WAAREEENER

Waaree Energies Limited

2748.5 -1.10 (-0.04%)

L: 2722.2 H: 2779.9

Back to Option Chain

Historical option data for WAAREEENER
29 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 24-FEB-2026 2700 CE
Delta: 0.62 Vega: 2.8 Theta: -2.5 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	2748.50	149.5 ₹ 26,162.5	-0.95 -166.25	38.59	505 88,375	-5 -875	685 1,19,875
28 Jan	2749.60	151 ₹ 26,425	27.25 4768.75	38.46	1,022 1,78,850	14 2,450	690 1,20,750
27 Jan	2695.20	134 ₹ 23,450	40.7 7122.50	41.29	1,806 3,16,050	-38 -6,650	675 1,18,125
23 Jan	2599.30	94.5 ₹ 16,537.5	-28.75 -5031.25	41.47	1,120 1,96,000	-22 -3,850	715 1,25,125
22 Jan	2641.70	127 ₹ 22,225	72.65 12713.75	42.99	3,598 6,29,650	603 1,05,525	743 1,30,025
21 Jan	2419.00	52.4 ₹ 9,170	-14.55 -2546.25	45.54	172 30,100	30 5,250	141 24,675
20 Jan	2506.50	67.2 ₹ 11,760	-13 -2275.00	42.34	294 51,450	10 1,750	114 19,950

19 Jan	2560.20	78 ₹ 13,650	-21.9 -3832.50	39.09	153 26,775	27 4,725	103 18,025
16 Jan	2552.20	96.5 ₹ 16,887.5	-17.5 -3062.50	44.05	58 10,150	12 2,100	72 12,600
14 Jan	2560.00	114 ₹ 19,950	-11 -1925.00	46.83	55 9,625	26 4,550	58 10,150
13 Jan	2600.00	125 ₹ 21,875	14 2450.00	44.77	7 1,225	3 525	32 5,600
12 Jan	2576.90	111 ₹ 19,425	5.95 1041.25	40.83	25 4,375	3 525	29 5,075
9 Jan	2544.60	105.05 ₹ 18,383.75	-28.05 -4908.75	42.73	10 1,750	3 525	27 4,725
8 Jan	2612.30	133.1 ₹ 23,292.5	-23.5 -4112.50	43.01	20 3,500	9 1,575	23 4,025
7 Jan	2673.10	155 ₹ 27,125	10.95 1916.25	38.82	13 2,275	7 1,225	15 2,625
6 Jan	2634.40	144.05 ₹ 25,208.75	-258.65 -45263.75	40.61	8 1,400	7 1,225	7 1,225
5 Jan	2714.30	402.7 ₹ 70,472.5	0 0.00	-	0 0	0 0	0 0
1 Jan	2955.30	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	2968.10	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2700 expiring on 24FEB2026

Delta for 2700 CE is 0.62

Historical price for 2700 CE is as follows

On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 149.5, which was -0.95 lower than the previous day. The implied volatity was 38.59, the open interest changed by -5 which decreased total open position to 685

On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 151, which was 27.25 higher than the previous day. The implied volatity was 38.46, the open interest changed by 14 which increased total open position to 690

On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 134, which was 40.7 higher than the previous day. The implied volatity was 41.29, the open interest changed by -38 which decreased total open position to 675

On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 94.5, which was -28.75 lower than the previous day. The implied volatity was 41.47, the open interest changed by -22 which decreased total open position to 715

On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 127, which was 72.65 higher than the previous day. The implied volatity was 42.99, the open interest changed by 603 which increased total open position to 743

On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 52.4, which was -14.55 lower than the previous day. The implied volatity was 45.54, the open interest changed by 30 which increased total open position to 141

On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 67.2, which was -13 lower than the previous day. The implied volatity was 42.34, the open interest changed by 10 which increased total open position to 114

On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 78, which was -21.9 lower than the previous day. The implied volatity was 39.09, the open interest changed by 27 which increased total open position to 103

On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 96.5, which was -17.5 lower than the previous day. The implied volatity was 44.05, the open interest changed by 12 which increased total open position to 72

On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 114, which was -11 lower than the previous day. The implied volatity was 46.83, the open interest changed by 26 which increased total open position to 58

On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 125, which was 14 higher than the previous day. The implied volatity was 44.77, the open interest changed by 3 which increased total open position to 32

On 12 Jan WAAREEENER was trading at 2576.90. The strike last trading price was 111, which was 5.95 higher than the previous day. The implied volatity was 40.83, the open interest changed by 3 which increased total open position to 29

On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 105.05, which was -28.05 lower than the previous day. The implied volatity was 42.73, the open interest changed by 3 which increased total open position to 27

