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Historical option data for WAAREEENER

10 Jun 2026 11:18 AM IST
WAAREEENER 30-Jun-2026 (20d) 3100 CE
Delta: 0.44
Vega: 0.03
Theta: -2.24
Gamma: 0.00184
Date Close Ltp Change IV Volume OI Chg OI
10 Jun 3052.30 67.6 -3.4 (-4.79%) 29.6 831 33 2,504
9 Jun 3040.80 70 11 (18.64%) 31.24 2,618 2 2,471
8 Jun 3003.80 55 -31 (-36.05%) 30.73 2,492 250 2,451
5 Jun 3053.00 86 -14 (-14.00%) 31.71 2,567 170 2,201
4 Jun 3071.60 98.4 -13.6 (-12.14%) 33.05 2,106 11 2,030
3 Jun 3084.50 111.05 -5.95 (-5.09%) 33 4,272 149 2,013
2 Jun 3099.80 117 3 (2.63%) 31.63 3,414 8 1,866
1 Jun 3096.10 114.6 -20.4 (-15.11%) 31.84 2,051 -33 1,860
29 May 3140.80 138 1 (0.73%) 31.06 5,232 -34 1,894
27 May 3129.10 148 15 (11.28%) 30.01 5,603 576 1,930
26 May 3088.10 132.2 41.45 (45.67%) 33.96 5,349 759 1,355
25 May 2984.20 92.05 -5.2 (-5.35%) 35.46 654 231 603
22 May 2997.50 97.75 -39.75 (-28.91%) 34.06 534 206 368
21 May 3056.60 135 13 (10.66%) 36.21 172 53 163
20 May 3005.20 118.5 1.5 (1.28%) 38.14 75 33 110
19 May 2998.80 115 -3 (-2.54%) 37.76 59 29 77
18 May 2997.50 118 -29 (-19.73%) 37.04 41 19 47
15 May 3022.00 147.15 -21.85 (-12.93%) 39.03 22 2 29
14 May 3068.80 169 -41.95 (-19.89%) 39.57 19 15 27
13 May 3085.30 211 0.05 (0.02%) 0 0 0 12
12 May 3125.20 211 -69 (-24.64%) 0 8 4 10
11 May 3208.80 280 3.9 (1.41%) 0 2 0 5
8 May 3230.10 276.1 45.1 (19.52%) 36.97 3 0 6
7 May 3226.60 231 0 (0.00%) - 0 0 6
6 May 3225.10 231 0 (0.00%) - 0 0 6
5 May 3181.70 231 0 (0.00%) 41.96 0 0 6
4 May 3136.30 231 -23.7 (-9.31%) 41.96 2 0 5
30 Apr 3118.80 257 -103.05 (-28.62%) 44.75 5 3 3
29 Apr 3502.90 0 0 - 0 0 0
28 Apr 3453.60 - - - 0 0 0
17 Apr 3438.80 - - - 0 0 0
16 Apr 3438.80 - - - 0 0 0
13 Apr 3281.40 - - - 0 0 0
10 Apr 3281.40 0 0 (0.00%) - 0 0 0
9 Apr 3232.30 0 0 (0.00%) - 0 0 0
8 Apr 3125.00 0 0 (0.00%) - 0 0 0
7 Apr 3083.80 0 0 (0.00%) - 0 0 0
6 Apr 3084.70 0 0 (0.00%) - 0 0 0
2 Apr 3070.70 0 0 (0.00%) 0.15 0 0 0


For Waaree Energies Limited - strike price 3100 expiring on 30JUN2026

Delta for 3100 CE is 0.44

Historical price for 3100 CE is as follows

On 10 Jun WAAREEENER was trading at 3052.30. The strike last trading price was 67.6, which was -3.4 lower than the previous day. The implied volatity was 29.6, the open interest changed by 33 which increased total open position to 2504


On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 70, which was 11 higher than the previous day. The implied volatity was 31.24, the open interest changed by 2 which increased total open position to 2471


On 8 Jun WAAREEENER was trading at 3003.80. The strike last trading price was 55, which was -31 lower than the previous day. The implied volatity was 30.73, the open interest changed by 250 which increased total open position to 2451


On 5 Jun WAAREEENER was trading at 3053.00. The strike last trading price was 86, which was -14 lower than the previous day. The implied volatity was 31.71, the open interest changed by 170 which increased total open position to 2201


On 4 Jun WAAREEENER was trading at 3071.60. The strike last trading price was 98.4, which was -13.6 lower than the previous day. The implied volatity was 33.05, the open interest changed by 11 which increased total open position to 2030


On 3 Jun WAAREEENER was trading at 3084.50. The strike last trading price was 111.05, which was -5.95 lower than the previous day. The implied volatity was 33, the open interest changed by 149 which increased total open position to 2013


On 2 Jun WAAREEENER was trading at 3099.80. The strike last trading price was 117, which was 3 higher than the previous day. The implied volatity was 31.63, the open interest changed by 8 which increased total open position to 1866


