ADANIENSOL
Adani Energy Solution Ltd
Historical option data for ADANIENSOL
12 Dec 2024 10:24 AM IST
| ADANIENSOL 26DEC2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.58
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 792.80 | 13.55 | -5.05 | 37.24 | 208 | 61 | 831 | |||
| 11 Dec | 791.50 | 18.6 | -0.50 | 44.38 | 647 | 39 | 773 | |||
| 10 Dec | 784.55 | 19.1 | -13.90 | 47.78 | 979 | 207 | 735 | |||
| 9 Dec | 803.45 | 33 | -2.50 | 54.96 | 466 | 11 | 530 | |||
| 6 Dec | 808.35 | 35.5 | -10.30 | 52.00 | 591 | 37 | 518 | |||
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| 5 Dec | 822.80 | 45.8 | -3.20 | 53.19 | 1,222 | 15 | 482 | |||
| 4 Dec | 813.45 | 49 | 11.45 | 57.36 | 1,666 | 198 | 453 | |||
| 3 Dec | 801.85 | 37.55 | -13.45 | 55.24 | 1,173 | 114 | 250 | |||
| 2 Dec | 807.00 | 51 | -15.45 | 67.11 | 480 | 81 | 137 | |||
| 29 Nov | 840.50 | 66.45 | 68.44 | 838 | 53 | 53 | ||||
For Adani Energy Solution Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 CE is 0.36
Historical price for 820 CE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 13.55, which was -5.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by 61 which increased total open position to 831
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 18.6, which was -0.50 lower than the previous day. The implied volatity was 44.38, the open interest changed by 39 which increased total open position to 773
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 19.1, which was -13.90 lower than the previous day. The implied volatity was 47.78, the open interest changed by 207 which increased total open position to 735
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 33, which was -2.50 lower than the previous day. The implied volatity was 54.96, the open interest changed by 11 which increased total open position to 530
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 35.5, which was -10.30 lower than the previous day. The implied volatity was 52.00, the open interest changed by 37 which increased total open position to 518
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 45.8, which was -3.20 lower than the previous day. The implied volatity was 53.19, the open interest changed by 15 which increased total open position to 482
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 49, which was 11.45 higher than the previous day. The implied volatity was 57.36, the open interest changed by 198 which increased total open position to 453
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 37.55, which was -13.45 lower than the previous day. The implied volatity was 55.24, the open interest changed by 114 which increased total open position to 250
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 51, which was -15.45 lower than the previous day. The implied volatity was 67.11, the open interest changed by 81 which increased total open position to 137
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 66.45, which was lower than the previous day. The implied volatity was 68.44, the open interest changed by 53 which increased total open position to 53
| ADANIENSOL 26DEC2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.60
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 792.80 | 40.8 | -1.20 | 42.98 | 1 | 0 | 158 |
| 11 Dec | 791.50 | 42 | -8.90 | 44.07 | 61 | -9 | 158 |
| 10 Dec | 784.55 | 50.9 | 6.90 | 50.32 | 136 | 12 | 163 |
| 9 Dec | 803.45 | 44 | -0.60 | 54.69 | 104 | 8 | 150 |
| 6 Dec | 808.35 | 44.6 | 6.80 | 53.43 | 225 | 8 | 141 |
| 5 Dec | 822.80 | 37.8 | -4.85 | 53.20 | 311 | 21 | 134 |
| 4 Dec | 813.45 | 42.65 | -9.55 | 56.96 | 281 | 54 | 109 |
| 3 Dec | 801.85 | 52.2 | -7.30 | 54.87 | 104 | 3 | 55 |
| 2 Dec | 807.00 | 59.5 | 4.40 | 66.11 | 125 | 16 | 52 |
| 29 Nov | 840.50 | 55.1 | 67.87 | 56 | 28 | 28 | |
For Adani Energy Solution Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 PE is -0.62
Historical price for 820 PE is as follows
On 12 Dec ADANIENSOL was trading at 792.80. The strike last trading price was 40.8, which was -1.20 lower than the previous day. The implied volatity was 42.98, the open interest changed by 0 which decreased total open position to 158
On 11 Dec ADANIENSOL was trading at 791.50. The strike last trading price was 42, which was -8.90 lower than the previous day. The implied volatity was 44.07, the open interest changed by -9 which decreased total open position to 158
On 10 Dec ADANIENSOL was trading at 784.55. The strike last trading price was 50.9, which was 6.90 higher than the previous day. The implied volatity was 50.32, the open interest changed by 12 which increased total open position to 163
On 9 Dec ADANIENSOL was trading at 803.45. The strike last trading price was 44, which was -0.60 lower than the previous day. The implied volatity was 54.69, the open interest changed by 8 which increased total open position to 150
On 6 Dec ADANIENSOL was trading at 808.35. The strike last trading price was 44.6, which was 6.80 higher than the previous day. The implied volatity was 53.43, the open interest changed by 8 which increased total open position to 141
On 5 Dec ADANIENSOL was trading at 822.80. The strike last trading price was 37.8, which was -4.85 lower than the previous day. The implied volatity was 53.20, the open interest changed by 21 which increased total open position to 134
On 4 Dec ADANIENSOL was trading at 813.45. The strike last trading price was 42.65, which was -9.55 lower than the previous day. The implied volatity was 56.96, the open interest changed by 54 which increased total open position to 109
On 3 Dec ADANIENSOL was trading at 801.85. The strike last trading price was 52.2, which was -7.30 lower than the previous day. The implied volatity was 54.87, the open interest changed by 3 which increased total open position to 55
On 2 Dec ADANIENSOL was trading at 807.00. The strike last trading price was 59.5, which was 4.40 higher than the previous day. The implied volatity was 66.11, the open interest changed by 16 which increased total open position to 52
On 29 Nov ADANIENSOL was trading at 840.50. The strike last trading price was 55.1, which was lower than the previous day. The implied volatity was 67.87, the open interest changed by 28 which increased total open position to 28
