IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.03
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 160.87 | 21.35 | 5.5 | 51.32 | 66 | -7 | 98 | |||||||||
| 14 Sept | 147.35 | 8.9 | 0.65 | 23.39 | 38 | -1 | 166 | |||||||||
| 17 Aug | 143.86 | 8.25 | -31.25 | 24.21 | 2 | 2 | 0 | |||||||||
For Indian Renewable Energy - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.95
Historical price for 140 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 21.35, which was 5.5 higher than the previous day. The implied volatity was 51.32, the open interest changed by -7 which decreased total open position to 98
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 8.9, which was 0.65 higher than the previous day. The implied volatity was 23.39, the open interest changed by -1 which decreased total open position to 166
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 8.25, which was -31.25 lower than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 0
| IREDA 30SEP2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 0.3 | -0.1 | 50.34 | 414 | 107 | 491 |
| 14 Sept | 147.35 | 0.9 | -0.45 | 28.89 | 136 | -3 | 303 |
| 17 Aug | 143.86 | 4.25 | -0.5 | 33.28 | 7 | 6 | 17 |
For Indian Renewable Energy - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.05
Historical price for 140 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 50.34, the open interest changed by 107 which increased total open position to 491
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 28.89, the open interest changed by -3 which decreased total open position to 303
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 4.25, which was -0.5 lower than the previous day. The implied volatity was 33.28, the open interest changed by 6 which increased total open position to 17
