WAAREEENER

Waaree Energies Limited

2866.3 -89.00 (-3.01%)

L: 2847.8 H: 2964.9

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Historical option data for WAAREEENER
02 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 2850 CE
Delta: 0.57 Vega: 2.94 Theta: -2.34 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	2866.30	116 ₹ 20,300	-75.2 -13160.00	32.71	395 69,125	182 31,850	183 32,025

1 Jan	2955.30	191.2 ₹ 33,460	-48.6 -8505.00	-	0 0	0 0	1 175
31 Dec	2968.10	191.2 ₹ 33,460	-48.6 -8505.00	35.80	1 175	0 0	0 0

For Waaree Energies Limited - strike price 2850 expiring on 27JAN2026

Delta for 2850 CE is 0.57

Historical price for 2850 CE is as follows

On 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 116, which was -75.2 lower than the previous day. The implied volatity was 32.71, the open interest changed by 182 which increased total open position to 183

On 1 Jan WAAREEENER was trading at 2955.30. The strike last trading price was 191.2, which was -48.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 31 Dec WAAREEENER was trading at 2968.10. The strike last trading price was 191.2, which was -48.6 lower than the previous day. The implied volatity was 35.80, the open interest changed by 0 which decreased total open position to 0

WAAREEENER 27JAN2026 2850 PE
Delta: -0.43 Vega: 2.95 Theta: -2.02 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	2866.30	103 ₹ 18,025	43 7525.00	40.47	543 95,025	82 14,350	83 14,525
1 Jan	2955.30	60 ₹ 10,500	-36.45 -6378.75	-	0 0	0 0	1 175
31 Dec	2968.10	60 ₹ 10,500	-36.45 -6378.75	36.44	2 350	0 0	0 0

For Waaree Energies Limited - strike price 2850 expiring on 27JAN2026

Delta for 2850 PE is -0.43

Historical price for 2850 PE is as follows

On 2 Jan WAAREEENER was trading at 2866.30. The strike last trading price was 103, which was 43 higher than the previous day. The implied volatity was 40.47, the open interest changed by 82 which increased total open position to 83

On 1 Jan WAAREEENER was trading at 2955.30. The strike last trading price was 60, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 31 Dec WAAREEENER was trading at 2968.10. The strike last trading price was 60, which was -36.45 lower than the previous day. The implied volatity was 36.44, the open interest changed by 0 which decreased total open position to 0

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