WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
18 Mar 2026 04:14 PM IST
| WAAREEENER 30-MAR-2026 2950 CE | ||||||||||||||||
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Delta: 0.83
Vega: 1.47
Theta: -3.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 3184.80 | 264.2 | 196.45 | 47.65 | 6,445 | -192 | 525 | |||||||||
| 17 Mar | 2883.10 | 67 | 24 | 42.79 | 9,396 | 466 | 727 | |||||||||
| 16 Mar | 2790.70 | 43.65 | 7.1 | 46.29 | 484 | 33 | 262 | |||||||||
| 13 Mar | 2726.60 | 36.1 | -6.2 | 45.81 | 567 | 0 | 227 | |||||||||
| 12 Mar | 2739.40 | 40.25 | 7.5 | 45.97 | 414 | -99 | 227 | |||||||||
| 11 Mar | 2682.80 | 32.35 | 4.85 | 47.09 | 593 | -20 | 328 | |||||||||
| 10 Mar | 2655.70 | 29.3 | 6.6 | 46.03 | 380 | 8 | 348 | |||||||||
| 9 Mar | 2599.00 | 21.8 | -7.9 | 46.11 | 408 | 13 | 340 | |||||||||
| 6 Mar | 2628.30 | 31 | -0.2 | 45.25 | 216 | 25 | 329 | |||||||||
| 5 Mar | 2646.20 | 31.6 | -10.25 | 43.97 | 253 | 38 | 306 | |||||||||
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| 4 Mar | 2634.00 | 40.1 | -1.3 | 48.73 | 392 | -11 | 268 | |||||||||
| 2 Mar | 2643.30 | 42.15 | -21.3 | 45.98 | 726 | -28 | 280 | |||||||||
| 27 Feb | 2709.30 | 61.5 | -5.95 | 44.08 | 665 | 39 | 305 | |||||||||
| 26 Feb | 2717.70 | 67.6 | -10.65 | 45.05 | 855 | 7 | 285 | |||||||||
| 25 Feb | 2708.50 | 76 | -117.35 | 48.17 | 1,980 | 242 | 277 | |||||||||
| 24 Feb | 3023.50 | 199.95 | 69.85 | 36.7 | 608 | 1 | 39 | |||||||||
| 23 Feb | 2915.80 | 130.05 | 3.15 | 37.05 | 113 | 5 | 39 | |||||||||
| 20 Feb | 2897.60 | 125.15 | 6.3 | 35.84 | 56 | 21 | 33 | |||||||||
| 19 Feb | 2874.30 | 117.4 | -40.2 | 37.09 | 23 | 12 | 13 | |||||||||
| 18 Feb | 2963.60 | 157.6 | 21.2 | 34.33 | 4 | 2 | 2 | |||||||||
| 17 Feb | 3053.10 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 3116.40 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 3096.20 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 3171.20 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 3177.60 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 3163.80 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 3122.20 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 3087.70 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 3071.60 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 3105.60 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 3102.40 | 136.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2795.10 | 136.4 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2647.40 | 136.4 | 0 | 5.63 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2787.50 | 136.4 | 0 | 2.55 | 0 | 0 | 0 | |||||||||
| 29 Jan | 2748.50 | 136.4 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 2950 expiring on 30MAR2026
Delta for 2950 CE is 0.83
Historical price for 2950 CE is as follows
On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 264.2, which was 196.45 higher than the previous day. The implied volatity was 47.65, the open interest changed by -192 which decreased total open position to 525
On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 67, which was 24 higher than the previous day. The implied volatity was 42.79, the open interest changed by 466 which increased total open position to 727
On 16 Mar WAAREEENER was trading at 2790.70. The strike last trading price was 43.65, which was 7.1 higher than the previous day. The implied volatity was 46.29, the open interest changed by 33 which increased total open position to 262
On 13 Mar WAAREEENER was trading at 2726.60. The strike last trading price was 36.1, which was -6.2 lower than the previous day. The implied volatity was 45.81, the open interest changed by 0 which decreased total open position to 227
On 12 Mar WAAREEENER was trading at 2739.40. The strike last trading price was 40.25, which was 7.5 higher than the previous day. The implied volatity was 45.97, the open interest changed by -99 which decreased total open position to 227
On 11 Mar WAAREEENER was trading at 2682.80. The strike last trading price was 32.35, which was 4.85 higher than the previous day. The implied volatity was 47.09, the open interest changed by -20 which decreased total open position to 328
On 10 Mar WAAREEENER was trading at 2655.70. The strike last trading price was 29.3, which was 6.6 higher than the previous day. The implied volatity was 46.03, the open interest changed by 8 which increased total open position to 348
On 9 Mar WAAREEENER was trading at 2599.00. The strike last trading price was 21.8, which was -7.9 lower than the previous day. The implied volatity was 46.11, the open interest changed by 13 which increased total open position to 340
On 6 Mar WAAREEENER was trading at 2628.30. The strike last trading price was 31, which was -0.2 lower than the previous day. The implied volatity was 45.25, the open interest changed by 25 which increased total open position to 329
On 5 Mar WAAREEENER was trading at 2646.20. The strike last trading price was 31.6, which was -10.25 lower than the previous day. The implied volatity was 43.97, the open interest changed by 38 which increased total open position to 306
On 4 Mar WAAREEENER was trading at 2634.00. The strike last trading price was 40.1, which was -1.3 lower than the previous day. The implied volatity was 48.73, the open interest changed by -11 which decreased total open position to 268
