Historical option data for WAAREEENER
17 Jun 2026 11:00 AM IST
| WAAREEENER 30-Jun-2026 (13d) 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.02
Theta: -2.86
Gamma: 0.00211
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 3075.10 | 90.1 | 7.1 (8.55%) | 31.27 | 905 | -30 | 1,018 | |||||||||
| 16 Jun | 3064.60 | 83 | 7 (9.21%) | 30.83 | 4,522 | 93 | 1,063 | |||||||||
| 15 Jun | 3050.90 | 80 | 11 (15.94%) | 30.15 | 2,727 | 146 | 965 | |||||||||
| 12 Jun | 3031.40 | 69.5 | 4.5 (6.92%) | 26.97 | 2,490 | -37 | 824 | |||||||||
| 11 Jun | 3013.90 | 62 | -15 (-19.48%) | 27.55 | 1,910 | 172 | 859 | |||||||||
| 10 Jun | 3017.20 | 76.2 | -15.8 (-17.17%) | 30.65 | 1,558 | 79 | 685 | |||||||||
| 9 Jun | 3040.80 | 93 | 16 (20.78%) | 31.58 | 1,472 | 48 | 605 | |||||||||
| 8 Jun | 3003.80 | 71.6 | -38.4 (-34.91%) | 29.96 | 1,344 | 140 | 562 | |||||||||
| 5 Jun | 3053.00 | 109.1 | -17.9 (-14.09%) | 31.92 | 785 | 7 | 424 | |||||||||
| 4 Jun | 3071.60 | 124 | -14 (-10.14%) | 32.84 | 498 | 4 | 416 | |||||||||
| 3 Jun | 3084.50 | 138.85 | -6.15 (-4.24%) | 33.62 | 1,227 | 43 | 413 | |||||||||
| 2 Jun | 3099.80 | 146.1 | 5.1 (3.62%) | 32.61 | 916 | 58 | 372 | |||||||||
| 1 Jun | 3096.10 | 141.85 | -19.15 (-11.89%) | 32.49 | 213 | 11 | 314 | |||||||||
| 29 May | 3140.80 | 161.45 | -8.55 (-5.03%) | 27.81 | 859 | 66 | 504 | |||||||||
| 27 May | 3129.10 | 175.3 | 17.3 (10.95%) | 28.57 | 807 | -34 | 445 | |||||||||
| 26 May | 3088.10 | 156.55 | 44.85 (40.15%) | 33.62 | 1,335 | 125 | 476 | |||||||||
| 25 May | 2984.20 | 112.8 | -4.1 (-3.51%) | 35.79 | 153 | 65 | 352 | |||||||||
| 22 May | 2997.50 | 116.4 | -43.25 (-27.09%) | 33.74 | 321 | 263 | 288 | |||||||||
| 21 May | 3056.60 | 160 | 13 (8.84%) | 36.2 | 23 | 7 | 27 | |||||||||
| 20 May | 3005.20 | 143.25 | 1.25 (0.88%) | 38.53 | 22 | 14 | 22 | |||||||||
| 19 May | 2998.80 | 140 | -1 (-0.71%) | 38.36 | 3 | 1 | 7 | |||||||||
| 18 May | 2997.50 | 141.05 | -40.95 (-22.50%) | 37.84 | 5 | 0 | 5 | |||||||||
| 15 May | 3022.00 | 182.3 | -15.7 (-7.93%) | 41.78 | 3 | 2 | 4 | |||||||||
| 14 May | 3068.80 | 198 | -30.75 (-13.44%) | 39.25 | 1 | 0 | 1 | |||||||||
| 13 May | 3085.30 | 228.75 | -318.25 (-58.18%) | 44.61 | 1 | 0 | 0 | |||||||||
| 12 May | 3125.20 | 0 | -547 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3208.80 | 0 | -547 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3230.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 3226.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 3225.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 3181.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 3136.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 3118.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3050 expiring on 30JUN2026
Delta for 3050 CE is 0.58
Historical price for 3050 CE is as follows
On 17 Jun WAAREEENER was trading at 3075.10. The strike last trading price was 90.1, which was 7.1 higher than the previous day. The implied volatity was 31.27, the open interest changed by -30 which decreased total open position to 1018
On 16 Jun WAAREEENER was trading at 3064.60. The strike last trading price was 83, which was 7 higher than the previous day. The implied volatity was 30.83, the open interest changed by 93 which increased total open position to 1063
On 15 Jun WAAREEENER was trading at 3050.90. The strike last trading price was 80, which was 11 higher than the previous day. The implied volatity was 30.15, the open interest changed by 146 which increased total open position to 965
On 12 Jun WAAREEENER was trading at 3031.40. The strike last trading price was 69.5, which was 4.5 higher than the previous day. The implied volatity was 26.97, the open interest changed by -37 which decreased total open position to 824
On 11 Jun WAAREEENER was trading at 3013.90. The strike last trading price was 62, which was -15 lower than the previous day. The implied volatity was 27.55, the open interest changed by 172 which increased total open position to 859
On 10 Jun WAAREEENER was trading at 3017.20. The strike last trading price was 76.2, which was -15.8 lower than the previous day. The implied volatity was 30.65, the open interest changed by 79 which increased total open position to 685
