[--[65.84.65.76]--]

WAAREEENER

Waaree Energies Limited
3136.3 +17.50 (0.56%)
L: 3101.8 H: 3165

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Historical option data for WAAREEENER

04 May 2026 04:10 PM IST
WAAREEENER 26-May-2026 (21d) 3200 CE
Delta: 0.46
Vega: 0.03
Theta: -2.91
Gamma: 0.0013
Date Close Ltp Change IV Volume OI Chg OI
4 May 3136.30 103 -20.950000000000003 (-16.90%) 39.36 3,722 2,593 2,679
30 Apr 3118.80 128.2 -248 (-65.92%) 45.88 10,229 2,049 2,135
29 Apr 3502.90 400 74.64999999999998 (22.94%) 49.87 67 6 86
28 Apr 3453.60 325 38 (13.24%) 44.12 86 5 81
27 Apr 3358.30 287 26.55000000000001 (10.19%) 51.64 37 -1 75
24 Apr 3305.70 268 -87 (-24.51%) 51.15 189 29 77
23 Apr 3413.00 355 0.05000000000001137 (0.01%) 50.23 0 0 48
22 Apr 3427.80 355 -25.05000000000001 (-6.59%) 50.23 24 -4 48
21 Apr 3472.80 380.05 38.05000000000001 (11.13%) 47.93 4 -3 52
20 Apr 3489.10 342 -45.89999999999998 (-11.83%) 44.85 1 0 55
17 Apr 3466.20 387.9 40.39999999999998 (11.63%) 43.49 7 -2 54
16 Apr 3438.80 347.5 16.94999999999999 (5.13%) 43.8 4 1 56
15 Apr 3426.10 330.5 30.5 (10.17%) 39.37 39 -15 55
13 Apr 3334.80 300 37.75 (14.39%) 47.8 55 21 69
10 Apr 3281.40 263 12.849999999999994 (5.14%) 44.88 74 15 46
9 Apr 3232.30 255.4 63.65 (33.19%) 45.92 51 14 32
8 Apr 3125.00 191.95 37.95 (24.64%) 45.51 22 14 17
7 Apr 3083.80 154 -16 (-9.41%) 42.28 3 0 3
6 Apr 3084.70 170 -14.7 (-7.96%) 44.58 2 0 1
2 Apr 3070.70 184.7 -72.45 (-28.17%) 47.22 1 0 0
1 Apr 3089.20 257.15 0 (0.00%) 1.11 0 0 0
30 Mar 3109.80 257.15 0 (0.00%) 0.85 0 0 0
27 Mar 3092.60 257.15 0 (0.00%) 1.05 0 0 0
25 Mar 3177.90 257.15 0 (0.00%) 0.06 0 0 0
24 Mar 3086.70 257.15 0 (0.00%) 1.27 0 0 0
23 Mar 3064.60 257.15 0 (0.00%) 1.73 0 0 0
20 Mar 3165.90 257.15 0 (0.00%) - 0 0 0
19 Mar 3155.90 0 0 (0.00%) - 0 0 0
18 Mar 3184.80 0 0 (0.00%) 1.92 0 0 0
17 Mar 2883.10 0 0 (0.00%) 4.96 0 0 0
16 Mar 2790.70 0 0 (0.00%) 6.8 0 0 0
13 Mar 2726.60 0 0 (0.00%) 7.64 0 0 0
12 Mar 2739.40 0 0 (0.00%) 7.27 0 0 0
11 Mar 2682.80 0 0 (0.00%) 8.02 0 0 0
4 Mar 2634.00 - - - 0 0 0
2 Mar 2643.30 0 0 (0.00%) - 0 0 0
27 Feb 2709.30 0 0 (0.00%) 7.31 0 0 0


For Waaree Energies Limited - strike price 3200 expiring on 26MAY2026

Delta for 3200 CE is 0.46

Historical price for 3200 CE is as follows

On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 103, which was -20.950000000000003 lower than the previous day. The implied volatity was 39.36, the open interest changed by 2593 which increased total open position to 2679


On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 128.2, which was -248 lower than the previous day. The implied volatity was 45.88, the open interest changed by 2049 which increased total open position to 2135


On 29 Apr WAAREEENER was trading at 3502.90. The strike last trading price was 400, which was 74.64999999999998 higher than the previous day. The implied volatity was 49.87, the open interest changed by 6 which increased total open position to 86


On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 325, which was 38 higher than the previous day. The implied volatity was 44.12, the open interest changed by 5 which increased total open position to 81


On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 287, which was 26.55000000000001 higher than the previous day. The implied volatity was 51.64, the open interest changed by -1 which decreased total open position to 75


On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 268, which was -87 lower than the previous day. The implied volatity was 51.15, the open interest changed by 29 which increased total open position to 77


