WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
19 Feb 2026 04:14 PM IST
| WAAREEENER 24-FEB-2026 2850 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.31
Theta: -5.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Feb | 2874.30 | 64.25 | -76.75 | 38.09 | 233 | 24 | 143 | |||||||||
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| 18 Feb | 2963.60 | 137.7 | -84.1 | 40.94 | 136 | 7 | 117 | |||||||||
| 17 Feb | 3053.10 | 218.55 | -80 | 50.74 | 27 | -5 | 110 | |||||||||
| 16 Feb | 3116.40 | 298.55 | 22.7 | 56.76 | 5 | -3 | 117 | |||||||||
| 13 Feb | 3096.20 | 275.85 | -59.15 | 54.56 | 14 | -2 | 121 | |||||||||
| 12 Feb | 3171.20 | 335 | -7.1 | 33.93 | 5 | 0 | 127 | |||||||||
| 11 Feb | 3177.60 | 342.1 | 5.2 | 44.31 | 3 | 0 | 127 | |||||||||
| 10 Feb | 3163.80 | 339.05 | 37.15 | 50.3 | 9 | -2 | 131 | |||||||||
| 9 Feb | 3122.20 | 301.9 | 22.05 | 44.59 | 33 | -13 | 133 | |||||||||
| 6 Feb | 3087.70 | 279.85 | 18.45 | 45.44 | 14 | -1 | 146 | |||||||||
| 5 Feb | 3071.60 | 261.4 | -31.55 | 33.9 | 18 | 2 | 147 | |||||||||
| 4 Feb | 3105.60 | 292.95 | -30.55 | 49.46 | 36 | -6 | 145 | |||||||||
| 3 Feb | 3102.40 | 323.5 | 228.15 | 51.21 | 247 | -46 | 151 | |||||||||
| 2 Feb | 2795.10 | 100 | 44.75 | 41.09 | 374 | -10 | 193 | |||||||||
| 1 Feb | 2647.40 | 52.8 | -41.85 | 46.2 | 652 | 104 | 204 | |||||||||
| 30 Jan | 2787.50 | 93.35 | 18 | 38.03 | 434 | 74 | 123 | |||||||||
| 29 Jan | 2748.50 | 75 | -5.8 | 37.16 | 78 | -7 | 48 | |||||||||
| 28 Jan | 2749.60 | 81 | 11.1 | 38.57 | 140 | 40 | 54 | |||||||||
| 27 Jan | 2695.20 | 72 | 21.5 | 41.06 | 17 | 3 | 14 | |||||||||
| 23 Jan | 2599.30 | 49 | -23 | 41.3 | 13 | 6 | 10 | |||||||||
| 22 Jan | 2641.70 | 72 | -45.95 | 43.13 | 19 | 9 | 11 | |||||||||
| 21 Jan | 2419.00 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 20 Jan | 2506.50 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 19 Jan | 2560.20 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 16 Jan | 2552.20 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 14 Jan | 2560.00 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 13 Jan | 2600.00 | 117.95 | 40.7 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2576.90 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 9 Jan | 2544.60 | 117.95 | 40.7 | - | 0 | 0 | 2 | |||||||||
| 8 Jan | 2612.30 | 117.95 | 40.7 | 53.25 | 2 | 0 | 1 | |||||||||
| 7 Jan | 2673.10 | 77.25 | 0.25 | 34.16 | 1 | 0 | 1 | |||||||||
| 6 Jan | 2634.40 | 77 | -33 | 37.3 | 1 | 0 | 1 | |||||||||
| 5 Jan | 2714.30 | 110 | -199.65 | 37.83 | 1 | 0 | 0 | |||||||||
| 1 Jan | 2955.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 2968.10 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 2850 expiring on 24FEB2026
Delta for 2850 CE is 0.59
Historical price for 2850 CE is as follows
On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 64.25, which was -76.75 lower than the previous day. The implied volatity was 38.09, the open interest changed by 24 which increased total open position to 143
On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 137.7, which was -84.1 lower than the previous day. The implied volatity was 40.94, the open interest changed by 7 which increased total open position to 117
On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 218.55, which was -80 lower than the previous day. The implied volatity was 50.74, the open interest changed by -5 which decreased total open position to 110
On 16 Feb WAAREEENER was trading at 3116.40. The strike last trading price was 298.55, which was 22.7 higher than the previous day. The implied volatity was 56.76, the open interest changed by -3 which decreased total open position to 117
On 13 Feb WAAREEENER was trading at 3096.20. The strike last trading price was 275.85, which was -59.15 lower than the previous day. The implied volatity was 54.56, the open interest changed by -2 which decreased total open position to 121
On 12 Feb WAAREEENER was trading at 3171.20. The strike last trading price was 335, which was -7.1 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 127
