WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
29 Apr 2026 10:13 AM IST
| WAAREEENER 26-May-2026 (27d) 3400 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.04
Theta: -3.37
Gamma: 0.00084
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3484.00 | 232.3 | 26.150000000000006 | 47.56 | 487 | -47 | 555 | |||||||||
| 28 Apr | 3453.60 | 211 | 38.900000000000006 | 44.28 | 2,003 | -84 | 603 | |||||||||
| 27 Apr | 3358.30 | 174 | 12.449999999999989 | 48.06 | 1,955 | -398 | 688 | |||||||||
| 24 Apr | 3305.70 | 160.85 | -51.900000000000006 | 48.86 | 4,336 | 927 | 1,094 | |||||||||
| 23 Apr | 3413.00 | 210 | -5.150000000000006 | 46.28 | 87 | 52 | 166 | |||||||||
| 22 Apr | 3427.80 | 216 | -23.30000000000001 | 45.81 | 52 | 22 | 110 | |||||||||
| 21 Apr | 3472.80 | 232.05 | 0.950000000000017 | 43.5 | 103 | 20 | 89 | |||||||||
| 20 Apr | 3489.10 | 239 | 16.5 | 42.15 | 88 | -3 | 70 | |||||||||
| 17 Apr | 3466.20 | 240 | 30.5 | 38.66 | 45 | 5 | 76 | |||||||||
| 16 Apr | 3438.80 | 209.5 | 6.75 | 39.96 | 13 | 1 | 72 | |||||||||
| 15 Apr | 3426.10 | 198.3 | 15.600000000000023 | 38.63 | 62 | 36 | 73 | |||||||||
| 13 Apr | 3334.80 | 185 | 24.400000000000006 | 44.76 | 16 | 8 | 38 | |||||||||
| 10 Apr | 3281.40 | 160.6 | 0.5 | 45.06 | 21 | -6 | 30 | |||||||||
| 9 Apr | 3232.30 | 166 | 55.05 | 46.12 | 23 | 17 | 35 | |||||||||
| 8 Apr | 3125.00 | 110.95 | 18.95 | 43.62 | 14 | 6 | 18 | |||||||||
| 7 Apr | 3083.80 | 92 | 4.5 | 43 | 11 | 9 | 11 | |||||||||
| 6 Apr | 3084.70 | 87.5 | -102.1 | 40.86 | 4 | 3 | 3 | |||||||||
| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3089.20 | 189.6 | 0 | 4.9 | 0 | 0 | 0 | |||||||||
| 30 Mar | 3109.80 | 189.6 | 0 | 4.72 | 0 | 0 | 0 | |||||||||
| 27 Mar | 3092.60 | 189.6 | 0 | 4.98 | 0 | 0 | 0 | |||||||||
| 25 Mar | 3177.90 | 189.6 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 24 Mar | 3086.70 | 189.6 | 0 | 4.97 | 0 | 0 | 0 | |||||||||
| 23 Mar | 3064.60 | 189.6 | 0 | 5.37 | 0 | 0 | 0 | |||||||||
| 20 Mar | 3165.90 | 189.6 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
| 19 Mar | 3155.90 | 0 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
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| 18 Mar | 3184.80 | 0 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
| 17 Mar | 2883.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3400 expiring on 26MAY2026
Delta for 3400 CE is 0.61
Historical price for 3400 CE is as follows
On 29 Apr WAAREEENER was trading at 3484.00. The strike last trading price was 232.3, which was 26.150000000000006 higher than the previous day. The implied volatity was 47.56, the open interest changed by -47 which decreased total open position to 555
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 211, which was 38.900000000000006 higher than the previous day. The implied volatity was 44.28, the open interest changed by -84 which decreased total open position to 603
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 174, which was 12.449999999999989 higher than the previous day. The implied volatity was 48.06, the open interest changed by -398 which decreased total open position to 688
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 160.85, which was -51.900000000000006 lower than the previous day. The implied volatity was 48.86, the open interest changed by 927 which increased total open position to 1094
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 210, which was -5.150000000000006 lower than the previous day. The implied volatity was 46.28, the open interest changed by 52 which increased total open position to 166
On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 216, which was -23.30000000000001 lower than the previous day. The implied volatity was 45.81, the open interest changed by 22 which increased total open position to 110
On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 232.05, which was 0.950000000000017 higher than the previous day. The implied volatity was 43.5, the open interest changed by 20 which increased total open position to 89
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 239, which was 16.5 higher than the previous day. The implied volatity was 42.15, the open interest changed by -3 which decreased total open position to 70
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 240, which was 30.5 higher than the previous day. The implied volatity was 38.66, the open interest changed by 5 which increased total open position to 76
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 209.5, which was 6.75 higher than the previous day. The implied volatity was 39.96, the open interest changed by 1 which increased total open position to 72
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 198.3, which was 15.600000000000023 higher than the previous day. The implied volatity was 38.63, the open interest changed by 36 which increased total open position to 73
On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 185, which was 24.400000000000006 higher than the previous day. The implied volatity was 44.76, the open interest changed by 8 which increased total open position to 38
On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 160.6, which was 0.5 higher than the previous day. The implied volatity was 45.06, the open interest changed by -6 which decreased total open position to 30
On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 166, which was 55.05 higher than the previous day. The implied volatity was 46.12, the open interest changed by 17 which increased total open position to 35
On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 110.95, which was 18.95 higher than the previous day. The implied volatity was 43.62, the open interest changed by 6 which increased total open position to 18
On 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 92, which was 4.5 higher than the previous day. The implied volatity was 43, the open interest changed by 9 which increased total open position to 11
On 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 87.5, which was -102.1 lower than the previous day. The implied volatity was 40.86, the open interest changed by 3 which increased total open position to 3
