IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 165 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.10
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 160.87 | 2.15 | 1.05 | 33.64 | 7,670 | 539 | 1,162 | |||||||||
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| 14 Sept | 147.35 | 0.4 | 0 | 33.38 | 19 | 3 | 159 | |||||||||
| 17 Aug | 143.86 | 7.55 | 0 | 10.35 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 165 expiring on 30SEP2025
Delta for 165 CE is 0.35
Historical price for 165 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 2.15, which was 1.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 539 which increased total open position to 1162
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 33.38, the open interest changed by 3 which increased total open position to 159
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 0
| IREDA 30SEP2025 165 PE | |||||||
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Delta: -0.63
Vega: 0.10
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 6.4 | -4.15 | 36.96 | 497 | 52 | 122 |
| 14 Sept | 147.35 | 17.3 | -0.95 | 40.71 | 8 | 0 | 34 |
| 17 Aug | 143.86 | 23.5 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 165 expiring on 30SEP2025
Delta for 165 PE is -0.63
Historical price for 165 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 6.4, which was -4.15 lower than the previous day. The implied volatity was 36.96, the open interest changed by 52 which increased total open position to 122
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 17.3, which was -0.95 lower than the previous day. The implied volatity was 40.71, the open interest changed by 0 which decreased total open position to 34
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 23.5, 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
