WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
15 May 2026 04:10 PM IST
| WAAREEENER 26-May-2026 (10d) 3150 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.02
Theta: -2.62
Gamma: 0.00184
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 3022.00 | 26 | -21.1 (-44.80%) | 32.82 | 1,618 | 196 | 1,055 | |||||||||
| 14 May | 3068.80 | 47.15 | -13.149999999999999 (-21.81%) | 34.77 | 1,283 | 42 | 860 | |||||||||
| 13 May | 3085.30 | 60 | -25.700000000000003 (-29.99%) | 35.94 | 1,603 | 44 | 815 | |||||||||
| 12 May | 3125.20 | 83 | -53.5 (-39.19%) | 0 | 1,820 | 152 | 757 | |||||||||
| 11 May | 3208.80 | 139.15 | -13.949999999999989 (-9.11%) | 0 | 411 | 6 | 605 | |||||||||
| 8 May | 3230.10 | 152.05 | -1.3499999999999943 (-0.88%) | 35.44 | 291 | -3 | 600 | |||||||||
| 7 May | 3226.60 | 155 | -5.400000000000006 (-3.37%) | 36.3 | 344 | -14 | 598 | |||||||||
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| 6 May | 3225.10 | 160.1 | 18.599999999999994 (13.14%) | 36.06 | 780 | -158 | 612 | |||||||||
| 5 May | 3181.70 | 140.2 | 18.799999999999983 (15.49%) | 38.51 | 1,831 | -10 | 754 | |||||||||
| 4 May | 3136.30 | 122.45 | -21.549999999999997 (-14.97%) | 38.6 | 2,188 | 440 | 765 | |||||||||
| 30 Apr | 3118.80 | 149 | -107.60000000000002 (-41.93%) | 45.53 | 1,858 | 325 | 325 | |||||||||
| 29 Apr | 3502.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 3453.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 3358.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 3305.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 3413.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 3427.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 3472.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 3489.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 3466.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 3438.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 3426.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 3334.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3281.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 3232.30 | 256.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 3125.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 3083.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 3084.70 | 256.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3070.70 | 256.6 | 0 (0.00%) | 0.94 | 0 | 0 | 0 | |||||||||
| 1 Apr | 3089.20 | 256.6 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3150 expiring on 26MAY2026
Delta for 3150 CE is 0.26
Historical price for 3150 CE is as follows
On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 26, which was -21.1 lower than the previous day. The implied volatity was 32.82, the open interest changed by 196 which increased total open position to 1055
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 47.15, which was -13.149999999999999 lower than the previous day. The implied volatity was 34.77, the open interest changed by 42 which increased total open position to 860
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 60, which was -25.700000000000003 lower than the previous day. The implied volatity was 35.94, the open interest changed by 44 which increased total open position to 815
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 83, which was -53.5 lower than the previous day. The implied volatity was 0, the open interest changed by 152 which increased total open position to 757
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 139.15, which was -13.949999999999989 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 605
On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 152.05, which was -1.3499999999999943 lower than the previous day. The implied volatity was 35.44, the open interest changed by -3 which decreased total open position to 600
On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 155, which was -5.400000000000006 lower than the previous day. The implied volatity was 36.3, the open interest changed by -14 which decreased total open position to 598
On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 160.1, which was 18.599999999999994 higher than the previous day. The implied volatity was 36.06, the open interest changed by -158 which decreased total open position to 612
On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 140.2, which was 18.799999999999983 higher than the previous day. The implied volatity was 38.51, the open interest changed by -10 which decreased total open position to 754
On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 122.45, which was -21.549999999999997 lower than the previous day. The implied volatity was 38.6, the open interest changed by 440 which increased total open position to 765
On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 149, which was -107.60000000000002 lower than the previous day. The implied volatity was 45.53, the open interest changed by 325 which increased total open position to 325
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 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 27 Apr WAAREEENER was trading at 3358.30. 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 24 Apr WAAREEENER was trading at 3305.70. 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 23 Apr WAAREEENER was trading at 3413.00. 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 22 Apr WAAREEENER was trading at 3427.80. 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 21 Apr WAAREEENER was trading at 3472.80. 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 Apr WAAREEENER was trading at 3489.10. 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 17 Apr WAAREEENER was trading at 3466.20. 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 16 Apr WAAREEENER was trading at 3438.80. 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 15 Apr WAAREEENER was trading at 3426.10. 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 13 Apr WAAREEENER was trading at 3334.80. 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 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 256.6, 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 -, 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 7 Apr WAAREEENER was trading at 3083.80. 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 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 256.6, 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 256.6, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 1 Apr WAAREEENER was trading at 3089.20. The strike last trading price was 256.6, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
| WAAREEENER 26-May-2026 (10d) 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.01
Theta: -1.31
Gamma: 0.00202
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 3022.00 | 137 | 22.950000000000003 (20.12%) | 25.56 | 56 | -7 | 518 |
