Historical option data for IREDA
11 Jun 2026 04:14 PM IST
| IREDA 30-Jun-2026 (18d) 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0
Theta: -0.06
Gamma: 0.03038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 118.30 | 0.85 | -0.15 (-15.00%) | 32.2 | 253 | 168 | 313 | |||||||||
| 10 Jun | 120.58 | 1.15 | -0.85 (-42.50%) | 28.98 | 13 | 7 | 146 | |||||||||
| 9 Jun | 122.47 | 2.17 | 1.17 (117.00%) | 32.26 | 116 | -38 | 140 | |||||||||
| 8 Jun | 120.16 | 1 | -1 (-50.00%) | 27.52 | 95 | 42 | 178 | |||||||||
| 5 Jun | 123.43 | 2.11 | 0.11 (5.50%) | 26.06 | 127 | 11 | 138 | |||||||||
| 4 Jun | 123.24 | 2.43 | -0.57 (-19.00%) | 28.62 | 64 | -29 | 127 | |||||||||
| 3 Jun | 122.83 | 2.49 | 0.49 (24.50%) | 30.19 | 142 | -13 | 157 | |||||||||
| 2 Jun | 124.93 | 2.4 | 0.4 (20.00%) | 21.04 | 245 | -39 | 174 | |||||||||
| 1 Jun | 126.27 | 2.08 | -2.92 (-58.40%) | 15.63 | 421 | 184 | 211 | |||||||||
| 29 May | 133.25 | 5.44 | -1.56 (-22.29%) | 62.5 | 38 | 10 | 27 | |||||||||
| 27 May | 130.20 | 7.24 | 0.24 (3.43%) | 32.56 | 3 | 0 | 16 | |||||||||
| 26 May | 129.54 | 6.72 | 0.72 (12.00%) | 29.02 | 12 | 5 | 15 | |||||||||
| 25 May | 129.77 | 5.86 | -0.14 (-2.33%) | 24.42 | 9 | 3 | 9 | |||||||||
| 22 May | 129.01 | 6.35 | 0.35 (5.83%) | 28.9 | 10 | 2 | 6 | |||||||||
| 21 May | 127.87 | 6.5 | 0.5 (8.33%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 126.77 | 6.5 | 0.5 (8.33%) | 33.48 | 0 | 0 | 4 | |||||||||
| 19 May | 127.77 | 6.5 | -11.5 (-63.89%) | 33.48 | 5 | 3 | 3 | |||||||||
| 18 May | 126.92 | 0 | -18 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 127.10 | 0 | -18 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 128.62 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 128.25 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 124.69 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 130.68 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 127 expiring on 30JUN2026
Delta for 127 CE is 0.18
Historical price for 127 CE is as follows
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 32.2, the open interest changed by 168 which increased total open position to 313
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 28.98, the open interest changed by 7 which increased total open position to 146
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 2.17, which was 1.17 higher than the previous day. The implied volatity was 32.26, the open interest changed by -38 which decreased total open position to 140
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 27.52, the open interest changed by 42 which increased total open position to 178
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 2.11, which was 0.11 higher than the previous day. The implied volatity was 26.06, the open interest changed by 11 which increased total open position to 138
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 2.43, which was -0.57 lower than the previous day. The implied volatity was 28.62, the open interest changed by -29 which decreased total open position to 127
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 2.49, which was 0.49 higher than the previous day. The implied volatity was 30.19, the open interest changed by -13 which decreased total open position to 157
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 21.04, the open interest changed by -39 which decreased total open position to 174
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 2.08, which was -2.92 lower than the previous day. The implied volatity was 15.63, the open interest changed by 184 which increased total open position to 211
On 29 May IREDA was trading at 133.25. The strike last trading price was 5.44, which was -1.56 lower than the previous day. The implied volatity was 62.5, the open interest changed by 10 which increased total open position to 27
On 27 May IREDA was trading at 130.20. The strike last trading price was 7.24, which was 0.24 higher than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 16
On 26 May IREDA was trading at 129.54. The strike last trading price was 6.72, which was 0.72 higher than the previous day. The implied volatity was 29.02, the open interest changed by 5 which increased total open position to 15
On 25 May IREDA was trading at 129.77. The strike last trading price was 5.86, which was -0.14 lower than the previous day. The implied volatity was 24.42, the open interest changed by 3 which increased total open position to 9
On 22 May IREDA was trading at 129.01. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 28.9, the open interest changed by 2 which increased total open position to 6
On 21 May IREDA was trading at 127.87. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May IREDA was trading at 126.77. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 4
On 19 May IREDA was trading at 127.77. The strike last trading price was 6.5, which was -11.5 lower than the previous day. The implied volatity was 33.48, the open interest changed by 3 which increased total open position to 3
On 18 May IREDA was trading at 126.92. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IREDA was trading at 127.10. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IREDA was trading at 128.62. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IREDA was trading at 128.25. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IREDA was trading at 124.69. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IREDA was trading at 130.68. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IREDA was trading at 134.60. 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 7 May IREDA was trading at 135.56. 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 May IREDA was trading at 136.41. 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 5 May IREDA was trading at 135.27. 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 May IREDA was trading at 135.36. 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 Apr IREDA was trading at 135.10. 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 29 Apr IREDA was trading at 137.21. 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
