[--[65.84.65.76]--]

WAAREEENER

Waaree Energies Limited
3109.8 +17.20 (0.56%)
L: 3014 H: 3143.4

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Historical option data for WAAREEENER

30 Mar 2026 04:14 PM IST
WAAREEENER 28-Apr-2026 (28d) 3100 CE
Delta: 0.56
Vega: 3.46
Theta: -3.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 3109.80 189 -4.9 49.26 1,162 76 434
27 Mar 3092.60 192.05 -47.3 51.63 143 10 354
25 Mar 3177.90 244.1 32.05 48.91 672 237 345
24 Mar 3086.70 217 13.25 55.06 181 27 106
23 Mar 3064.60 199.75 -54.6 53.66 120 32 79
20 Mar 3165.90 250.8 2.05 51.79 67 12 48
19 Mar 3155.90 245.35 -19.4 48.84 54 -1 36
18 Mar 3184.80 256.25 153.8 46.72 91 24 37
17 Mar 2883.10 106.9 36.9 45.97 6 1 13
16 Mar 2790.70 70 10 - 0 0 0
13 Mar 2726.60 70 10 - 0 0 12
12 Mar 2739.40 70 10 46.21 12 9 12
11 Mar 2682.80 60 -28 46.16 2 1 4
10 Mar 2655.70 88 -54.55 - 0 0 3
9 Mar 2599.00 88 -54.55 - 0 0 3
6 Mar 2628.30 88 -54.55 - 0 0 0
5 Mar 2646.20 88 -54.55 - 0 0 0
4 Mar 2634.00 88 -54.55 - 0 0 3
2 Mar 2643.30 88 -54.55 - 0 3 0
27 Feb 2709.30 88 -54.55 47 6 1 1
26 Feb 2717.70 142.55 0 7.11 0 0 0
25 Feb 2708.50 142.55 0 7.23 0 0 0
24 Feb 3023.50 142.55 0 0.71 0 0 0
23 Feb 2915.80 142.55 0 2.75 0 0 0
20 Feb 2897.60 142.55 0 2.93 0 0 0
19 Feb 2874.30 142.55 0 3.2 0 0 0
18 Feb 2963.60 142.55 0 1.87 0 0 0
17 Feb 3053.10 0 0 - 0 0 0
16 Feb 3116.40 0 0 - 0 0 0
13 Feb 3096.20 0 0 - 0 0 0
12 Feb 3171.20 0 0 - 0 0 0
11 Feb 3177.60 0 0 - 0 0 0
10 Feb 3163.80 0 0 - 0 0 0
9 Feb 3122.20 0 0 - 0 0 0
6 Feb 3087.70 0 0 - 0 0 0
5 Feb 3071.60 0 0 - 0 0 0
4 Feb 3105.60 0 0 - 0 0 0
3 Feb 3102.40 0 0 - 0 0 0
2 Feb 2795.10 0 0 4.48 0 0 0
1 Feb 2647.40 0 0 5.05 0 0 0
30 Jan 2787.50 0 0 - 0 0 0
29 Jan 2748.50 0 0 - 0 0 0


For Waaree Energies Limited - strike price 3100 expiring on 28APR2026

Delta for 3100 CE is 0.56

Historical price for 3100 CE is as follows

On 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 189, which was -4.9 lower than the previous day. The implied volatity was 49.26, the open interest changed by 76 which increased total open position to 434


On 27 Mar WAAREEENER was trading at 3092.60. The strike last trading price was 192.05, which was -47.3 lower than the previous day. The implied volatity was 51.63, the open interest changed by 10 which increased total open position to 354


On 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 244.1, which was 32.05 higher than the previous day. The implied volatity was 48.91, the open interest changed by 237 which increased total open position to 345


On 24 Mar WAAREEENER was trading at 3086.70. The strike last trading price was 217, which was 13.25 higher than the previous day. The implied volatity was 55.06, the open interest changed by 27 which increased total open position to 106


On 23 Mar WAAREEENER was trading at 3064.60. The strike last trading price was 199.75, which was -54.6 lower than the previous day. The implied volatity was 53.66, the open interest changed by 32 which increased total open position to 79


On 20 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 250.8, which was 2.05 higher than the previous day. The implied volatity was 51.79, the open interest changed by 12 which increased total open position to 48


On 19 Mar WAAREEENER was trading at 3155.90. The strike last trading price was 245.35, which was -19.4 lower than the previous day. The implied volatity was 48.84, the open interest changed by -1 which decreased total open position to 36


On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 256.25, which was 153.8 higher than the previous day. The implied volatity was 46.72, the open interest changed by 24 which increased total open position to 37