On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 355, which was 0.05000000000001137 higher than the previous day. The implied volatity was 50.23, the open interest changed by 0 which decreased total open position to 48


On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 355, which was -25.05000000000001 lower than the previous day. The implied volatity was 50.23, the open interest changed by -4 which decreased total open position to 48


On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 380.05, which was 38.05000000000001 higher than the previous day. The implied volatity was 47.93, the open interest changed by -3 which decreased total open position to 52


On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 342, which was -45.89999999999998 lower than the previous day. The implied volatity was 44.85, the open interest changed by 0 which decreased total open position to 55


On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 387.9, which was 40.39999999999998 higher than the previous day. The implied volatity was 43.49, the open interest changed by -2 which decreased total open position to 54


On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 347.5, which was 16.94999999999999 higher than the previous day. The implied volatity was 43.8, the open interest changed by 1 which increased total open position to 56


On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 330.5, which was 30.5 higher than the previous day. The implied volatity was 39.37, the open interest changed by -15 which decreased total open position to 55


On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 300, which was 37.75 higher than the previous day. The implied volatity was 47.8, the open interest changed by 21 which increased total open position to 69


On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 263, which was 12.849999999999994 higher than the previous day. The implied volatity was 44.88, the open interest changed by 15 which increased total open position to 46


On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 255.4, which was 63.65 higher than the previous day. The implied volatity was 45.92, the open interest changed by 14 which increased total open position to 32


On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 191.95, which was 37.95 higher than the previous day. The implied volatity was 45.51, the open interest changed by 14 which increased total open position to 17


On 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 154, which was -16 lower than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 3


On 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 170, which was -14.7 lower than the previous day. The implied volatity was 44.58, the open interest changed by 0 which decreased total open position to 1


On 2 Apr WAAREEENER was trading at 3070.70. The strike last trading price was 184.7, which was -72.45 lower than the previous day. The implied volatity was 47.22, 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 257.15, 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 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 257.15, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 27 Mar WAAREEENER was trading at 3092.60. The strike last trading price was 257.15, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 257.15, 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


On 24 Mar WAAREEENER was trading at 3086.70. The strike last trading price was 257.15, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 23 Mar WAAREEENER was trading at 3064.60. The strike last trading price was 257.15, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 20 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 257.15, 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 Mar WAAREEENER was trading at 3155.90. 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 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0


On 16 Mar WAAREEENER was trading at 2790.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.8, 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 0, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0


On 12 Mar WAAREEENER was trading at 2739.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.27, the open interest changed by 0 which decreased total open position to 0


On 11 Mar WAAREEENER was trading at 2682.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.02, 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 -, 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 2 Mar WAAREEENER was trading at 2643.30. 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 27 Feb WAAREEENER was trading at 2709.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0


WAAREEENER 26-May-2026 (21d) 3200 PE
Delta: -0.53
Vega: 0.03
Theta: -2.55
Gamma: 0.00125
Date Close Ltp Change IV Volume OI Chg OI
4 May 3136.30 149.7 -36.35000000000002 (-19.54%) 40.96 669 394 864
30 Apr 3118.80 182 121.15 (199.10%) 44.66 8,228 377 847
29 Apr 3502.90 60 -9.900000000000006 (-14.16%) 49.5 891 107 493
28 Apr 3453.60 68 -38.45 (-36.12%) 46.54 633 89 385
27 Apr 3358.30 103 -33.650000000000006 (-24.62%) 48.31 260 76 296
24 Apr 3305.70 132.15 35.900000000000006 (37.30%) 49.18 633 53 228
23 Apr 3413.00 97.8 6.549999999999997 (7.18%) 46.89 94 28 175
22 Apr 3427.80 92.2 18.60000000000001 (25.27%) 46.57 57 33 146
21 Apr 3472.80 75.4 9.650000000000006 (14.68%) 45 62 13 113
20 Apr 3489.10 65.7 -4.75 (-6.74%) 42.15 30 7 98
17 Apr 3466.20 63 -7.549999999999997 (-10.70%) 40.55 124 42 91
16 Apr 3438.80 70 -12.5 (-15.15%) 39.42 34 4 52
15 Apr 3426.10 82.5 -41 (-33.20%) 40.68 38 11 48
13 Apr 3334.80 123.5 -19.69999999999999 (-13.76%) 43.84 18 3 37
10 Apr 3281.40 139.75 -42.900000000000006 (-23.49%) 40.71 19 3 34
9 Apr 3232.30 182.8 -37.2 (-16.91%) 48.65 34 27 31
8 Apr 3125.00 220 -160.95 (-42.25%) 45.22 4 0 0
7 Apr 3083.80 380.95 0 (0.00%) - 0 0 0
6 Apr 3084.70 380.95 0 (0.00%) - 0 0 0
2 Apr 3070.70 380.95 0 (0.00%) - 0 0 0
1 Apr 3089.20 0 0 (0.00%) - 0 0 0
30 Mar 3109.80 0 0 (0.00%) - 0 0 0
27 Mar 3092.60 0 0 (0.00%) - 0 0 0
25 Mar 3177.90 0 0 (0.00%) 0.79 0 0 0
24 Mar 3086.70 0 0 (0.00%) - 0 0 0
23 Mar 3064.60 0 0 (0.00%) - 0 0 0
20 Mar 3165.90 0 0 (0.00%) 0.51 0 0 0
19 Mar 3155.90 0 0 (0.00%) 0.37 0 0 0
18 Mar 3184.80 0 0 (0.00%) 1.08 0 0 0
17 Mar 2883.10 0 0 (0.00%) - 0 0 0
16 Mar 2790.70 0 0 (0.00%) - 0 0 0
13 Mar 2726.60 0 0 (0.00%) - 0 0 0
12 Mar 2739.40 0 0 (0.00%) - 0 0 0
11 Mar 2682.80 0 0 (0.00%) - 0 0 0
4 Mar 2634.00 - - - 0 0 0
2 Mar 2643.30 0 0 (0.00%) - 0 0 0
27 Feb 2709.30 0 0 (0.00%) - 0 0 0


