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ReNew Energy Global plc Class A Ordinary Shares RNW

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Market datapartial · fetched 2026-10-22T14:05:28.721Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:04:25.211729076Z

FundamentalsAlpha Vantage · unavailable

Share price$6.89
1D+0.2%
$6.86$6.87$6.88$6.88$6.895:30 AM6:30 AM9:00 AM1:00 PMRNW
Sold putSold call

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$1.06$2.11$3.17$4.23$5.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERNW PRICE$1.81$2.12$1.17$1.33$1.49$1.69$4.81$2.58$4.98
PutsExpensive13.65×
CallsExpensive13.83×
SkewBullish-1.26 pp
Implied move——
TiltBearish64.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ7.09137.2%14.0%
50Δ7.40132.1%11.9%
55Δ7.70126.9%9.8%
60Δ8.03123.1%7.8%
65Δ10.96229.3%10.6%
70Δ9.08135.0%5.6%
75Δ5.65150.2%8.2%11.48187.9%5.6%
80Δ5.21158.4%6.5%

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
7.09
IV
137.2%
B/E move
14.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.40
IV
132.1%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
126.9%
B/E move
9.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.03
IV
123.1%
B/E move
7.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
229.3%
B/E move
10.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.08
IV
135.0%
B/E move
5.6%

75Δ

Calls
Pseudo strike
5.65
IV
150.2%
B/E move
8.2%
Puts
Pseudo strike
11.48
IV
187.9%
B/E move
5.6%

80Δ

Calls
Pseudo strike
5.21
IV
158.4%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations