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[--[65.84.65.76]--]
ADANIENSOL
Adani Energy Solution Ltd

791.9 0.40 (0.05%)

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Historical option data for ADANIENSOL

12 Dec 2024 10:24 AM IST
ADANIENSOL 26DEC2024 720 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 792.80 72.8 0.00 0.00 0 11 0
11 Dec 791.50 72.8 -5.75 - 22 5 30
10 Dec 784.55 78.55 -17.35 52.44 4 1 26
9 Dec 803.45 95.9 -22.10 54.38 6 0 26
6 Dec 808.35 118 0.00 0.00 0 1 0
5 Dec 822.80 118 1.25 61.88 1 0 25
4 Dec 813.45 116.75 3.35 61.37 37 24 26
3 Dec 801.85 113.4 0.00 0.00 0 2 0
2 Dec 807.00 113.4 49.45 74.17 4 1 1
29 Nov 840.50 63.95 - 0 0 0


For Adani Energy Solution Ltd - strike price 720 expiring on 26DEC2024

Delta for 720 CE is 0.00

Historical price for 720 CE is as follows

On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 72.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 72.8, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 30


On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 78.55, which was -17.35 lower than the previous day. The implied volatity was 52.44, the open interest changed by 1 which increased total open position to 26


On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 95.9, which was -22.10 lower than the previous day. The implied volatity was 54.38, the open interest changed by 0 which decreased total open position to 26


On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 118, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 118, which was 1.25 higher than the previous day. The implied volatity was 61.88, the open interest changed by 0 which decreased total open position to 25


On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 116.75, which was 3.35 higher than the previous day. The implied volatity was 61.37, the open interest changed by 24 which increased total open position to 26


On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 113.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 113.4, which was 49.45 higher than the previous day. The implied volatity was 74.17, the open interest changed by 1 which increased total open position to 1


On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 63.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ADANIENSOL 26DEC2024 720 PE
Delta: -0.10
Vega: 0.27
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 792.80 3 -1.20 40.48 43 3 168
11 Dec 791.50 4.2 -3.65 43.53 233 -10 165
10 Dec 784.55 7.85 0.00 49.29 289 -3 173
9 Dec 803.45 7.85 -0.80 55.12 160 46 176
6 Dec 808.35 8.65 0.00 53.72 62 -13 130
5 Dec 822.80 8.65 -3.05 57.66 31 9 142
4 Dec 813.45 11.7 -3.55 62.13 247 -5 133
3 Dec 801.85 15.25 -7.10 60.15 277 24 139
2 Dec 807.00 22.35 0.35 72.54 244 72 114
29 Nov 840.50 22 74.58 177 48 48


For Adani Energy Solution Ltd - strike price 720 expiring on 26DEC2024

Delta for 720 PE is -0.10

Historical price for 720 PE is as follows

On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 40.48, the open interest changed by 3 which increased total open position to 168


On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 4.2, which was -3.65 lower than the previous day. The implied volatity was 43.53, the open interest changed by -10 which decreased total open position to 165


On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 49.29, the open interest changed by -3 which decreased total open position to 173


On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 7.85, which was -0.80 lower than the previous day. The implied volatity was 55.12, the open interest changed by 46 which increased total open position to 176


On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 8.65, which was 0.00 lower than the previous day. The implied volatity was 53.72, the open interest changed by -13 which decreased total open position to 130


On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 8.65, which was -3.05 lower than the previous day. The implied volatity was 57.66, the open interest changed by 9 which increased total open position to 142


On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 11.7, which was -3.55 lower than the previous day. The implied volatity was 62.13, the open interest changed by -5 which decreased total open position to 133


On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 15.25, which was -7.10 lower than the previous day. The implied volatity was 60.15, the open interest changed by 24 which increased total open position to 139


On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 22.35, which was 0.35 higher than the previous day. The implied volatity was 72.54, the open interest changed by 72 which increased total open position to 114


On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 22, which was lower than the previous day. The implied volatity was 74.58, the open interest changed by 48 which increased total open position to 48