On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 93, which was 16 higher than the previous day. The implied volatity was 31.58, the open interest changed by 48 which increased total open position to 605
On 8 Jun WAAREEENER was trading at 3003.80. The strike last trading price was 71.6, which was -38.4 lower than the previous day. The implied volatity was 29.96, the open interest changed by 140 which increased total open position to 562
On 5 Jun WAAREEENER was trading at 3053.00. The strike last trading price was 109.1, which was -17.9 lower than the previous day. The implied volatity was 31.92, the open interest changed by 7 which increased total open position to 424
On 4 Jun WAAREEENER was trading at 3071.60. The strike last trading price was 124, which was -14 lower than the previous day. The implied volatity was 32.84, the open interest changed by 4 which increased total open position to 416
On 3 Jun WAAREEENER was trading at 3084.50. The strike last trading price was 138.85, which was -6.15 lower than the previous day. The implied volatity was 33.62, the open interest changed by 43 which increased total open position to 413
On 2 Jun WAAREEENER was trading at 3099.80. The strike last trading price was 146.1, which was 5.1 higher than the previous day. The implied volatity was 32.61, the open interest changed by 58 which increased total open position to 372
On 1 Jun WAAREEENER was trading at 3096.10. The strike last trading price was 141.85, which was -19.15 lower than the previous day. The implied volatity was 32.49, the open interest changed by 11 which increased total open position to 314
On 29 May WAAREEENER was trading at 3140.80. The strike last trading price was 161.45, which was -8.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by 66 which increased total open position to 504
On 27 May WAAREEENER was trading at 3129.10. The strike last trading price was 175.3, which was 17.3 higher than the previous day. The implied volatity was 28.57, the open interest changed by -34 which decreased total open position to 445
On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 156.55, which was 44.85 higher than the previous day. The implied volatity was 33.62, the open interest changed by 125 which increased total open position to 476
On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 112.8, which was -4.1 lower than the previous day. The implied volatity was 35.79, the open interest changed by 65 which increased total open position to 352
On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 116.4, which was -43.25 lower than the previous day. The implied volatity was 33.74, the open interest changed by 263 which increased total open position to 288
On 21 May WAAREEENER was trading at 3056.60. The strike last trading price was 160, which was 13 higher than the previous day. The implied volatity was 36.2, the open interest changed by 7 which increased total open position to 27
On 20 May WAAREEENER was trading at 3005.20. The strike last trading price was 143.25, which was 1.25 higher than the previous day. The implied volatity was 38.53, the open interest changed by 14 which increased total open position to 22
On 19 May WAAREEENER was trading at 2998.80. The strike last trading price was 140, which was -1 lower than the previous day. The implied volatity was 38.36, the open interest changed by 1 which increased total open position to 7
On 18 May WAAREEENER was trading at 2997.50. The strike last trading price was 141.05, which was -40.95 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 5
On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 182.3, which was -15.7 lower than the previous day. The implied volatity was 41.78, the open interest changed by 2 which increased total open position to 4
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 198, which was -30.75 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 1
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 228.75, which was -318.25 lower than the previous day. The implied volatity was 44.61, the open interest changed by 0 which decreased total open position to 0
