WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
20 Apr 2026 04:10 PM IST
| WAAREEENER 28-Apr-2026 (7d) 3350 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.02
Theta: -4.08
Gamma: 0.0015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 3489.10 | 167.25 | 11.400000000000006 | 39.63 | 112 | -44 | 122 | |||||||||
| 17 Apr | 3466.20 | 166.55 | 8.150000000000006 | 30.51 | 242 | -7 | 171 | |||||||||
| 16 Apr | 3438.80 | 160.15 | 1.950000000000017 | 38.45 | 357 | 12 | 178 | |||||||||
| 15 Apr | 3426.10 | 154.65 | 28.05000000000001 | 44.72 | 1,800 | -441 | 163 | |||||||||
| 13 Apr | 3334.80 | 120.35 | 17.14999999999999 | 45.23 | 7,880 | 430 | 625 | |||||||||
| 10 Apr | 3281.40 | 100.95 | -3.25 | 43.32 | 1,669 | 53 | 204 | |||||||||
| 9 Apr | 3232.30 | 108.65 | 49.65 | 49.74 | 616 | 57 | 146 | |||||||||
| 8 Apr | 3125.00 | 60 | 9.6 | 46.02 | 261 | 35 | 90 | |||||||||
| 7 Apr | 3083.80 | 50.8 | -2.15 | 47.02 | 53 | -2 | 54 | |||||||||
| 6 Apr | 3084.70 | 52.6 | -5 | 45.85 | 68 | 8 | 56 | |||||||||
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| 2 Apr | 3070.70 | 57 | -20.05 | 45.18 | 91 | -5 | 48 | |||||||||
| 1 Apr | 3089.20 | 78.75 | -12.9 | 49.17 | 363 | 15 | 52 | |||||||||
| 30 Mar | 3109.80 | 91.65 | -6 | 49.39 | 61 | 33 | 37 | |||||||||
| 27 Mar | 3092.60 | 97.25 | -26.7 | 51.29 | 6 | 1 | 3 | |||||||||
| 25 Mar | 3177.90 | 126.55 | -2.45 | 47.76 | 3 | 0 | 2 | |||||||||
| 24 Mar | 3086.70 | 129 | -28.5 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 3064.60 | 129 | -28.5 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 3165.90 | 129 | -28.5 | 48.15 | 2 | 0 | 1 | |||||||||
| 19 Mar | 3155.90 | 157.5 | 8.1 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 3184.80 | 157.5 | 8.1 | 50.36 | 2 | 1 | 1 | |||||||||
| 17 Mar | 2883.10 | 149.4 | 0 | 10.43 | 0 | 0 | 0 | |||||||||
| 16 Mar | 2790.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2726.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2739.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2682.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2655.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2599.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2628.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2646.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2634.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2643.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2709.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2717.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2708.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3350 expiring on 28APR2026
Delta for 3350 CE is 0.76
Historical price for 3350 CE is as follows
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 167.25, which was 11.400000000000006 higher than the previous day. The implied volatity was 39.63, the open interest changed by -44 which decreased total open position to 122
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 166.55, which was 8.150000000000006 higher than the previous day. The implied volatity was 30.51, the open interest changed by -7 which decreased total open position to 171
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 160.15, which was 1.950000000000017 higher than the previous day. The implied volatity was 38.45, the open interest changed by 12 which increased total open position to 178
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 154.65, which was 28.05000000000001 higher than the previous day. The implied volatity was 44.72, the open interest changed by -441 which decreased total open position to 163
On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 120.35, which was 17.14999999999999 higher than the previous day. The implied volatity was 45.23, the open interest changed by 430 which increased total open position to 625
On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 100.95, which was -3.25 lower than the previous day. The implied volatity was 43.32, the open interest changed by 53 which increased total open position to 204
On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 108.65, which was 49.65 higher than the previous day. The implied volatity was 49.74, the open interest changed by 57 which increased total open position to 146
On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 60, which was 9.6 higher than the previous day. The implied volatity was 46.02, the open interest changed by 35 which increased total open position to 90
On 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 50.8, which was -2.15 lower than the previous day. The implied volatity was 47.02, the open interest changed by -2 which decreased total open position to 54
On 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 52.6, which was -5 lower than the previous day. The implied volatity was 45.85, the open interest changed by 8 which increased total open position to 56
On 2 Apr WAAREEENER was trading at 3070.70. The strike last trading price was 57, which was -20.05 lower than the previous day. The implied volatity was 45.18, the open interest changed by -5 which decreased total open position to 48
On 1 Apr WAAREEENER was trading at 3089.20. The strike last trading price was 78.75, which was -12.9 lower than the previous day. The implied volatity was 49.17, the open interest changed by 15 which increased total open position to 52
On 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 91.65, which was -6 lower than the previous day. The implied volatity was 49.39, the open interest changed by 33 which increased total open position to 37
On 27 Mar WAAREEENER was trading at 3092.60. The strike last trading price was 97.25, which was -26.7 lower than the previous day. The implied volatity was 51.29, the open interest changed by 1 which increased total open position to 3
On 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 126.55, which was -2.45 lower than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 2
On 24 Mar WAAREEENER was trading at 3086.70. The strike last trading price was 129, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar WAAREEENER was trading at 3064.60. The strike last trading price was 129, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 129, which was -28.5 lower than the previous day. The implied volatity was 48.15, the open interest changed by 0 which decreased total open position to 1
On 19 Mar WAAREEENER was trading at 3155.90. The strike last trading price was 157.5, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 157.5, which was 8.1 higher than the previous day. The implied volatity was 50.36, the open interest changed by 1 which increased total open position to 1
On 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 149.4, which was 0 lower than the previous day. The implied volatity was 10.43, 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 10 Mar WAAREEENER was trading at 2655.70. 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 9 Mar WAAREEENER was trading at 2599.00. 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 6 Mar WAAREEENER was trading at 2628.30. 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 5 Mar WAAREEENER was trading at 2646.20. 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 4 Mar WAAREEENER was trading at 2634.00. 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 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
