IREDA
Indian Renewable Energy
Historical option data for IREDA
17 Aug 2025 12:58 AM IST
| IREDA 30SEP2025 150 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.20
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.40
Historical price for 150 CE is as follows
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: -0.56
Vega: 0.20
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.56
Historical price for 150 PE is as follows
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