On 2 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 42.15, which was -21.3 lower than the previous day. The implied volatity was 45.98, the open interest changed by -28 which decreased total open position to 280
On 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 61.5, which was -5.95 lower than the previous day. The implied volatity was 44.08, the open interest changed by 39 which increased total open position to 305
On 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 67.6, which was -10.65 lower than the previous day. The implied volatity was 45.05, the open interest changed by 7 which increased total open position to 285
On 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 76, which was -117.35 lower than the previous day. The implied volatity was 48.17, the open interest changed by 242 which increased total open position to 277
On 24 Feb WAAREEENER was trading at 3023.50. The strike last trading price was 199.95, which was 69.85 higher than the previous day. The implied volatity was 36.7, the open interest changed by 1 which increased total open position to 39
On 23 Feb WAAREEENER was trading at 2915.80. The strike last trading price was 130.05, which was 3.15 higher than the previous day. The implied volatity was 37.05, the open interest changed by 5 which increased total open position to 39
On 20 Feb WAAREEENER was trading at 2897.60. The strike last trading price was 125.15, which was 6.3 higher than the previous day. The implied volatity was 35.84, the open interest changed by 21 which increased total open position to 33
On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 117.4, which was -40.2 lower than the previous day. The implied volatity was 37.09, the open interest changed by 12 which increased total open position to 13
On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 157.6, which was 21.2 higher than the previous day. The implied volatity was 34.33, the open interest changed by 2 which increased total open position to 2
On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3116.40. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3096.20. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3171.20. The strike last trading price was 136.4, 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 11 Feb WAAREEENER was trading at 3177.60. The strike last trading price was 136.4, 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 10 Feb WAAREEENER was trading at 3163.80. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3122.20. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3087.70. The strike last trading price was 136.4, 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 Feb WAAREEENER was trading at 3071.60. The strike last trading price was 136.4, 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 4 Feb WAAREEENER was trading at 3105.60. The strike last trading price was 136.4, 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 136.4, 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 136.4, which was 0 lower than the previous day. The implied volatity was 2.41, 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 136.4, which was 0 lower than the previous day. The implied volatity was 5.63, 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 136.4, which was 0 lower than the previous day. The implied volatity was 2.55, 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 136.4, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
| WAAREEENER 30MAR2026 2950 PE | |||||||
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Delta: -0.19
Vega: 1.58
Theta: -3.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 3184.80 | 33.9 | -94 | 52.47 | 3,865 | 365 | 516 |
| 17 Mar | 2883.10 | 128.4 | -49.85 | 43.73 | 1,934 | 61 | 157 |
| 16 Mar | 2790.70 | 178.25 | -72.4 | 33.73 | 50 | -9 | 96 |
| 13 Mar | 2726.60 | 250.6 | 8.85 | 47.07 | 154 | 10 | 105 |
| 12 Mar | 2739.40 | 251.5 | -74.25 | 48.39 | 19 | -4 | 95 |
| 11 Mar | 2682.80 | 325.75 | -19.9 | - | 0 | 0 | 99 |
| 10 Mar | 2655.70 | 325.75 | -19.9 | 57.15 | 6 | -1 | 100 |
| 9 Mar | 2599.00 | 345.7 | 6.5 | - | 0 | 0 | 101 |
| 6 Mar | 2628.30 | 345.7 | 6.5 | - | 0 | 0 | 0 |
| 5 Mar | 2646.20 | 345.7 | 6.5 | - | 13 | -1 | 0 |
| 4 Mar | 2634.00 | 345.7 | 6.5 | 49.42 | 13 | 0 | 102 |
| 2 Mar | 2643.30 | 341.9 | 36.35 | 52.27 | 34 | -6 | 101 |
| 27 Feb | 2709.30 | 305.55 | 205.65 | - | 0 | 0 | 107 |
| 26 Feb | 2717.70 | 305.55 | 205.65 | - | 0 | 0 | 107 |
| 25 Feb | 2708.50 | 305.55 | 205.65 | 51.94 | 187 | 45 | 107 |
| 24 Feb | 3023.50 | 93 | -58.6 | 39.74 | 223 | 61 | 63 |
| 23 Feb | 2915.80 | 151.6 | 9.7 | 41.08 | 1 | 0 | 1 |
| 20 Feb | 2897.60 | 141.9 | -28.9 | 35.38 | 1 | 0 | 2 |
| 19 Feb | 2874.30 | 170.8 | 0 | 38.63 | 1 | 0 | 1 |
| 18 Feb | 2963.60 | 170.8 | 50.8 | 49.3 | 1 | 0 | 1 |
| 17 Feb | 3053.10 | 120 | -240.35 | - | 0 | 0 | 1 |
| 16 Feb | 3116.40 | 120 | -240.35 | - | 0 | 0 | 1 |
| 13 Feb | 3096.20 | 120 | -240.35 | - | 0 | 0 | 1 |
| 12 Feb | 3171.20 | 120 | -240.35 | - | 0 | 0 | 1 |
| 11 Feb | 3177.60 | 120 | -240.35 | - | 0 | 0 | 1 |
| 10 Feb | 3163.80 | 120 | -240.35 | - | 0 | 0 | 1 |
| 9 Feb | 3122.20 | 120 | -240.35 | - | 0 | 0 | 1 |
| 6 Feb | 3087.70 | 120 | -240.35 | - | 0 | 0 | 1 |
