Historical option data for WAAREEENER
22 Jun 2026 01:20 PM IST
| WAAREEENER 28-Jul-2026 (36d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.04
Theta: -1.99
Gamma: 0.00121
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 3081.90 | 130.3 | -19.7 (-13.13%) | 33.82 | 338 | 144 | 355 | |||||||||
| 19 Jun | 3125.40 | 152 | 24 (18.75%) | 31.64 | 374 | 117 | 210 | |||||||||
| 18 Jun | 3065.90 | 128.9 | -8.4 (-6.12%) | 33.23 | 34 | 19 | 92 | |||||||||
| 17 Jun | 3078.60 | 138 | -1.6 (-1.15%) | 33.61 | 52 | 12 | 73 | |||||||||
| 16 Jun | 3064.60 | 137.5 | 11.25 (8.91%) | 35.13 | 87 | 24 | 60 | |||||||||
| 15 Jun | 3050.90 | 126.25 | 1.25 (1.00%) | 33.81 | 31 | 25 | 36 | |||||||||
| 12 Jun | 3031.40 | 124 | 9 (7.83%) | 33.62 | 7 | 3 | 10 | |||||||||
| 11 Jun | 3013.90 | 115 | -10.75 (-8.55%) | 34.2 | 6 | 3 | 7 | |||||||||
| 10 Jun | 3017.20 | 125.75 | -21.25 (-14.46%) | 35.32 | 4 | 0 | 5 | |||||||||
| 9 Jun | 3040.80 | 147 | 4 (2.80%) | 36.32 | 2 | 1 | 4 | |||||||||
| 8 Jun | 3003.80 | 143 | -22 (-13.33%) | 37.49 | 2 | 0 | 2 | |||||||||
| 5 Jun | 3053.00 | 165 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 4 Jun | 3071.60 | 165 | 0 (0.00%) | 33.16 | 2 | 0 | 2 | |||||||||
| 3 Jun | 3084.50 | 165 | -406.15 (-71.11%) | 33.16 | 2 | 2 | 2 | |||||||||
| 30 Apr | 3118.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3100 expiring on 28JUL2026
Delta for 3100 CE is 0.52
Historical price for 3100 CE is as follows
On 22 Jun WAAREEENER was trading at 3081.90. The strike last trading price was 130.3, which was -19.7 lower than the previous day. The implied volatity was 33.82, the open interest changed by 144 which increased total open position to 355
On 19 Jun WAAREEENER was trading at 3125.40. The strike last trading price was 152, which was 24 higher than the previous day. The implied volatity was 31.64, the open interest changed by 117 which increased total open position to 210
On 18 Jun WAAREEENER was trading at 3065.90. The strike last trading price was 128.9, which was -8.4 lower than the previous day. The implied volatity was 33.23, the open interest changed by 19 which increased total open position to 92
On 17 Jun WAAREEENER was trading at 3078.60. The strike last trading price was 138, which was -1.6 lower than the previous day. The implied volatity was 33.61, the open interest changed by 12 which increased total open position to 73
On 16 Jun WAAREEENER was trading at 3064.60. The strike last trading price was 137.5, which was 11.25 higher than the previous day. The implied volatity was 35.13, the open interest changed by 24 which increased total open position to 60
On 15 Jun WAAREEENER was trading at 3050.90. The strike last trading price was 126.25, which was 1.25 higher than the previous day. The implied volatity was 33.81, the open interest changed by 25 which increased total open position to 36
On 12 Jun WAAREEENER was trading at 3031.40. The strike last trading price was 124, which was 9 higher than the previous day. The implied volatity was 33.62, the open interest changed by 3 which increased total open position to 10
On 11 Jun WAAREEENER was trading at 3013.90. The strike last trading price was 115, which was -10.75 lower than the previous day. The implied volatity was 34.2, the open interest changed by 3 which increased total open position to 7
On 10 Jun WAAREEENER was trading at 3017.20. The strike last trading price was 125.75, which was -21.25 lower than the previous day. The implied volatity was 35.32, the open interest changed by 0 which decreased total open position to 5
On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 147, which was 4 higher than the previous day. The implied volatity was 36.32, the open interest changed by 1 which increased total open position to 4
On 8 Jun WAAREEENER was trading at 3003.80. The strike last trading price was 143, which was -22 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 2
On 5 Jun WAAREEENER was trading at 3053.00. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun WAAREEENER was trading at 3071.60. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 33.16, the open interest changed by 0 which decreased total open position to 2
