WAAREEENER

Waaree Energies Limited

3088.7 -13.70 (-0.44%)

L: 3006.2 H: 3102

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Historical option data for WAAREEENER
04 Feb 2026 11:08 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

WAAREEENER 24-FEB-2026 2900 CE
Delta: 0.76 Vega: 2.27 Theta: -3.01 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	3079.00	242.3 ₹ 42,402.5	-36.3 -6352.50	43.33	107 18,725	39 6,825	315 55,125
3 Feb	3102.40	287.5 ₹ 50,312.5	212.3 37152.50	51.41	1,123 1,96,525	-147 -25,725	276 48,300
2 Feb	2795.10	80 ₹ 14,000	35.2 6160.00	41.18	1,695 2,96,625	80 14,000	428 74,900
1 Feb	2647.40	41 ₹ 7,175	-37.3 -6527.50	46.01	1,467 2,56,725	134 23,450	348 60,900
30 Jan	2787.50	77 ₹ 13,475	17.1 2992.50	39.13	431 75,425	30 5,250	215 37,625
29 Jan	2748.50	61.6 ₹ 10,780	-2.05 -358.75	38.36	334 58,450	-27 -4,725	185 32,375
28 Jan	2749.60	62 ₹ 10,850	8.05 1408.75	37.83	570 99,750	24 4,200	210 36,750
27 Jan	2695.20	58.95 ₹ 10,316.25	18.35 3211.25	41.67	320 56,000	-13 -2,275	186 32,550
23 Jan	2599.30	41.1 ₹ 7,192.5	-16.65 -2913.75	42.35	262 45,850	-3 -525	200 35,000
22 Jan	2641.70	61 ₹ 10,675	37 6475.00	43.99	1,064 1,86,200	88 15,400	207 36,225
21 Jan	2419.00	24.4 ₹ 4,270	-7.6 -1330.00	47.56	64 11,200	20 3,500	118 20,650

20 Jan	2506.50	32 ₹ 5,600	-3.8 -665.00	44.91	13 2,275	2 350	99 17,325
19 Jan	2560.20	35.75 ₹ 6,256.25	-16.5 -2887.50	41.38	73 12,775	30 5,250	114 19,950
16 Jan	2552.20	50.5 ₹ 8,837.5	-16.85 -2948.75	46.22	38 6,650	5 875	85 14,875
14 Jan	2560.00	67.35 ₹ 11,786.25	-0.5 -87.50	50.13	26 4,550	3 525	81 14,175
13 Jan	2600.00	67.65 ₹ 11,838.75	4.65 813.75	46.12	34 5,950	20 3,500	78 13,650
12 Jan	2576.90	63 ₹ 11,025	10 1750.00	44.44	36 6,300	16 2,800	58 10,150
9 Jan	2544.60	53 ₹ 9,275	-16.5 -2887.50	43.24	16 2,800	-1 -175	42 7,350
8 Jan	2612.30	69.5 ₹ 12,162.5	-11.9 -2082.50	43.08	63 11,025	10 1,750	42 7,350
7 Jan	2673.10	82.1 ₹ 14,367.5	-200.05 -35008.75	39.59	45 7,875	32 5,600	32 5,600
6 Jan	2634.40	282.15 ₹ 49,376.25	0 0.00	5.68	0 0	0 0	0 0
5 Jan	2714.30	282.15 ₹ 49,376.25	0 0.00	3.73	0 0	0 0	0 0
1 Jan	2955.30	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	2968.10	282.15 ₹ 49,376.25	- NaN	-	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2900 expiring on 24FEB2026

Delta for 2900 CE is 0.76

Historical price for 2900 CE is as follows

On 4 Feb WAAREEENER was trading at 3079.00. The strike last trading price was 242.3, which was -36.3 lower than the previous day. The implied volatity was 43.33, the open interest changed by 39 which increased total open position to 315

On 3 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 287.5, which was 212.3 higher than the previous day. The implied volatity was 51.41, the open interest changed by -147 which decreased total open position to 276

