IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.02
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 160.87 | 16.15 | 4.95 | 33.02 | 102 | -8 | 386 | |||||||||
| 14 Sept | 147.35 | 5.35 | 0.35 | 25.91 | 243 | -3 | 460 | |||||||||
| 17 Aug | 143.86 | 5.55 | -0.7 | 25.19 | 4 | 1 | 11 | |||||||||
For Indian Renewable Energy - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.97
Historical price for 145 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 16.15, which was 4.95 higher than the previous day. The implied volatity was 33.02, the open interest changed by -8 which decreased total open position to 386
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 25.91, the open interest changed by -3 which decreased total open position to 460
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 5.55, which was -0.7 lower than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 11
| IREDA 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 0.45 | -0.2 | 44.04 | 689 | -48 | 435 |
| 14 Sept | 147.35 | 2.35 | -0.6 | 29.60 | 199 | 46 | 432 |
| 17 Aug | 143.86 | 7.2 | -0.8 | 36.88 | 2 | 2 | 3 |
For Indian Renewable Energy - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.08
Historical price for 145 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 44.04, the open interest changed by -48 which decreased total open position to 435
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 2.35, which was -0.6 lower than the previous day. The implied volatity was 29.60, the open interest changed by 46 which increased total open position to 432
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 7.2, which was -0.8 lower than the previous day. The implied volatity was 36.88, the open interest changed by 2 which increased total open position to 3
