Historical option data for WAAREEENER
29 Jun 2026 10:50 AM IST
| WAAREEENER 28-Jul-2026 (25d) 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.03
Theta: -1.86
Gamma: 0.0016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2876.30 | 95.05 | -85.95 (-47.49%) | 30.48 | 1,290 | 482 | 547 | |||||||||
| 25 Jun | 3009.40 | 180 | -30 (-14.29%) | 30.26 | 30 | 26 | 63 | |||||||||
| 24 Jun | 3028.80 | 205 | -20 (-8.89%) | 34.09 | 30 | 29 | 36 | |||||||||
| 23 Jun | 3033.80 | 225 | 0 (0.00%) | 30.78 | 5 | 0 | 7 | |||||||||
| 22 Jun | 3061.30 | 225 | -28 (-11.07%) | 30.78 | 5 | 4 | 7 | |||||||||
| 19 Jun | 3125.40 | 252.85 | -0.15 (-0.06%) | - | 15 | 0 | 3 | |||||||||
| 18 Jun | 3065.90 | 252.85 | 0 (0.00%) | - | 15 | 0 | 3 | |||||||||
| 17 Jun | 3078.60 | 252.85 | 0 (0.00%) | 35.58 | 15 | 0 | 3 | |||||||||
| 16 Jun | 3064.60 | 252 | -453.5 (-64.28%) | 35.58 | 15 | 6 | 6 | |||||||||
For Waaree Energies Limited - strike price 2900 expiring on 28JUL2026
Delta for 2900 CE is 0.5
Historical price for 2900 CE is as follows
On 29 Jun WAAREEENER was trading at 2876.30. The strike last trading price was 95.05, which was -85.95 lower than the previous day. The implied volatity was 30.48, the open interest changed by 482 which increased total open position to 547
On 25 Jun WAAREEENER was trading at 3009.40. The strike last trading price was 180, which was -30 lower than the previous day. The implied volatity was 30.26, the open interest changed by 26 which increased total open position to 63
On 24 Jun WAAREEENER was trading at 3028.80. The strike last trading price was 205, which was -20 lower than the previous day. The implied volatity was 34.09, the open interest changed by 29 which increased total open position to 36
On 23 Jun WAAREEENER was trading at 3033.80. The strike last trading price was 225, which was 0 lower than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 7
On 22 Jun WAAREEENER was trading at 3061.30. The strike last trading price was 225, which was -28 lower than the previous day. The implied volatity was 30.78, the open interest changed by 4 which increased total open position to 7
On 19 Jun WAAREEENER was trading at 3125.40. The strike last trading price was 252.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun WAAREEENER was trading at 3065.90. The strike last trading price was 252.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Jun WAAREEENER was trading at 3078.60. The strike last trading price was 252.85, which was 0 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 3
On 16 Jun WAAREEENER was trading at 3064.60. The strike last trading price was 252, which was -453.5 lower than the previous day. The implied volatity was 35.58, the open interest changed by 6 which increased total open position to 6
| WAAREEENER 28-Jul-2026 (25d) 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.03
Theta: -2.24
Gamma: 0.00107
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2876.30 | 152 | 71.55 (88.94%) | 45.3 | 276 | 110 | 205 |
| 25 Jun | 3009.40 | 83.2 | 8.6 (11.53%) | 38.24 | 98 | 81 | 94 |
| 24 Jun | 3028.80 | 77 | -0.7 (-0.90%) | 37.71 | 18 | 8 | 14 |
| 23 Jun | 3033.80 | 79 | -31.3 (-28.38%) | 38.13 | 9 | 6 | 6 |
| 22 Jun | 3061.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 3125.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 3065.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 3078.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 3064.60 | 0 | 0 | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 2900 expiring on 28JUL2026
Delta for 2900 PE is -0.48
Historical price for 2900 PE is as follows
On 29 Jun WAAREEENER was trading at 2876.30. The strike last trading price was 152, which was 71.55 higher than the previous day. The implied volatity was 45.3, the open interest changed by 110 which increased total open position to 205
On 25 Jun WAAREEENER was trading at 3009.40. The strike last trading price was 83.2, which was 8.6 higher than the previous day. The implied volatity was 38.24, the open interest changed by 81 which increased total open position to 94
On 24 Jun WAAREEENER was trading at 3028.80. The strike last trading price was 77, which was -0.7 lower than the previous day. The implied volatity was 37.71, the open interest changed by 8 which increased total open position to 14
On 23 Jun WAAREEENER was trading at 3033.80. The strike last trading price was 79, which was -31.3 lower than the previous day. The implied volatity was 38.13, the open interest changed by 6 which increased total open position to 6
On 22 Jun WAAREEENER was trading at 3061.30. 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 19 Jun WAAREEENER was trading at 3125.40. 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 18 Jun WAAREEENER was trading at 3065.90. 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 17 Jun WAAREEENER was trading at 3078.60. 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 16 Jun WAAREEENER was trading at 3064.60. 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
