WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
29 Apr 2026 11:35 AM IST
| WAAREEENER 26-May-2026 (27d) 3450 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.04
Theta: -3.37
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3496.30 | 208 | 25.55000000000001 | 46.44 | 488 | -86 | 199 | |||||||||
| 28 Apr | 3453.60 | 190 | 40 | 46.05 | 1,536 | 246 | 295 | |||||||||
| 27 Apr | 3358.30 | 154.25 | 11.699999999999989 | 48.57 | 66 | -4 | 47 | |||||||||
| 24 Apr | 3305.70 | 143.45 | -34.150000000000006 | 49.43 | 137 | 29 | 50 | |||||||||
| 23 Apr | 3413.00 | 180.7 | -8.300000000000011 | 47.9 | 44 | 12 | 18 | |||||||||
| 22 Apr | 3427.80 | 189 | -27.30000000000001 | 44.98 | 6 | 2 | 4 | |||||||||
| 21 Apr | 3472.80 | 219.65 | 72.95000000000002 | 46.45 | 2 | 1 | 1 | |||||||||
| 20 Apr | 3489.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | 3.64 | 0 | 0 | 0 | |||||||||
| 9 Apr | 3232.30 | 146.7 | 0 | 3.59 | 0 | 0 | 0 | |||||||||
| 8 Apr | 3125.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 3083.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 3084.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3089.20 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3450 expiring on 26MAY2026
Delta for 3450 CE is 0.58
Historical price for 3450 CE is as follows
On 29 Apr WAAREEENER was trading at 3496.30. The strike last trading price was 208, which was 25.55000000000001 higher than the previous day. The implied volatity was 46.44, the open interest changed by -86 which decreased total open position to 199
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 190, which was 40 higher than the previous day. The implied volatity was 46.05, the open interest changed by 246 which increased total open position to 295
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 154.25, which was 11.699999999999989 higher than the previous day. The implied volatity was 48.57, the open interest changed by -4 which decreased total open position to 47
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 143.45, which was -34.150000000000006 lower than the previous day. The implied volatity was 49.43, the open interest changed by 29 which increased total open position to 50
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 180.7, which was -8.300000000000011 lower than the previous day. The implied volatity was 47.9, the open interest changed by 12 which increased total open position to 18
On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 189, which was -27.30000000000001 lower than the previous day. The implied volatity was 44.98, the open interest changed by 2 which increased total open position to 4
On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 219.65, which was 72.95000000000002 higher than the previous day. The implied volatity was 46.45, the open interest changed by 1 which increased total open position to 1
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 3.64, 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 146.7, which was 0 lower than the previous day. The implied volatity was 3.59, 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 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 7 Apr WAAREEENER was trading at 3083.80. 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 6 Apr WAAREEENER was trading at 3084.70. 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 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 0, the open interest changed by 0 which decreased total open position to 0
| WAAREEENER 26-May-2026 (27d) 3450 PE | |||||||
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Delta: -0.42
Vega: 0.04
Theta: -2.96
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3496.30 | 152.95 | -12.050000000000011 | 47.92 | 284 | 38 | 162 |
| 28 Apr | 3453.60 | 169 | -44.5 | 47.51 | 344 | 115 | 127 |
| 27 Apr | 3358.30 | 213.5 | -37.400000000000006 | 45.18 | 23 | 5 | 11 |
| 24 Apr | 3305.70 | 250.9 | 67.6 | 46.07 | 19 | 1 | 6 |
| 23 Apr | 3413.00 | 183.3 | -265.45 | 40.31 | 8 | 5 | 5 |
| 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 | 0 | 0 |
| 9 Apr | 3232.30 | 448.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3125.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3083.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 3089.20 | 0 | 0 | 0 | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3450 expiring on 26MAY2026
Delta for 3450 PE is -0.42
Historical price for 3450 PE is as follows
On 29 Apr WAAREEENER was trading at 3496.30. The strike last trading price was 152.95, which was -12.050000000000011 lower than the previous day. The implied volatity was 47.92, the open interest changed by 38 which increased total open position to 162
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 169, which was -44.5 lower than the previous day. The implied volatity was 47.51, the open interest changed by 115 which increased total open position to 127
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 213.5, which was -37.400000000000006 lower than the previous day. The implied volatity was 45.18, the open interest changed by 5 which increased total open position to 11
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 250.9, which was 67.6 higher than the previous day. The implied volatity was 46.07, the open interest changed by 1 which increased total open position to 6
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 183.3, which was -265.45 lower than the previous day. The implied volatity was 40.31, the open interest changed by 5 which increased total open position to 5
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 448.75, 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 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 7 Apr WAAREEENER was trading at 3083.80. 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 6 Apr WAAREEENER was trading at 3084.70. 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 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 0, the open interest changed by 0 which decreased total open position to 0
