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ReNew Energy Global plc Class A Ordinary Shares RNW

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Market datapartial · fetched 2026-10-22T20:09:16.363Z

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 · 2026-10-22T20:00:07.569129374Z

FundamentalsAlpha Vantage · unavailable

Share price$6.88
1D+0.1%
AH$6.87$6.87$6.88$6.89$6.905:30 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$1.06$2.05$3.04$4.03$5.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERNW PRICE$1.81$2.13$1.17$1.33$1.49$1.65$2.07$2.51$4.73
PutsExpensive12.20×
CallsExpensive13.84×
SkewBullish-17.79 pp
Implied move——
TiltBearish58.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ7.08137.6%14.0%
50Δ7.39132.4%11.9%
55Δ7.69127.2%9.8%
60Δ7.99122.1%7.7%
65Δ8.50127.2%6.6%
70Δ9.01132.8%5.5%
75Δ5.64151.4%8.3%11.23184.2%5.5%
80Δ5.21159.5%6.6%

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
7.08
IV
137.6%
B/E move
14.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.39
IV
132.4%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.69
IV
127.2%
B/E move
9.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
122.1%
B/E move
7.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.50
IV
127.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
132.8%
B/E move
5.5%

75Δ

Calls
Pseudo strike
5.64
IV
151.4%
B/E move
8.3%
Puts
Pseudo strike
11.23
IV
184.2%
B/E move
5.5%

80Δ

Calls
Pseudo strike
5.21
IV
159.5%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations