Historical option data for WAAREEENER
26 May 2026 04:10 PM IST
| WAAREEENER 30-Jun-2026 (34d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.04
Theta: -2.02
Gamma: 0.00122
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3088.10 | 132.2 | 41.45 (45.67%) | 33.96 | 5,349 | 759 | 1,355 | |||||||||
| 25 May | 2984.20 | 92.05 | -5.2 (-5.35%) | 35.46 | 654 | 231 | 603 | |||||||||
| 22 May | 2997.50 | 97.75 | -39.75 (-28.91%) | 34.06 | 534 | 206 | 368 | |||||||||
| 21 May | 3056.60 | 135 | 13 (10.66%) | 36.21 | 172 | 53 | 163 | |||||||||
| 20 May | 3005.20 | 118.5 | 1.5 (1.28%) | 38.14 | 75 | 33 | 110 | |||||||||
| 19 May | 2998.80 | 115 | -3 (-2.54%) | 37.76 | 59 | 29 | 77 | |||||||||
| 18 May | 2997.50 | 118 | -29 (-19.73%) | 37.04 | 41 | 19 | 47 | |||||||||
| 15 May | 3022.00 | 147.15 | -21.85 (-12.93%) | 39.03 | 22 | 2 | 29 | |||||||||
| 14 May | 3068.80 | 169 | -41.95 (-19.89%) | 39.57 | 19 | 15 | 27 | |||||||||
| 13 May | 3085.30 | 211 | 0.05 (0.02%) | 0 | 0 | 0 | 12 | |||||||||
| 12 May | 3125.20 | 211 | -69 (-24.64%) | 0 | 8 | 4 | 10 | |||||||||
| 11 May | 3208.80 | 280 | 3.9 (1.41%) | 0 | 2 | 0 | 5 | |||||||||
| 8 May | 3230.10 | 276.1 | 45.1 (19.52%) | 36.97 | 3 | 0 | 6 | |||||||||
| 7 May | 3226.60 | 231 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 6 May | 3225.10 | 231 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 5 May | 3181.70 | 231 | 0 (0.00%) | 41.96 | 0 | 0 | 6 | |||||||||
| 4 May | 3136.30 | 231 | -23.7 (-9.31%) | 41.96 | 2 | 0 | 5 | |||||||||
| 30 Apr | 3118.80 | 257 | -103.05 (-28.62%) | 44.75 | 5 | 3 | 3 | |||||||||
| 29 Apr | 3502.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 3453.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 3438.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 3438.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 3281.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3281.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 3232.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 3125.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 3083.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 3084.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3070.70 | 0 | 0 (0.00%) | 0.15 | 0 | 0 | 0 | |||||||||
For Waaree Energies Limited - strike price 3100 expiring on 30JUN2026
Delta for 3100 CE is 0.53
Historical price for 3100 CE is as follows
On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 132.2, which was 41.45 higher than the previous day. The implied volatity was 33.96, the open interest changed by 759 which increased total open position to 1355
On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 92.05, which was -5.2 lower than the previous day. The implied volatity was 35.46, the open interest changed by 231 which increased total open position to 603
On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 97.75, which was -39.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 206 which increased total open position to 368
On 21 May WAAREEENER was trading at 3056.60. The strike last trading price was 135, which was 13 higher than the previous day. The implied volatity was 36.21, the open interest changed by 53 which increased total open position to 163
On 20 May WAAREEENER was trading at 3005.20. The strike last trading price was 118.5, which was 1.5 higher than the previous day. The implied volatity was 38.14, the open interest changed by 33 which increased total open position to 110
On 19 May WAAREEENER was trading at 2998.80. The strike last trading price was 115, which was -3 lower than the previous day. The implied volatity was 37.76, the open interest changed by 29 which increased total open position to 77
On 18 May WAAREEENER was trading at 2997.50. The strike last trading price was 118, which was -29 lower than the previous day. The implied volatity was 37.04, the open interest changed by 19 which increased total open position to 47
On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 147.15, which was -21.85 lower than the previous day. The implied volatity was 39.03, the open interest changed by 2 which increased total open position to 29
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 169, which was -41.95 lower than the previous day. The implied volatity was 39.57, the open interest changed by 15 which increased total open position to 27
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 211, which was 0.05 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 12
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 211, which was -69 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 10
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 280, which was 3.9 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 276.1, which was 45.1 higher than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 6
On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 6
On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 231, which was -23.7 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 5
On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 257, which was -103.05 lower than the previous day. The implied volatity was 44.75, the open interest changed by 3 which increased total open position to 3
On 29 Apr WAAREEENER was trading at 3502.90. 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 28 Apr WAAREEENER was trading at 3453.60. 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 17 Apr WAAREEENER was trading at 3438.80. 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 16 Apr WAAREEENER was trading at 3438.80. 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 13 Apr WAAREEENER was trading at 3281.40. 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 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 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 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 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
| WAAREEENER 30-Jun-2026 (34d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -1.45
Gamma: 0.0013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3088.10 | 120.25 | -59.45 (-33.08%) | 31.98 | 1,560 | 727 | 933 |
| 25 May | 2984.20 | 180.3 | -4.25 (-2.30%) | 32.65 | 89 | 24 | 201 |
| 22 May | 2997.50 | 188.75 | 29.7 (18.67%) | 35.95 | 176 | 128 | 177 |
| 21 May | 3056.60 | 163.05 | -13.95 (-7.88%) | 36.79 | 36 | 20 | 48 |
