ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:24 AM IST
| ADANIENSOL 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.10
Theta: -0.26
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 792.80 | 56.15 | -7.60 | 19.47 | 18 | -6 | 57 | |||
| 11 Dec | 791.50 | 63.75 | 2.95 | 43.52 | 75 | 21 | 53 | |||
| 10 Dec | 784.55 | 60.8 | -24.90 | 46.86 | 7 | 2 | 31 | |||
|
|
||||||||||
| 9 Dec | 803.45 | 85.7 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Dec | 808.35 | 85.7 | -13.30 | 55.86 | 6 | 4 | 29 | |||
| 5 Dec | 822.80 | 99 | -1.80 | 55.43 | 6 | -1 | 26 | |||
| 4 Dec | 813.45 | 100.8 | -1.30 | 60.31 | 34 | 1 | 27 | |||
| 3 Dec | 801.85 | 102.1 | 1.70 | 84.47 | 4 | -1 | 26 | |||
| 2 Dec | 807.00 | 100.4 | -17.60 | 74.78 | 25 | 14 | 26 | |||
| 29 Nov | 840.50 | 118 | 74.74 | 95 | 15 | 15 | ||||
For Adani Energy Solution Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.97
Historical price for 740 CE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 56.15, which was -7.60 lower than the previous day. The implied volatity was 19.47, the open interest changed by -6 which decreased total open position to 57
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 63.75, which was 2.95 higher than the previous day. The implied volatity was 43.52, the open interest changed by 21 which increased total open position to 53
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 60.8, which was -24.90 lower than the previous day. The implied volatity was 46.86, the open interest changed by 2 which increased total open position to 31
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 85.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 85.7, which was -13.30 lower than the previous day. The implied volatity was 55.86, the open interest changed by 4 which increased total open position to 29
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 99, which was -1.80 lower than the previous day. The implied volatity was 55.43, the open interest changed by -1 which decreased total open position to 26
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 100.8, which was -1.30 lower than the previous day. The implied volatity was 60.31, the open interest changed by 1 which increased total open position to 27
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 102.1, which was 1.70 higher than the previous day. The implied volatity was 84.47, the open interest changed by -1 which decreased total open position to 26
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 100.4, which was -17.60 lower than the previous day. The implied volatity was 74.78, the open interest changed by 14 which increased total open position to 26
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 118, which was lower than the previous day. The implied volatity was 74.74, the open interest changed by 15 which increased total open position to 15
| ADANIENSOL 26DEC2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.38
Theta: -0.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 792.80 | 5.2 | -1.80 | 38.48 | 48 | 1 | 178 |
| 11 Dec | 791.50 | 7 | -4.65 | 41.98 | 228 | -22 | 176 |
| 10 Dec | 784.55 | 11.65 | 0.30 | 47.42 | 453 | 48 | 185 |
| 9 Dec | 803.45 | 11.35 | -1.05 | 53.68 | 99 | 2 | 137 |
| 6 Dec | 808.35 | 12.4 | 0.55 | 52.67 | 156 | 28 | 138 |
| 5 Dec | 822.80 | 11.85 | -3.70 | 56.19 | 245 | 24 | 112 |
| 4 Dec | 813.45 | 15.55 | -4.35 | 60.83 | 482 | -1 | 98 |
| 3 Dec | 801.85 | 19.9 | -7.50 | 58.63 | 330 | 42 | 100 |
| 2 Dec | 807.00 | 27.4 | 0.80 | 70.68 | 241 | 10 | 57 |
| 29 Nov | 840.50 | 26.6 | 72.78 | 301 | 46 | 46 | |
For Adani Energy Solution Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.16
Historical price for 740 PE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 5.2, which was -1.80 lower than the previous day. The implied volatity was 38.48, the open interest changed by 1 which increased total open position to 178
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 7, which was -4.65 lower than the previous day. The implied volatity was 41.98, the open interest changed by -22 which decreased total open position to 176
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 11.65, which was 0.30 higher than the previous day. The implied volatity was 47.42, the open interest changed by 48 which increased total open position to 185
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 11.35, which was -1.05 lower than the previous day. The implied volatity was 53.68, the open interest changed by 2 which increased total open position to 137
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 12.4, which was 0.55 higher than the previous day. The implied volatity was 52.67, the open interest changed by 28 which increased total open position to 138
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 11.85, which was -3.70 lower than the previous day. The implied volatity was 56.19, the open interest changed by 24 which increased total open position to 112
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 15.55, which was -4.35 lower than the previous day. The implied volatity was 60.83, the open interest changed by -1 which decreased total open position to 98
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 19.9, which was -7.50 lower than the previous day. The implied volatity was 58.63, the open interest changed by 42 which increased total open position to 100
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 27.4, which was 0.80 higher than the previous day. The implied volatity was 70.68, the open interest changed by 10 which increased total open position to 57
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was 72.78, the open interest changed by 46 which increased total open position to 46
