IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 170 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.08
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 160.87 | 1.05 | 0.4 | 35.24 | 5,044 | 188 | 772 | |||||||||
| 14 Sept | 147.35 | 0.25 | 0 | 36.52 | 19 | -1 | 247 | |||||||||
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| 17 Aug | 143.86 | 0.75 | 0.05 | 32.13 | 4 | -1 | 19 | |||||||||
For Indian Renewable Energy - strike price 170 expiring on 30SEP2025
Delta for 170 CE is 0.20
Historical price for 170 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 35.24, the open interest changed by 188 which increased total open position to 772
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 36.52, the open interest changed by -1 which decreased total open position to 247
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 32.13, the open interest changed by -1 which decreased total open position to 19
| IREDA 30SEP2025 170 PE | |||||||
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Delta: -0.77
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 10.35 | -4.5 | 40.30 | 80 | -12 | 110 |
| 14 Sept | 147.35 | 22.35 | -0.65 | 49.18 | 5 | 1 | 156 |
| 17 Aug | 143.86 | 26.65 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 170 expiring on 30SEP2025
Delta for 170 PE is -0.77
Historical price for 170 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 10.35, which was -4.5 lower than the previous day. The implied volatity was 40.30, the open interest changed by -12 which decreased total open position to 110
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 22.35, which was -0.65 lower than the previous day. The implied volatity was 49.18, the open interest changed by 1 which increased total open position to 156
On 17 Aug IREDA was trading at 143.86. The strike last trading price was 26.65, 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