On 3 Jun WAAREEENER was trading at 3084.50. The strike last trading price was 165, which was -406.15 lower than the previous day. The implied volatity was 33.16, the open interest changed by 2 which increased total open position to 2
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 28-Jul-2026 (36d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.04
Theta: -1.52
Gamma: 0.00121
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 3081.90 | 132.5 | 27.65 (26.37%) | 33.86 | 111 | 67 | 180 |
| 19 Jun | 3125.40 | 101.1 | -28.85 (-22.20%) | 30.84 | 83 | 31 | 114 |
| 18 Jun | 3065.90 | 129.35 | 0.35 (0.27%) | 30.09 | 12 | 0 | 82 |
| 17 Jun | 3078.60 | 129 | -10.2 (-7.33%) | 30.02 | 7 | 5 | 82 |
| 16 Jun | 3064.60 | 139.2 | -5.3 (-3.67%) | 30.85 | 7 | 2 | 77 |
| 15 Jun | 3050.90 | 144.5 | -20.5 (-12.42%) | 31.54 | 62 | 5 | 19 |
| 12 Jun | 3031.40 | 165 | 165 | - | 12 | 0 | 14 |
| 11 Jun | 3013.90 | 165 | 165 (1.85%) | 32.73 | 12 | 0 | 14 |
| 10 Jun | 3017.20 | 165 | 3 (1.85%) | 32.73 | 12 | 10 | 13 |
| 9 Jun | 3040.80 | 160 | -13 (-7.51%) | 31.45 | 3 | 2 | 2 |
| 8 Jun | 3003.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 3053.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 3071.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 3084.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 3118.80 | 0 | 0 | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3100 expiring on 28JUL2026
Delta for 3100 PE is -0.48
Historical price for 3100 PE is as follows
On 22 Jun WAAREEENER was trading at 3081.90. The strike last trading price was 132.5, which was 27.65 higher than the previous day. The implied volatity was 33.86, the open interest changed by 67 which increased total open position to 180
On 19 Jun WAAREEENER was trading at 3125.40. The strike last trading price was 101.1, which was -28.85 lower than the previous day. The implied volatity was 30.84, the open interest changed by 31 which increased total open position to 114
On 18 Jun WAAREEENER was trading at 3065.90. The strike last trading price was 129.35, which was 0.35 higher than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 82
On 17 Jun WAAREEENER was trading at 3078.60. The strike last trading price was 129, which was -10.2 lower than the previous day. The implied volatity was 30.02, the open interest changed by 5 which increased total open position to 82
On 16 Jun WAAREEENER was trading at 3064.60. The strike last trading price was 139.2, which was -5.3 lower than the previous day. The implied volatity was 30.85, the open interest changed by 2 which increased total open position to 77
On 15 Jun WAAREEENER was trading at 3050.90. The strike last trading price was 144.5, which was -20.5 lower than the previous day. The implied volatity was 31.54, the open interest changed by 5 which increased total open position to 19
On 12 Jun WAAREEENER was trading at 3031.40. The strike last trading price was 165, which was 165 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Jun WAAREEENER was trading at 3013.90. The strike last trading price was 165, which was 165 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 14
On 10 Jun WAAREEENER was trading at 3017.20. The strike last trading price was 165, which was 3 higher than the previous day. The implied volatity was 32.73, the open interest changed by 10 which increased total open position to 13
On 9 Jun WAAREEENER was trading at 3040.80. The strike last trading price was 160, which was -13 lower than the previous day. The implied volatity was 31.45, the open interest changed by 2 which increased total open position to 2
On 8 Jun WAAREEENER was trading at 3003.80. 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 5 Jun WAAREEENER was trading at 3053.00. 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 4 Jun 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 3 Jun WAAREEENER was trading at 3084.50. 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 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
