ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:04 AM IST
| ADANIENSOL 26DEC2024 760 CE | ||||||||||
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Delta: 0.74
Vega: 0.50
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 790.95 | 42.9 | -3.60 | 35.93 | 10 | 1 | 71 | |||
| 11 Dec | 791.50 | 46.5 | -1.00 | 38.70 | 91 | -5 | 70 | |||
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| 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 0.74
Historical price for 760 CE is as follows
On 12 Dec ADANIENSOL was trading at 790.95. The strike last trading price was 42.9, which was -3.60 lower than the previous day. The implied volatity was 35.93, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.52
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 790.95 | 10.3 | -1.30 | 38.50 | 34 | 4 | 294 |
| 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 -0.27
Historical price for 760 PE is as follows
On 12 Dec ADANIENSOL was trading at 790.95. The strike last trading price was 10.3, which was -1.30 lower than the previous day. The implied volatity was 38.50, the open interest changed by 4 which increased total open position to 294
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