On 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 80, which was 35.2 higher than the previous day. The implied volatity was 41.18, the open interest changed by 80 which increased total open position to 428

On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 41, which was -37.3 lower than the previous day. The implied volatity was 46.01, the open interest changed by 134 which increased total open position to 348

On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 77, which was 17.1 higher than the previous day. The implied volatity was 39.13, the open interest changed by 30 which increased total open position to 215

On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 61.6, which was -2.05 lower than the previous day. The implied volatity was 38.36, the open interest changed by -27 which decreased total open position to 185

On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 62, which was 8.05 higher than the previous day. The implied volatity was 37.83, the open interest changed by 24 which increased total open position to 210

On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 58.95, which was 18.35 higher than the previous day. The implied volatity was 41.67, the open interest changed by -13 which decreased total open position to 186

On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 41.1, which was -16.65 lower than the previous day. The implied volatity was 42.35, the open interest changed by -3 which decreased total open position to 200

On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 61, which was 37 higher than the previous day. The implied volatity was 43.99, the open interest changed by 88 which increased total open position to 207

On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 24.4, which was -7.6 lower than the previous day. The implied volatity was 47.56, the open interest changed by 20 which increased total open position to 118

On 20 Jan WAAREEENER was trading at 2506.50. The strike last trading price was 32, which was -3.8 lower than the previous day. The implied volatity was 44.91, the open interest changed by 2 which increased total open position to 99

On 19 Jan WAAREEENER was trading at 2560.20. The strike last trading price was 35.75, which was -16.5 lower than the previous day. The implied volatity was 41.38, the open interest changed by 30 which increased total open position to 114

On 16 Jan WAAREEENER was trading at 2552.20. The strike last trading price was 50.5, which was -16.85 lower than the previous day. The implied volatity was 46.22, the open interest changed by 5 which increased total open position to 85

On 14 Jan WAAREEENER was trading at 2560.00. The strike last trading price was 67.35, which was -0.5 lower than the previous day. The implied volatity was 50.13, the open interest changed by 3 which increased total open position to 81

On 13 Jan WAAREEENER was trading at 2600.00. The strike last trading price was 67.65, which was 4.65 higher than the previous day. The implied volatity was 46.12, the open interest changed by 20 which increased total open position to 78

On 12 Jan WAAREEENER was trading at 2576.90. The strike last trading price was 63, which was 10 higher than the previous day. The implied volatity was 44.44, the open interest changed by 16 which increased total open position to 58

On 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 53, which was -16.5 lower than the previous day. The implied volatity was 43.24, the open interest changed by -1 which decreased total open position to 42

On 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 69.5, which was -11.9 lower than the previous day. The implied volatity was 43.08, the open interest changed by 10 which increased total open position to 42

On 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 82.1, which was -200.05 lower than the previous day. The implied volatity was 39.59, the open interest changed by 32 which increased total open position to 32

