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ReNew Energy Global plc Class A Ordinary Shares RNW

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-12T03:03:27.022Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.407174134Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:03:26.566553+00:00

Share price$6.96
1D+0.1%
AH$6.94$6.95$6.96$6.97$6.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRNW
Sold putSold callAH

ReNew Energy Global plc Class A Ordinary Shares options

Live interpolated RNW call and put midpoint premiums by absolute delta.ReNew Energy Global plc Class A Ordinary Shares$1.53$2.53$3.53$4.53$5.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERNW PRICE$2.18$2.75$1.64$5.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ8.05218.8%7.9%
65Δ
70Δ
75Δ5.54356.6%11.0%11.76356.4%6.4%
80Δ4.96430.6%10.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.05
IV
218.8%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.54
IV
356.6%
B/E move
11.0%
Puts
Pseudo strike
11.76
IV
356.4%
B/E move
6.4%

80Δ

Calls
Pseudo strike
4.96
IV
430.6%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend125.33%
Daily EOD
RNW97.1%133.5%169.8%2026-10-19: 104.64%2026-10-20: 106.02%2026-10-21: 127.53%2026-10-22: 103.83%2026-10-23: 119.40%2026-10-26: 164.79%2026-10-27: 102.13%2026-10-28: 106.39%2026-10-29: 121.97%2026-10-30: 125.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
104.64%
106.02%
127.53%
103.83%
119.40%
164.79%
102.13%
106.39%
121.97%
125.33%