[--[65.84.65.76]--]

WAAREEENER

Waaree Energies Limited
2586.7 -56.60 (-2.14%)
L: 2576.8 H: 2612.8

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Historical option data for WAAREEENER

04 Mar 2026 11:39 AM IST
WAAREEENER 30-MAR-2026 2700 CE
Delta: 0.41
Vega: 2.7
Theta: -2.73
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 2586.80 92.3 -20.5 47.69 922 47 2,296
2 Mar 2643.30 115.5 -41.35 45.36 2,894 93 2,256
27 Feb 2709.30 157.15 -5.7 44.78 4,068 -222 2,163
26 Feb 2717.70 165 -10.9 45.72 5,496 -174 2,383
25 Feb 2708.50 170.15 -154.85 48.09 23,562 2,558 2,559
24 Feb 3023.50 325 42.1 18.19 1 0 1
23 Feb 2915.80 282.9 -28.1 - 0 0 1
20 Feb 2897.60 282.9 -28.1 - 0 0 1
19 Feb 2874.30 282.9 -28.1 45.47 8 3 5
18 Feb 2963.60 311 -136.95 28.27 1 0 1
17 Feb 3053.10 447.95 -53.7 - 0 0 1
16 Feb 3116.40 447.95 -53.7 - 0 0 1
13 Feb 3096.20 447.95 -53.7 - 0 0 1
12 Feb 3171.20 447.95 -53.7 - 0 0 1
11 Feb 3177.60 447.95 -53.7 - 0 0 1
10 Feb 3163.80 447.95 -53.7 - 0 0 1
9 Feb 3122.20 447.95 -53.7 - 0 0 1
6 Feb 3087.70 447.95 -53.7 36.69 1 0 1
5 Feb 3071.60 501.65 38.45 54.09 1 0 0
4 Feb 3105.60 463.2 0 - 0 0 0
3 Feb 3102.40 463.2 0 - 0 0 0
2 Feb 2795.10 463.2 0 0.34 0 0 0
1 Feb 2647.40 463.2 0 0.51 0 0 0
30 Jan 2787.50 463.2 0 - 0 0 0
29 Jan 2748.50 463.2 0 - 0 0 0
28 Jan 2749.60 463.2 0 - 0 0 0
27 Jan 2695.20 463.2 0 0.01 0 0 0
23 Jan 2599.30 463.2 0 1.32 0 0 0
22 Jan 2641.70 463.2 0 0.34 0 0 0
21 Jan 2419.00 463.2 0 5.11 0 0 0
20 Jan 2506.50 463.2 0 3.38 0 0 0
19 Jan 2560.20 463.2 0 2.14 0 0 0
16 Jan 2552.20 463.2 0 2.26 0 0 0
14 Jan 2560.00 463.2 0 2.01 0 0 0
13 Jan 2600.00 463.2 0 0.91 0 0 0
12 Jan 2576.90 - - - 0 0 0
9 Jan 2544.60 - - - 0 0 0
8 Jan 2612.30 - - - 0 0 0
7 Jan 2673.10 - - - 0 0 0
6 Jan 2634.40 - - - 0 0 0
5 Jan 2714.30 463.2 - - 0 0 0
2 Jan 2866.30 463.2 0 - 0 0 0
1 Jan 2955.30 0 0 - 0 0 0
31 Dec 2968.10 0 0 - 0 0 0


For Waaree Energies Limited - strike price 2700 expiring on 30MAR2026

Delta for 2700 CE is 0.41

Historical price for 2700 CE is as follows

On 4 Mar WAAREEENER was trading at 2586.80. The strike last trading price was 92.3, which was -20.5 lower than the previous day. The implied volatity was 47.69, the open interest changed by 47 which increased total open position to 2296


On 2 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 115.5, which was -41.35 lower than the previous day. The implied volatity was 45.36, the open interest changed by 93 which increased total open position to 2256


On 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 157.15, which was -5.7 lower than the previous day. The implied volatity was 44.78, the open interest changed by -222 which decreased total open position to 2163


On 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 165, which was -10.9 lower than the previous day. The implied volatity was 45.72, the open interest changed by -174 which decreased total open position to 2383


On 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 170.15, which was -154.85 lower than the previous day. The implied volatity was 48.09, the open interest changed by 2558 which increased total open position to 2559