On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 106.9, which was 36.9 higher than the previous day. The implied volatity was 45.97, the open interest changed by 1 which increased total open position to 13


On 16 Mar WAAREEENER was trading at 2790.70. The strike last trading price was 70, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar WAAREEENER was trading at 2726.60. The strike last trading price was 70, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 12 Mar WAAREEENER was trading at 2739.40. The strike last trading price was 70, which was 10 higher than the previous day. The implied volatity was 46.21, the open interest changed by 9 which increased total open position to 12


On 11 Mar WAAREEENER was trading at 2682.80. The strike last trading price was 60, which was -28 lower than the previous day. The implied volatity was 46.16, the open interest changed by 1 which increased total open position to 4


On 10 Mar WAAREEENER was trading at 2655.70. The strike last trading price was 88, which was -54.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Mar WAAREEENER was trading at 2599.00. The strike last trading price was 88, which was -54.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Mar WAAREEENER was trading at 2628.30. The strike last trading price was 88, which was -54.55 lower 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 88, which was -54.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar WAAREEENER was trading at 2634.00. The strike last trading price was 88, which was -54.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 88, which was -54.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 88, which was -54.55 lower than the previous day. The implied volatity was 47, the open interest changed by 1 which increased total open position to 1


On 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0


On 24 Feb WAAREEENER was trading at 3023.50. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 23 Feb WAAREEENER was trading at 2915.80. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


On 20 Feb WAAREEENER was trading at 2897.60. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 19 Feb WAAREEENER was trading at 2874.30. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0


On 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 17 Feb WAAREEENER was trading at 3053.10. 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 16 Feb WAAREEENER was trading at 3116.40. 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 13 Feb WAAREEENER was trading at 3096.20. 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 12 Feb WAAREEENER was trading at 3171.20. 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 11 Feb WAAREEENER was trading at 3177.60. 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 10 Feb WAAREEENER was trading at 3163.80. 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 9 Feb WAAREEENER was trading at 3122.20. 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 6 Feb WAAREEENER was trading at 3087.70. 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 5 Feb WAAREEENER was trading at 3071.60. 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 4 Feb WAAREEENER was trading at 3105.60. 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 3 Feb WAAREEENER was trading at 3102.40. 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 2 Feb WAAREEENER was trading at 2795.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.48, 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 0, which was 0 lower than the previous day. The implied volatity was 5.05, 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 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 29 Jan WAAREEENER was trading at 2748.50. 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


WAAREEENER 28-Apr-2026 (28d) 3100 PE
Delta: -0.44
Vega: 3.46
Theta: -2.7
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 3109.80 165 -20.75 52.31 592 83 456
27 Mar 3092.60 189.15 48 53.32 308 26 373
25 Mar 3177.90 143.9 -59.95 50.67 708 277 347
24 Mar 3086.70 203 -17.9 55.48 65 6 70
23 Mar 3064.60 219.5 50.25 55.67 80 -4 64
20 Mar 3165.90 166.9 -3.65 50.3 35 9 69
19 Mar 3155.90 169 17.15 50.86 85 40 61
18 Mar 3184.80 149.85 -320.15 48.25 41 19 23
17 Mar 2883.10 470 -29.85 - 0 0 4
16 Mar 2790.70 470 -29.85 - 0 0 0
13 Mar 2726.60 470 -29.85 - 0 0 4
12 Mar 2739.40 470 -29.85 - 0 0 4
11 Mar 2682.80 470 -29.85 - 0 0 4
10 Mar 2655.70 470 -29.85 51.15 4 0 0
9 Mar 2599.00 499.85 0 - 0 0 0
6 Mar 2628.30 499.85 0 - 0 0 0
5 Mar 2646.20 499.85 0 - 0 0 0
4 Mar 2634.00 499.85 0 - 0 0 0
2 Mar 2643.30 499.85 0 - 0 0 0
27 Feb 2709.30 499.85 0 - 0 0 0
26 Feb 2717.70 499.85 0 - 0 0 0
25 Feb 2708.50 499.85 0 - 0 0 0
24 Feb 3023.50 0 0 - 0 0 0
23 Feb 2915.80 0 0 - 0 0 0
20 Feb 2897.60 0 0 - 0 0 0
19 Feb 2874.30 0 0 - 0 0 0
18 Feb 2963.60 0 0 0.19 0 0 0
17 Feb 3053.10 0 0 0.41 0 0 0
16 Feb 3116.40 0 0 1.4 0 0 0
13 Feb 3096.20 0 0 1.18 0 0 0
12 Feb 3171.20 0 0 2.49 0 0 0
11 Feb 3177.60 0 0 2.62 0 0 0
10 Feb 3163.80 0 0 2.46 0 0 0
9 Feb 3122.20 0 0 1.67 0 0 0
6 Feb 3087.70 0 0 1.04 0 0 0
5 Feb 3071.60 0 0 0.77 0 0 0
4 Feb 3105.60 0 0 1.54 0 0 0
3 Feb 3102.40 0 0 1.28 0 0 0
2 Feb 2795.10 0 0 - 0 0 0
1 Feb 2647.40 0 0 - 0 0 0
30 Jan 2787.50 0 0 - 0 0 0
29 Jan 2748.50 0 0 - 0 0 0