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 0, which was -547 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 0, which was -547 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May WAAREEENER was trading at 3230.10. 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 7 May WAAREEENER was trading at 3226.60. 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 6 May WAAREEENER was trading at 3225.10. 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 5 May WAAREEENER was trading at 3181.70. 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 4 May WAAREEENER was trading at 3136.30. 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 30 Apr WAAREEENER was trading at 3118.80. 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
| WAAREEENER 30-Jun-2026 (13d) 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.02
Theta: -2.05
Gamma: 0.0024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 3075.10 | 49.15 | -5.8 (-10.56%) | 27.33 | 210 | 18 | 723 |
| 16 Jun | 3064.60 | 56.9 | -10.8 (-15.95%) | 26.88 | 901 | 24 | 707 |
| 15 Jun | 3050.90 | 67 | -14.85 (-18.14%) | 28.76 | 580 | 52 | 683 |
| 12 Jun | 3031.40 | 80.25 | -13.45 (-14.35%) | 28.26 | 799 | -35 | 630 |
| 11 Jun | 3013.90 | 96.95 | 2.85 (3.03%) | 28.98 | 482 | -37 | 665 |
| 10 Jun | 3017.20 | 94 | 14.2 (17.79%) | 29 | 813 | 94 | 701 |
| 9 Jun | 3040.80 | 79.25 | -24.6 (-23.69%) | 27.16 | 493 | 26 | 605 |
| 8 Jun | 3003.80 | 107.75 | 24.55 (29.51%) | 28.54 | 479 | 183 | 580 |
| 5 Jun | 3053.00 | 83.05 | 4.9 (6.27%) | 27.89 | 374 | 19 | 396 |
| 4 Jun | 3071.60 | 82.45 | 8.4 (11.34%) | 29.73 | 337 | -49 | 379 |
| 3 Jun | 3084.50 | 71.9 | 6 (9.10%) | 28.8 | 876 | 89 | 432 |
| 2 Jun | 3099.80 | 64.7 | -10.4 (-13.85%) | 27.45 | 561 | 56 | 342 |
| 1 Jun | 3096.10 | 74.3 | 8.5 (12.92%) | 28.62 | 341 | -20 | 286 |
| 29 May | 3140.80 | 65 | -6.45 (-9.03%) | 29.69 | 453 | -13 | 307 |
| 27 May | 3129.10 | 64 | -31.2 (-32.77%) | 29.84 | 738 | 146 | 320 |
| 26 May | 3088.10 | 93.2 | -46.15 (-33.12%) | 31.47 | 351 | 128 | 176 |
| 25 May | 2984.20 | 146.05 | 146.05 (-4.59%) | 33.41 | 56 | 0 | 46 |
| 22 May | 2997.50 | 146.05 | 33.05 (29.25%) | 32.52 | 56 | 48 | 48 |
| 21 May | 3056.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 3005.20 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 2998.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 2997.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3022.00 | 0 | -113 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3068.80 | 0 | -113 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3085.30 | 0 | -113 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3125.20 | 0 | -113 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3208.80 | 0 | -113 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3230.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3226.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 3225.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 3181.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 3136.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 3118.80 | 0 | 0 | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3050 expiring on 30JUN2026
Delta for 3050 PE is -0.41
Historical price for 3050 PE is as follows
On 17 Jun WAAREEENER was trading at 3075.10. The strike last trading price was 49.15, which was -5.8 lower than the previous day. The implied volatity was 27.33, the open interest changed by 18 which increased total open position to 723
On 16 Jun WAAREEENER was trading at 3064.60. The strike last trading price was 56.9, which was -10.8 lower than the previous day. The implied volatity was 26.88, the open interest changed by 24 which increased total open position to 707
On 15 Jun WAAREEENER was trading at 3050.90. The strike last trading price was 67, which was -14.85 lower than the previous day. The implied volatity was 28.76, the open interest changed by 52 which increased total open position to 683
On 12 Jun WAAREEENER was trading at 3031.40. The strike last trading price was 80.25, which was -13.45 lower than the previous day. The implied volatity was 28.26, the open interest changed by -35 which decreased total open position to 630
On 11 Jun WAAREEENER was trading at 3013.90. The strike last trading price was 96.95, which was 2.85 higher than the previous day. The implied volatity was 28.98, the open interest changed by -37 which decreased total open position to 665