On 11 Feb WAAREEENER was trading at 3177.60. The strike last trading price was 342.1, which was 5.2 higher than the previous day. The implied volatity was 44.31, the open interest changed by 0 which decreased total open position to 127
On 10 Feb WAAREEENER was trading at 3163.80. The strike last trading price was 339.05, which was 37.15 higher than the previous day. The implied volatity was 50.3, the open interest changed by -2 which decreased total open position to 131
On 9 Feb WAAREEENER was trading at 3122.20. The strike last trading price was 301.9, which was 22.05 higher than the previous day. The implied volatity was 44.59, the open interest changed by -13 which decreased total open position to 133
On 6 Feb WAAREEENER was trading at 3087.70. The strike last trading price was 279.85, which was 18.45 higher than the previous day. The implied volatity was 45.44, the open interest changed by -1 which decreased total open position to 146
On 5 Feb WAAREEENER was trading at 3071.60. The strike last trading price was 261.4, which was -31.55 lower than the previous day. The implied volatity was 33.9, the open interest changed by 2 which increased total open position to 147
On 4 Feb WAAREEENER was trading at 3105.60. The strike last trading price was 292.95, which was -30.55 lower than the previous day. The implied volatity was 49.46, the open interest changed by -6 which decreased total open position to 145
On 3 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 323.5, which was 228.15 higher than the previous day. The implied volatity was 51.21, the open interest changed by -46 which decreased total open position to 151
On 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 100, which was 44.75 higher than the previous day. The implied volatity was 41.09, the open interest changed by -10 which decreased total open position to 193
On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 52.8, which was -41.85 lower than the previous day. The implied volatity was 46.2, the open interest changed by 104 which increased total open position to 204
On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 93.35, which was 18 higher than the previous day. The implied volatity was 38.03, the open interest changed by 74 which increased total open position to 123
On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 75, which was -5.8 lower than the previous day. The implied volatity was 37.16, the open interest changed by -7 which decreased total open position to 48
On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 81, which was 11.1 higher than the previous day. The implied volatity was 38.57, the open interest changed by 40 which increased total open position to 54
On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 72, which was 21.5 higher than the previous day. The implied volatity was 41.06, the open interest changed by 3 which increased total open position to 14
On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 49, which was -23 lower than the previous day. The implied volatity was 41.3, the open interest changed by 6 which increased total open position to 10
On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 72, which was -45.95 lower than the previous day. The implied volatity was 43.13, the open interest changed by 9 which increased total open position to 11
On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 117.95, which was 40.7 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 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 117.95, which was 40.7 higher than the previous day. The implied volatity was 53.25, the open interest changed by 0 which decreased total open position to 1
On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 77.25, which was 0.25 higher than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 1
On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 77, which was -33 lower than the previous day. The implied volatity was 37.3, the open interest changed by 0 which decreased total open position to 1