On 2 Apr WAAREEENER was trading at 3070.70. 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 1 Apr WAAREEENER was trading at 3089.20. The strike last trading price was 189.6, which was 0 lower than the previous day. The implied volatity was 4.9, 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 189.6, which was 0 lower than the previous day. The implied volatity was 4.72, 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 189.6, which was 0 lower than the previous day. The implied volatity was 4.98, 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 189.6, which was 0 lower than the previous day. The implied volatity was 3.14, 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 189.6, which was 0 lower than the previous day. The implied volatity was 4.97, 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 189.6, which was 0 lower than the previous day. The implied volatity was 5.37, 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 189.6, which was 0 lower than the previous day. The implied volatity was 3.39, 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 3.37, 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 2.68, 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
| WAAREEENER 26-May-2026 (27d) 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.04
Theta: -2.89
Gamma: 0.00083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3484.00 | 136.8 | -4.699999999999989 | 48.06 | 400 | -74 | 693 |
| 28 Apr | 3453.60 | 144.4 | -43.650000000000006 | 47.31 | 1,174 | 461 | 767 |
| 27 Apr | 3358.30 | 184.6 | -46.30000000000001 | 45.86 | 391 | 0 | 307 |
| 24 Apr | 3305.70 | 230.9 | 61.650000000000006 | 48.34 | 445 | 122 | 307 |
| 23 Apr | 3413.00 | 175 | 13.449999999999989 | 44.77 | 98 | 35 | 188 |
| 22 Apr | 3427.80 | 157 | 25.650000000000006 | 43.45 | 119 | 35 | 152 |
| 21 Apr | 3472.80 | 135 | 17.299999999999997 | 41.42 | 51 | -13 | 118 |
| 20 Apr | 3489.10 | 124.15 | -6.549999999999983 | 39.14 | 62 | 17 | 131 |
| 17 Apr | 3466.20 | 120 | -19.900000000000006 | 38.45 | 23 | 12 | 113 |
| 16 Apr | 3438.80 | 139.85 | -9.849999999999994 | 36.97 | 57 | 33 | 99 |
| 15 Apr | 3426.10 | 153.35 | -61.650000000000006 | 38.15 | 91 | 64 | 65 |
| 13 Apr | 3334.80 | 215 | -295.1 | 41.64 | 1 | 0 | 0 |
| 10 Apr | 3281.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 3232.30 | 510.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3125.00 | 510.1 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3083.80 | 510.1 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 510.1 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 3089.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 3109.80 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 3092.60 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3177.90 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3086.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3064.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3165.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3155.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3184.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 2883.10 | 0 | 0 | - | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3400 expiring on 26MAY2026
Delta for 3400 PE is -0.39
Historical price for 3400 PE is as follows
On 29 Apr WAAREEENER was trading at 3484.00. The strike last trading price was 136.8, which was -4.699999999999989 lower than the previous day. The implied volatity was 48.06, the open interest changed by -74 which decreased total open position to 693
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 144.4, which was -43.650000000000006 lower than the previous day. The implied volatity was 47.31, the open interest changed by 461 which increased total open position to 767
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 184.6, which was -46.30000000000001 lower than the previous day. The implied volatity was 45.86, the open interest changed by 0 which decreased total open position to 307
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 230.9, which was 61.650000000000006 higher than the previous day. The implied volatity was 48.34, the open interest changed by 122 which increased total open position to 307
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 175, which was 13.449999999999989 higher than the previous day. The implied volatity was 44.77, the open interest changed by 35 which increased total open position to 188
On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 157, which was 25.650000000000006 higher than the previous day. The implied volatity was 43.45, the open interest changed by 35 which increased total open position to 152
On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 135, which was 17.299999999999997 higher than the previous day. The implied volatity was 41.42, the open interest changed by -13 which decreased total open position to 118
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 124.15, which was -6.549999999999983 lower than the previous day. The implied volatity was 39.14, the open interest changed by 17 which increased total open position to 131
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 120, which was -19.900000000000006 lower than the previous day. The implied volatity was 38.45, the open interest changed by 12 which increased total open position to 113
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 139.85, which was -9.849999999999994 lower than the previous day. The implied volatity was 36.97, the open interest changed by 33 which increased total open position to 99
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 153.35, which was -61.650000000000006 lower than the previous day. The implied volatity was 38.15, the open interest changed by 64 which increased total open position to 65
On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 215, which was -295.1 lower than the previous day. The implied volatity was 41.64, 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 510.1, 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 510.1, 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 510.1, 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 510.1, 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 -, 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 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 -, 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 -, 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 -, 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