| IREDA 30-Jun-2026 (18d) 127 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 118.30 | 11.61 | 11.61 | - | 8 | 0 | 41 |
| 10 Jun | 120.58 | 11.61 | 11.61 | - | 8 | 0 | 41 |
| 9 Jun | 122.47 | 11.61 | 11.61 (44.24%) | 66.54 | 8 | 0 | 41 |
| 8 Jun | 120.16 | 11.64 | 3.57 (44.24%) | 66.54 | 8 | -1 | 41 |
| 5 Jun | 123.43 | 8.1 | 8.1 | - | 14 | 0 | 42 |
| 4 Jun | 123.24 | 8.1 | 8.1 | - | 14 | 0 | 42 |
| 3 Jun | 122.83 | 8.1 | 8.1 (-11.90%) | 52.55 | 14 | 0 | 42 |
| 2 Jun | 124.93 | 8.07 | -1.09 (-11.90%) | 52.55 | 14 | 2 | 40 |
| 1 Jun | 126.27 | 9.45 | 3.61 (61.82%) | 65.75 | 131 | 32 | 38 |
| 29 May | 133.25 | 5.99 | 0.74 (14.10%) | 63.47 | 8 | 7 | 7 |
| 27 May | 130.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 129.54 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 129.77 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 129.01 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 127.87 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 126.77 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 127.77 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 126.92 | 0 | -5.25 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 127.10 | 0 | -5.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 128.62 | 0 | -5.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 128.25 | 0 | -5.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 124.69 | 0 | -5.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 130.68 | 0 | -5.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 127 expiring on 30JUN2026
Delta for 127 PE is -
Historical price for 127 PE is as follows
On 11 Jun IREDA was trading at 118.30. The strike last trading price was 11.61, which was 11.61 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 10 Jun IREDA was trading at 120.58. The strike last trading price was 11.61, which was 11.61 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 9 Jun IREDA was trading at 122.47. The strike last trading price was 11.61, which was 11.61 higher than the previous day. The implied volatity was 66.54, the open interest changed by 0 which decreased total open position to 41
On 8 Jun IREDA was trading at 120.16. The strike last trading price was 11.64, which was 3.57 higher than the previous day. The implied volatity was 66.54, the open interest changed by -1 which decreased total open position to 41
On 5 Jun IREDA was trading at 123.43. The strike last trading price was 8.1, 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 42
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 8.1, 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 42
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 8.1, which was 8.1 higher than the previous day. The implied volatity was 52.55, the open interest changed by 0 which decreased total open position to 42
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 8.07, which was -1.09 lower than the previous day. The implied volatity was 52.55, the open interest changed by 2 which increased total open position to 40
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 9.45, which was 3.61 higher than the previous day. The implied volatity was 65.75, the open interest changed by 32 which increased total open position to 38
On 29 May IREDA was trading at 133.25. The strike last trading price was 5.99, which was 0.74 higher than the previous day. The implied volatity was 63.47, the open interest changed by 7 which increased total open position to 7
On 27 May IREDA was trading at 130.20. 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 26 May IREDA was trading at 129.54. 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 May IREDA was trading at 129.77. 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 22 May IREDA was trading at 129.01. 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 May IREDA was trading at 127.87. 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 May IREDA was trading at 126.77. 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 May IREDA was trading at 127.77. 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 May IREDA was trading at 126.92. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IREDA was trading at 127.10. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IREDA was trading at 128.62. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IREDA was trading at 128.25. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IREDA was trading at 124.69. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IREDA was trading at 130.68. The strike last trading price was 0, which was -5.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IREDA was trading at 134.60. 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 7 May IREDA was trading at 135.56. 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 May IREDA was trading at 136.41. 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 5 May IREDA was trading at 135.27. 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 May IREDA was trading at 135.36. 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 Apr IREDA was trading at 135.10. 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 29 Apr IREDA was trading at 137.21. 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