On 1 Jun WAAREEENER was trading at 3096.10. The strike last trading price was 114.6, which was -20.4 lower than the previous day. The implied volatity was 31.84, the open interest changed by -33 which decreased total open position to 1860


On 29 May WAAREEENER was trading at 3140.80. The strike last trading price was 138, which was 1 higher than the previous day. The implied volatity was 31.06, the open interest changed by -34 which decreased total open position to 1894


On 27 May WAAREEENER was trading at 3129.10. The strike last trading price was 148, which was 15 higher than the previous day. The implied volatity was 30.01, the open interest changed by 576 which increased total open position to 1930


On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 132.2, which was 41.45 higher than the previous day. The implied volatity was 33.96, the open interest changed by 759 which increased total open position to 1355


On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 92.05, which was -5.2 lower than the previous day. The implied volatity was 35.46, the open interest changed by 231 which increased total open position to 603


On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 97.75, which was -39.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 206 which increased total open position to 368


On 21 May WAAREEENER was trading at 3056.60. The strike last trading price was 135, which was 13 higher than the previous day. The implied volatity was 36.21, the open interest changed by 53 which increased total open position to 163


On 20 May WAAREEENER was trading at 3005.20. The strike last trading price was 118.5, which was 1.5 higher than the previous day. The implied volatity was 38.14, the open interest changed by 33 which increased total open position to 110


On 19 May WAAREEENER was trading at 2998.80. The strike last trading price was 115, which was -3 lower than the previous day. The implied volatity was 37.76, the open interest changed by 29 which increased total open position to 77


On 18 May WAAREEENER was trading at 2997.50. The strike last trading price was 118, which was -29 lower than the previous day. The implied volatity was 37.04, the open interest changed by 19 which increased total open position to 47


On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 147.15, which was -21.85 lower than the previous day. The implied volatity was 39.03, the open interest changed by 2 which increased total open position to 29


On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 169, which was -41.95 lower than the previous day. The implied volatity was 39.57, the open interest changed by 15 which increased total open position to 27


On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 211, which was 0.05 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12


On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 211, which was -69 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 10


On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 280, which was 3.9 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5


On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 276.1, which was 45.1 higher than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 6


On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 6


On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 231, which was -23.7 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 5


On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 257, which was -103.05 lower than the previous day. The implied volatity was 44.75, the open interest changed by 3 which increased total open position to 3


On 29 Apr WAAREEENER was trading at 3502.90. 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 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr WAAREEENER was trading at 3438.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr WAAREEENER was trading at 3281.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr WAAREEENER was trading at 3281.40. 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 9 Apr WAAREEENER was trading at 3232.30. 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 8 Apr WAAREEENER was trading at 3125.00. 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 Apr WAAREEENER was trading at 3083.80. 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 6 Apr WAAREEENER was trading at 3084.70. 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 2 Apr WAAREEENER was trading at 3070.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


WAAREEENER 30-Jun-2026 (20d) 3100 PE
Delta: -0.55
Vega: 0.03
Theta: -1.62
Gamma: 0.002
Date Close Ltp Change IV Volume OI Chg OI
10 Jun 3052.30 97 -11 (-10.19%) 27.23 31 1 1,810
9 Jun 3040.80 108.3 -27.5 (-20.25%) 27.12 228 1 1,810
8 Jun 3003.80 141 33.4 (31.04%) 29.45 227 -51 1,809
5 Jun 3053.00 107.4 7.2 (7.19%) 27.61 571 20 1,860
4 Jun 3071.60 104.25 8.1 (8.42%) 28.21 601 -45 1,840
3 Jun 3084.50 95.65 8.3 (9.50%) 28.35 1,042 1 1,885
2 Jun 3099.80 83.8 -13.05 (-13.47%) 26.65 810 -54 1,882
1 Jun 3096.10 98.5 13.3 (15.61%) 29.14 968 -21 1,937
29 May 3140.80 87.05 -1.6 (-1.80%) 29.87 2,219 407 1,957
27 May 3129.10 80.85 -39.65 (-32.90%) 29.05 1,776 618 1,550
26 May 3088.10 120.25 -59.45 (-33.08%) 31.98 1,560 727 933
25 May 2984.20 180.3 -4.25 (-2.30%) 32.65 89 24 201
22 May 2997.50 188.75 29.7 (18.67%) 35.95 176 128 177
21 May 3056.60 163.05 -13.95 (-7.88%) 36.79 36 20 48
20 May 3005.20 177 -2.55 (-1.42%) 35.79 7 6 27
19 May 2998.80 179.55 -12.45 (-6.48%) 34.8 7 3 21
18 May 2997.50 192 18.55 (10.69%) 34.99 1 0 18
15 May 3022.00 177.65 4.2 (2.42%) - 0 0 18
14 May 3068.80 177.65 4.2 (2.42%) 0 0 0 18
13 May 3085.30 177.65 60.65 (51.84%) 0 7 1 18
12 May 3125.20 117 0 (0.00%) 0 0 0 17
11 May 3208.80 117 13.35 (12.88%) 0 27 5 16
8 May 3230.10 103.65 -13.25 (-11.33%) 36.94 11 7 10
7 May 3226.60 117.7 -14.55 (-11.00%) 37.97 4 0 3
6 May 3225.10 132.25 -14.05 (-9.60%) 39 1 0 2
5 May 3181.70 146.3 -53.7 (-26.85%) 39.95 4 2 3
4 May 3136.30 200 200 - 0 0 1
30 Apr 3118.80 200 -94.75 (-32.15%) 45.16 1 0 0
29 Apr 3502.90 0 0 - 0 0 0
28 Apr 3453.60 - - - 0 0 0
17 Apr 3438.80 - - - 0 0 0
16 Apr 3438.80 - - - 0 0 0
13 Apr 3281.40 - - - 0 0 0
10 Apr 3281.40 294.75 0 (0.00%) 4.85 0 0 0
9 Apr 3232.30 294.75 0 (0.00%) 2.82 0 0 0
8 Apr 3125.00 294.75 0 (0.00%) - 0 0 0
7 Apr 3083.80 294.75 0 (0.00%) 1.11 0 0 0
6 Apr 3084.70 294.75 0 (0.00%) 1.13 0 0 0
2 Apr 3070.70 294.75 0 (0.00%) 0.69 0 0 0