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 133.1, which was -23.5 lower than the previous day. The implied volatity was 43.01, the open interest changed by 9 which increased total open position to 23

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 155, which was 10.95 higher than the previous day. The implied volatity was 38.82, the open interest changed by 7 which increased total open position to 15

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 144.05, which was -258.65 lower than the previous day. The implied volatity was 40.61, the open interest changed by 7 which increased total open position to 7

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 402.7, 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 -, which was - 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 - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

WAAREEENER 24FEB2026 2700 PE
Delta: -0.38 Vega: 2.8 Theta: -1.76 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	2748.50	80.1 ₹ 14,017.5	-2.3 -402.50	38.51	412 72,100	12 2,100	599 1,04,825
28 Jan	2749.60	81.75 ₹ 14,306.25	-30.4 -5320.00	38.34	581 1,01,675	-2 -350	587 1,02,725
27 Jan	2695.20	125.2 ₹ 21,910	-60.65 -10613.75	45.76	800 1,40,000	112 19,600	589 1,03,075
23 Jan	2599.30	189.2 ₹ 33,110	29.6 5180.00	47.49	202 35,350	6 1,050	477 83,475
22 Jan	2641.70	156.2 ₹ 27,335	-183.65 -32138.75	45.24	876 1,53,300	451 78,925	472 82,600
21 Jan	2419.00	339.85 ₹ 59,473.75	121.9 21332.50	63.25	3 525	0 0	23 4,025
20 Jan	2506.50	217.95 ₹ 38,141.25	12.95 2266.25	35.63	2 350	1 175	22 3,850
19 Jan	2560.20	205 ₹ 35,875	-32.15 -5626.25	42.44	1 175	0 0	21 3,675
16 Jan	2552.20	237.15 ₹ 41,501.25	-20.75 -3631.25	-	0 0	0 0	21 3,675
14 Jan	2560.00	237.15 ₹ 41,501.25	-20.75 -3631.25	50.46	18 3,150	15 2,625	20 3,500
13 Jan	2600.00	257.9 ₹ 45,132.5	52.9 9257.50	-	0 0	0 0	0 0
12 Jan	2576.90	257.9 ₹ 45,132.5	52.9 9257.50	-	0 0	0 0	5 875
9 Jan	2544.60	257.9 ₹ 45,132.5	52.9 9257.50	52.2	2 350	0 0	4 700
8 Jan	2612.30	205 ₹ 35,875	41 7175.00	-	0 0	0 0	4 700
7 Jan	2673.10	205 ₹ 35,875	41 7175.00	-	0 0	0 0	4 700
6 Jan	2634.40	205 ₹ 35,875	41 7175.00	49.42	8 1,400	4 700	6 1,050
5 Jan	2714.30	164 ₹ 28,700	66.55 11646.25	47.49	2 350	1 175	1 175
1 Jan	2955.30	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	2968.10	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2700 expiring on 24FEB2026

Delta for 2700 PE is -0.38

Historical price for 2700 PE is as follows

On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 80.1, which was -2.3 lower than the previous day. The implied volatity was 38.51, the open interest changed by 12 which increased total open position to 599

On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 81.75, which was -30.4 lower than the previous day. The implied volatity was 38.34, the open interest changed by -2 which decreased total open position to 587

On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 125.2, which was -60.65 lower than the previous day. The implied volatity was 45.76, the open interest changed by 112 which increased total open position to 589

On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 189.2, which was 29.6 higher than the previous day. The implied volatity was 47.49, the open interest changed by 6 which increased total open position to 477

On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 156.2, which was -183.65 lower than the previous day. The implied volatity was 45.24, the open interest changed by 451 which increased total open position to 472

On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 339.85, which was 121.9 higher than the previous day. The implied volatity was 63.25, the open interest changed by 0 which decreased total open position to 23

On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 217.95, which was 12.95 higher than the previous day. The implied volatity was 35.63, the open interest changed by 1 which increased total open position to 22

On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 205, which was -32.15 lower than the previous day. The implied volatity was 42.44, the open interest changed by 0 which decreased total open position to 21

On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 237.15, which was -20.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21

On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 237.15, which was -20.75 lower than the previous day. The implied volatity was 50.46, the open interest changed by 15 which increased total open position to 20

On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 257.9, which was 52.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan WAAREEENER was trading at 2576.90. The strike last trading price was 257.9, which was 52.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 257.9, which was 52.9 higher than the previous day. The implied volatity was 52.2, the open interest changed by 0 which decreased total open position to 4

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 205, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 205, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 205, which was 41 higher than the previous day. The implied volatity was 49.42, the open interest changed by 4 which increased total open position to 6

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 164, which was 66.55 higher than the previous day. The implied volatity was 47.49, the open interest changed by 1 which increased total open position to 1

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