IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 30SEP2025 180 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.03
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 160.87 | 0.3 | -17.5 | 40.76 | 1,303 | 319 | 335 | |||||||||
For Indian Renewable Energy - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.06
Historical price for 180 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 0.3, which was -17.5 lower than the previous day. The implied volatity was 40.76, the open interest changed by 319 which increased total open position to 335
| IREDA 30SEP2025 180 PE | |||||||
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Delta: -0.89
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 19.55 | -4.75 | 49.83 | 113 | 45 | 94 |
For Indian Renewable Energy - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.89
Historical price for 180 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 19.55, which was -4.75 lower than the previous day. The implied volatity was 49.83, the open interest changed by 45 which increased total open position to 94
