WAAREEENER
Waaree Energies Limited
Historical option data for WAAREEENER
29 Apr 2026 04:10 PM IST
| WAAREEENER 26-May-2026 (26d) 3500 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.04
Theta: -3.54
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3502.90 | 206 | 46.80000000000001 | 47.81 | 8,037 | 227 | 2,438 | |||||||||
| 28 Apr | 3453.60 | 163.45 | 35 | 45.31 | 6,575 | 972 | 2,245 | |||||||||
| 27 Apr | 3358.30 | 130.15 | 9.150000000000006 | 47.37 | 910 | 62 | 1,272 | |||||||||
| 24 Apr | 3305.70 | 121.15 | -37.29999999999998 | 48.24 | 1,589 | 269 | 1,212 | |||||||||
| 23 Apr | 3413.00 | 152 | -14.900000000000006 | 46.04 | 359 | 79 | 935 | |||||||||
| 22 Apr | 3427.80 | 163 | -21.05000000000001 | 44.8 | 600 | 131 | 856 | |||||||||
| 21 Apr | 3472.80 | 180.6 | -0.6500000000000057 | 42.96 | 598 | 32 | 727 | |||||||||
| 20 Apr | 3489.10 | 181 | 12.5 | 40.97 | 822 | -5 | 687 | |||||||||
| 17 Apr | 3466.20 | 182 | 18.5 | 36.02 | 599 | 62 | 664 | |||||||||
| 16 Apr | 3438.80 | 162.05 | 4.600000000000023 | 38.02 | 261 | -4 | 603 | |||||||||
| 15 Apr | 3426.10 | 156.65 | 5.700000000000017 | 40.35 | 1,468 | 542 | 606 | |||||||||
| 13 Apr | 3334.80 | 152 | 24.700000000000003 | 46.29 | 65 | 21 | 58 | |||||||||
| 10 Apr | 3281.40 | 122.65 | -7.25 | 42.82 | 25 | 12 | 37 | |||||||||
| 9 Apr | 3232.30 | 133 | 52.7 | 46.55 | 25 | 7 | 23 | |||||||||
| 8 Apr | 3125.00 | 78.85 | 12.35 | 42.36 | 6 | 1 | 12 | |||||||||
| 7 Apr | 3083.80 | 66.5 | -95.35 | - | 0 | 0 | 11 | |||||||||
| 6 Apr | 3084.70 | 66.5 | -95.35 | 41.4 | 11 | 4 | 4 | |||||||||
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| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3089.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 3109.80 | 161.85 | 0 | 6.47 | 0 | 0 | 0 | |||||||||
| 27 Mar | 3092.60 | 161.85 | 0 | 6.68 | 0 | 0 | 0 | |||||||||
| 25 Mar | 3177.90 | 161.85 | 0 | 4.89 | 0 | 0 | 0 | |||||||||
| 24 Mar | 3086.70 | 161.85 | 0 | 6.63 | 0 | 0 | 0 | |||||||||
| 23 Mar | 3064.60 | 161.85 | 0 | 6.99 | 0 | 0 | 0 | |||||||||
| 20 Mar | 3165.90 | 161.85 | 0 | 5.06 | 0 | 0 | 0 | |||||||||
| 19 Mar | 3155.90 | 0 | 0 | 5.03 | 0 | 0 | 0 | |||||||||
| 18 Mar | 3184.80 | 0 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3500 expiring on 26MAY2026
Delta for 3500 CE is 0.56
Historical price for 3500 CE is as follows
On 29 Apr WAAREEENER was trading at 3502.90. The strike last trading price was 206, which was 46.80000000000001 higher than the previous day. The implied volatity was 47.81, the open interest changed by 227 which increased total open position to 2438
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 163.45, which was 35 higher than the previous day. The implied volatity was 45.31, the open interest changed by 972 which increased total open position to 2245
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 130.15, which was 9.150000000000006 higher than the previous day. The implied volatity was 47.37, the open interest changed by 62 which increased total open position to 1272
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 121.15, which was -37.29999999999998 lower than the previous day. The implied volatity was 48.24, the open interest changed by 269 which increased total open position to 1212
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 152, which was -14.900000000000006 lower than the previous day. The implied volatity was 46.04, the open interest changed by 79 which increased total open position to 935
On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 163, which was -21.05000000000001 lower than the previous day. The implied volatity was 44.8, the open interest changed by 131 which increased total open position to 856
On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 180.6, which was -0.6500000000000057 lower than the previous day. The implied volatity was 42.96, the open interest changed by 32 which increased total open position to 727
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 181, which was 12.5 higher than the previous day. The implied volatity was 40.97, the open interest changed by -5 which decreased total open position to 687
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 182, which was 18.5 higher than the previous day. The implied volatity was 36.02, the open interest changed by 62 which increased total open position to 664
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 162.05, which was 4.600000000000023 higher than the previous day. The implied volatity was 38.02, the open interest changed by -4 which decreased total open position to 603
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 156.65, which was 5.700000000000017 higher than the previous day. The implied volatity was 40.35, the open interest changed by 542 which increased total open position to 606
On 13 Apr WAAREEENER was trading at 3334.80. The strike last trading price was 152, which was 24.700000000000003 higher than the previous day. The implied volatity was 46.29, the open interest changed by 21 which increased total open position to 58
On 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 122.65, which was -7.25 lower than the previous day. The implied volatity was 42.82, the open interest changed by 12 which increased total open position to 37
On 9 Apr WAAREEENER was trading at 3232.30. The strike last trading price was 133, which was 52.7 higher than the previous day. The implied volatity was 46.55, the open interest changed by 7 which increased total open position to 23
On 8 Apr WAAREEENER was trading at 3125.00. The strike last trading price was 78.85, which was 12.35 higher than the previous day. The implied volatity was 42.36, the open interest changed by 1 which increased total open position to 12
On 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 66.5, which was -95.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 66.5, which was -95.35 lower than the previous day. The implied volatity was 41.4, the open interest changed by 4 which increased total open position to 4
