Historical option data for WAAREEENER
29 Jun 2026 10:50 AM IST
| WAAREEENER 28-Jul-2026 (27d) 2950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.03
Theta: -1.9
Gamma: 0.00151
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2876.30 | 77 | -77 (-50.00%) | 31.81 | 290 | 126 | 128 | |||||||||
| 25 Jun | 3009.40 | 154 | -199 (-56.37%) | 31.44 | 2 | 1 | 1 | |||||||||
For Waaree Energies Limited - strike price 2950 expiring on 28JUL2026
Delta for 2950 CE is 0.43
Historical price for 2950 CE is as follows
On 29 Jun WAAREEENER was trading at 2876.30. The strike last trading price was 77, which was -77 lower than the previous day. The implied volatity was 31.81, the open interest changed by 126 which increased total open position to 128
On 25 Jun WAAREEENER was trading at 3009.40. The strike last trading price was 154, which was -199 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 1
| WAAREEENER 28-Jul-2026 (27d) 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.03
Theta: -2.27
Gamma: 0.00105
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2876.30 | 184 | 84 (84.00%) | 46.17 | 27 | 13 | 14 |
| 25 Jun | 3009.40 | 100 | -84.6 (-45.83%) | 37.45 | 1 | 0 | 0 |
For Waaree Energies Limited - strike price 2950 expiring on 28JUL2026
Delta for 2950 PE is -0.54
Historical price for 2950 PE is as follows
On 29 Jun WAAREEENER was trading at 2876.30. The strike last trading price was 184, which was 84 higher than the previous day. The implied volatity was 46.17, the open interest changed by 13 which increased total open position to 14
On 25 Jun WAAREEENER was trading at 3009.40. The strike last trading price was 100, which was -84.6 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 0