On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 110, which was -199.65 lower than the previous day. The implied volatity was 37.83, 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 2850 PE | |||||||
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Delta: -0.42
Vega: 1.31
Theta: -5.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Feb | 2874.30 | 43.95 | 22.05 | 41.6 | 1,791 | 32 | 204 |
| 18 Feb | 2963.60 | 22.05 | 12.25 | 43.65 | 3,059 | 95 | 174 |
| 17 Feb | 3053.10 | 10.1 | 1.05 | 43.02 | 40 | 0 | 78 |
| 16 Feb | 3116.40 | 8.8 | -6.45 | 47.71 | 63 | -1 | 88 |
| 13 Feb | 3096.20 | 16 | 2.55 | 44.14 | 98 | 10 | 83 |
| 12 Feb | 3171.20 | 13.45 | -0.9 | 48.84 | 22 | 9 | 73 |
| 11 Feb | 3177.60 | 14.95 | -4.4 | 48.23 | 33 | -1 | 65 |
| 10 Feb | 3163.80 | 19.35 | -5.8 | 48.91 | 82 | -18 | 63 |
| 9 Feb | 3122.20 | 25.25 | -11.65 | 47.87 | 67 | -17 | 83 |
| 6 Feb | 3087.70 | 36.9 | -12.2 | 46.6 | 30 | 5 | 100 |
| 5 Feb | 3071.60 | 46.05 | -0.15 | 50.01 | 76 | -18 | 95 |
| 4 Feb | 3105.60 | 49 | -2.8 | 50.22 | 120 | 19 | 114 |
| 3 Feb | 3102.40 | 51.55 | -90.65 | 53.25 | 236 | 74 | 93 |
| 2 Feb | 2795.10 | 139.3 | -115.75 | 45.25 | 10 | -4 | 19 |
| 1 Feb | 2647.40 | 261.6 | 103.8 | 53.16 | 36 | 3 | 19 |
| 30 Jan | 2787.50 | 157.8 | -5.25 | 46.93 | 18 | 2 | 17 |
| 29 Jan | 2748.50 | 163.05 | 2.2 | 40.06 | 24 | 2 | 14 |
| 28 Jan | 2749.60 | 160.85 | -135.45 | 38.52 | 22 | 10 | 11 |
| 27 Jan | 2695.20 | 296.3 | -150.95 | - | 0 | 0 | 1 |
| 23 Jan | 2599.30 | 296.3 | -150.95 | - | 0 | 0 | 1 |
| 22 Jan | 2641.70 | 296.3 | -150.95 | 59.14 | 1 | 0 | 2 |
| 21 Jan | 2419.00 | 447.25 | 92.05 | 61.08 | 1 | 0 | 3 |
| 20 Jan | 2506.50 | 355.2 | 127.45 | - | 0 | 0 | 3 |
| 19 Jan | 2560.20 | 355.2 | 127.45 | - | 0 | 0 | 3 |
| 16 Jan | 2552.20 | 355.2 | 127.45 | - | 0 | 0 | 3 |
| 14 Jan | 2560.00 | 355.2 | 127.45 | - | 0 | 0 | 3 |
| 13 Jan | 2600.00 | 355.2 | 127.45 | - | 0 | 0 | 0 |
| 12 Jan | 2576.90 | 355.2 | 127.45 | - | 0 | 0 | 3 |
| 9 Jan | 2544.60 | 355.2 | 127.45 | 50.78 | 2 | 0 | 1 |
| 8 Jan | 2612.30 | 227.75 | 74.75 | - | 0 | 0 | 1 |
| 7 Jan | 2673.10 | 227.75 | 74.75 | - | 0 | 0 | 1 |
| 6 Jan | 2634.40 | 227.75 | 74.75 | - | 0 | 0 | 1 |
| 5 Jan | 2714.30 | 227.75 | 74.75 | 42.79 | 1 | 0 | 0 |
| 1 Jan | 2955.30 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 2968.10 | 153 | - | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 2850 expiring on 24FEB2026
Delta for 2850 PE is -0.42
Historical price for 2850 PE is as follows
On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 43.95, which was 22.05 higher than the previous day. The implied volatity was 41.6, the open interest changed by 32 which increased total open position to 204
On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 22.05, which was 12.25 higher than the previous day. The implied volatity was 43.65, the open interest changed by 95 which increased total open position to 174
On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 10.1, which was 1.05 higher than the previous day. The implied volatity was 43.02, the open interest changed by 0 which decreased total open position to 78
On 16 Feb WAAREEENER was trading at 3116.40. The strike last trading price was 8.8, which was -6.45 lower than the previous day. The implied volatity was 47.71, the open interest changed by -1 which decreased total open position to 88
On 13 Feb WAAREEENER was trading at 3096.20. The strike last trading price was 16, which was 2.55 higher than the previous day. The implied volatity was 44.14, the open interest changed by 10 which increased total open position to 83
On 12 Feb WAAREEENER was trading at 3171.20. The strike last trading price was 13.45, which was -0.9 lower than the previous day. The implied volatity was 48.84, the open interest changed by 9 which increased total open position to 73
On 11 Feb WAAREEENER was trading at 3177.60. The strike last trading price was 14.95, which was -4.4 lower than the previous day. The implied volatity was 48.23, the open interest changed by -1 which decreased total open position to 65
