IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 135 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 160.87 | 18.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 147.35 | 13.3 | 0.8 | - | 12 | -3 | 30 | |||||||||
For Indian Renewable Energy - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.00
Historical price for 135 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 13.3, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30
| IREDA 30SEP2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 0.15 | -0.05 | 53.50 | 85 | -25 | 173 |
| 14 Sept | 147.35 | 0.4 | -0.15 | 31.59 | 25 | 15 | 202 |
For Indian Renewable Energy - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.03
Historical price for 135 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 53.50, the open interest changed by -25 which decreased total open position to 173
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.59, the open interest changed by 15 which increased total open position to 202