On 26 Feb WAAREEENER was trading at 2717.70. 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 25 Feb WAAREEENER was trading at 2708.50. 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 (7d) 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.02
Theta: -3.67
Gamma: 0.00149
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 3489.10 | 32 | -19.9 | 40.33 | 795 | 38 | 307 |
| 17 Apr | 3466.20 | 36 | -20 | 39.35 | 1,005 | -70 | 265 |
| 16 Apr | 3438.80 | 52.5 | -23.200000000000003 | 39.15 | 666 | -2 | 317 |
| 15 Apr | 3426.10 | 75.5 | -51.7 | 41.77 | 1,246 | 6 | 315 |
| 13 Apr | 3334.80 | 126.5 | -28.900000000000006 | 44.99 | 2,781 | 279 | 313 |
| 10 Apr | 3281.40 | 155.45 | -47.650000000000006 | 41.51 | 58 | 26 | 36 |
| 9 Apr | 3232.30 | 199.4 | -67.35 | 50.47 | 24 | 5 | 10 |
| 8 Apr | 3125.00 | 266.75 | -170.85 | 47.39 | 24 | 5 | 5 |
| 7 Apr | 3083.80 | 437.6 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 437.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3070.70 | 437.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3089.20 | 437.6 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 3109.80 | 437.6 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 3092.60 | 437.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3177.90 | 437.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3086.70 | 437.6 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3064.60 | 437.6 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3165.90 | 437.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3155.90 | 437.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3184.80 | 437.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 2883.10 | 437.6 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 2790.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2726.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 2739.40 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 2682.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2655.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 2599.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 2628.30 | - | - | - | 0 | 0 | 0 |
| 5 Mar | 2646.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2634.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 2643.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 2709.30 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 2717.70 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 2708.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3350 expiring on 28APR2026
Delta for 3350 PE is -0.25
Historical price for 3350 PE is as follows
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 32, which was -19.9 lower than the previous day. The implied volatity was 40.33, the open interest changed by 38 which increased total open position to 307
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 36, which was -20 lower than the previous day. The implied volatity was 39.35, the open interest changed by -70 which decreased total open position to 265
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 52.5, which was -23.200000000000003 lower than the previous day. The implied volatity was 39.15, the open interest changed by -2 which decreased total open position to 317
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 75.5, which was -51.7 lower than the previous day. The implied volatity was 41.77, the open interest changed by 6 which increased total open position to 315
On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 126.5, which was -28.900000000000006 lower than the previous day. The implied volatity was 44.99, the open interest changed by 279 which increased total open position to 313
On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 155.45, which was -47.650000000000006 lower than the previous day. The implied volatity was 41.51, the open interest changed by 26 which increased total open position to 36
On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 199.4, which was -67.35 lower than the previous day. The implied volatity was 50.47, the open interest changed by 5 which increased total open position to 10
On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 266.75, which was -170.85 lower than the previous day. The implied volatity was 47.39, the open interest changed by 5 which increased total open position to 5
On 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 437.6, 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 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 437.6, 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 437.6, 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 1 Apr WAAREEENER was trading at 3089.20. The strike last trading price was 437.6, 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 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 437.6, 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 27 Mar WAAREEENER was trading at 3092.60. The strike last trading price was 437.6, 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 25 Mar WAAREEENER was trading at 3177.90. The strike last trading price was 437.6, 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 24 Mar WAAREEENER was trading at 3086.70. The strike last trading price was 437.6, 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 23 Mar WAAREEENER was trading at 3064.60. The strike last trading price was 437.6, 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 20 Mar WAAREEENER was trading at 3165.90. The strike last trading price was 437.6, 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 19 Mar WAAREEENER was trading at 3155.90. The strike last trading price was 437.6, 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 18 Mar WAAREEENER was trading at 3184.80. The strike last trading price was 437.6, 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 17 Mar WAAREEENER was trading at 2883.10. The strike last trading price was 437.6, 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 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 10 Mar WAAREEENER was trading at 2655.70. 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 9 Mar WAAREEENER was trading at 2599.00. 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 6 Mar WAAREEENER was trading at 2628.30. 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 5 Mar WAAREEENER was trading at 2646.20. 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 4 Mar WAAREEENER was trading at 2634.00. 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 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
On 26 Feb WAAREEENER was trading at 2717.70. 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 25 Feb WAAREEENER was trading at 2708.50. The strike last trading price was 0, 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 0
