WAAREEENER

Waaree Energies Limited

2612.3 -60.80 (-2.27%)

L: 2603.8 H: 2708.7

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Historical option data for WAAREEENER
08 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 2700 CE
Delta: 0.40 Vega: 2.29 Theta: -2.95 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

8 Jan	2612.30	70.75 ₹ 12,381.25	-27.55 -4821.25	44.41	3,330 5,82,750	261 45,675	1,998 3,49,650
7 Jan	2673.10	97.15 ₹ 17,001.25	13.05 2283.75	40.85	2,831 4,95,425	45 7,875	1,739 3,04,325
6 Jan	2634.40	86.3 ₹ 15,102.5	-36.75 -6431.25	42.60	5,327 9,32,225	1,055 1,84,625	1,691 2,95,925
5 Jan	2714.30	123 ₹ 21,525	-83.35 -14586.25	40.77	1,449 2,53,575	526 92,050	629 1,10,075
2 Jan	2866.30	206.35 ₹ 36,111.25	-136.1 -23817.50	28.93	113 19,775	104 18,200	104 18,200
1 Jan	2955.30	342.45 ₹ 59,928.75	0 0.00	-	0 0	0 0	0 0
31 Dec	2968.10	342.45 ₹ 59,928.75	0 0.00	-	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2700 expiring on 27JAN2026

Delta for 2700 CE is 0.40

Historical price for 2700 CE is as follows

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 70.75, which was -27.55 lower than the previous day. The implied volatity was 44.41, the open interest changed by 261 which increased total open position to 1998

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 97.15, which was 13.05 higher than the previous day. The implied volatity was 40.85, the open interest changed by 45 which increased total open position to 1739

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 86.3, which was -36.75 lower than the previous day. The implied volatity was 42.60, the open interest changed by 1055 which increased total open position to 1691

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 123, which was -83.35 lower than the previous day. The implied volatity was 40.77, the open interest changed by 526 which increased total open position to 629

On 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 206.35, which was -136.1 lower than the previous day. The implied volatity was 28.93, the open interest changed by 104 which increased total open position to 104

On 1 Jan WAAREEENER was trading at 2955.30. The strike last trading price was 342.45, 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 342.45, 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

WAAREEENER 27JAN2026 2700 PE
Delta: -0.58 Vega: 2.32 Theta: -2.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
8 Jan	2612.30	167.25 ₹ 29,268.75	44 7700.00	50.61	518 90,650	10 1,750	728 1,27,400
7 Jan	2673.10	123.5 ₹ 21,612.5	-23.2 -4060.00	47.29	504 88,200	52 9,100	717 1,25,475
6 Jan	2634.40	144 ₹ 25,200	33.15 5801.25	46.66	6,547 11,45,725	-160 -28,000	671 1,17,425
5 Jan	2714.30	109.8 ₹ 19,215	62.3 10902.50	47.06	6,470 11,32,250	614 1,07,450	841 1,47,175
2 Jan	2866.30	50.6 ₹ 8,855	28.6 5005.00	41.96	1,066 1,86,550	203 35,525	224 39,200
1 Jan	2955.30	22 ₹ 3,850	-27.8 -4865.00	-	0 0	0 0	21 3,675
31 Dec	2968.10	22 ₹ 3,850	-27.8 -4865.00	35.98	25 4,375	3 525	3 525

For Waaree Energies Limited - strike price 2700 expiring on 27JAN2026

Delta for 2700 PE is -0.58

Historical price for 2700 PE is as follows

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 167.25, which was 44 higher than the previous day. The implied volatity was 50.61, the open interest changed by 10 which increased total open position to 728

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 123.5, which was -23.2 lower than the previous day. The implied volatity was 47.29, the open interest changed by 52 which increased total open position to 717

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 144, which was 33.15 higher than the previous day. The implied volatity was 46.66, the open interest changed by -160 which decreased total open position to 671

On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 109.8, which was 62.3 higher than the previous day. The implied volatity was 47.06, the open interest changed by 614 which increased total open position to 841

On 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 50.6, which was 28.6 higher than the previous day. The implied volatity was 41.96, the open interest changed by 203 which increased total open position to 224

On 1 Jan WAAREEENER was trading at 2955.30. The strike last trading price was 22, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21

On 31 Dec WAAREEENER was trading at 2968.10. The strike last trading price was 22, which was -27.8 lower than the previous day. The implied volatity was 35.98, the open interest changed by 3 which increased total open position to 3

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