| 5 Feb | 3071.60 | 120 | -240.35 | - | 0 | 0 | 1 |
| 4 Feb | 3105.60 | 120 | -240.35 | 42.86 | 1 | 0 | 0 |
| 3 Feb | 3102.40 | 360.35 | 0 | 4.5 | 0 | 0 | 0 |
| 2 Feb | 2795.10 | 360.35 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2647.40 | 360.35 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2787.50 | 360.35 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 2748.50 | 360.35 | 0 | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 2950 expiring on 30MAR2026
Delta for 2950 PE is -0.19
Historical price for 2950 PE is as follows
On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 33.9, which was -94 lower than the previous day. The implied volatity was 52.47, the open interest changed by 365 which increased total open position to 516
On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 128.4, which was -49.85 lower than the previous day. The implied volatity was 43.73, the open interest changed by 61 which increased total open position to 157
On 16 Mar WAAREEENER was trading at 2790.70. The strike last trading price was 178.25, which was -72.4 lower than the previous day. The implied volatity was 33.73, the open interest changed by -9 which decreased total open position to 96
On 13 Mar WAAREEENER was trading at 2726.60. The strike last trading price was 250.6, which was 8.85 higher than the previous day. The implied volatity was 47.07, the open interest changed by 10 which increased total open position to 105
On 12 Mar WAAREEENER was trading at 2739.40. The strike last trading price was 251.5, which was -74.25 lower than the previous day. The implied volatity was 48.39, the open interest changed by -4 which decreased total open position to 95
On 11 Mar WAAREEENER was trading at 2682.80. The strike last trading price was 325.75, which was -19.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99
On 10 Mar WAAREEENER was trading at 2655.70. The strike last trading price was 325.75, which was -19.9 lower than the previous day. The implied volatity was 57.15, the open interest changed by -1 which decreased total open position to 100
On 9 Mar WAAREEENER was trading at 2599.00. The strike last trading price was 345.7, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 6 Mar WAAREEENER was trading at 2628.30. The strike last trading price was 345.7, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar WAAREEENER was trading at 2646.20. The strike last trading price was 345.7, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Mar WAAREEENER was trading at 2634.00. The strike last trading price was 345.7, which was 6.5 higher than the previous day. The implied volatity was 49.42, the open interest changed by 0 which decreased total open position to 102
On 2 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 341.9, which was 36.35 higher than the previous day. The implied volatity was 52.27, the open interest changed by -6 which decreased total open position to 101
On 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 305.55, which was 205.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 305.55, which was 205.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 305.55, which was 205.65 higher than the previous day. The implied volatity was 51.94, the open interest changed by 45 which increased total open position to 107
On 24 Feb WAAREEENER was trading at 3023.50. The strike last trading price was 93, which was -58.6 lower than the previous day. The implied volatity was 39.74, the open interest changed by 61 which increased total open position to 63
On 23 Feb WAAREEENER was trading at 2915.80. The strike last trading price was 151.6, which was 9.7 higher than the previous day. The implied volatity was 41.08, 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 141.9, which was -28.9 lower than the previous day. The implied volatity was 35.38, the open interest changed by 0 which decreased total open position to 2
On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 170.8, which was 0 lower than the previous day. The implied volatity was 38.63, the open interest changed by 0 which decreased total open position to 1
On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 170.8, which was 50.8 higher than the previous day. The implied volatity was 49.3, 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 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 120, which was -240.35 lower than the previous day. The implied volatity was -, 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 120, which was -240.35 lower than the previous day. The implied volatity was -, 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 120, which was -240.35 lower than the previous day. The implied volatity was 42.86, 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 360.35, which was 0 lower than the previous day. The implied volatity was 4.5, 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 360.35, 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 Feb WAAREEENER was trading at 2647.40. The strike last trading price was 360.35, 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 30 Jan WAAREEENER was trading at 2787.50. The strike last trading price was 360.35, 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 360.35, 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