| 14 May | 3068.80 | 113.25 | -6.349999999999994 (-5.31%) | 30.35 | 285 | -4 | 525 |
| 13 May | 3085.30 | 122 | 19.900000000000006 (19.49%) | 0 | 553 | -2 | 530 |
| 12 May | 3125.20 | 103.15 | 34.80000000000001 (50.91%) | 0 | 964 | 30 | 535 |
| 11 May | 3208.80 | 64.35 | 7.249999999999993 (12.70%) | 36.57 | 286 | -10 | 506 |
| 8 May | 3230.10 | 58.1 | -5.350000000000001 (-8.43%) | 33.59 | 389 | -25 | 517 |
| 7 May | 3226.60 | 61 | -0.29999999999999716 (-0.49%) | 33.82 | 258 | 46 | 540 |
| 6 May | 3225.10 | 62.35 | -26.050000000000004 (-29.47%) | 33.41 | 400 | 42 | 495 |
| 5 May | 3181.70 | 84.55 | -39.35000000000001 (-31.76%) | 34.34 | 790 | 118 | 447 |
| 4 May | 3136.30 | 118.55 | -39.35000000000001 (-24.92%) | 39.31 | 579 | 284 | 328 |
| 30 Apr | 3118.80 | 155 | 104.95 (209.69%) | 45.06 | 3,789 | 331 | 375 |
| 29 Apr | 3502.90 | 49 | -3.8999999999999986 (-7.37%) | 50.04 | 77 | 25 | 44 |
| 28 Apr | 3453.60 | 50.25 | -40.45 (-44.60%) | 44.82 | 18 | 6 | 20 |
| 27 Apr | 3358.30 | 90.7 | -30.299999999999997 (-25.04%) | 48.98 | 27 | 2 | 12 |
| 24 Apr | 3305.70 | 121 | -140.95 (-53.81%) | 51.65 | 19 | 10 | 10 |
| 23 Apr | 3413.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 3427.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 3472.80 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 3489.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 3466.20 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 3438.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 3426.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3334.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 3281.40 | 0 | 0 (0.00%) | 3.05 | 0 | 0 | 0 |
| 9 Apr | 3232.30 | 261.95 | 0 (0.00%) | 0.75 | 0 | 0 | 0 |
| 8 Apr | 3125.00 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 3083.80 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 261.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 3070.70 | 261.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 3089.20 | 0 | 0 (0.00%) | 0.06 | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3150 expiring on 26MAY2026
Delta for 3150 PE is -0.81
Historical price for 3150 PE is as follows
On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 137, which was 22.950000000000003 higher than the previous day. The implied volatity was 25.56, the open interest changed by -7 which decreased total open position to 518
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 113.25, which was -6.349999999999994 lower than the previous day. The implied volatity was 30.35, the open interest changed by -4 which decreased total open position to 525
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 122, which was 19.900000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 530
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 103.15, which was 34.80000000000001 higher than the previous day. The implied volatity was 0, the open interest changed by 30 which increased total open position to 535
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 64.35, which was 7.249999999999993 higher than the previous day. The implied volatity was 36.57, the open interest changed by -10 which decreased total open position to 506
On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 58.1, which was -5.350000000000001 lower than the previous day. The implied volatity was 33.59, the open interest changed by -25 which decreased total open position to 517
On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 61, which was -0.29999999999999716 lower than the previous day. The implied volatity was 33.82, the open interest changed by 46 which increased total open position to 540
On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 62.35, which was -26.050000000000004 lower than the previous day. The implied volatity was 33.41, the open interest changed by 42 which increased total open position to 495
On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 84.55, which was -39.35000000000001 lower than the previous day. The implied volatity was 34.34, the open interest changed by 118 which increased total open position to 447
On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 118.55, which was -39.35000000000001 lower than the previous day. The implied volatity was 39.31, the open interest changed by 284 which increased total open position to 328
On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 155, which was 104.95 higher than the previous day. The implied volatity was 45.06, the open interest changed by 331 which increased total open position to 375
On 29 Apr WAAREEENER was trading at 3502.90. The strike last trading price was 49, which was -3.8999999999999986 lower than the previous day. The implied volatity was 50.04, the open interest changed by 25 which increased total open position to 44
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 50.25, which was -40.45 lower than the previous day. The implied volatity was 44.82, the open interest changed by 6 which increased total open position to 20
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 90.7, which was -30.299999999999997 lower than the previous day. The implied volatity was 48.98, the open interest changed by 2 which increased total open position to 12
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 121, which was -140.95 lower than the previous day. The implied volatity was 51.65, the open interest changed by 10 which increased total open position to 10
On 23 Apr WAAREEENER was trading at 3413.00. 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 22 Apr WAAREEENER was trading at 3427.80. 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 21 Apr WAAREEENER was trading at 3472.80. 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 Apr WAAREEENER was trading at 3489.10. 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 17 Apr WAAREEENER was trading at 3466.20. 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 16 Apr WAAREEENER was trading at 3438.80. 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 15 Apr WAAREEENER was trading at 3426.10. 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 13 Apr WAAREEENER was trading at 3334.80. 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 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 3.05, 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 261.95, which was 0 lower than the previous day. The implied volatity was 0.75, 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 -, 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 7 Apr WAAREEENER was trading at 3083.80. 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 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 261.95, 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 261.95, 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 Apr WAAREEENER was trading at 3089.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