For Waaree Energies Limited - strike price 3100 expiring on 30JUN2026

Delta for 3100 PE is -0.55

Historical price for 3100 PE is as follows

On 10 Jun WAAREEENER was trading at 3052.30. The strike last trading price was 97, which was -11 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 1810


On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 108.3, which was -27.5 lower than the previous day. The implied volatity was 27.12, the open interest changed by 1 which increased total open position to 1810


On 8 Jun WAAREEENER was trading at 3003.80. The strike last trading price was 141, which was 33.4 higher than the previous day. The implied volatity was 29.45, the open interest changed by -51 which decreased total open position to 1809


On 5 Jun WAAREEENER was trading at 3053.00. The strike last trading price was 107.4, which was 7.2 higher than the previous day. The implied volatity was 27.61, the open interest changed by 20 which increased total open position to 1860


On 4 Jun WAAREEENER was trading at 3071.60. The strike last trading price was 104.25, which was 8.1 higher than the previous day. The implied volatity was 28.21, the open interest changed by -45 which decreased total open position to 1840


On 3 Jun WAAREEENER was trading at 3084.50. The strike last trading price was 95.65, which was 8.3 higher than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 1885


On 2 Jun WAAREEENER was trading at 3099.80. The strike last trading price was 83.8, which was -13.05 lower than the previous day. The implied volatity was 26.65, the open interest changed by -54 which decreased total open position to 1882


On 1 Jun WAAREEENER was trading at 3096.10. The strike last trading price was 98.5, which was 13.3 higher than the previous day. The implied volatity was 29.14, the open interest changed by -21 which decreased total open position to 1937


On 29 May WAAREEENER was trading at 3140.80. The strike last trading price was 87.05, which was -1.6 lower than the previous day. The implied volatity was 29.87, the open interest changed by 407 which increased total open position to 1957


On 27 May WAAREEENER was trading at 3129.10. The strike last trading price was 80.85, which was -39.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 618 which increased total open position to 1550


On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 120.25, which was -59.45 lower than the previous day. The implied volatity was 31.98, the open interest changed by 727 which increased total open position to 933


On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 180.3, which was -4.25 lower than the previous day. The implied volatity was 32.65, the open interest changed by 24 which increased total open position to 201


On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 188.75, which was 29.7 higher than the previous day. The implied volatity was 35.95, the open interest changed by 128 which increased total open position to 177


On 21 May WAAREEENER was trading at 3056.60. The strike last trading price was 163.05, which was -13.95 lower than the previous day. The implied volatity was 36.79, the open interest changed by 20 which increased total open position to 48


On 20 May WAAREEENER was trading at 3005.20. The strike last trading price was 177, which was -2.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by 6 which increased total open position to 27


On 19 May WAAREEENER was trading at 2998.80. The strike last trading price was 179.55, which was -12.45 lower than the previous day. The implied volatity was 34.8, the open interest changed by 3 which increased total open position to 21


On 18 May WAAREEENER was trading at 2997.50. The strike last trading price was 192, which was 18.55 higher than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 18


On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 177.65, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 177.65, which was 4.2 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 18


On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 177.65, which was 60.65 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 18


On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 17


On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 117, which was 13.35 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 16


On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 103.65, which was -13.25 lower than the previous day. The implied volatity was 36.94, the open interest changed by 7 which increased total open position to 10


On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 117.7, which was -14.55 lower than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 3


On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 132.25, which was -14.05 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 2


On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 146.3, which was -53.7 lower than the previous day. The implied volatity was 39.95, the open interest changed by 2 which increased total open position to 3


On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 200, which was -94.75 lower than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 0


On 29 Apr WAAREEENER was trading at 3502.90. 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 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr WAAREEENER was trading at 3438.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr WAAREEENER was trading at 3281.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0


On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 294.75, 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 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 2 Apr WAAREEENER was trading at 3070.70. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0