On 24 Feb WAAREEENER was trading at 3023.50. The strike last trading price was 325, which was 42.1 higher than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 1


On 23 Feb WAAREEENER was trading at 2915.80. The strike last trading price was 282.9, which was -28.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Feb WAAREEENER was trading at 2897.60. The strike last trading price was 282.9, which was -28.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 282.9, which was -28.1 lower than the previous day. The implied volatity was 45.47, the open interest changed by 3 which increased total open position to 5


On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 311, which was -136.95 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 1


On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Feb WAAREEENER was trading at 3116.40. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Feb WAAREEENER was trading at 3096.20. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Feb WAAREEENER was trading at 3171.20. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Feb WAAREEENER was trading at 3177.60. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb WAAREEENER was trading at 3163.80. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Feb WAAREEENER was trading at 3122.20. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb WAAREEENER was trading at 3087.70. The strike last trading price was 447.95, which was -53.7 lower than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 1


On 5 Feb WAAREEENER was trading at 3071.60. The strike last trading price was 501.65, which was 38.45 higher than the previous day. The implied volatity was 54.09, the open interest changed by 0 which decreased total open position to 0


On 4 Feb WAAREEENER was trading at 3105.60. The strike last trading price was 463.2, 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 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 463.2, 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 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 463.2, 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 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 463.2, 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 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 463.2, 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 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0


On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 463.2, which was 0 lower than the previous day. The implied volatity was 0.91, 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 -, 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 9 Jan WAAREEENER was trading at 2544.60. 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 8 Jan WAAREEENER was trading at 2612.30. 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 7 Jan WAAREEENER was trading at 2673.10. 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 6 Jan WAAREEENER was trading at 2634.40. 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 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 463.2, 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 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 463.2, 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 0, 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 -, the open interest changed by 0 which decreased total open position to 0


WAAREEENER 30MAR2026 2700 PE
Delta: -0.57
Vega: 2.72
Theta: -2.34
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 2586.80 203 39.55 53.8 303 -171 2,252
2 Mar 2643.30 166.15 32.4 49.98 1,581 -190 2,489
27 Feb 2709.30 128.45 -5.4 46.1 3,498 308 2,690
26 Feb 2717.70 136.65 -23.65 48.64 5,053 436 2,394
25 Feb 2708.50 165.95 128 55.91 14,496 1,460 1,962
24 Feb 3023.50 34.4 -24.3 43.8 185 14 505
23 Feb 2915.80 58.8 -8.05 43.3 76 15 493
20 Feb 2897.60 68.3 -9 43.81 17 3 478
19 Feb 2874.30 80.1 26.75 44.49 83 16 474
18 Feb 2963.60 54 14 42.97 718 452 458
17 Feb 3053.10 40 10.55 42.88 3 1 4
16 Feb 3116.40 29.45 -18.55 - 0 0 3
13 Feb 3096.20 29.45 -18.55 - 0 0 3
12 Feb 3171.20 29.45 -18.55 - 0 0 3
11 Feb 3177.60 29.45 -18.55 - 0 0 3
10 Feb 3163.80 29.45 -18.55 41.68 3 0 3
9 Feb 3122.20 48 -11.2 46.72 1 0 2
6 Feb 3087.70 59.2 9 - 0 0 2
5 Feb 3071.60 59.2 9 46.81 1 0 1
4 Feb 3105.60 50.2 -92.7 - 0 0 1
3 Feb 3102.40 50.2 -92.7 44.76 1 0 0
2 Feb 2795.10 142.9 0 3.52 0 0 0
1 Feb 2647.40 142.9 0 0.15 0 0 0
30 Jan 2787.50 142.9 0 3.21 0 0 0
29 Jan 2748.50 142.9 0 2.27 0 0 0
28 Jan 2749.60 142.9 0 2.22 0 0 0
27 Jan 2695.20 142.9 0 0.91 0 0 0
23 Jan 2599.30 142.9 0 0.35 0 0 0
22 Jan 2641.70 142.9 0 0.23 0 0 0
21 Jan 2419.00 142.9 0 - 0 0 0
20 Jan 2506.50 142.9 0 - 0 0 0
19 Jan 2560.20 142.9 0 - 0 0 0
16 Jan 2552.20 142.9 0 - 0 0 0
14 Jan 2560.00 142.9 0 - 0 0 0
13 Jan 2600.00 142.9 0 - 0 0 0
12 Jan 2576.90 - - - 0 0 0
9 Jan 2544.60 - - - 0 0 0
8 Jan 2612.30 - - - 0 0 0
7 Jan 2673.10 - - - 0 0 0
6 Jan 2634.40 - - - 0 0 0
5 Jan 2714.30 142.9 - - 0 0 0
2 Jan 2866.30 142.9 0 - 0 0 0
1 Jan 2955.30 0 0 - 0 0 0
31 Dec 2968.10 0 0 - 0 0 0


