position to 409

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 88.55, which was -35.1 lower than the previous day. The implied volatity was 43.61, the open interest changed by 22 which increased total open position to 338

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 123, which was 17.5 higher than the previous day. The implied volatity was 41.17, the open interest changed by 14 which increased total open position to 320

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 110, which was -271.1 lower than the previous day. The implied volatity was 43.19, the open interest changed by 308 which increased total open position to 308

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 381.1, 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 WAAREEENER was trading at 2866.30. The strike last trading price was 381.1, 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 WAAREEENER was trading at 2955.30. The strike last trading price was 381.1, 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 WAAREEENER was trading at 2968.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0

WAAREEENER 27JAN2026 2650 PE
Delta: -0.62 Vega: 1.84 Theta: -2.83 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	2560.00	138.15 ₹ 24,176.25	33.9 5932.50	46.8	115 20,125	23 4,025	263 46,025
13 Jan	2600.00	100.15 ₹ 17,526.25	-26.3 -4602.50	36.98	77 13,475	-8 -1,400	243 42,525
12 Jan	2576.90	121.3 ₹ 21,227.5	-36.7 -6422.50	44.81	465 81,375	-23 -4,025	251 43,925
9 Jan	2544.60	157.8 ₹ 27,615	24.15 4226.25	46.53	147 25,725	2 350	276 48,300
8 Jan	2612.30	139.95 ₹ 24,491.25	40.8 7140.00	51.63	388 67,900	-6 -1,050	269 47,075
7 Jan	2673.10	98 ₹ 17,150	-22.25 -3893.75	47.08	327 57,225	66 11,550	275 48,125
6 Jan	2634.40	115.4 ₹ 20,195	24.55 4296.25	46.21	1,368 2,39,400	146 25,550	212 37,100
5 Jan	2714.30	88 ₹ 15,400	51.2 8960.00	47.2	409 71,575	47 8,225	67 11,725
2 Jan	2866.30	37 ₹ 6,475	-1.65 -288.75	41.59	61 10,675	17 2,975	17 2,975
1 Jan	2955.30	38.65 ₹ 6,763.75	0 0.00	10.84	0 0	0 0	0 0
31 Dec	2968.10	0 ₹ 0	0 0.00	0	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2650 expiring on 27JAN2026

Delta for 2650 PE is -0.62

Historical price for 2650 PE is as follows

On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 138.15, which was 33.9 higher than the previous day. The implied volatity was 46.8, the open interest changed by 23 which increased total open position to 263

On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 100.15, which was -26.3 lower than the previous day. The implied volatity was 36.98, the open interest changed by -8 which decreased total open position to 243

On 12 Jan WAAREEENER was trading at 2576.90. The strike last trading price was 121.3, which was -36.7 lower than the previous day. The implied volatity was 44.81, the open interest changed by -23 which decreased total open position to 251

On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 157.8, which was 24.15 higher than the previous day. The implied volatity was 46.53, the open interest changed by 2 which increased total open position to 276

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 139.95, which was 40.8 higher than the previous day. The implied volatity was 51.63, the open interest changed by -6 which decreased total open position to 269

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 98, which was -22.25 lower than the previous day. The implied volatity was 47.08, the open interest changed by 66 which increased total open position to 275

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 115.4, which was 24.55 higher than the previous day. The implied volatity was 46.21, the open interest changed by 146 which increased total open position to 212

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 88, which was 51.2 higher than the previous day. The implied volatity was 47.2, the open interest changed by 47 which increased total open position to 67

On 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 37, which was -1.65 lower than the previous day. The implied volatity was 41.59, the open interest changed by 17 which increased total open position to 17

On 1 Jan WAAREEENER was trading at 2955.30. The strike last trading price was 38.65, which was 0 lower than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 0

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