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Related Pages for ADANIENSOL
[--[65.84.65.76]--]
ADANIENSOL
Adani Energy Solution Ltd
788.35 -3.15 (-0.40%)

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Historical option data for ADANIENSOL

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIENSOL 26DEC2024 760 CE
Delta: 0.71
Vega: 0.53
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 787.70 42.9 -3.60 39.79 10 1 71
11 Dec 791.50 46.5 -1.00 38.70 91 -5 70
10 Dec 784.55 47.5 -18.50 47.35 64 35 74
9 Dec 803.45 66 -3.25 54.72 6 2 39
6 Dec 808.35 69.25 -13.25 52.06 11 -1 36
5 Dec 822.80 82.5 -4.00 52.84 46 0 37
4 Dec 813.45 86.5 15.45 60.28 38 -2 29
3 Dec 801.85 71.05 -17.95 58.18 63 15 32
2 Dec 807.00 89 -41.25 76.04 15 9 17
29 Nov 840.50 130.25 106.56 39 8 8

For Adani Energy Solution Ltd - strike price 760 expiring on 26DEC2024

Delta for 760 CE is 0.71

Historical price for 760 CE is as follows

On 12 Dec ADANIENSOL was trading at 787.70. The strike last trading price was 42.9, which was -3.60 lower than the previous day. The implied volatity was 39.79, the open interest changed by 1 which increased total open position to 71


On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 46.5, which was -1.00 lower than the previous day. The implied volatity was 38.70, the open interest changed by -5 which decreased total open position to 70


On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 47.5, which was -18.50 lower than the previous day. The implied volatity was 47.35, the open interest changed by 35 which increased total open position to 74


On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 66, which was -3.25 lower than the previous day. The implied volatity was 54.72, the open interest changed by 2 which increased total open position to 39


On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 69.25, which was -13.25 lower than the previous day. The implied volatity was 52.06, the open interest changed by -1 which decreased total open position to 36


On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 82.5, which was -4.00 lower than the previous day. The implied volatity was 52.84, the open interest changed by 0 which decreased total open position to 37


On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 86.5, which was 15.45 higher than the previous day. The implied volatity was 60.28, the open interest changed by -2 which decreased total open position to 29


On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 71.05, which was -17.95 lower than the previous day. The implied volatity was 58.18, the open interest changed by 15 which increased total open position to 32


On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 89, which was -41.25 lower than the previous day. The implied volatity was 76.04, the open interest changed by 9 which increased total open position to 17


On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 130.25, which was lower than the previous day. The implied volatity was 106.56, the open interest changed by 8 which increased total open position to 8


ADANIENSOL 26DEC2024 760 PE
Delta: -0.28
Vega: 0.52
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 787.70 10.4 -1.20 37.25 36 3 293
11 Dec 791.50 11.6 -6.40 41.09 356 31 293
10 Dec 784.55 18 0.65 47.39 755 43 264
9 Dec 803.45 17.35 -0.45 54.52 89 15 211
6 Dec 808.35 17.8 1.80 52.38 158 -3 193
5 Dec 822.80 16 -4.25 54.76 319 -30 196
4 Dec 813.45 20.25 -5.35 59.39 293 4 222
3 Dec 801.85 25.6 -7.85 57.09 474 38 217
2 Dec 807.00 33.45 0.05 68.99 341 75 167
29 Nov 840.50 33.4 72.89 145 92 92

For Adani Energy Solution Ltd - strike price 760 expiring on 26DEC2024

Delta for 760 PE is -0.28

Historical price for 760 PE is as follows

On 12 Dec ADANIENSOL was trading at 787.70. The strike last trading price was 10.4, which was -1.20 lower than the previous day. The implied volatity was 37.25, the open interest changed by 3 which increased total open position to 293


On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 11.6, which was -6.40 lower than the previous day. The implied volatity was 41.09, the open interest changed by 31 which increased total open position to 293


On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 18, which was 0.65 higher than the previous day. The implied volatity was 47.39, the open interest changed by 43 which increased total open position to 264


On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 17.35, which was -0.45 lower than the previous day. The implied volatity was 54.52, the open interest changed by 15 which increased total open position to 211


On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 17.8, which was 1.80 higher than the previous day. The implied volatity was 52.38, the open interest changed by -3 which decreased total open position to 193


On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 16, which was -4.25 lower than the previous day. The implied volatity was 54.76, the open interest changed by -30 which decreased total open position to 196


On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 20.25, which was -5.35 lower than the previous day. The implied volatity was 59.39, the open interest changed by 4 which increased total open position to 222


On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 25.6, which was -7.85 lower than the previous day. The implied volatity was 57.09, the open interest changed by 38 which increased total open position to 217


On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 33.45, which was 0.05 higher than the previous day. The implied volatity was 68.99, the open interest changed by 75 which increased total open position to 167


On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 33.4, which was lower than the previous day. The implied volatity was 72.89, the open interest changed by 92 which increased total open position to 92