IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 155 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.08
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 160.87 | 7.15 | 3.15 | 29.85 | 4,245 | -555 | 637 | |||||||||
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| 14 Sept | 147.35 | 1.45 | 0.05 | 28.90 | 354 | 17 | 654 | |||||||||
| 17 Aug | 143.86 | 2.2 | -0.6 | 26.47 | 1 | 1 | 3 | |||||||||
For Indian Renewable Energy - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.78
Historical price for 155 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 7.15, which was 3.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by -555 which decreased total open position to 637
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 17 which increased total open position to 654
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 2.2, which was -0.6 lower than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 3
| IREDA 30SEP2025 155 PE | |||||||
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Delta: -0.25
Vega: 0.09
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 1.55 | -1.95 | 35.25 | 2,396 | 189 | 672 |
| 14 Sept | 147.35 | 8.4 | -0.95 | 32.92 | 16 | -5 | 96 |
| 17 Aug | 143.86 | 13 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.25
Historical price for 155 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 1.55, which was -1.95 lower than the previous day. The implied volatity was 35.25, the open interest changed by 189 which increased total open position to 672
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 8.4, which was -0.95 lower than the previous day. The implied volatity was 32.92, the open interest changed by -5 which decreased total open position to 96
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
