ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:34 AM IST
| ADANIENSOL 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.59
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 800.00 | 41.95 | 5.95 | 46.74 | 272 | 74 | 219 | |||
| 11 Dec | 791.50 | 36 | 1.70 | 42.71 | 303 | 30 | 147 | |||
| 10 Dec | 784.55 | 34.3 | -17.60 | 44.82 | 186 | 66 | 116 | |||
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| 9 Dec | 803.45 | 51.9 | -3.20 | 52.59 | 25 | -7 | 51 | |||
| 6 Dec | 808.35 | 55.1 | -15.40 | 50.19 | 23 | 9 | 57 | |||
| 5 Dec | 822.80 | 70.5 | -1.40 | 55.48 | 3 | -1 | 48 | |||
| 4 Dec | 813.45 | 71.9 | 13.10 | 58.11 | 88 | 22 | 47 | |||
| 3 Dec | 801.85 | 58.8 | -14.10 | 57.53 | 49 | -5 | 25 | |||
| 2 Dec | 807.00 | 72.9 | -18.10 | 69.87 | 31 | -2 | 29 | |||
| 29 Nov | 840.50 | 91 | 72.39 | 469 | 32 | 32 | ||||
For Adani Energy Solution Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.64
Historical price for 780 CE is as follows
On 12 Dec ADANIENSOL was trading at 800.00. The strike last trading price was 41.95, which was 5.95 higher than the previous day. The implied volatity was 46.74, the open interest changed by 74 which increased total open position to 219
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 36, which was 1.70 higher than the previous day. The implied volatity was 42.71, the open interest changed by 30 which increased total open position to 147
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 34.3, which was -17.60 lower than the previous day. The implied volatity was 44.82, the open interest changed by 66 which increased total open position to 116
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 51.9, which was -3.20 lower than the previous day. The implied volatity was 52.59, the open interest changed by -7 which decreased total open position to 51
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 55.1, which was -15.40 lower than the previous day. The implied volatity was 50.19, the open interest changed by 9 which increased total open position to 57
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 70.5, which was -1.40 lower than the previous day. The implied volatity was 55.48, the open interest changed by -1 which decreased total open position to 48
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 71.9, which was 13.10 higher than the previous day. The implied volatity was 58.11, the open interest changed by 22 which increased total open position to 47
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 58.8, which was -14.10 lower than the previous day. The implied volatity was 57.53, the open interest changed by -5 which decreased total open position to 25
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 72.9, which was -18.10 lower than the previous day. The implied volatity was 69.87, the open interest changed by -2 which decreased total open position to 29
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 91, which was lower than the previous day. The implied volatity was 72.39, the open interest changed by 32 which increased total open position to 32
| ADANIENSOL 26DEC2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.59
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 800.00 | 17.3 | -0.70 | 43.98 | 208 | 50 | 310 |
| 11 Dec | 791.50 | 18 | -7.55 | 39.87 | 317 | 7 | 260 |
| 10 Dec | 784.55 | 25.55 | 1.40 | 46.16 | 581 | 142 | 253 |
| 9 Dec | 803.45 | 24.15 | -0.80 | 53.95 | 110 | -1 | 113 |
| 6 Dec | 808.35 | 24.95 | 2.90 | 52.50 | 170 | -15 | 110 |
| 5 Dec | 822.80 | 22.05 | -3.45 | 54.50 | 187 | -20 | 125 |
| 4 Dec | 813.45 | 25.5 | -7.60 | 57.26 | 369 | 23 | 135 |
| 3 Dec | 801.85 | 33.1 | -8.05 | 56.35 | 287 | 76 | 112 |
| 2 Dec | 807.00 | 41.15 | 2.20 | 68.17 | 294 | -12 | 37 |
| 29 Nov | 840.50 | 38.95 | 70.25 | 464 | 51 | 51 | |
For Adani Energy Solution Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.35
Historical price for 780 PE is as follows
On 12 Dec ADANIENSOL was trading at 800.00. The strike last trading price was 17.3, which was -0.70 lower than the previous day. The implied volatity was 43.98, the open interest changed by 50 which increased total open position to 310
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 18, which was -7.55 lower than the previous day. The implied volatity was 39.87, the open interest changed by 7 which increased total open position to 260
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 25.55, which was 1.40 higher than the previous day. The implied volatity was 46.16, the open interest changed by 142 which increased total open position to 253
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 24.15, which was -0.80 lower than the previous day. The implied volatity was 53.95, the open interest changed by -1 which decreased total open position to 113
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 24.95, which was 2.90 higher than the previous day. The implied volatity was 52.50, the open interest changed by -15 which decreased total open position to 110
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 22.05, which was -3.45 lower than the previous day. The implied volatity was 54.50, the open interest changed by -20 which decreased total open position to 125
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 25.5, which was -7.60 lower than the previous day. The implied volatity was 57.26, the open interest changed by 23 which increased total open position to 135
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 33.1, which was -8.05 lower than the previous day. The implied volatity was 56.35, the open interest changed by 76 which increased total open position to 112
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 41.15, which was 2.20 higher than the previous day. The implied volatity was 68.17, the open interest changed by -12 which decreased total open position to 37
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was 70.25, the open interest changed by 51 which increased total open position to 51