On 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 282.15, which was 0 lower than the previous day. The implied volatity was 5.68, 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 282.15, which was 0 lower than the previous day. The implied volatity was 3.73, 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 282.15, 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 2900 PE
Delta: -0.27 Vega: 2.38 Theta: -2.67 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	3079.00	61.8 ₹ 10,815	-1.4 -245.00	49.36	451 78,925	86 15,050	580 1,01,500
3 Feb	3102.40	61.5 ₹ 10,762.5	-107.1 -18742.50	51.68	1,990 3,48,250	458 80,150	494 86,450
2 Feb	2795.10	165.7 ₹ 28,997.5	-128.45 -22478.75	44.2	22 3,850	-4 -700	38 6,650
1 Feb	2647.40	302 ₹ 52,850	118.85 20798.75	54.67	60 10,500	16 2,800	44 7,700
30 Jan	2787.50	178.7 ₹ 31,272.5	-10.5 -1837.50	43.88	6 1,050	2 350	29 5,075
29 Jan	2748.50	189.2 ₹ 33,110	-5.25 -918.75	37.69	11 1,925	-1 -175	26 4,550
28 Jan	2749.60	194.45 ₹ 34,028.75	-120.15 -21026.25	38.85	34 5,950	10 1,750	28 4,900
27 Jan	2695.20	314.6 ₹ 55,055	-180.4 -31570.00	-	0 0	0 0	18 3,150
23 Jan	2599.30	314.6 ₹ 55,055	-180.4 -31570.00	41.84	22 3,850	12 2,100	18 3,150
22 Jan	2641.70	495 ₹ 86,625	319.95 55991.25	-	0 0	0 0	6 1,050
21 Jan	2419.00	495 ₹ 86,625	319.95 55991.25	63.17	6 1,050	0 0	0 0
20 Jan	2506.50	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
19 Jan	2560.20	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
16 Jan	2552.20	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
14 Jan	2560.00	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
13 Jan	2600.00	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
12 Jan	2576.90	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
9 Jan	2544.60	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
8 Jan	2612.30	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
7 Jan	2673.10	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
6 Jan	2634.40	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
5 Jan	2714.30	175.05 ₹ 30,633.75	0 0.00	-	0 0	0 0	0 0
1 Jan	2955.30	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	2968.10	175.05 ₹ 30,633.75	- NaN	-	0 0	0 0	0 0

For Waaree Energies Limited - strike price 2900 expiring on 24FEB2026

Delta for 2900 PE is -0.27

Historical price for 2900 PE is as follows

On 4 Feb WAAREEENER was trading at 3079.00. The strike last trading price was 61.8, which was -1.4 lower than the previous day. The implied volatity was 49.36, the open interest changed by 86 which increased total open position to 580

On 3 Feb WAAREEENER was trading at 3102.40. The strike last trading price was 61.5, which was -107.1 lower than the previous day. The implied volatity was 51.68, the open interest changed by 458 which increased total open position to 494

On 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 165.7, which was -128.45 lower than the previous day. The implied volatity was 44.2, the open interest changed by -4 which decreased total open position to 38

On 1 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 302, which was 118.85 higher than the previous day. The implied volatity was 54.67, the open interest changed by 16 which increased total open position to 44

On 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 178.7, which was -10.5 lower than the previous day. The implied volatity was 43.88, the open interest changed by 2 which increased total open position to 29

On 29 Jan WAAREEENER was trading at 2748.50. The strike last trading price was 189.2, which was -5.25 lower than the previous day. The implied volatity was 37.69, the open interest changed by -1 which decreased total open position to 26

On 28 Jan WAAREEENER was trading at 2749.60. The strike last trading price was 194.45, which was -120.15 lower than the previous day. The implied volatity was 38.85, the open interest changed by 10 which increased total open position to 28

On 27 Jan WAAREEENER was trading at 2695.20. The strike last trading price was 314.6, which was -180.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18

On 23 Jan WAAREEENER was trading at 2599.30. The strike last trading price was 314.6, which was -180.4 lower than the previous day. The implied volatity was 41.84, the open interest changed by 12 which increased total open position to 18

On 22 Jan WAAREEENER was trading at 2641.70. The strike last trading price was 495, which was 319.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 21 Jan WAAREEENER was trading at 2419.00. The strike last trading price was 495, which was 319.95 higher than the previous day. The implied volatity was 63.17, 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 175.05, 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 175.05, 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 175.05, 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 175.05, 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 175.05, 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 175.05, 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 9 Jan WAAREEENER was trading at 2544.60. The strike last trading price was 175.05, 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 8 Jan WAAREEENER was trading at 2612.30. The strike last trading price was 175.05, 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 7 Jan WAAREEENER was trading at 2673.10. The strike last trading price was 175.05, 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 6 Jan WAAREEENER was trading at 2634.40. The strike last trading price was 175.05, 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 5 Jan WAAREEENER was trading at 2714.30. The strike last trading price was 175.05, 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 175.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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