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 -, 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 30 Mar WAAREEENER was trading at 3109.80. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 6.47, 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 161.85, which was 0 lower than the previous day. The implied volatity was 6.68, 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 161.85, which was 0 lower than the previous day. The implied volatity was 4.89, 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 161.85, which was 0 lower than the previous day. The implied volatity was 6.63, 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 161.85, which was 0 lower than the previous day. The implied volatity was 6.99, 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 161.85, which was 0 lower than the previous day. The implied volatity was 5.06, 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 5.03, 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 4.36, the open interest changed by 0 which decreased total open position to 0
| WAAREEENER 26-May-2026 (26d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.04
Theta: -3.03
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3502.90 | 165 | -25.05000000000001 | 48.14 | 2,017 | 246 | 998 |
| 28 Apr | 3453.60 | 183.6 | -63.05000000000001 | 44.51 | 680 | 70 | 755 |
| 27 Apr | 3358.30 | 246.65 | -42.599999999999994 | 46.83 | 66 | 21 | 685 |
| 24 Apr | 3305.70 | 280 | 58.849999999999994 | 45.29 | 183 | -27 | 664 |
| 23 Apr | 3413.00 | 231 | 21.19999999999999 | 44.95 | 156 | 62 | 692 |
| 22 Apr | 3427.80 | 209.95 | 31.44999999999999 | 43.6 | 387 | 15 | 632 |
| 21 Apr | 3472.80 | 178.85 | 10.699999999999989 | 40.37 | 145 | 22 | 620 |
| 20 Apr | 3489.10 | 172.05 | 1.3000000000000114 | 39.84 | 257 | 18 | 598 |
| 17 Apr | 3466.20 | 154.6 | -48.30000000000001 | 35.97 | 56 | 2 | 578 |
| 16 Apr | 3438.80 | 205.1 | 205.1 | 38.1 | 0 | 0 | 576 |
| 15 Apr | 3426.10 | 205.1 | -375.65 | 38.1 | 1,198 | 578 | 578 |
| 13 Apr | 3334.80 | 0 | 0 | 51.99 | 0 | 0 | 0 |
| 10 Apr | 3281.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 3232.30 | 580.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3125.00 | 580.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3083.80 | 580.75 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 580.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3070.70 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 3089.20 | - | - | - | 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 |
For Waaree Energies Limited - strike price 3500 expiring on 26MAY2026
Delta for 3500 PE is -0.44
Historical price for 3500 PE is as follows
On 29 Apr WAAREEENER was trading at 3502.90. The strike last trading price was 165, which was -25.05000000000001 lower than the previous day. The implied volatity was 48.14, the open interest changed by 246 which increased total open position to 998
On 28 Apr WAAREEENER was trading at 3453.60. The strike last trading price was 183.6, which was -63.05000000000001 lower than the previous day. The implied volatity was 44.51, the open interest changed by 70 which increased total open position to 755
On 27 Apr WAAREEENER was trading at 3358.30. The strike last trading price was 246.65, which was -42.599999999999994 lower than the previous day. The implied volatity was 46.83, the open interest changed by 21 which increased total open position to 685
On 24 Apr WAAREEENER was trading at 3305.70. The strike last trading price was 280, which was 58.849999999999994 higher than the previous day. The implied volatity was 45.29, the open interest changed by -27 which decreased total open position to 664
On 23 Apr WAAREEENER was trading at 3413.00. The strike last trading price was 231, which was 21.19999999999999 higher than the previous day. The implied volatity was 44.95, the open interest changed by 62 which increased total open position to 692
On 22 Apr WAAREEENER was trading at 3427.80. The strike last trading price was 209.95, which was 31.44999999999999 higher than the previous day. The implied volatity was 43.6, the open interest changed by 15 which increased total open position to 632
On 21 Apr WAAREEENER was trading at 3472.80. The strike last trading price was 178.85, which was 10.699999999999989 higher than the previous day. The implied volatity was 40.37, the open interest changed by 22 which increased total open position to 620
On 20 Apr WAAREEENER was trading at 3489.10. The strike last trading price was 172.05, which was 1.3000000000000114 higher than the previous day. The implied volatity was 39.84, the open interest changed by 18 which increased total open position to 598
On 17 Apr WAAREEENER was trading at 3466.20. The strike last trading price was 154.6, which was -48.30000000000001 lower than the previous day. The implied volatity was 35.97, the open interest changed by 2 which increased total open position to 578
On 16 Apr WAAREEENER was trading at 3438.80. The strike last trading price was 205.1, which was 205.1 higher than the previous day. The implied volatity was 38.1, the open interest changed by 0 which decreased total open position to 576
On 15 Apr WAAREEENER was trading at 3426.10. The strike last trading price was 205.1, which was -375.65 lower than the previous day. The implied volatity was 38.1, the open interest changed by 578 which increased total open position to 578
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 51.99, 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 580.75, 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 580.75, 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 7 Apr WAAREEENER was trading at 3083.80. The strike last trading price was 580.75, 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 6 Apr WAAREEENER was trading at 3084.70. The strike last trading price was 580.75, 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 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 -, 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 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