For Waaree Energies Limited - strike price 3200 expiring on 26MAY2026

Delta for 3200 PE is -0.53

Historical price for 3200 PE is as follows

On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 149.7, which was -36.35000000000002 lower than the previous day. The implied volatity was 40.96, the open interest changed by 394 which increased total open position to 864


On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 182, which was 121.15 higher than the previous day. The implied volatity was 44.66, the open interest changed by 377 which increased total open position to 847


On 29 Apr WAAREEENER was trading at 3502.90. The strike last trading price was 60, which was -9.900000000000006 lower than the previous day. The implied volatity was 49.5, the open interest changed by 107 which increased total open position to 493


On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 68, which was -38.45 lower than the previous day. The implied volatity was 46.54, the open interest changed by 89 which increased total open position to 385


On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 103, which was -33.650000000000006 lower than the previous day. The implied volatity was 48.31, the open interest changed by 76 which increased total open position to 296


On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 132.15, which was 35.900000000000006 higher than the previous day. The implied volatity was 49.18, the open interest changed by 53 which increased total open position to 228


On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 97.8, which was 6.549999999999997 higher than the previous day. The implied volatity was 46.89, the open interest changed by 28 which increased total open position to 175


On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 92.2, which was 18.60000000000001 higher than the previous day. The implied volatity was 46.57, the open interest changed by 33 which increased total open position to 146


On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 75.4, which was 9.650000000000006 higher than the previous day. The implied volatity was 45, the open interest changed by 13 which increased total open position to 113


On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 65.7, which was -4.75 lower than the previous day. The implied volatity was 42.15, the open interest changed by 7 which increased total open position to 98


On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 63, which was -7.549999999999997 lower than the previous day. The implied volatity was 40.55, the open interest changed by 42 which increased total open position to 91


On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 70, which was -12.5 lower than the previous day. The implied volatity was 39.42, the open interest changed by 4 which increased total open position to 52


On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 82.5, which was -41 lower than the previous day. The implied volatity was 40.68, the open interest changed by 11 which increased total open position to 48


On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 123.5, which was -19.69999999999999 lower than the previous day. The implied volatity was 43.84, the open interest changed by 3 which increased total open position to 37


On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 139.75, which was -42.900000000000006 lower than the previous day. The implied volatity was 40.71, the open interest changed by 3 which increased total open position to 34


On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 182.8, which was -37.2 lower than the previous day. The implied volatity was 48.65, the open interest changed by 27 which increased total open position to 31


On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 220, which was -160.95 lower than the previous day. The implied volatity was 45.22, 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 380.95, 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 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 380.95, 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 380.95, 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 -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar WAAREEENER was trading at 3109.80. 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 27 Mar WAAREEENER was trading at 3092.60. 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 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 24 Mar WAAREEENER was trading at 3086.70. 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 Mar WAAREEENER was trading at 3064.60. 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 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 19 Mar WAAREEENER was trading at 3155.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 17 Mar WAAREEENER was trading at 2883.10. 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 Mar WAAREEENER was trading at 2790.70. 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 13 Mar WAAREEENER was trading at 2726.60. 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 12 Mar WAAREEENER was trading at 2739.40. 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 11 Mar WAAREEENER was trading at 2682.80. 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 4 Mar WAAREEENER was trading at 2634.00. 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 2 Mar WAAREEENER was trading at 2643.30. 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 27 Feb WAAREEENER was trading at 2709.30. 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