IREDA
Indian Renewable Energy
Historical option data for IREDA
28 Sep 2025 10:10 PM IST
| IREDA 28-OCT-2025 150 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.17
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 146.28 | 4.05 | -1.75 | 28.59 | 372 | 130 | 307 | |||||||||
| 21 Sept | 160.87 | 13.15 | 3.9 | 23.67 | 158 | 35 | 194 | |||||||||
| 14 Sept | 147.35 | 4.85 | 0 | 24.08 | 49 | 7 | 99 | |||||||||
| 17 Aug | 143.86 | 15.95 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 150 expiring on 28OCT2025
Delta for 150 CE is 0.45
Historical price for 150 CE is as follows
On 28 Sept IREDA was trading at 146.28. The strike last trading price was 4.05, which was -1.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 130 which increased total open position to 307
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 13.15, which was 3.9 higher than the previous day. The implied volatity was 23.67, the open interest changed by 35 which increased total open position to 194
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 24.08, the open interest changed by 7 which increased total open position to 99
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
| IREDA 28OCT2025 150 PE | |||||||
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Delta: -0.51
Vega: 0.17
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 146.28 | 9.35 | 2.45 | 47.68 | 154 | -15 | 295 |
| 21 Sept | 160.87 | 3 | -1.4 | 37.71 | 149 | 8 | 189 |
| 14 Sept | 147.35 | 7.5 | -0.55 | 34.88 | 22 | 17 | 67 |
| 17 Aug | 143.86 | 16.35 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 150 expiring on 28OCT2025
Delta for 150 PE is -0.51
Historical price for 150 PE is as follows
On 28 Sept IREDA was trading at 146.28. The strike last trading price was 9.35, which was 2.45 higher than the previous day. The implied volatity was 47.68, the open interest changed by -15 which decreased total open position to 295
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 37.71, the open interest changed by 8 which increased total open position to 189
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 7.5, which was -0.55 lower than the previous day. The implied volatity was 34.88, the open interest changed by 17 which increased total open position to 67
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 16.35, 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
