IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.04
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 160.87 | 11.5 | 4.45 | 30.30 | 1,710 | 630 | 1,649 | |||||||||
| 14 Sept | 147.35 | 2.9 | 0.15 | 27.48 | 874 | 76 | 1,356 | |||||||||
| 17 Aug | 143.86 | 3.65 | -0.5 | 26.28 | 18 | 2 | 116 | |||||||||
For Indian Renewable Energy - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.92
Historical price for 150 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 11.5, which was 4.45 higher than the previous day. The implied volatity was 30.30, the open interest changed by 630 which increased total open position to 1649
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 27.48, the open interest changed by 76 which increased total open position to 1356
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 3.65, which was -0.5 lower than the previous day. The implied volatity was 26.28, the open interest changed by 2 which increased total open position to 116
| IREDA 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.06
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 0.8 | -0.75 | 39.18 | 1,381 | 116 | 741 |
| 14 Sept | 147.35 | 4.9 | -0.7 | 31.08 | 89 | -13 | 294 |
| 17 Aug | 143.86 | 10.25 | 0.5 | 38.24 | 2 | 2 | 26 |
For Indian Renewable Energy - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.14
Historical price for 150 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 39.18, the open interest changed by 116 which increased total open position to 741
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 31.08, the open interest changed by -13 which decreased total open position to 294
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 10.25, which was 0.5 higher than the previous day. The implied volatity was 38.24, the open interest changed by 2 which increased total open position to 26