For Waaree Energies Limited - strike price 2700 expiring on 30MAR2026

Delta for 2700 PE is -0.57

Historical price for 2700 PE is as follows

On 4 Mar WAAREEENER was trading at 2586.80. The strike last trading price was 203, which was 39.55 higher than the previous day. The implied volatity was 53.8, the open interest changed by -171 which decreased total open position to 2252


On 2 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 166.15, which was 32.4 higher than the previous day. The implied volatity was 49.98, the open interest changed by -190 which decreased total open position to 2489


On 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 128.45, which was -5.4 lower than the previous day. The implied volatity was 46.1, the open interest changed by 308 which increased total open position to 2690


On 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 136.65, which was -23.65 lower than the previous day. The implied volatity was 48.64, the open interest changed by 436 which increased total open position to 2394


On 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 165.95, which was 128 higher than the previous day. The implied volatity was 55.91, the open interest changed by 1460 which increased total open position to 1962


On 24 Feb WAAREEENER was trading at 3023.50. The strike last trading price was 34.4, which was -24.3 lower than the previous day. The implied volatity was 43.8, the open interest changed by 14 which increased total open position to 505


On 23 Feb WAAREEENER was trading at 2915.80. The strike last trading price was 58.8, which was -8.05 lower than the previous day. The implied volatity was 43.3, the open interest changed by 15 which increased total open position to 493


On 20 Feb WAAREEENER was trading at 2897.60. The strike last trading price was 68.3, which was -9 lower than the previous day. The implied volatity was 43.81, the open interest changed by 3 which increased total open position to 478


On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 80.1, which was 26.75 higher than the previous day. The implied volatity was 44.49, the open interest changed by 16 which increased total open position to 474


On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 54, which was 14 higher than the previous day. The implied volatity was 42.97, the open interest changed by 452 which increased total open position to 458


On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 40, which was 10.55 higher than the previous day. The implied volatity was 42.88, the open interest changed by 1 which increased total open position to 4


On 16 Feb WAAREEENER was trading at 3116.40. The strike last trading price was 29.45, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 13 Feb WAAREEENER was trading at 3096.20. The strike last trading price was 29.45, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Feb WAAREEENER was trading at 3171.20. The strike last trading price was 29.45, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Feb WAAREEENER was trading at 3177.60. The strike last trading price was 29.45, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Feb WAAREEENER was trading at 3163.80. The strike last trading price was 29.45, which was -18.55 lower than the previous day. The implied volatity was 41.68, the open interest changed by 0 which decreased total open position to 3


On 9 Feb WAAREEENER was trading at 3122.20. The strike last trading price was 48, which was -11.2 lower than the previous day. The implied volatity was 46.72, the open interest changed by 0 which decreased total open position to 2


On 6 Feb WAAREEENER was trading at 3087.70. The strike last trading price was 59.2, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb WAAREEENER was trading at 3071.60. The strike last trading price was 59.2, which was 9 higher than the previous day. The implied volatity was 46.81, the open interest changed by 0 which decreased total open position to 1


On 4 Feb WAAREEENER was trading at 3105.60. The strike last trading price was 50.2, which was -92.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 50.2, which was -92.7 lower than the previous day. The implied volatity was 44.76, the open interest changed by 0 which decreased total open position to 0


On 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0


On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 142.9, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 142.9, 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 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 142.9, 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 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 142.9, 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 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 142.9, 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 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 142.9, 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 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 142.9, 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 Jan WAAREEENER was trading at 2576.90. 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 9 Jan WAAREEENER was trading at 2544.60. 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 8 Jan WAAREEENER was trading at 2612.30. 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 7 Jan WAAREEENER was trading at 2673.10. 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 6 Jan WAAREEENER was trading at 2634.40. 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 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 142.9, 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 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 142.9, 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 0, 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 -, the open interest changed by 0 which decreased total open position to 0