For Waaree Energies Limited - strike price 3100 expiring on 28APR2026

Delta for 3100 PE is -0.44

Historical price for 3100 PE is as follows

On 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 165, which was -20.75 lower than the previous day. The implied volatity was 52.31, the open interest changed by 83 which increased total open position to 456


On 27 Mar WAAREEENER was trading at 3092.60. The strike last trading price was 189.15, which was 48 higher than the previous day. The implied volatity was 53.32, the open interest changed by 26 which increased total open position to 373


On 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 143.9, which was -59.95 lower than the previous day. The implied volatity was 50.67, the open interest changed by 277 which increased total open position to 347


On 24 Mar WAAREEENER was trading at 3086.70. The strike last trading price was 203, which was -17.9 lower than the previous day. The implied volatity was 55.48, the open interest changed by 6 which increased total open position to 70


On 23 Mar WAAREEENER was trading at 3064.60. The strike last trading price was 219.5, which was 50.25 higher than the previous day. The implied volatity was 55.67, the open interest changed by -4 which decreased total open position to 64


On 20 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 166.9, which was -3.65 lower than the previous day. The implied volatity was 50.3, the open interest changed by 9 which increased total open position to 69


On 19 Mar WAAREEENER was trading at 3155.90. The strike last trading price was 169, which was 17.15 higher than the previous day. The implied volatity was 50.86, the open interest changed by 40 which increased total open position to 61


On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 149.85, which was -320.15 lower than the previous day. The implied volatity was 48.25, the open interest changed by 19 which increased total open position to 23


On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Mar WAAREEENER was trading at 2790.70. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar WAAREEENER was trading at 2726.60. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Mar WAAREEENER was trading at 2739.40. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Mar WAAREEENER was trading at 2682.80. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Mar WAAREEENER was trading at 2655.70. The strike last trading price was 470, which was -29.85 lower than the previous day. The implied volatity was 51.15, the open interest changed by 0 which decreased total open position to 0


On 9 Mar WAAREEENER was trading at 2599.00. The strike last trading price was 499.85, 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 Mar WAAREEENER was trading at 2628.30. The strike last trading price was 499.85, 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 Mar WAAREEENER was trading at 2646.20. The strike last trading price was 499.85, 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 Mar WAAREEENER was trading at 2634.00. The strike last trading price was 499.85, 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 Mar WAAREEENER was trading at 2643.30. The strike last trading price was 499.85, 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 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 499.85, 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 26 Feb WAAREEENER was trading at 2717.70. The strike last trading price was 499.85, 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 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 499.85, 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 24 Feb WAAREEENER was trading at 3023.50. 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 23 Feb WAAREEENER was trading at 2915.80. 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 20 Feb WAAREEENER was trading at 2897.60. 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 19 Feb WAAREEENER was trading at 2874.30. 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 18 Feb WAAREEENER was trading at 2963.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 17 Feb WAAREEENER was trading at 3053.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.41, 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 0, which was 0 lower than the previous day. The implied volatity was 1.4, 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 0, which was 0 lower than the previous day. The implied volatity was 1.18, 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 0, which was 0 lower than the previous day. The implied volatity was 2.49, 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 0, which was 0 lower than the previous day. The implied volatity was 2.62, 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 0, which was 0 lower than the previous day. The implied volatity was 2.46, 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 0, which was 0 lower than the previous day. The implied volatity was 1.67, 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 0, which was 0 lower than the previous day. The implied volatity was 1.04, 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 0, which was 0 lower than the previous day. The implied volatity was 0.77, 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 0, which was 0 lower than the previous day. The implied volatity was 1.54, 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 0, which was 0 lower than the previous day. The implied volatity was 1.28, 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 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 1 Feb WAAREEENER was trading at 2647.40. 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 Jan WAAREEENER was trading at 2787.50. 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 29 Jan WAAREEENER was trading at 2748.50. 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