| 20 May | 3005.20 | 177 | -2.55 (-1.42%) | 35.79 | 7 | 6 | 27 |
| 19 May | 2998.80 | 179.55 | -12.45 (-6.48%) | 34.8 | 7 | 3 | 21 |
| 18 May | 2997.50 | 192 | 18.55 (10.69%) | 34.99 | 1 | 0 | 18 |
| 15 May | 3022.00 | 177.65 | 4.2 (2.42%) | - | 0 | 0 | 18 |
| 14 May | 3068.80 | 177.65 | 4.2 (2.42%) | 0 | 0 | 0 | 18 |
| 13 May | 3085.30 | 177.65 | 60.65 (51.84%) | 0 | 7 | 1 | 18 |
| 12 May | 3125.20 | 117 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 11 May | 3208.80 | 117 | 13.35 (12.88%) | 0 | 27 | 5 | 16 |
| 8 May | 3230.10 | 103.65 | -13.25 (-11.33%) | 36.94 | 11 | 7 | 10 |
| 7 May | 3226.60 | 117.7 | -14.55 (-11.00%) | 37.97 | 4 | 0 | 3 |
| 6 May | 3225.10 | 132.25 | -14.05 (-9.60%) | 39 | 1 | 0 | 2 |
| 5 May | 3181.70 | 146.3 | -53.7 (-26.85%) | 39.95 | 4 | 2 | 3 |
| 4 May | 3136.30 | 200 | 200 | - | 0 | 0 | 1 |
| 30 Apr | 3118.80 | 200 | -94.75 (-32.15%) | 45.16 | 1 | 0 | 0 |
| 29 Apr | 3502.90 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 3453.60 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 3438.80 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 3438.80 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 3281.40 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 3281.40 | 294.75 | 0 (0.00%) | 4.85 | 0 | 0 | 0 |
| 9 Apr | 3232.30 | 294.75 | 0 (0.00%) | 2.82 | 0 | 0 | 0 |
| 8 Apr | 3125.00 | 294.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 3083.80 | 294.75 | 0 (0.00%) | 1.11 | 0 | 0 | 0 |
| 6 Apr | 3084.70 | 294.75 | 0 (0.00%) | 1.13 | 0 | 0 | 0 |
| 2 Apr | 3070.70 | 294.75 | 0 (0.00%) | 0.69 | 0 | 0 | 0 |
For Waaree Energies Limited - strike price 3100 expiring on 30JUN2026
Delta for 3100 PE is -0.47
Historical price for 3100 PE is as follows
On 26 May WAAREEENER was trading at 3088.10. The strike last trading price was 120.25, which was -59.45 lower than the previous day. The implied volatity was 31.98, the open interest changed by 727 which increased total open position to 933
On 25 May WAAREEENER was trading at 2984.20. The strike last trading price was 180.3, which was -4.25 lower than the previous day. The implied volatity was 32.65, the open interest changed by 24 which increased total open position to 201
On 22 May WAAREEENER was trading at 2997.50. The strike last trading price was 188.75, which was 29.7 higher than the previous day. The implied volatity was 35.95, the open interest changed by 128 which increased total open position to 177
On 21 May WAAREEENER was trading at 3056.60. The strike last trading price was 163.05, which was -13.95 lower than the previous day. The implied volatity was 36.79, the open interest changed by 20 which increased total open position to 48
On 20 May WAAREEENER was trading at 3005.20. The strike last trading price was 177, which was -2.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by 6 which increased total open position to 27
On 19 May WAAREEENER was trading at 2998.80. The strike last trading price was 179.55, which was -12.45 lower than the previous day. The implied volatity was 34.8, the open interest changed by 3 which increased total open position to 21
On 18 May WAAREEENER was trading at 2997.50. The strike last trading price was 192, which was 18.55 higher than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 18
On 15 May WAAREEENER was trading at 3022.00. The strike last trading price was 177.65, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 14 May WAAREEENER was trading at 3068.80. The strike last trading price was 177.65, which was 4.2 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 18
On 13 May WAAREEENER was trading at 3085.30. The strike last trading price was 177.65, which was 60.65 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 18
On 12 May WAAREEENER was trading at 3125.20. The strike last trading price was 117, 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 17
On 11 May WAAREEENER was trading at 3208.80. The strike last trading price was 117, which was 13.35 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 16
On 8 May WAAREEENER was trading at 3230.10. The strike last trading price was 103.65, which was -13.25 lower than the previous day. The implied volatity was 36.94, the open interest changed by 7 which increased total open position to 10
On 7 May WAAREEENER was trading at 3226.60. The strike last trading price was 117.7, which was -14.55 lower than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 3
On 6 May WAAREEENER was trading at 3225.10. The strike last trading price was 132.25, which was -14.05 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 2
On 5 May WAAREEENER was trading at 3181.70. The strike last trading price was 146.3, which was -53.7 lower than the previous day. The implied volatity was 39.95, the open interest changed by 2 which increased total open position to 3
On 4 May WAAREEENER was trading at 3136.30. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr WAAREEENER was trading at 3118.80. The strike last trading price was 200, which was -94.75 lower than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 0
On 29 Apr WAAREEENER was trading at 3502.90. 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 28 Apr WAAREEENER was trading at 3453.60. 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 17 Apr WAAREEENER was trading at 3438.80. 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 16 Apr WAAREEENER was trading at 3438.80. 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 13 Apr WAAREEENER was trading at 3281.40. 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 10 Apr WAAREEENER was trading at 3281.40. The strike last trading price was 294.75, which was 0 lower than the previous day. The implied volatity was 4.85, 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 294.75, which was 0 lower than the previous day. The implied volatity was 2.82, 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 294.75, 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 294.75, which was 0 lower than the previous day. The implied volatity was 1.11, 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 294.75, which was 0 lower than the previous day. The implied volatity was 1.13, 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 294.75, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
