IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 160 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.11
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 160.87 | 4.1 | 1.95 | 31.88 | 13,643 | -197 | 1,914 | |||||||||
| 14 Sept | 147.35 | 0.7 | 0 | 30.43 | 177 | 4 | 585 | |||||||||
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| 17 Aug | 143.86 | 1.45 | -0.2 | 28.03 | 24 | 4 | 50 | |||||||||
For Indian Renewable Energy - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.56
Historical price for 160 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 4.1, which was 1.95 higher than the previous day. The implied volatity was 31.88, the open interest changed by -197 which decreased total open position to 1914
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 30.43, the open interest changed by 4 which increased total open position to 585
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 28.03, the open interest changed by 4 which increased total open position to 50
| IREDA 30SEP2025 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.11
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 3.35 | -3.25 | 34.89 | 3,350 | 464 | 812 |
| 14 Sept | 147.35 | 12.65 | -1 | 36.19 | 10 | -1 | 107 |
| 17 Aug | 143.86 | 17.75 | 0.25 | 41.90 | 3 | 0 | 18 |
For Indian Renewable Energy - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.44
Historical price for 160 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 3.35, which was -3.25 lower than the previous day. The implied volatity was 34.89, the open interest changed by 464 which increased total open position to 812
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 12.65, which was -1 lower than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 107
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 17.75, which was 0.25 higher than the previous day. The implied volatity was 41.90, the open interest changed by 0 which decreased total open position to 18
