[--[65.84.65.76]--]

WAAREEENER

Waaree Energies Limited
2968.1 -12.20 (-0.41%)
L: 2942.3 H: 3032

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Historical option data for WAAREEENER

31 Dec 2025 04:14 PM IST
WAAREEENER 27-JAN-2026 3000 CE
Delta: 0.49
Vega: 3.21
Theta: -2.36
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
31 Dec 2968.10 100 -59 33.45 2,660 369 369


For Waaree Energies Limited - strike price 3000 expiring on 27JAN2026

Delta for 3000 CE is 0.49

Historical price for 3000 CE is as follows

On 31 Dec WAAREEENER was trading at 2968.10. The strike last trading price was 100, which was -59 lower than the previous day. The implied volatity was 33.45, the open interest changed by 369 which increased total open position to 369


WAAREEENER 27JAN2026 3000 PE
Delta: -0.50
Vega: 3.21
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
31 Dec 2968.10 117.5 -47.45 33.95 443 161 161


For Waaree Energies Limited - strike price 3000 expiring on 27JAN2026

Delta for 3000 PE is -0.50

Historical price for 3000 PE is as follows

On 31 Dec WAAREEENER was trading at 2968.10. The strike last trading price was 117.5, which was -47.45 lower than the previous day. The implied volatity was 33.95, the open interest changed by 161 which increased total open position to 161