On 10 Feb WAAREEENER was trading at 3163.80. The strike last trading price was 19.35, which was -5.8 lower than the previous day. The implied volatity was 48.91, the open interest changed by -18 which decreased total open position to 63
On 9 Feb WAAREEENER was trading at 3122.20. The strike last trading price was 25.25, which was -11.65 lower than the previous day. The implied volatity was 47.87, the open interest changed by -17 which decreased total open position to 83
On 6 Feb WAAREEENER was trading at 3087.70. The strike last trading price was 36.9, which was -12.2 lower than the previous day. The implied volatity was 46.6, the open interest changed by 5 which increased total open position to 100
On 5 Feb WAAREEENER was trading at 3071.60. The strike last trading price was 46.05, which was -0.15 lower than the previous day. The implied volatity was 50.01, the open interest changed by -18 which decreased total open position to 95
On 4 Feb WAAREEENER was trading at 3105.60. The strike last trading price was 49, which was -2.8 lower than the previous day. The implied volatity was 50.22, the open interest changed by 19 which increased total open position to 114
On 3 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 51.55, which was -90.65 lower than the previous day. The implied volatity was 53.25, the open interest changed by 74 which increased total open position to 93
On 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 139.3, which was -115.75 lower than the previous day. The implied volatity was 45.25, the open interest changed by -4 which decreased total open position to 19
On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 261.6, which was 103.8 higher than the previous day. The implied volatity was 53.16, the open interest changed by 3 which increased total open position to 19
On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 157.8, which was -5.25 lower than the previous day. The implied volatity was 46.93, the open interest changed by 2 which increased total open position to 17
On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 163.05, which was 2.2 higher than the previous day. The implied volatity was 40.06, the open interest changed by 2 which increased total open position to 14
On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 160.85, which was -135.45 lower than the previous day. The implied volatity was 38.52, the open interest changed by 10 which increased total open position to 11
On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 296.3, which was -150.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 296.3, which was -150.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 296.3, which was -150.95 lower than the previous day. The implied volatity was 59.14, the open interest changed by 0 which decreased total open position to 2
On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 447.25, which was 92.05 higher than the previous day. The implied volatity was 61.08, the open interest changed by 0 which decreased total open position to 3
On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 355.2, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 355.2, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 355.2, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 355.2, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 355.2, which was 127.45 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 355.2, which was 127.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 355.2, which was 127.45 higher than the previous day. The implied volatity was 50.78, the open interest changed by 0 which decreased total open position to 1
On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 227.75, which was 74.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 227.75, which was 74.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 227.75, which was 74.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 227.75, which was 74.75 higher than the previous day. The implied volatity was 42.79, 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 153, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