On 10 Jun WAAREEENER was trading at 3017.20. The strike last trading price was 94, which was 14.2 higher than the previous day. The implied volatity was 29, the open interest changed by 94 which increased total open position to 701
On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 79.25, which was -24.6 lower than the previous day. The implied volatity was 27.16, the open interest changed by 26 which increased total open position to 605
On 8 Jun WAAREEENER was trading at 3003.80. The strike last trading price was 107.75, which was 24.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by 183 which increased total open position to 580
On 5 Jun WAAREEENER was trading at 3053.00. The strike last trading price was 83.05, which was 4.9 higher than the previous day. The implied volatity was 27.89, the open interest changed by 19 which increased total open position to 396
On 4 Jun WAAREEENER was trading at 3071.60. The strike last trading price was 82.45, which was 8.4 higher than the previous day. The implied volatity was 29.73, the open interest changed by -49 which decreased total open position to 379
On 3 Jun WAAREEENER was trading at 3084.50. The strike last trading price was 71.9, which was 6 higher than the previous day. The implied volatity was 28.8, the open interest changed by 89 which increased total open position to 432
On 2 Jun WAAREEENER was trading at 3099.80. The strike last trading price was 64.7, which was -10.4 lower than the previous day. The implied volatity was 27.45, the open interest changed by 56 which increased total open position to 342
On 1 Jun WAAREEENER was trading at 3096.10. The strike last trading price was 74.3, which was 8.5 higher than the previous day. The implied volatity was 28.62, the open interest changed by -20 which decreased total open position to 286
On 29 May WAAREEENER was trading at 3140.80. The strike last trading price was 65, which was -6.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by -13 which decreased total open position to 307
On 27 May WAAREEENER was trading at 3129.10. The strike last trading price was 64, which was -31.2 lower than the previous day. The implied volatity was 29.84, the open interest changed by 146 which increased total open position to 320
On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 93.2, which was -46.15 lower than the previous day. The implied volatity was 31.47, the open interest changed by 128 which increased total open position to 176
On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 146.05, which was 146.05 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 46
On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 146.05, which was 33.05 higher than the previous day. The implied volatity was 32.52, the open interest changed by 48 which increased total open position to 48
On 21 May WAAREEENER was trading at 3056.60. 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 20 May WAAREEENER was trading at 3005.20. 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 May WAAREEENER was trading at 2998.80. 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 May WAAREEENER was trading at 2997.50. 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 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 0, which was -113 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 0, which was -113 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 0, which was -113 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 0, which was -113 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 0, which was -113 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May WAAREEENER was trading at 3230.10. 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 7 May WAAREEENER was trading at 3226.60. 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 6 May WAAREEENER was trading at 3225.10. 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 5 May WAAREEENER was trading at 3181.70. 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 4 May WAAREEENER was trading at 3136.30. 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 30 Apr WAAREEENER was trading at 3118.80. 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
